SAIL
Steel Authority Of India
Historical option data for SAIL
11 Apr 2025 04:11 PM IST
| SAIL 24APR2025 102.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.06
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 108.34 | 7.6 | 1.3 | 47.79 | 230 | 4 | 101 | |||
| 9 Apr | 104.97 | 6.4 | -0.15 | 56.58 | 926 | 18 | 96 | |||
| 8 Apr | 105.05 | 6.55 | -0.45 | 56.76 | 215 | 4 | 78 | |||
| 7 Apr | 104.63 | 7.1 | -3.8 | 63.12 | 216 | 73 | 73 | |||
| 4 Apr | 112.60 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 118.54 | 10.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 118.70 | 10.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 116.88 | 10.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 115.18 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 113.88 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 113.29 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 114.70 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 117.24 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 115.30 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 113.96 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 113.23 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 108.91 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 106.14 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 105.89 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 106.66 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 108.13 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 107.27 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 110.91 | 10.9 | 0 | - | 0 | 0 | 0 | |||
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| 6 Mar | 111.97 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 112.53 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 107.66 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 106.36 | 10.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 105.02 | 10.9 | 0 | - | 0 | 0 | 0 | |||
For Steel Authority Of India - strike price 102.5 expiring on 24APR2025
Delta for 102.5 CE is 0.75
Historical price for 102.5 CE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 7.6, which was 1.3 higher than the previous day. The implied volatity was 47.79, the open interest changed by 4 which increased total open position to 101
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 6.4, which was -0.15 lower than the previous day. The implied volatity was 56.58, the open interest changed by 18 which increased total open position to 96
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 56.76, the open interest changed by 4 which increased total open position to 78
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 7.1, which was -3.8 lower than the previous day. The implied volatity was 63.12, the open interest changed by 73 which increased total open position to 73
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 10.9, which was 0 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 2 Apr SAIL was trading at 118.70. The strike last trading price was 10.9, which was 0 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 1 Apr SAIL was trading at 116.88. The strike last trading price was 10.9, which was 0 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 28 Mar SAIL was trading at 115.18. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SAIL was trading at 113.96. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SAIL was trading at 106.36. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAIL 24APR2025 102.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.07
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.34 | 1.6 | -1.9 | 49.56 | 761 | -26 | 278 |
| 9 Apr | 104.97 | 3.45 | -0.25 | 57.45 | 1,127 | 113 | 310 |
| 8 Apr | 105.05 | 3.7 | -0.95 | 58.53 | 792 | -6 | 195 |
| 7 Apr | 104.63 | 4.65 | 3.5 | 66.63 | 1,597 | 52 | 201 |
| 4 Apr | 112.60 | 1.1 | 0.6 | 46.00 | 543 | -30 | 148 |
| 3 Apr | 118.54 | 0.5 | -0.05 | 46.48 | 83 | 12 | 177 |
| 2 Apr | 118.70 | 0.55 | -0.1 | 46.57 | 141 | -19 | 170 |
| 1 Apr | 116.88 | 0.65 | -0.25 | 44.35 | 199 | 32 | 186 |
| 28 Mar | 115.18 | 0.85 | -0.2 | 40.04 | 96 | 40 | 154 |
| 27 Mar | 113.88 | 1.05 | -0.15 | 41.55 | 62 | 6 | 115 |
| 26 Mar | 113.29 | 1.15 | 0.05 | 40.66 | 34 | 18 | 108 |
| 25 Mar | 114.70 | 1.1 | -0.05 | 41.89 | 43 | 12 | 88 |
| 24 Mar | 117.24 | 1.15 | -5.15 | 47.11 | 159 | 77 | 77 |
| 21 Mar | 115.30 | 6.3 | 0 | 13.07 | 0 | 0 | 0 |
| 20 Mar | 113.96 | 6.3 | 0 | 12.56 | 0 | 0 | 0 |
| 19 Mar | 113.23 | 6.3 | 0 | 10.41 | 0 | 0 | 0 |
| 18 Mar | 108.91 | 6.3 | 0 | 7.06 | 0 | 0 | 0 |
| 17 Mar | 106.14 | 6.3 | 0 | 4.89 | 0 | 0 | 0 |
| 13 Mar | 105.89 | 6.3 | 0 | 4.46 | 0 | 0 | 0 |
| 12 Mar | 106.66 | 6.3 | 0 | 4.31 | 0 | 0 | 0 |
| 11 Mar | 108.13 | 6.3 | 0 | 6.57 | 0 | 0 | 0 |
| 10 Mar | 107.27 | 6.3 | 0 | 5.10 | 0 | 0 | 0 |
| 7 Mar | 110.91 | 6.3 | 0 | 7.73 | 0 | 0 | 0 |
| 6 Mar | 111.97 | 6.3 | 0 | 8.14 | 0 | 0 | 0 |
| 5 Mar | 112.53 | 6.3 | 0 | 8.83 | 0 | 0 | 0 |
| 4 Mar | 107.66 | 6.3 | 0 | 5.59 | 0 | 0 | 0 |
| 3 Mar | 106.36 | 6.3 | 0 | 5.18 | 0 | 0 | 0 |
| 28 Feb | 105.02 | 6.3 | 0 | 3.52 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 102.5 expiring on 24APR2025
Delta for 102.5 PE is -0.25
Historical price for 102.5 PE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 1.6, which was -1.9 lower than the previous day. The implied volatity was 49.56, the open interest changed by -26 which decreased total open position to 278
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 57.45, the open interest changed by 113 which increased total open position to 310
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 3.7, which was -0.95 lower than the previous day. The implied volatity was 58.53, the open interest changed by -6 which decreased total open position to 195
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 4.65, which was 3.5 higher than the previous day. The implied volatity was 66.63, the open interest changed by 52 which increased total open position to 201
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 1.1, which was 0.6 higher than the previous day. The implied volatity was 46.00, the open interest changed by -30 which decreased total open position to 148
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 46.48, the open interest changed by 12 which increased total open position to 177
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 46.57, the open interest changed by -19 which decreased total open position to 170
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 44.35, the open interest changed by 32 which increased total open position to 186
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 40.04, the open interest changed by 40 which increased total open position to 154
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 41.55, the open interest changed by 6 which increased total open position to 115
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 40.66, the open interest changed by 18 which increased total open position to 108
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 41.89, the open interest changed by 12 which increased total open position to 88
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 1.15, which was -5.15 lower than the previous day. The implied volatity was 47.11, the open interest changed by 77 which increased total open position to 77
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 13.07, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SAIL was trading at 113.96. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 12.56, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 10.41, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 8.83, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SAIL was trading at 106.36. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
