SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 0.04
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 12.5 | -0.20 | 47.26 | 2 | 1 | 17 | |||
| 13 Nov | 111.69 | 12.7 | -3.80 | 17.89 | 10 | 3 | 14 | |||
| 12 Nov | 114.17 | 16.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 16.5 | -4.20 | - | 1 | 0 | 11 | |||
| 8 Nov | 118.21 | 20.7 | -3.80 | 83.87 | 26 | 0 | 10 | |||
| 7 Nov | 123.36 | 24.5 | -0.25 | - | 1 | 0 | 11 | |||
| 6 Nov | 123.89 | 24.75 | 5.35 | 63.21 | 27 | -8 | 20 | |||
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| 5 Nov | 118.53 | 19.4 | 4.90 | 42.67 | 10 | 3 | 31 | |||
| 4 Nov | 113.90 | 14.5 | -4.70 | - | 1 | 0 | 27 | |||
| 1 Nov | 117.75 | 19.2 | 2.90 | 40.58 | 2 | -1 | 28 | |||
| 31 Oct | 115.75 | 16.3 | -2.10 | - | 9 | 4 | 31 | |||
| 30 Oct | 116.03 | 18.4 | 1.30 | - | 20 | 19 | 26 | |||
| 29 Oct | 115.71 | 17.1 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 114.67 | 17.1 | 2.20 | - | 3 | 0 | 6 | |||
| 25 Oct | 111.48 | 14.9 | -5.20 | - | 2 | 1 | 6 | |||
| 24 Oct | 117.13 | 20.1 | 0.00 | - | 1 | 0 | 4 | |||
| 23 Oct | 118.13 | 20.1 | - | 4 | 3 | 3 | ||||
For Steel Authority Of India - strike price 100 expiring on 28NOV2024
Delta for 100 CE is 0.90
Historical price for 100 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 12.5, which was -0.20 lower than the previous day. The implied volatity was 47.26, the open interest changed by 1 which increased total open position to 17
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 12.7, which was -3.80 lower than the previous day. The implied volatity was 17.89, the open interest changed by 3 which increased total open position to 14
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 16.5, 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 11 Nov SAIL was trading at 115.89. The strike last trading price was 16.5, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 20.7, which was -3.80 lower than the previous day. The implied volatity was 83.87, the open interest changed by 0 which decreased total open position to 10
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 24.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 24.75, which was 5.35 higher than the previous day. The implied volatity was 63.21, the open interest changed by -8 which decreased total open position to 20
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 19.4, which was 4.90 higher than the previous day. The implied volatity was 42.67, the open interest changed by 3 which increased total open position to 31
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 14.5, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 19.2, which was 2.90 higher than the previous day. The implied volatity was 40.58, the open interest changed by -1 which decreased total open position to 28
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 16.3, which was -2.10 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 18.4, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 17.1, 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 17.1, which was 2.20 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 14.9, which was -5.20 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 20.1, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 20.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.03
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 0.3 | -0.10 | 41.01 | 371 | 11 | 693 |
| 13 Nov | 111.69 | 0.4 | 0.20 | 43.98 | 496 | -10 | 686 |
| 12 Nov | 114.17 | 0.2 | -0.05 | 40.74 | 231 | 27 | 695 |
| 11 Nov | 115.89 | 0.25 | -0.05 | 44.94 | 217 | 16 | 669 |
| 8 Nov | 118.21 | 0.3 | -0.10 | 46.54 | 606 | 62 | 654 |
| 7 Nov | 123.36 | 0.4 | 0.00 | 57.74 | 613 | 29 | 593 |
| 6 Nov | 123.89 | 0.4 | -0.20 | 56.95 | 848 | 4 | 559 |
| 5 Nov | 118.53 | 0.6 | -0.60 | 52.51 | 577 | 18 | 555 |
| 4 Nov | 113.90 | 1.2 | 0.25 | 53.60 | 527 | 120 | 542 |
| 1 Nov | 117.75 | 0.95 | -0.10 | 54.84 | 67 | 19 | 420 |
| 31 Oct | 115.75 | 1.05 | 0.10 | - | 256 | 83 | 401 |
| 30 Oct | 116.03 | 0.95 | -0.10 | - | 171 | 37 | 305 |
| 29 Oct | 115.71 | 1.05 | -0.75 | - | 247 | 50 | 268 |
| 28 Oct | 114.67 | 1.8 | -0.70 | - | 175 | 48 | 217 |
| 25 Oct | 111.48 | 2.5 | 1.00 | - | 189 | 49 | 169 |
| 24 Oct | 117.13 | 1.5 | 0.40 | - | 101 | 46 | 119 |
| 23 Oct | 118.13 | 1.1 | - | 139 | 73 | 73 | |
For Steel Authority Of India - strike price 100 expiring on 28NOV2024
Delta for 100 PE is -0.07
Historical price for 100 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 41.01, the open interest changed by 11 which increased total open position to 693
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 43.98, the open interest changed by -10 which decreased total open position to 686
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.74, the open interest changed by 27 which increased total open position to 695
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 44.94, the open interest changed by 16 which increased total open position to 669
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 46.54, the open interest changed by 62 which increased total open position to 654
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 57.74, the open interest changed by 29 which increased total open position to 593
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 56.95, the open interest changed by 4 which increased total open position to 559
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.6, which was -0.60 lower than the previous day. The implied volatity was 52.51, the open interest changed by 18 which increased total open position to 555
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 53.60, the open interest changed by 120 which increased total open position to 542
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 54.84, the open interest changed by 19 which increased total open position to 420
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 1.05, which was 0.10 higher 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 0.95, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SAIL was trading at 115.71. The strike last trading price was 1.05, which was -0.75 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 1.8, which was -0.70 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 2.5, which was 1.00 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 1.5, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SAIL was trading at 118.13. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
