SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 105 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.07
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 8.8 | 0.20 | 52.73 | 26 | 3 | 21 | |||
| 13 Nov | 111.69 | 8.6 | -1.40 | 41.26 | 59 | 10 | 17 | |||
| 12 Nov | 114.17 | 10 | -3.80 | 28.53 | 1 | 0 | 6 | |||
| 11 Nov | 115.89 | 13.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 8 Nov | 118.21 | 13.8 | -1.30 | 36.59 | 12 | -1 | 6 | |||
| 7 Nov | 123.36 | 15.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 15.1 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Nov | 118.53 | 15.1 | 3.85 | 46.63 | 7 | -2 | 6 | |||
| 4 Nov | 113.90 | 11.25 | -3.25 | 43.63 | 1 | 0 | 7 | |||
| 1 Nov | 117.75 | 14.5 | 1.00 | 36.47 | 1 | 0 | 7 | |||
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| 31 Oct | 115.75 | 13.5 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 116.03 | 13.5 | 0.25 | - | 1 | 0 | 6 | |||
| 29 Oct | 115.71 | 13.25 | 0.40 | - | 1 | 0 | 5 | |||
| 28 Oct | 114.67 | 12.85 | -21.50 | - | 6 | 3 | 3 | |||
| 25 Oct | 111.48 | 34.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 117.13 | 34.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 118.13 | 34.35 | 34.35 | - | 0 | 0 | 0 | |||
| 18 Sept | 129.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 129.38 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 105 expiring on 28NOV2024
Delta for 105 CE is 0.75
Historical price for 105 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 8.8, which was 0.20 higher than the previous day. The implied volatity was 52.73, the open interest changed by 3 which increased total open position to 21
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 8.6, which was -1.40 lower than the previous day. The implied volatity was 41.26, the open interest changed by 10 which increased total open position to 17
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 10, which was -3.80 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 6
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 13.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 13.8, which was -1.30 lower than the previous day. The implied volatity was 36.59, the open interest changed by -1 which decreased total open position to 6
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 15.1, 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 Nov SAIL was trading at 123.89. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 15.1, which was 3.85 higher than the previous day. The implied volatity was 46.63, the open interest changed by -2 which decreased total open position to 6
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 11.25, which was -3.25 lower than the previous day. The implied volatity was 43.63, the open interest changed by 0 which decreased total open position to 7
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 14.5, which was 1.00 higher than the previous day. The implied volatity was 36.47, the open interest changed by 0 which decreased total open position to 7
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 13.5, 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 13.5, which was 0.25 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 13.25, 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 28 Oct SAIL was trading at 114.67. The strike last trading price was 12.85, which was -21.50 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 34.35, 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 24 Oct SAIL was trading at 117.13. The strike last trading price was 34.35, 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 34.35, which was 34.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SAIL was trading at 129.65. 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 6 Sept SAIL was trading at 129.38. 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 105 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.06
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 0.75 | -0.20 | 36.21 | 801 | 28 | 825 |
| 13 Nov | 111.69 | 0.95 | 0.35 | 40.12 | 1,596 | 118 | 798 |
| 12 Nov | 114.17 | 0.6 | -0.05 | 38.71 | 620 | 15 | 680 |
| 11 Nov | 115.89 | 0.65 | -0.05 | 42.83 | 687 | 74 | 670 |
| 8 Nov | 118.21 | 0.7 | -0.05 | 44.57 | 962 | 174 | 595 |
| 7 Nov | 123.36 | 0.75 | 0.00 | 55.13 | 401 | 33 | 421 |
| 6 Nov | 123.89 | 0.75 | -0.35 | 54.46 | 607 | 14 | 396 |
| 5 Nov | 118.53 | 1.1 | -1.10 | 49.60 | 619 | 74 | 379 |
| 4 Nov | 113.90 | 2.2 | 0.80 | 52.30 | 560 | 64 | 295 |
| 1 Nov | 117.75 | 1.4 | -0.45 | 49.59 | 46 | 27 | 230 |
| 31 Oct | 115.75 | 1.85 | 0.35 | - | 211 | 24 | 202 |
| 30 Oct | 116.03 | 1.5 | -0.35 | - | 233 | 19 | 178 |
| 29 Oct | 115.71 | 1.85 | -0.75 | - | 174 | 19 | 149 |
| 28 Oct | 114.67 | 2.6 | -1.45 | - | 150 | 42 | 128 |
| 25 Oct | 111.48 | 4.05 | 1.70 | - | 35 | 3 | 86 |
| 24 Oct | 117.13 | 2.35 | 0.40 | - | 64 | 16 | 82 |
| 23 Oct | 118.13 | 1.95 | 1.95 | - | 117 | 68 | 68 |
| 18 Sept | 129.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 129.38 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 105 expiring on 28NOV2024
Delta for 105 PE is -0.17
Historical price for 105 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 36.21, the open interest changed by 28 which increased total open position to 825
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 40.12, the open interest changed by 118 which increased total open position to 798
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 15 which increased total open position to 680
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 42.83, the open interest changed by 74 which increased total open position to 670
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 44.57, the open interest changed by 174 which increased total open position to 595
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 55.13, the open interest changed by 33 which increased total open position to 421
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 54.46, the open interest changed by 14 which increased total open position to 396
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 1.1, which was -1.10 lower than the previous day. The implied volatity was 49.60, the open interest changed by 74 which increased total open position to 379
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 2.2, which was 0.80 higher than the previous day. The implied volatity was 52.30, the open interest changed by 64 which increased total open position to 295
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 49.59, the open interest changed by 27 which increased total open position to 230
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 1.85, which was 0.35 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 1.5, which was -0.35 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 1.85, 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 2.6, which was -1.45 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 4.05, which was 1.70 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 2.35, 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 1.95, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SAIL was trading at 129.65. 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 6 Sept SAIL was trading at 129.38. 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
