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 |
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Put
Lot Size : 4000 |
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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 |
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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.