SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 107.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.07
Theta: -0.11
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 5.8 | -0.75 | 35.41 | 60 | 19 | 106 | |||
| 13 Nov | 111.69 | 6.55 | -3.00 | 38.58 | 45 | 19 | 87 | |||
| 12 Nov | 114.17 | 9.55 | -0.15 | 54.90 | 2 | 0 | 68 | |||
| 11 Nov | 115.89 | 9.7 | -7.90 | 35.34 | 58 | 34 | 67 | |||
| 8 Nov | 118.21 | 17.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 17.6 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 6 Nov | 123.89 | 17.6 | 4.65 | 51.95 | 19 | -9 | 32 | |||
|
|
||||||||||
| 5 Nov | 118.53 | 12.95 | 3.65 | 45.22 | 25 | -11 | 42 | |||
| 4 Nov | 113.90 | 9.3 | -2.80 | 42.41 | 67 | 49 | 50 | |||
| 1 Nov | 117.75 | 12.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 115.75 | 12.1 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 116.03 | 12.1 | -22.60 | - | 1 | 0 | 0 | |||
| 29 Oct | 115.71 | 34.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 114.67 | 34.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 111.48 | 34.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 117.13 | 34.7 | 34.70 | - | 0 | 0 | 0 | |||
| 23 Oct | 118.13 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 107.5 expiring on 28NOV2024
Delta for 107.5 CE is 0.74
Historical price for 107.5 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 5.8, which was -0.75 lower than the previous day. The implied volatity was 35.41, the open interest changed by 19 which increased total open position to 106
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 6.55, which was -3.00 lower than the previous day. The implied volatity was 38.58, the open interest changed by 19 which increased total open position to 87
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 9.55, which was -0.15 lower than the previous day. The implied volatity was 54.90, the open interest changed by 0 which decreased total open position to 68
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 9.7, which was -7.90 lower than the previous day. The implied volatity was 35.34, the open interest changed by 34 which increased total open position to 67
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 17.6, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 17.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 17.6, which was 4.65 higher than the previous day. The implied volatity was 51.95, the open interest changed by -9 which decreased total open position to 32
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 12.95, which was 3.65 higher than the previous day. The implied volatity was 45.22, the open interest changed by -11 which decreased total open position to 42
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 9.3, which was -2.80 lower than the previous day. The implied volatity was 42.41, the open interest changed by 49 which increased total open position to 50
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 12.1, 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 31 Oct SAIL was trading at 115.75. The strike last trading price was 12.1, 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 12.1, which was -22.60 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 34.7, 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 34.7, 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 34.7, 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 34.7, which was 34.70 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 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 107.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.07
Theta: -0.08
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 1.15 | -0.35 | 33.45 | 538 | -44 | 483 |
| 13 Nov | 111.69 | 1.5 | 0.45 | 39.13 | 1,021 | 236 | 535 |
| 12 Nov | 114.17 | 1.05 | 0.00 | 38.77 | 491 | 80 | 301 |
| 11 Nov | 115.89 | 1.05 | 0.05 | 42.52 | 422 | 24 | 224 |
| 8 Nov | 118.21 | 1 | -0.05 | 43.10 | 825 | 20 | 200 |
| 7 Nov | 123.36 | 1.05 | 0.05 | 54.48 | 277 | 8 | 184 |
| 6 Nov | 123.89 | 1 | -0.50 | 53.06 | 477 | -6 | 181 |
| 5 Nov | 118.53 | 1.5 | -1.40 | 48.58 | 413 | 121 | 191 |
| 4 Nov | 113.90 | 2.9 | 0.65 | 51.74 | 220 | 24 | 72 |
| 1 Nov | 117.75 | 2.25 | -0.05 | 52.89 | 2 | -1 | 47 |
| 31 Oct | 115.75 | 2.3 | 0.25 | - | 64 | 22 | 48 |
| 30 Oct | 116.03 | 2.05 | -0.35 | - | 37 | 15 | 28 |
| 29 Oct | 115.71 | 2.4 | -1.30 | - | 23 | 8 | 13 |
| 28 Oct | 114.67 | 3.7 | -0.65 | - | 3 | 3 | 4 |
| 25 Oct | 111.48 | 4.35 | 2.10 | - | 1 | 0 | 1 |
| 24 Oct | 117.13 | 2.25 | 2.25 | - | 1 | 0 | 0 |
| 23 Oct | 118.13 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 107.5 expiring on 28NOV2024
Delta for 107.5 PE is -0.25
Historical price for 107.5 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 33.45, the open interest changed by -44 which decreased total open position to 483
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 39.13, the open interest changed by 236 which increased total open position to 535
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 38.77, the open interest changed by 80 which increased total open position to 301
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 42.52, the open interest changed by 24 which increased total open position to 224
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 43.10, the open interest changed by 20 which increased total open position to 200
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 54.48, the open interest changed by 8 which increased total open position to 184
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 53.06, the open interest changed by -6 which decreased total open position to 181
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 1.5, which was -1.40 lower than the previous day. The implied volatity was 48.58, the open interest changed by 121 which increased total open position to 191
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 51.74, the open interest changed by 24 which increased total open position to 72
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 52.89, the open interest changed by -1 which decreased total open position to 47
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 2.3, 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 30 Oct SAIL was trading at 116.03. The strike last trading price was 2.05, 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 2.4, which was -1.30 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 3.7, which was -0.65 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 4.35, which was 2.10 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 2.25, which was 2.25 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
