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[--[65.84.65.76]--]
SAIL
Steel Authority Of India

111.84 0.15 (0.13%)

Option Chain for SAIL

14 Nov 2024 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 4000

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 46.85 0.00 90 -0.05 0.10 56.56 10 3 86 -0.02
0.00 0 0 0 0.00 0.00 0.00 92.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 42.50 0.00 95 0.00 0.20 50.46 51 -2 215 -0.04
0.00 0 0 0 0.00 36.35 0.00 97.5 -0.10 0.20 43.89 47 -6 77 -0.05
0.90 17 1 2 47.26 12.50 -0.20 100 -0.10 0.30 41.01 371 11 693 -0.07
- 0 0 0 - 39.00 0.00 102.5 -0.25 0.45 37.99 97 -26 140 -0.11
0.75 21 3 26 52.73 8.80 0.20 105 -0.20 0.75 36.21 801 28 825 -0.17
0.74 106 19 60 35.41 5.80 -0.75 107.5 -0.35 1.15 33.45 538 -44 483 -0.25
0.62 702 81 805 33.91 4.05 -0.80 110 -0.10 2.05 34.16 1,560 -96 923 -0.38
0.49 372 -7 1,237 33.52 2.70 -0.65 112.5 -0.05 3.25 34.45 842 -59 395 -0.51
0.36 1,155 118 2,939 34.58 1.80 -0.45 115 0.20 4.75 34.46 678 20 1,207 -0.64
0.26 611 -56 950 35.32 1.15 -0.35 117.5 0.20 6.50 33.89 156 -20 231 -0.75
0.19 2,310 -18 2,319 38.40 0.85 -0.20 120 0.55 8.85 39.39 96 -1 1,081 -0.80
0.13 370 13 523 39.40 0.55 -0.10 122.5 0.40 10.85 36.43 43 5 161 -0.89
0.10 1,434 -1 992 43.00 0.45 -0.05 125 0.40 13.10 34.61 47 0 404 -0.94
0.07 273 6 28 44.01 0.30 -0.10 127.5 0.45 16.00 52.02 1 0 136 -0.89
0.06 2,285 15 402 47.11 0.25 -0.05 130 0.85 18.25 50.60 18 1 559 -0.93
0.05 175 -20 93 49.56 0.20 -0.05 132.5 0.00 14.45 0.00 0 0 0 0.00
0.04 654 -1 92 53.88 0.20 0.00 135 0.15 22.75 - 16 0 192 -
0.03 162 0 3 55.04 0.15 0.00 137.5 0.00 14.20 0.00 0 0 0 0.00
0.02 990 -18 75 55.49 0.10 -0.05 140 0.30 28.30 - 1 0 337 -
0.00 0 0 0 0.00 0.05 0.00 142.5 0.00 19.00 0.00 0 0 0 0.00
- 250 -3 20 - 0.05 0.00 145 1.45 33.15 - 3 -2 67 -
0.00 0 0 0 0.00 0.10 0.00 147.5 0.00 16.45 0.00 0 0 0 0.00
- 921 -10 12 - 0.05 -0.05 150 -0.95 37.40 - 1 0 620 -
12,808 8,832
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.