SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 102.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 117.75 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 115.75 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 116.03 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 115.71 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 114.67 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 111.48 | 39 | 39.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 117.13 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 118.13 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 102.5 expiring on 28NOV2024
Delta for 102.5 CE is -
Historical price for 102.5 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 1 Nov SAIL was trading at 117.75. The strike last trading price was 39, 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 39, 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 39, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 39, 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 39, 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 39, which was 39.00 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 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 23 Oct SAIL was trading at 118.13. 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 28NOV2024 102.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 0.45 | -0.25 | 37.99 | 97 | -26 | 140 |
| 13 Nov | 111.69 | 0.7 | 0.25 | 43.70 | 466 | 135 | 173 |
| 12 Nov | 114.17 | 0.45 | 0.05 | 42.32 | 60 | -4 | 38 |
| 11 Nov | 115.89 | 0.4 | -0.10 | 43.62 | 53 | 4 | 42 |
| 8 Nov | 118.21 | 0.5 | -0.10 | 46.43 | 66 | -4 | 37 |
| 7 Nov | 123.36 | 0.6 | 0.10 | 57.62 | 54 | 3 | 41 |
| 6 Nov | 123.89 | 0.5 | -0.35 | 54.40 | 109 | -11 | 38 |
| 5 Nov | 118.53 | 0.85 | -0.80 | 51.66 | 137 | 25 | 52 |
| 4 Nov | 113.90 | 1.65 | 0.25 | 53.06 | 100 | 21 | 27 |
| 1 Nov | 117.75 | 1.4 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 115.75 | 1.4 | 0.45 | - | 12 | 4 | 7 |
| 30 Oct | 116.03 | 0.95 | -0.80 | - | 2 | 0 | 1 |
| 29 Oct | 115.71 | 1.75 | -0.85 | - | 3 | 1 | 2 |
| 28 Oct | 114.67 | 2.6 | 1.55 | - | 1 | 0 | 0 |
| 25 Oct | 111.48 | 1.05 | 1.05 | - | 0 | 0 | 0 |
| 24 Oct | 117.13 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 118.13 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 102.5 expiring on 28NOV2024
Delta for 102.5 PE is -0.11
Historical price for 102.5 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 37.99, the open interest changed by -26 which decreased total open position to 140
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 43.70, the open interest changed by 135 which increased total open position to 173
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 42.32, the open interest changed by -4 which decreased total open position to 38
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 43.62, the open interest changed by 4 which increased total open position to 42
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 46.43, the open interest changed by -4 which decreased total open position to 37
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 57.62, the open interest changed by 3 which increased total open position to 41
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 54.40, the open interest changed by -11 which decreased total open position to 38
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.85, which was -0.80 lower than the previous day. The implied volatity was 51.66, the open interest changed by 25 which increased total open position to 52
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 53.06, the open interest changed by 21 which increased total open position to 27
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 1.4, which was 0.45 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 -0.80 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 1.75, which was -0.85 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 2.6, which was 1.55 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 1.05, which was 1.05 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 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 23 Oct SAIL was trading at 118.13. 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
