SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 116.10 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
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| 13 Dec | 124.76 | 25 | -5.00 | 52.28 | 6 | -1 | 36 | |||
| 12 Dec | 129.26 | 30 | 1.95 | - | 4 | -1 | 35 | |||
| 11 Dec | 126.95 | 28.05 | 0.80 | - | 3 | 0 | 36 | |||
| 10 Dec | 126.81 | 27.25 | 0.50 | - | 23 | 9 | 41 | |||
| 9 Dec | 126.13 | 26.75 | 1.25 | - | 6 | -1 | 31 | |||
| 6 Dec | 123.89 | 25.5 | 2.40 | - | 2 | 0 | 33 | |||
| 5 Dec | 122.47 | 23.1 | -0.35 | - | 9 | -1 | 32 | |||
| 4 Dec | 122.17 | 23.45 | 0.45 | 12.46 | 21 | -3 | 33 | |||
| 3 Dec | 122.79 | 23 | 3.00 | - | 6 | -2 | 37 | |||
| 2 Dec | 119.08 | 20 | 1.00 | 48.91 | 11 | -2 | 40 | |||
| 29 Nov | 117.11 | 19 | 0.90 | 57.40 | 20 | 13 | 42 | |||
| 28 Nov | 116.28 | 18.1 | 0.20 | 44.63 | 5 | -3 | 27 | |||
| 27 Nov | 116.26 | 17.9 | 0.50 | 51.13 | 7 | 3 | 29 | |||
| 26 Nov | 115.83 | 17.4 | 1.85 | 48.63 | 5 | 0 | 25 | |||
| 25 Nov | 114.09 | 15.55 | 1.80 | 36.88 | 16 | 18 | 24 | |||
| 22 Nov | 112.83 | 13.75 | -0.25 | 21.99 | 6 | 3 | 9 | |||
| 21 Nov | 110.59 | 14 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 20 Nov | 111.45 | 14 | 0.00 | 42.89 | 2 | 2 | 5 | |||
| 19 Nov | 111.45 | 14 | -2.00 | 42.89 | 2 | 1 | 5 | |||
| 18 Nov | 112.77 | 16 | -26.60 | 52.66 | 4 | 3 | 3 | |||
| 14 Nov | 111.84 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 115.75 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 116.03 | 42.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 114.67 | 42.6 | 42.60 | - | 0 | 0 | 0 | |||
| 25 Oct | 111.48 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 117.13 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 100 expiring on 26DEC2024
Delta for 100 CE is 0.00
Historical price for 100 CE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 25, which was -5.00 lower than the previous day. The implied volatity was 52.28, the open interest changed by -1 which decreased total open position to 36
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 30, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 35
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 28.05, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 27.25, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 41
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 26.75, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 25.5, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 23.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 32
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 23.45, which was 0.45 higher than the previous day. The implied volatity was 12.46, the open interest changed by -3 which decreased total open position to 33
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 23, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 37
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 20, which was 1.00 higher than the previous day. The implied volatity was 48.91, the open interest changed by -2 which decreased total open position to 40
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 19, which was 0.90 higher than the previous day. The implied volatity was 57.40, the open interest changed by 13 which increased total open position to 42
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 18.1, which was 0.20 higher than the previous day. The implied volatity was 44.63, the open interest changed by -3 which decreased total open position to 27
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 17.9, which was 0.50 higher than the previous day. The implied volatity was 51.13, the open interest changed by 3 which increased total open position to 29
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 17.4, which was 1.85 higher than the previous day. The implied volatity was 48.63, the open interest changed by 0 which decreased total open position to 25
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 15.55, which was 1.80 higher than the previous day. The implied volatity was 36.88, the open interest changed by 18 which increased total open position to 24
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 13.75, which was -0.25 lower than the previous day. The implied volatity was 21.99, the open interest changed by 3 which increased total open position to 9
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 42.89, the open interest changed by 2 which increased total open position to 5
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 14, which was -2.00 lower than the previous day. The implied volatity was 42.89, the open interest changed by 1 which increased total open position to 5
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 16, which was -26.60 lower than the previous day. The implied volatity was 52.66, the open interest changed by 3 which increased total open position to 3
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SAIL was trading at 116.03. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SAIL was trading at 114.67. The strike last trading price was 42.6, which was 42.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SAIL was trading at 111.48. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SAIL was trading at 117.13. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 26DEC2024 100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 116.10 | 0.05 | -0.05 | 54.47 | 98 | -97 | 460 |
| 19 Dec | 118.91 | 0.1 | -0.05 | - | 5 | -2 | 560 |
| 18 Dec | 119.81 | 0.15 | 0.00 | - | 104 | -102 | 564 |
| 17 Dec | 121.11 | 0.15 | 0.00 | 0.00 | 0 | -4 | 0 |
| 16 Dec | 123.61 | 0.15 | 0.00 | - | 4 | -2 | 668 |
| 13 Dec | 124.76 | 0.15 | 0.00 | - | 85 | -21 | 670 |
| 12 Dec | 129.26 | 0.15 | 0.00 | - | 15 | -13 | 689 |
| 11 Dec | 126.95 | 0.15 | 0.05 | - | 148 | -46 | 702 |
| 10 Dec | 126.81 | 0.1 | -0.05 | - | 35 | 5 | 748 |
| 9 Dec | 126.13 | 0.15 | -0.05 | - | 31 | 5 | 742 |
| 6 Dec | 123.89 | 0.2 | 0.00 | 52.23 | 80 | 4 | 736 |
| 5 Dec | 122.47 | 0.2 | 0.00 | 49.36 | 23 | 0 | 734 |
| 4 Dec | 122.17 | 0.2 | 0.00 | 48.63 | 145 | 27 | 672 |
| 3 Dec | 122.79 | 0.2 | 0.00 | 47.53 | 343 | -15 | 662 |
| 2 Dec | 119.08 | 0.2 | -0.10 | 40.84 | 392 | 53 | 677 |
| 29 Nov | 117.11 | 0.3 | -0.30 | 39.06 | 674 | 137 | 630 |
| 28 Nov | 116.28 | 0.6 | 0.00 | 44.91 | 411 | 68 | 493 |
| 27 Nov | 116.26 | 0.6 | -0.10 | 42.96 | 101 | 29 | 425 |
| 26 Nov | 115.83 | 0.7 | -0.10 | 43.33 | 262 | 99 | 389 |
| 25 Nov | 114.09 | 0.8 | -0.30 | 41.97 | 145 | 85 | 290 |
| 22 Nov | 112.83 | 1.1 | -0.55 | 41.89 | 117 | 25 | 230 |
| 21 Nov | 110.59 | 1.65 | 0.15 | 43.85 | 185 | 44 | 205 |
| 20 Nov | 111.45 | 1.5 | 0.00 | 42.66 | 87 | 60 | 159 |
| 19 Nov | 111.45 | 1.5 | 0.20 | 42.66 | 87 | 58 | 159 |
| 18 Nov | 112.77 | 1.3 | -0.15 | 41.89 | 51 | -1 | 101 |
| 14 Nov | 111.84 | 1.45 | 0.00 | 40.04 | 12 | 0 | 101 |
| 13 Nov | 111.69 | 1.45 | 0.30 | 40.59 | 100 | 38 | 102 |
| 12 Nov | 114.17 | 1.15 | 0.00 | 40.47 | 18 | 3 | 64 |
| 11 Nov | 115.89 | 1.15 | 0.05 | 42.57 | 37 | 18 | 61 |
| 8 Nov | 118.21 | 1.1 | 0.10 | 43.44 | 37 | -4 | 43 |
| 7 Nov | 123.36 | 1 | -0.10 | 48.59 | 44 | 7 | 42 |
| 6 Nov | 123.89 | 1.1 | -0.40 | 49.91 | 160 | 8 | 35 |
| 5 Nov | 118.53 | 1.5 | -1.05 | 47.63 | 248 | 17 | 27 |
| 4 Nov | 113.90 | 2.55 | 0.85 | 50.24 | 2 | 1 | 10 |
| 31 Oct | 115.75 | 1.7 | 0.00 | - | 0 | 6 | 0 |
| 30 Oct | 116.03 | 1.7 | -1.80 | - | 7 | 2 | 5 |
| 28 Oct | 114.67 | 3.5 | 0.00 | - | 1 | 1 | 2 |
| 25 Oct | 111.48 | 3.5 | 1.30 | - | 1 | 0 | 1 |
| 24 Oct | 117.13 | 2.2 | - | 1 | 0 | 0 | |
For Steel Authority Of India - strike price 100 expiring on 26DEC2024
Delta for 100 PE is -0.02
Historical price for 100 PE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 54.47, the open interest changed by -97 which decreased total open position to 460
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 560
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 564
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 668
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 670
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 689
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 702
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 748
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 742
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 52.23, the open interest changed by 4 which increased total open position to 736
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 49.36, the open interest changed by 0 which decreased total open position to 734
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 48.63, the open interest changed by 27 which increased total open position to 672
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 47.53, the open interest changed by -15 which decreased total open position to 662
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 40.84, the open interest changed by 53 which increased total open position to 677
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 39.06, the open interest changed by 137 which increased total open position to 630
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 44.91, the open interest changed by 68 which increased total open position to 493
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 42.96, the open interest changed by 29 which increased total open position to 425
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 43.33, the open interest changed by 99 which increased total open position to 389
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 41.97, the open interest changed by 85 which increased total open position to 290
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 41.89, the open interest changed by 25 which increased total open position to 230
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 43.85, the open interest changed by 44 which increased total open position to 205
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 42.66, the open interest changed by 60 which increased total open position to 159
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 42.66, the open interest changed by 58 which increased total open position to 159
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 41.89, the open interest changed by -1 which decreased total open position to 101
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 40.04, the open interest changed by 0 which decreased total open position to 101
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 1.45, which was 0.30 higher than the previous day. The implied volatity was 40.59, the open interest changed by 38 which increased total open position to 102
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 40.47, the open interest changed by 3 which increased total open position to 64
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 42.57, the open interest changed by 18 which increased total open position to 61
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 43.44, the open interest changed by -4 which decreased total open position to 43
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 48.59, the open interest changed by 7 which increased total open position to 42
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 49.91, the open interest changed by 8 which increased total open position to 35
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was 47.63, the open interest changed by 17 which increased total open position to 27
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 2.55, which was 0.85 higher than the previous day. The implied volatity was 50.24, the open interest changed by 1 which increased total open position to 10
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SAIL was trading at 116.03. The strike last trading price was 1.7, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SAIL was trading at 114.67. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SAIL was trading at 111.48. The strike last trading price was 3.5, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SAIL was trading at 117.13. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
