SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 102.5 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 | 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 | |||
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| 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
|
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| 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
