SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 107.5 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 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 16 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 18 Dec | 119.81 | 16 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 17 Dec | 121.11 | 16 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 16 Dec | 123.61 | 16 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 13 Dec | 124.76 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 123.89 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 122.47 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 16 | 4.10 | 20.20 | 1 | 0 | 2 | |||
| 3 Dec | 122.79 | 11.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 119.08 | 11.9 | 1.65 | - | 2 | 1 | 2 | |||
| 29 Nov | 117.11 | 10.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 116.28 | 10.25 | -4.60 | 21.25 | 1 | 0 | 0 | |||
| 27 Nov | 116.26 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 115.83 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 114.09 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 110.59 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 123.36 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 14.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 14.85 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 107.5 expiring on 26DEC2024
Delta for 107.5 CE is 0.00
Historical price for 107.5 CE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 16, 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 16, 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 2
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 16, 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 2
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 16, 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 2
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 16, 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 2
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, which was 4.10 higher than the previous day. The implied volatity was 20.20, the open interest changed by 0 which decreased total open position to 2
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 11.9, 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 2 Dec SAIL was trading at 119.08. The strike last trading price was 11.9, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 10.25, 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 28 Nov SAIL was trading at 116.28. The strike last trading price was 10.25, which was -4.60 lower than the previous day. The implied volatity was 21.25, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 107.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.02
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 116.10 | 0.15 | 0.00 | 37.61 | 15 | -12 | 184 |
| 19 Dec | 118.91 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 0.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 0.15 | 0.00 | 0.00 | 0 | 53 | 0 |
| 13 Dec | 124.76 | 0.15 | 0.00 | 44.74 | 207 | 56 | 199 |
| 12 Dec | 129.26 | 0.15 | 0.00 | 51.47 | 16 | -1 | 143 |
| 11 Dec | 126.95 | 0.15 | 0.00 | 46.22 | 22 | -9 | 144 |
| 10 Dec | 126.81 | 0.15 | -0.05 | 44.62 | 7 | -2 | 153 |
| 9 Dec | 126.13 | 0.2 | -0.15 | 45.23 | 104 | -72 | 157 |
| 6 Dec | 123.89 | 0.35 | 0.00 | 42.23 | 122 | -28 | 230 |
| 5 Dec | 122.47 | 0.35 | 0.05 | 39.34 | 96 | -4 | 263 |
| 4 Dec | 122.17 | 0.3 | -0.10 | 37.55 | 66 | 13 | 269 |
| 3 Dec | 122.79 | 0.4 | -0.30 | 39.25 | 459 | 36 | 256 |
| 2 Dec | 119.08 | 0.7 | -0.30 | 37.19 | 302 | 28 | 218 |
| 29 Nov | 117.11 | 1 | -0.45 | 35.76 | 580 | 113 | 190 |
| 28 Nov | 116.28 | 1.45 | 0.00 | 40.02 | 115 | 24 | 79 |
| 27 Nov | 116.26 | 1.45 | 0.00 | 37.83 | 17 | -1 | 56 |
| 26 Nov | 115.83 | 1.45 | -0.55 | 36.25 | 40 | 17 | 47 |
| 25 Nov | 114.09 | 2 | -0.65 | 38.13 | 32 | 16 | 29 |
| 22 Nov | 112.83 | 2.65 | -0.40 | 38.88 | 14 | -1 | 12 |
| 21 Nov | 110.59 | 3.05 | 0.15 | 36.36 | 14 | 3 | 11 |
| 20 Nov | 111.45 | 2.9 | 0.00 | 36.31 | 11 | 8 | 7 |
| 19 Nov | 111.45 | 2.9 | -2.50 | 36.31 | 11 | 7 | 7 |
| 18 Nov | 112.77 | 5.4 | 0.00 | 5.65 | 0 | 0 | 0 |
| 14 Nov | 111.84 | 5.4 | 0.00 | 4.73 | 0 | 0 | 0 |
| 13 Nov | 111.69 | 5.4 | 0.00 | 5.14 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 5.4 | 0.00 | 6.77 | 0 | 0 | 0 |
| 11 Nov | 115.89 | 5.4 | 0.00 | 7.91 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 5.4 | 0.00 | 8.93 | 0 | 0 | 0 |
| 7 Nov | 123.36 | 5.4 | 0.00 | 11.86 | 0 | 0 | 0 |
| 6 Nov | 123.89 | 5.4 | 0.00 | 11.94 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 5.4 | 0.00 | 9.07 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 5.4 | 6.28 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 107.5 expiring on 26DEC2024
Delta for 107.5 PE is -0.06
Historical price for 107.5 PE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 37.61, the open interest changed by -12 which decreased total open position to 184
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.15, 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 0.15, 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 0.15, 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 0.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 53 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 44.74, the open interest changed by 56 which increased total open position to 199
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 51.47, the open interest changed by -1 which decreased total open position to 143
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 46.22, the open interest changed by -9 which decreased total open position to 144
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.62, the open interest changed by -2 which decreased total open position to 153
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 45.23, the open interest changed by -72 which decreased total open position to 157
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 42.23, the open interest changed by -28 which decreased total open position to 230
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 39.34, the open interest changed by -4 which decreased total open position to 263
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 37.55, the open interest changed by 13 which increased total open position to 269
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 39.25, the open interest changed by 36 which increased total open position to 256
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 37.19, the open interest changed by 28 which increased total open position to 218
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 35.76, the open interest changed by 113 which increased total open position to 190
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 40.02, the open interest changed by 24 which increased total open position to 79
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 37.83, the open interest changed by -1 which decreased total open position to 56
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 36.25, the open interest changed by 17 which increased total open position to 47
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 38.13, the open interest changed by 16 which increased total open position to 29
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 2.65, which was -0.40 lower than the previous day. The implied volatity was 38.88, the open interest changed by -1 which decreased total open position to 12
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 36.36, the open interest changed by 3 which increased total open position to 11
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 36.31, the open interest changed by 8 which increased total open position to 7
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 2.9, which was -2.50 lower than the previous day. The implied volatity was 36.31, the open interest changed by 7 which increased total open position to 7
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 5.65, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 4.73, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 6.77, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 7.91, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 8.93, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 11.86, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 11.94, 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 5.4, which was 0.00 lower than the previous day. The implied volatity was 9.07, 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 5.4, which was lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
