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
- 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.