SAIL
Steel Authority Of India
Historical option data for SAIL
11 Apr 2025 04:11 PM IST
| SAIL 24APR2025 107.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.08
Theta: -0.16
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 108.34 | 4.45 | 0.75 | 47.60 | 902 | 33 | 411 | |||
| 9 Apr | 104.97 | 3.7 | -0.2 | 53.80 | 827 | 8 | 384 | |||
| 8 Apr | 105.05 | 3.95 | -0.45 | 55.08 | 1,057 | 116 | 376 | |||
| 7 Apr | 104.63 | 4.45 | -3.05 | 60.25 | 1,092 | 34 | 259 | |||
| 4 Apr | 112.60 | 7.5 | -4.65 | 38.97 | 86 | 24 | 223 | |||
| 3 Apr | 118.54 | 12.15 | 0.35 | 36.18 | 33 | 11 | 197 | |||
| 2 Apr | 118.70 | 11.8 | 0.85 | 27.34 | 127 | 28 | 183 | |||
| 1 Apr | 116.88 | 10.75 | 1.25 | 36.00 | 130 | 81 | 153 | |||
| 28 Mar | 115.18 | 9.35 | -0.2 | 37.91 | 117 | 69 | 72 | |||
| 27 Mar | 113.88 | 9.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 113.29 | 9.55 | -2.85 | 46.03 | 2 | 0 | 2 | |||
| 25 Mar | 114.70 | 12.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Mar | 117.24 | 12.4 | 7.4 | 42.28 | 1 | 0 | 1 | |||
| 21 Mar | 115.30 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 113.96 | 5 | 0 | 0.00 | 0 | 0 | 1 | |||
| 19 Mar | 113.23 | 5 | 0 | 0.00 | 0 | 0 | 1 | |||
| 18 Mar | 108.91 | 5 | 0 | 0.00 | 0 | 0 | 1 | |||
| 17 Mar | 106.14 | 5 | 0 | 0.00 | 0 | 0 | 1 | |||
| 13 Mar | 105.89 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 106.66 | 5 | 0 | 0.00 | 0 | 0 | 1 | |||
| 11 Mar | 108.13 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 107.27 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 7 Mar | 110.91 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 111.97 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 112.53 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 107.66 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 106.36 | 5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Feb | 105.02 | 5 | -3.45 | 33.86 | 1 | 0 | 0 | |||
For Steel Authority Of India - strike price 107.5 expiring on 24APR2025
Delta for 107.5 CE is 0.56
Historical price for 107.5 CE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 4.45, which was 0.75 higher than the previous day. The implied volatity was 47.60, the open interest changed by 33 which increased total open position to 411
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 3.7, which was -0.2 lower than the previous day. The implied volatity was 53.80, the open interest changed by 8 which increased total open position to 384
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 3.95, which was -0.45 lower than the previous day. The implied volatity was 55.08, the open interest changed by 116 which increased total open position to 376
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 4.45, which was -3.05 lower than the previous day. The implied volatity was 60.25, the open interest changed by 34 which increased total open position to 259
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 7.5, which was -4.65 lower than the previous day. The implied volatity was 38.97, the open interest changed by 24 which increased total open position to 223
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 12.15, which was 0.35 higher than the previous day. The implied volatity was 36.18, the open interest changed by 11 which increased total open position to 197
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 11.8, which was 0.85 higher than the previous day. The implied volatity was 27.34, the open interest changed by 28 which increased total open position to 183
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 10.75, which was 1.25 higher than the previous day. The implied volatity was 36.00, the open interest changed by 81 which increased total open position to 153
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 9.35, which was -0.2 lower than the previous day. The implied volatity was 37.91, the open interest changed by 69 which increased total open position to 72
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 9.55, which was 0 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 26 Mar SAIL was trading at 113.29. The strike last trading price was 9.55, which was -2.85 lower than the previous day. The implied volatity was 46.03, the open interest changed by 0 which decreased total open position to 2
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 12.4, which was 0 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 24 Mar SAIL was trading at 117.24. The strike last trading price was 12.4, which was 7.4 higher than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 1
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 5, which was 0 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 20 Mar SAIL was trading at 113.96. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 5, which was 0 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 Mar SAIL was trading at 106.66. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 5, which was 0 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 Mar SAIL was trading at 107.27. The strike last trading price was 5, which was 0 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 7 Mar SAIL was trading at 110.91. The strike last trading price was 5, which was 0 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 Mar SAIL was trading at 111.97. The strike last trading price was 5, which was 0 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 Mar SAIL was trading at 112.53. The strike last trading price was 5, which was 0 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 Mar SAIL was trading at 107.66. The strike last trading price was 5, which was 0 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 Mar SAIL was trading at 106.36. The strike last trading price was 5, which was 0 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 28 Feb SAIL was trading at 105.02. The strike last trading price was 5, which was -3.45 lower than the previous day. The implied volatity was 33.86, the open interest changed by 0 which decreased total open position to 0
| SAIL 24APR2025 107.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.08
Theta: -0.13
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.34 | 3.25 | -2.7 | 46.75 | 1,048 | 20 | 562 |
| 9 Apr | 104.97 | 6 | 0 | 57.84 | 366 | -13 | 543 |
| 8 Apr | 105.05 | 6.1 | -0.9 | 57.03 | 411 | -9 | 555 |
| 7 Apr | 104.63 | 6.85 | 4.55 | 62.25 | 560 | -63 | 566 |
| 4 Apr | 112.60 | 2.2 | 1.3 | 43.91 | 1,266 | 313 | 628 |
| 3 Apr | 118.54 | 0.85 | -0.15 | 41.12 | 455 | 63 | 318 |
| 2 Apr | 118.70 | 1 | -0.15 | 42.49 | 248 | 13 | 258 |
| 1 Apr | 116.88 | 1.25 | -0.4 | 41.10 | 224 | 14 | 243 |
| 28 Mar | 115.18 | 1.7 | -0.25 | 37.83 | 548 | 201 | 229 |
| 27 Mar | 113.88 | 1.95 | -0.3 | 37.89 | 84 | 18 | 32 |
| 26 Mar | 113.29 | 2.25 | 0.4 | 39.23 | 18 | 5 | 12 |
| 25 Mar | 114.70 | 1.85 | -6.95 | 37.93 | 2 | 1 | 6 |
| 24 Mar | 117.24 | 8.8 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 115.30 | 8.8 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 113.96 | 8.8 | 0 | 0.00 | 0 | 0 | 5 |
| 19 Mar | 113.23 | 8.8 | 0 | 0.00 | 0 | 0 | 5 |
| 18 Mar | 108.91 | 8.8 | 0 | 0.00 | 5 | 0 | 5 |
| 17 Mar | 106.14 | 8.8 | 0 | 0.00 | 5 | 0 | 5 |
| 13 Mar | 105.89 | 8.8 | 0 | 0.00 | 5 | 0 | 5 |
| 12 Mar | 106.66 | 8.8 | 0 | 0.00 | 5 | 0 | 5 |
| 11 Mar | 108.13 | 8.8 | 0 | 67.50 | 5 | 0 | 0 |
| 10 Mar | 107.27 | 8.8 | 0 | 0.80 | 0 | 0 | 0 |
| 7 Mar | 110.91 | 8.8 | 0 | 3.81 | 0 | 0 | 0 |
| 6 Mar | 111.97 | 8.8 | 0 | 4.33 | 0 | 0 | 0 |
| 5 Mar | 112.53 | 8.8 | 0 | 5.28 | 0 | 0 | 0 |
| 4 Mar | 107.66 | 8.8 | 0 | 1.72 | 0 | 0 | 0 |
| 3 Mar | 106.36 | 8.8 | 0 | 1.12 | 0 | 0 | 0 |
| 28 Feb | 105.02 | 8.8 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 107.5 expiring on 24APR2025
Delta for 107.5 PE is -0.44
Historical price for 107.5 PE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 3.25, which was -2.7 lower than the previous day. The implied volatity was 46.75, the open interest changed by 20 which increased total open position to 562
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 57.84, the open interest changed by -13 which decreased total open position to 543
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 6.1, which was -0.9 lower than the previous day. The implied volatity was 57.03, the open interest changed by -9 which decreased total open position to 555
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 6.85, which was 4.55 higher than the previous day. The implied volatity was 62.25, the open interest changed by -63 which decreased total open position to 566
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 2.2, which was 1.3 higher than the previous day. The implied volatity was 43.91, the open interest changed by 313 which increased total open position to 628
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 41.12, the open interest changed by 63 which increased total open position to 318
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 42.49, the open interest changed by 13 which increased total open position to 258
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was 41.10, the open interest changed by 14 which increased total open position to 243
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 37.83, the open interest changed by 201 which increased total open position to 229
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 1.95, which was -0.3 lower than the previous day. The implied volatity was 37.89, the open interest changed by 18 which increased total open position to 32
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 2.25, which was 0.4 higher than the previous day. The implied volatity was 39.23, the open interest changed by 5 which increased total open position to 12
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 1.85, which was -6.95 lower than the previous day. The implied volatity was 37.93, the open interest changed by 1 which increased total open position to 6
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 8.8, which was 0 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 21 Mar SAIL was trading at 115.30. The strike last trading price was 8.8, which was 0 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 20 Mar SAIL was trading at 113.96. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 67.50, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SAIL was trading at 106.36. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
