SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 107.5 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 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 117.59 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 119.06 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 116.10 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 124.76 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 126.95 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 123.89 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 15.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 15.65 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 107.5 expiring on 30JAN2025
Delta for 107.5 CE is -
Historical price for 107.5 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 107.5 PE | |||||||
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Delta: -0.19
Vega: 0.09
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 1.2 | 0.05 | 31.81 | 660 | 271 | 350 |
| 26 Dec | 117.59 | 1.15 | -0.30 | 35.40 | 129 | -8 | 79 |
| 24 Dec | 119.06 | 1.45 | -4.05 | 39.24 | 111 | 60 | 60 |
| 20 Dec | 116.10 | 5.5 | 0.00 | 8.72 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 5.5 | 0.00 | 10.43 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 5.5 | 0.00 | 10.36 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 5.5 | 0.00 | 11.44 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 5.5 | 0.00 | 13.41 | 0 | 0 | 0 |
| 13 Dec | 124.76 | 5.5 | 0.00 | 13.97 | 0 | 0 | 0 |
| 12 Dec | 129.26 | 5.5 | 0.00 | 15.60 | 0 | 0 | 0 |
| 11 Dec | 126.95 | 5.5 | 0.00 | 15.08 | 0 | 0 | 0 |
| 10 Dec | 126.81 | 5.5 | 0.00 | 14.47 | 0 | 0 | 0 |
| 9 Dec | 126.13 | 5.5 | 0.00 | 14.25 | 0 | 0 | 0 |
| 6 Dec | 123.89 | 5.5 | 0.00 | 11.79 | 0 | 0 | 0 |
| 4 Dec | 122.17 | 5.5 | 0.00 | 11.12 | 0 | 0 | 0 |
| 3 Dec | 122.79 | 5.5 | 0.00 | 11.00 | 0 | 0 | 0 |
| 2 Dec | 119.08 | 5.5 | 0.00 | 8.94 | 0 | 0 | 0 |
| 29 Nov | 117.11 | 5.5 | 7.86 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 107.5 expiring on 30JAN2025
Delta for 107.5 PE is -0.19
Historical price for 107.5 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 31.81, the open interest changed by 271 which increased total open position to 350
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 35.40, the open interest changed by -8 which decreased total open position to 79
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 1.45, which was -4.05 lower than the previous day. The implied volatity was 39.24, the open interest changed by 60 which increased total open position to 60
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 8.72, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 10.43, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 10.36, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 11.44, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 13.41, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 13.97, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 15.60, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 15.08, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 14.47, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 14.25, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 11.79, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 11.12, 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 5.5, which was 0.00 lower than the previous day. The implied volatity was 11.00, 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 5.5, 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 29 Nov SAIL was trading at 117.11. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was 7.86, the open interest changed by 0 which decreased total open position to 0
