Steel Authority of India Limited

Metals & Mining · Ferrous Metals

NSE: SAIL BSE: 500113

₹181.49

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) -0.07

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	177.8700	-4.95	177034900	-2119700	Long Unwinding
Nov. 23, 2026	179.8300	-2.93	253800	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	180.8900	180.8900	180.8900	181.4200	4700	4700
Sept. 30, 2026	Nov. 23, 2026	183.4000	185.0200	180.7600	179.8300	253800	0
Sept. 30, 2026	Oct. 27, 2026	182.9000	186.5000	176.8100	177.8700	177034900	-2119700
Sept. 29, 2026	Nov. 23, 2026	181.9500	185.0900	181.9500	182.7600	253800	155100
Sept. 29, 2026	Oct. 27, 2026	180.9900	185.5000	179.4000	182.8200	179154600	39183900
Sept. 29, 2026	Sept. 29, 2026	181.7300	187.0000	179.3100	183.0000	5795100	-41637300
Sept. 28, 2026	Nov. 23, 2026	183.2500	187.3200	182.6000	182.8000	98700	23500
Sept. 28, 2026	Oct. 27, 2026	182.6500	189.0000	181.4500	183.8900	139970700	54938300
Sept. 28, 2026	Sept. 29, 2026	184.8700	190.4000	182.4200	185.2600	47432400	-56118000
Sept. 25, 2026	Nov. 23, 2026	184.3600	184.3600	184.3600	184.3600	75200	4700

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) —

Max Pain 140.0000

Open Interest by Strike (Max Pain: 140.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	48.1300	80.76	0.847	140.0000	-0.079	53.66	1.4600	0	0
0	0	39.7000	74.48	0.801	150.0000	-0.139	53.16	2.8800	0	0
0	0	35.7700	72.09	0.772	155.0000	-0.177	52.88	3.8800	0	0
0	0	32.0600	70.12	0.739	160.0000	-0.219	52.53	5.0900	0	0
0	0	28.5800	68.48	0.703	165.0000	-0.265	52.13	6.5300	0	0
0	0	21.4300	45.0	0.729	167.5000	-0.270	44.63	5.6300	0	0
0	0	25.3300	67.06	0.664	170.0000	-0.315	51.67	8.2100	0	0
0	0	18.2600	44.93	0.670	172.5000	-0.329	44.6	7.4100	0	0
0	0	22.3400	65.92	0.622	175.0000	-0.368	51.19	10.1500	0	0
0	0	15.4200	44.92	0.608	177.5000	-0.391	44.61	9.5200	0	0
0	0	19.6100	65.0	0.579	180.0000	-0.424	50.63	12.3400	0	0
0	0	12.8900	44.87	0.545	182.5000	-0.455	44.62	11.9500	0	0
0	0	17.1200	64.19	0.535	185.0000	-0.480	50.0	14.7800	0	0
0	0	10.6800	44.85	0.483	187.5000	-0.517	44.6	14.6900	0	0
0	0	14.8800	63.53	0.491	190.0000	-0.537	49.24	17.4600	0	0
0	0	8.7600	44.8	0.422	192.5000	-0.578	44.59	17.7300	0	0
0	0	12.8700	62.96	0.447	195.0000	-0.594	48.39	20.3800	0	0
0	0	7.1300	44.8	0.365	197.5000	-0.636	44.59	21.0500	0	0
0	0	11.0800	62.47	0.405	200.0000	-0.650	47.36	23.5200	0	0
0	0	9.5000	62.05	0.364	205.0000	-0.705	46.08	26.8600	0	0
0	0	8.1100	61.68	0.325	210.0000	-0.760	44.54	30.4000	0	0
0	0	6.9000	61.38	0.289	215.0000	-0.813	42.58	34.1200	0	0
0	0	5.8500	61.11	0.256	220.0000	-0.867	39.83	37.9900	0	0
0	0	4.1500	60.62	0.196	230.0000	-0.998	20.52	46.1500	0	0