SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 105 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 117.59 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 119.06 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 116.10 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 119.81 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 124.76 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 123.89 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 19.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 19.15 | 19.15 | - | 0 | 0 | 0 | |||
| 28 Nov | 116.28 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 116.26 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 105 expiring on 30JAN2025
Delta for 105 CE is -
Historical price for 105 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 19.15, 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 Dec SAIL was trading at 117.59. The strike last trading price was 19.15, 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 24 Dec SAIL was trading at 119.06. The strike last trading price was 19.15, 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 Dec SAIL was trading at 116.10. The strike last trading price was 19.15, 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 Dec SAIL was trading at 118.91. The strike last trading price was 19.15, 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 Dec SAIL was trading at 119.81. The strike last trading price was 19.15, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 19.15, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 19.15, 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 Dec SAIL was trading at 124.76. The strike last trading price was 19.15, 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 Dec SAIL was trading at 129.26. The strike last trading price was 19.15, 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 Dec SAIL was trading at 126.95. The strike last trading price was 19.15, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 19.15, 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 19.15, 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 Dec SAIL was trading at 123.89. The strike last trading price was 19.15, 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 Dec SAIL was trading at 122.17. The strike last trading price was 19.15, 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 3 Dec SAIL was trading at 122.79. The strike last trading price was 19.15, 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 2 Dec SAIL was trading at 119.08. The strike last trading price was 19.15, 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 19.15, which was 19.15 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 30JAN2025 105 PE | |||||||
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Delta: -0.14
Vega: 0.08
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 0.85 | 0.00 | 33.10 | 413 | -17 | 329 |
| 26 Dec | 117.59 | 0.85 | -0.15 | 36.79 | 425 | 227 | 348 |
| 24 Dec | 119.06 | 1 | 0.60 | 39.19 | 228 | 63 | 120 |
| 20 Dec | 116.10 | 0.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 0.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 0.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 121.11 | 0.4 | -0.20 | 30.73 | 1 | 0 | 58 |
| 16 Dec | 123.61 | 0.6 | 0.00 | 0.00 | 0 | 12 | 0 |
| 13 Dec | 124.76 | 0.6 | 0.05 | 36.87 | 49 | 11 | 57 |
| 12 Dec | 129.26 | 0.55 | -0.10 | 40.89 | 12 | -3 | 42 |
| 11 Dec | 126.95 | 0.65 | 0.00 | 39.85 | 18 | 9 | 45 |
| 10 Dec | 126.81 | 0.65 | -0.15 | 39.37 | 25 | 2 | 35 |
| 9 Dec | 126.13 | 0.8 | -0.20 | 40.85 | 19 | 14 | 29 |
| 6 Dec | 123.89 | 1 | -0.10 | 39.35 | 1 | 0 | 14 |
| 4 Dec | 122.17 | 1.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 122.79 | 1.1 | -0.60 | 38.19 | 3 | 0 | 14 |
| 2 Dec | 119.08 | 1.7 | 0.10 | 38.53 | 2 | 0 | 13 |
| 29 Nov | 117.11 | 1.6 | -0.35 | 34.14 | 3 | 0 | 12 |
| 28 Nov | 116.28 | 1.95 | -4.55 | 36.50 | 17 | 11 | 11 |
| 27 Nov | 116.26 | 6.5 | 0.00 | 8.65 | 0 | 0 | 0 |
| 22 Nov | 112.83 | 6.5 | 0.00 | 6.62 | 0 | 0 | 0 |
| 20 Nov | 111.45 | 6.5 | 0.00 | 5.77 | 0 | 0 | 0 |
| 19 Nov | 111.45 | 6.5 | 0.00 | 5.77 | 0 | 0 | 0 |
| 14 Nov | 111.84 | 6.5 | 0.00 | 5.86 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 6.5 | 0.00 | 8.48 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 6.5 | 0.00 | 8.94 | 0 | 0 | 0 |
| 6 Nov | 123.89 | 6.5 | 0.00 | 11.30 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 6.5 | 6.50 | 8.06 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | 6.77 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 105 expiring on 30JAN2025
Delta for 105 PE is -0.14
Historical price for 105 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 33.10, the open interest changed by -17 which decreased total open position to 329
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 36.79, the open interest changed by 227 which increased total open position to 348
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 1, which was 0.60 higher than the previous day. The implied volatity was 39.19, the open interest changed by 63 which increased total open position to 120
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.4, 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 0.4, 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 0.4, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 58
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 36.87, the open interest changed by 11 which increased total open position to 57
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 40.89, the open interest changed by -3 which decreased total open position to 42
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 39.85, the open interest changed by 9 which increased total open position to 45
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 39.37, the open interest changed by 2 which increased total open position to 35
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 40.85, the open interest changed by 14 which increased total open position to 29
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 14
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 1.1, 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 1.1, which was -0.60 lower than the previous day. The implied volatity was 38.19, the open interest changed by 0 which decreased total open position to 14
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 13
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 34.14, the open interest changed by 0 which decreased total open position to 12
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 1.95, which was -4.55 lower than the previous day. The implied volatity was 36.50, the open interest changed by 11 which increased total open position to 11
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 8.65, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 8.94, 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 6.5, which was 0.00 lower than the previous day. The implied volatity was 11.30, 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 6.5, which was 6.50 higher than the previous day. The implied volatity was 8.06, 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 0, which was lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
