SAIL
STEEL AUTHORITY OF INDIA
147.39
4.80 (3.37%)
Option Chain for SAIL
26 Jul 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 0 | 0 | 46.25 | 0.00 | 115 | -0.40 | 0.25 | 28,000 | 20,000 | 40,000 |
| 0 | 0 | 0 | 30.25 | 0.00 | 117.5 | 0.00 | 3.4 | 0 | 0 | 0 |
| 0 | 0 | 0 | 41.95 | 0.00 | 120 | -0.40 | 0.4 | 4,60,000 | -36,000 | 4,00,000 |
| 0 | 0 | 0 | 26.6 | 0.00 | 122.5 | 0.00 | 4.7 | 0 | 0 | 0 |
| 0 | 0 | 0 | 37.9 | 0.00 | 125 | -0.55 | 0.55 | 5,72,000 | 3,24,000 | 7,04,000 |
| 0 | 0 | 0 | 23.2 | 0.00 | 127.5 | -5.50 | 0.75 | 20,000 | 12,000 | 12,000 |
| 2,04,000 | -12,000 | 1,16,000 | 19.3 | 3.25 | 130 | -0.85 | 0.9 | 14,00,000 | 60,000 | 12,76,000 |
| 0 | 0 | 0 | 20.1 | 0.00 | 132.5 | -1.20 | 1.1 | 6,64,000 | 3,92,000 | 4,44,000 |
| 96,000 | 8,000 | 1,00,000 | 14.75 | 3.15 | 135 | -1.30 | 1.55 | 9,16,000 | 1,56,000 | 8,56,000 |
| 8,000 | 8,000 | 24,000 | 12.8 | -4.55 | 137.5 | -1.55 | 2 | 1,28,000 | 48,000 | 88,000 |
| 8,52,000 | -1,44,000 | 20,44,000 | 10.85 | 2.20 | 140 | -1.95 | 2.6 | 24,32,000 | 92,000 | 19,72,000 |
| 2,84,000 | -20,000 | 7,44,000 | 9.35 | 2.10 | 142.5 | -2.35 | 3.4 | 3,88,000 | 28,000 | 4,36,000 |
| 20,44,000 | -1,20,000 | 68,64,000 | 7.85 | 1.95 | 145 | -2.35 | 4.35 | 23,72,000 | 7,00,000 | 20,28,000 |
| 8,36,000 | 4,64,000 | 40,36,000 | 6.65 | 1.90 | 147.5 | -3.55 | 5.5 | 3,44,000 | 1,32,000 | 2,00,000 |
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| 60,68,000 | 13,28,000 | 1,33,00,000 | 5.3 | 1.45 | 150 | -2.65 | 6.95 | 13,08,000 | 2,68,000 | 35,24,000 |
| 4,40,000 | 2,40,000 | 14,08,000 | 4.4 | 1.35 | 152.5 | -3.35 | 8.15 | 1,08,000 | 64,000 | 64,000 |
| 23,32,000 | 5,16,000 | 45,12,000 | 3.5 | 0.90 | 155 | -3.55 | 9.95 | 1,20,000 | 0 | 4,24,000 |
| 92,000 | 64,000 | 2,28,000 | 2.65 | 0.55 | 157.5 | 0.00 | 21.65 | 0 | 0 | 0 |
| 41,64,000 | 12,56,000 | 77,56,000 | 2.1 | 0.35 | 160 | -3.65 | 13.6 | 2,68,000 | 1,00,000 | 5,44,000 |
| 72,000 | 72,000 | 1,28,000 | 1.7 | -5.30 | 162.5 | -4.00 | 15.65 | 1,04,000 | 28,000 | 36,000 |
| 10,92,000 | 4,36,000 | 12,72,000 | 1.35 | 0.10 | 165 | -5.50 | 17.55 | 96,000 | 68,000 | 1,92,000 |
| 0 | 0 | 0 | 6.25 | 0.00 | 167.5 | 0.00 | 28.8 | 0 | 0 | 0 |
| 27,72,000 | 6,44,000 | 30,56,000 | 0.95 | 0.00 | 170 | -4.00 | 22.15 | 1,04,000 | 32,000 | 10,64,000 |
| 0 | 0 | 0 | 5.2 | 0.00 | 172.5 | 0.00 | 32.65 | 0 | 0 | 0 |
| 4,56,000 | 2,72,000 | 6,40,000 | 0.6 | -0.05 | 175 | 0.00 | 25 | 0 | 0 | 0 |
| 0 | 0 | 0 | 4.3 | 0.00 | 177.5 | 0.00 | 36.7 | 0 | 0 | 0 |
| 12,80,000 | 1,28,000 | 10,68,000 | 0.4 | -0.05 | 180 | 0.00 | 37.5 | 0 | 3,52,000 | 0 |
| 2,30,92,000 | 1,43,04,000 | |||||||||
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.