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

104.39 -0.94 (-0.89%)

Option Chain for SAIL

18 Feb 2025 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
0.00 0 0 0 0.00 25.25 0.00 80 0.00 0.10 - 2 0 102 -
0.00 0 0 0 0.00 0.00 0.00 82.5 0.00 0.00 0.00 0 0 0 0.00
- 2 0 1 - 18.50 -2.10 85 0.00 0.15 - 24 2 242 -
- 0 0 0 - 31.95 0.00 87.5 -0.05 0.15 - 71 -16 132 -
0.00 0 0 0 0.00 15.45 0.00 90 -0.10 0.25 61.48 515 -103 862 -0.06
- 0 0 0 - 27.60 0.00 92.5 0.00 0.30 54.45 282 -56 320 -0.07
0.95 119 14 73 36.37 9.50 -0.10 95 -0.10 0.40 48.82 807 -1 660 -0.10
0.81 57 -6 20 52.84 7.85 -0.60 97.5 -0.10 0.60 44.27 898 4 346 -0.15
0.75 655 46 1,292 43.29 5.50 -1.20 100 0.00 1.05 42.26 2,810 -119 1,363 -0.25
0.63 789 169 2,427 40.04 3.65 -1.10 102.5 0.05 1.65 38.47 4,840 191 973 -0.37
0.48 1,532 312 5,615 38.76 2.25 -0.95 105 0.25 2.75 37.35 3,585 259 1,339 -0.53
0.32 901 -105 2,411 38.82 1.30 -0.70 107.5 0.40 4.25 35.63 1,505 -46 611 -0.69
0.22 2,622 164 2,778 40.75 0.80 -0.50 110 0.75 6.35 40.14 939 361 1,302 -0.79
0.13 862 -49 959 41.75 0.45 -0.35 112.5 3.20 10.80 87.27 69 -22 351 -0.68
0.08 1,746 -53 1,043 42.90 0.25 -0.25 115 2.65 12.40 81.82 51 -9 106 -0.75
0.05 378 -40 355 44.99 0.15 -0.20 117.5 1.00 12.85 - 5 0 36 -
0.06 1,375 -80 344 54.07 0.20 -0.05 120 0.40 16.70 85.09 5 -4 277 -0.84
0.03 222 -2 23 53.28 0.10 -0.10 122.5 3.40 19.60 - 11 0 9 -
- 945 4 93 - 0.10 0.00 125 1.90 20.60 53.93 2 -1 237 -0.98
0.00 0 0 0 0.00 0.15 0.00 127.5 9.10 24.00 - 2 0 10 -
- 582 0 18 - 0.05 0.00 130 1.50 27.00 - 1 0 305 -
0.00 0 0 0 0.00 0.00 0.00 132.5 0.00 0.00 0.00 0 0 0 0.00
- 668 -7 42 - 0.05 -0.05 135 1.65 31.65 - 10 -2 507 -
0.00 0 0 0 0.00 0.00 0.00 137.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 5.35 0.00 140 0.00 26.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 142.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4.35 0.00 145 0.00 30.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 147.5 0.00 0.00 0.00 0 0 0 0.00
- 32 0 2 - 0.05 0.00 150 0.00 34.55 0.00 0 0 0 0.00
13,487 10,090
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.