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

116.1 -2.81 (-2.36%)

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Historical option data for SAIL

20 Dec 2024 04:11 PM IST
SAIL 26DEC2024 102.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 18.1 0.00 0.00 0 0 0
19 Dec 118.91 18.1 0.00 0.00 0 0 0
18 Dec 119.81 18.1 0.00 0.00 0 0 0
17 Dec 121.11 18.1 0.00 0.00 0 0 0
16 Dec 123.61 18.1 0.00 0.00 0 0 0
13 Dec 124.76 18.1 0.00 0.00 0 0 0
12 Dec 129.26 18.1 0.00 0.00 0 0 0
11 Dec 126.95 18.1 0.00 0.00 0 0 0
10 Dec 126.81 18.1 0.00 0.00 0 0 0
9 Dec 126.13 18.1 0.00 0.00 0 0 0
6 Dec 123.89 18.1 0.00 0.00 0 0 0
5 Dec 122.47 18.1 0.00 0.00 0 0 0
4 Dec 122.17 18.1 0.00 0.00 0 0 0
3 Dec 122.79 18.1 0.00 0.00 0 0 0
2 Dec 119.08 18.1 0.00 - 0 0 0
29 Nov 117.11 18.1 0.00 - 0 0 0
28 Nov 116.28 18.1 0.00 - 0 0 0
27 Nov 116.26 18.1 0.00 - 0 0 0
26 Nov 115.83 18.1 0.00 - 0 0 0
25 Nov 114.09 18.1 0.00 - 0 0 0
22 Nov 112.83 18.1 0.00 - 0 0 0
21 Nov 110.59 18.1 0.00 - 0 0 0
20 Nov 111.45 18.1 0.00 - 0 0 0
19 Nov 111.45 18.1 0.00 - 0 0 0
18 Nov 112.77 18.1 0.00 - 0 0 0
14 Nov 111.84 18.1 0.00 - 0 0 0
13 Nov 111.69 18.1 0.00 - 0 0 0
12 Nov 114.17 18.1 0.00 - 0 0 0
11 Nov 115.89 18.1 0.00 - 0 0 0
8 Nov 118.21 18.1 0.00 - 0 0 0
7 Nov 123.36 18.1 0.00 - 0 0 0
6 Nov 123.89 18.1 0.00 - 0 0 0
5 Nov 118.53 18.1 0.00 - 0 0 0
4 Nov 113.90 18.1 - 0 0 0


For Steel Authority Of India - strike price 102.5 expiring on 26DEC2024

Delta for 102.5 CE is 0.00

Historical price for 102.5 CE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 13 Dec SAIL was trading at 124.76. The strike last trading price was 18.1, 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 12 Dec SAIL was trading at 129.26. The strike last trading price was 18.1, 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 Dec SAIL was trading at 126.95. The strike last trading price was 18.1, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 18.1, 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 18.1, 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 6 Dec SAIL was trading at 123.89. The strike last trading price was 18.1, 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 5 Dec SAIL was trading at 122.47. The strike last trading price was 18.1, 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 4 Dec SAIL was trading at 122.17. The strike last trading price was 18.1, 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 3 Dec SAIL was trading at 122.79. The strike last trading price was 18.1, 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 2 Dec SAIL was trading at 119.08. The strike last trading price was 18.1, 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 29 Nov SAIL was trading at 117.11. The strike last trading price was 18.1, 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 28 Nov SAIL was trading at 116.28. The strike last trading price was 18.1, 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 27 Nov SAIL was trading at 116.26. The strike last trading price was 18.1, 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 26 Nov SAIL was trading at 115.83. The strike last trading price was 18.1, 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 25 Nov SAIL was trading at 114.09. The strike last trading price was 18.1, 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 22 Nov SAIL was trading at 112.83. The strike last trading price was 18.1, 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 21 Nov SAIL was trading at 110.59. The strike last trading price was 18.1, 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 20 Nov SAIL was trading at 111.45. The strike last trading price was 18.1, 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 19 Nov SAIL was trading at 111.45. The strike last trading price was 18.1, 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 18 Nov SAIL was trading at 112.77. The strike last trading price was 18.1, 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 14 Nov SAIL was trading at 111.84. The strike last trading price was 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, 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 18.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SAIL 26DEC2024 102.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 0.05 0.00 0.00 0 -3 0
19 Dec 118.91 0.05 -0.05 51.58 3 -2 137
18 Dec 119.81 0.1 0.00 0.00 0 0 0
17 Dec 121.11 0.1 0.00 0.00 0 0 0
16 Dec 123.61 0.1 0.00 0.00 0 0 0
13 Dec 124.76 0.1 0.00 53.39 42 0 139
12 Dec 129.26 0.1 0.05 - 2 0 139
11 Dec 126.95 0.05 -0.05 48.01 2 0 139
10 Dec 126.81 0.1 -0.05 51.51 1 0 139
9 Dec 126.13 0.15 -0.05 52.94 21 -7 141
6 Dec 123.89 0.2 0.05 47.53 8 -1 148
5 Dec 122.47 0.15 -0.05 41.92 11 2 151
4 Dec 122.17 0.2 0.00 0.00 0 0 0
3 Dec 122.79 0.2 -0.05 42.88 28 0 149
2 Dec 119.08 0.25 -0.15 37.86 78 -12 149
29 Nov 117.11 0.4 -0.50 36.72 357 147 162
28 Nov 116.28 0.9 -0.10 44.70 36 12 14
27 Nov 116.26 1 0.00 0.00 0 0 0
26 Nov 115.83 1 0.00 0.00 0 1 0
25 Nov 114.09 1 -0.55 39.23 1 -1 1
22 Nov 112.83 1.55 -0.95 41.46 1 0 2
21 Nov 110.59 2.5 1.20 45.89 1 0 1
20 Nov 111.45 1.3 0.00 0.00 0 0 0
19 Nov 111.45 1.3 0.00 0.00 0 0 0
18 Nov 112.77 1.3 0.00 0.00 0 0 0
14 Nov 111.84 1.3 0.00 0.00 0 0 0
13 Nov 111.69 1.3 0.00 0.00 0 0 0
12 Nov 114.17 1.3 -0.45 36.96 3 0 1
11 Nov 115.89 1.75 -1.95 44.01 1 0 0
8 Nov 118.21 3.7 0.00 13.19 0 0 0
7 Nov 123.36 3.7 0.00 15.70 0 0 0
6 Nov 123.89 3.7 0.00 15.75 0 0 0
5 Nov 118.53 3.7 0.00 13.28 0 0 0
4 Nov 113.90 3.7 9.75 0 0 0


For Steel Authority Of India - strike price 102.5 expiring on 26DEC2024

Delta for 102.5 PE is 0.00

Historical price for 102.5 PE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 51.58, the open interest changed by -2 which decreased total open position to 137


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.1, 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 0.1, 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 0.1, 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 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 53.39, the open interest changed by 0 which decreased total open position to 139


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 139


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 48.01, the open interest changed by 0 which decreased total open position to 139


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 51.51, the open interest changed by 0 which decreased total open position to 139


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 52.94, the open interest changed by -7 which decreased total open position to 141


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 47.53, the open interest changed by -1 which decreased total open position to 148


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.92, the open interest changed by 2 which increased total open position to 151


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 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.88, the open interest changed by 0 which decreased total open position to 149


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 37.86, the open interest changed by -12 which decreased total open position to 149


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 36.72, the open interest changed by 147 which increased total open position to 162


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 44.70, the open interest changed by 12 which increased total open position to 14


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 1, 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 26 Nov SAIL was trading at 115.83. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 39.23, the open interest changed by -1 which decreased total open position to 1


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 2


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 2.5, which was 1.20 higher than the previous day. The implied volatity was 45.89, the open interest changed by 0 which decreased total open position to 1


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 1.3, 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 Nov SAIL was trading at 111.45. The strike last trading price was 1.3, 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 Nov SAIL was trading at 112.77. The strike last trading price was 1.3, 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 14 Nov SAIL was trading at 111.84. The strike last trading price was 1.3, 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 13 Nov SAIL was trading at 111.69. The strike last trading price was 1.3, 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 12 Nov SAIL was trading at 114.17. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 1


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 1.75, which was -1.95 lower than the previous day. The implied volatity was 44.01, 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 3.7, which was 0.00 lower than the previous day. The implied volatity was 13.19, 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 3.7, which was 0.00 lower than the previous day. The implied volatity was 15.70, 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 3.7, which was 0.00 lower than the previous day. The implied volatity was 15.75, 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 3.7, which was 0.00 lower than the previous day. The implied volatity was 13.28, 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 3.7, which was lower than the previous day. The implied volatity was 9.75, the open interest changed by 0 which decreased total open position to 0