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[--[65.84.65.76]--]
SAIL
Steel Authority Of India

108.34 3.37 (3.21%)

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Historical option data for SAIL

11 Apr 2025 04:11 PM IST
SAIL 24APR2025 110 CE
Delta: 0.46
Vega: 0.08
Theta: -0.16
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
11 Apr 108.34 3.2 0.5 46.85 4,577 5 1,179
9 Apr 104.97 2.7 -0.25 52.87 2,312 264 1,181
8 Apr 105.05 2.95 -0.45 54.29 2,458 117 923
7 Apr 104.63 3.35 -2.65 58.38 2,132 392 803
4 Apr 112.60 6.05 -4.1 41.11 662 101 413
3 Apr 118.54 10.15 -0.4 37.51 248 -49 313
2 Apr 118.70 10.15 1.15 36.54 301 -15 363
1 Apr 116.88 8.9 1.05 37.26 492 48 378
28 Mar 115.18 7.3 -0.2 34.88 667 -4 330
27 Mar 113.88 7.6 0.25 41.25 395 99 334
26 Mar 113.29 7.4 -1 41.06 145 61 234
25 Mar 114.70 8.35 -2.35 40.84 98 3 173
24 Mar 117.24 10.8 2.6 43.95 174 59 168
21 Mar 115.30 8.2 4.1 33.50 4 0 109
20 Mar 113.96 4.1 -0.9 - 26 0 110
19 Mar 113.23 5 0 0.00 0 0 0
18 Mar 108.91 5 0 0.00 0 -1 0
17 Mar 106.14 5 -0.95 42.69 1 0 111
13 Mar 105.89 6.2 0.25 0.00 0 0 0
12 Mar 106.66 6.2 0.25 0.00 0 39 0
11 Mar 108.13 6.2 0.6 41.01 161 42 114
10 Mar 107.27 5.25 -3.35 40.06 93 73 73
7 Mar 110.91 8.5 -0.1 0.00 0 5 0
6 Mar 111.97 8.5 -0.3 43.84 19 4 13
5 Mar 112.53 8.8 2.3 40.83 17 -3 8
4 Mar 107.66 6.5 0.7 42.37 8 3 10
3 Mar 106.36 5.8 1.35 39.17 6 3 6
28 Feb 105.02 4.45 -1.05 36.22 3 2 3
27 Feb 105.98 5.5 -3.65 40.04 2 1 1
24 Feb 108.21 9.15 0 0.17 0 0 0
21 Feb 112.76 9.15 0 - 0 0 0
20 Feb 109.84 9.15 0 - 0 0 0
19 Feb 106.53 9.15 0 1.29 0 0 0
17 Feb 105.33 9.15 0 2.06 0 0 0
13 Feb 109.33 9.15 0 - 0 0 0
12 Feb 105.75 9.15 0 1.68 0 0 0
11 Feb 100.02 9.15 0 5.59 0 0 0
7 Feb 110.32 9.15 0 - 0 0 0
6 Feb 107.98 9.15 0 - 0 0 0
5 Feb 108.84 9.15 0 - 0 0 0
4 Feb 106.68 9.15 0 0.56 0 0 0
3 Feb 102.27 9.15 0 3.90 0 0 0
1 Feb 106.53 9.15 0 - 0 0 0


For Steel Authority Of India - strike price 110 expiring on 24APR2025

Delta for 110 CE is 0.46

Historical price for 110 CE is as follows

On 11 Apr SAIL was trading at 108.34. The strike last trading price was 3.2, which was 0.5 higher than the previous day. The implied volatity was 46.85, the open interest changed by 5 which increased total open position to 1179


On 9 Apr SAIL was trading at 104.97. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 52.87, the open interest changed by 264 which increased total open position to 1181


On 8 Apr SAIL was trading at 105.05. The strike last trading price was 2.95, which was -0.45 lower than the previous day. The implied volatity was 54.29, the open interest changed by 117 which increased total open position to 923


On 7 Apr SAIL was trading at 104.63. The strike last trading price was 3.35, which was -2.65 lower than the previous day. The implied volatity was 58.38, the open interest changed by 392 which increased total open position to 803


On 4 Apr SAIL was trading at 112.60. The strike last trading price was 6.05, which was -4.1 lower than the previous day. The implied volatity was 41.11, the open interest changed by 101 which increased total open position to 413


On 3 Apr SAIL was trading at 118.54. The strike last trading price was 10.15, which was -0.4 lower than the previous day. The implied volatity was 37.51, the open interest changed by -49 which decreased total open position to 313


On 2 Apr SAIL was trading at 118.70. The strike last trading price was 10.15, which was 1.15 higher than the previous day. The implied volatity was 36.54, the open interest changed by -15 which decreased total open position to 363


On 1 Apr SAIL was trading at 116.88. The strike last trading price was 8.9, which was 1.05 higher than the previous day. The implied volatity was 37.26, the open interest changed by 48 which increased total open position to 378


On 28 Mar SAIL was trading at 115.18. The strike last trading price was 7.3, which was -0.2 lower than the previous day. The implied volatity was 34.88, the open interest changed by -4 which decreased total open position to 330


On 27 Mar SAIL was trading at 113.88. The strike last trading price was 7.6, which was 0.25 higher than the previous day. The implied volatity was 41.25, the open interest changed by 99 which increased total open position to 334


On 26 Mar SAIL was trading at 113.29. The strike last trading price was 7.4, which was -1 lower than the previous day. The implied volatity was 41.06, the open interest changed by 61 which increased total open position to 234


On 25 Mar SAIL was trading at 114.70. The strike last trading price was 8.35, which was -2.35 lower than the previous day. The implied volatity was 40.84, the open interest changed by 3 which increased total open position to 173


On 24 Mar SAIL was trading at 117.24. The strike last trading price was 10.8, which was 2.6 higher than the previous day. The implied volatity was 43.95, the open interest changed by 59 which increased total open position to 168


On 21 Mar SAIL was trading at 115.30. The strike last trading price was 8.2, which was 4.1 higher than the previous day. The implied volatity was 33.50, the open interest changed by 0 which decreased total open position to 109


On 20 Mar SAIL was trading at 113.96. The strike last trading price was 4.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110


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 0


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 -1 which decreased total open position to 0


On 17 Mar SAIL was trading at 106.14. The strike last trading price was 5, which was -0.95 lower than the previous day. The implied volatity was 42.69, the open interest changed by 0 which decreased total open position to 111


On 13 Mar SAIL was trading at 105.89. The strike last trading price was 6.2, which was 0.25 higher 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 6.2, which was 0.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 6.2, which was 0.6 higher than the previous day. The implied volatity was 41.01, the open interest changed by 42 which increased total open position to 114


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 5.25, which was -3.35 lower than the previous day. The implied volatity was 40.06, the open interest changed by 73 which increased total open position to 73


On 7 Mar SAIL was trading at 110.91. The strike last trading price was 8.5, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 8.5, which was -0.3 lower than the previous day. The implied volatity was 43.84, the open interest changed by 4 which increased total open position to 13


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 8.8, which was 2.3 higher than the previous day. The implied volatity was 40.83, the open interest changed by -3 which decreased total open position to 8


On 4 Mar SAIL was trading at 107.66. The strike last trading price was 6.5, which was 0.7 higher than the previous day. The implied volatity was 42.37, the open interest changed by 3 which increased total open position to 10


On 3 Mar SAIL was trading at 106.36. The strike last trading price was 5.8, which was 1.35 higher than the previous day. The implied volatity was 39.17, the open interest changed by 3 which increased total open position to 6


On 28 Feb SAIL was trading at 105.02. The strike last trading price was 4.45, which was -1.05 lower than the previous day. The implied volatity was 36.22, the open interest changed by 2 which increased total open position to 3


On 27 Feb SAIL was trading at 105.98. The strike last trading price was 5.5, which was -3.65 lower than the previous day. The implied volatity was 40.04, the open interest changed by 1 which increased total open position to 1


On 24 Feb SAIL was trading at 108.21. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 21 Feb SAIL was trading at 112.76. The strike last trading price was 9.15, 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


On 20 Feb SAIL was trading at 109.84. The strike last trading price was 9.15, 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


On 19 Feb SAIL was trading at 106.53. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SAIL was trading at 105.33. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SAIL was trading at 109.33. The strike last trading price was 9.15, 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


On 12 Feb SAIL was trading at 105.75. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SAIL was trading at 100.02. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0


On 7 Feb SAIL was trading at 110.32. The strike last trading price was 9.15, 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


On 6 Feb SAIL was trading at 107.98. The strike last trading price was 9.15, 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


On 5 Feb SAIL was trading at 108.84. The strike last trading price was 9.15, 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


On 4 Feb SAIL was trading at 106.68. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SAIL was trading at 102.27. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SAIL was trading at 106.53. The strike last trading price was 9.15, 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


SAIL 24APR2025 110 PE
Delta: -0.54
Vega: 0.08
Theta: -0.12
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
11 Apr 108.34 4.35 -3.1 44.28 1,425 4 1,185
9 Apr 104.97 7.2 -0.5 53.50 726 -14 1,183
8 Apr 105.05 7.6 -0.85 56.45 307 0 1,198
7 Apr 104.63 8.45 5.3 62.87 1,755 -254 1,198
4 Apr 112.60 3.15 1.9 44.14 3,800 480 1,453
3 Apr 118.54 1.25 -0.05 40.17 707 152 974
2 Apr 118.70 1.4 -0.25 41.15 947 83 824
1 Apr 116.88 1.7 -0.55 39.39 951 109 741
28 Mar 115.18 2.35 -0.3 36.83 978 234 632
27 Mar 113.88 2.6 -0.4 36.37 330 38 399
26 Mar 113.29 3 0.25 38.02 330 -1 360
25 Mar 114.70 2.85 0.3 39.90 522 91 360
24 Mar 117.24 2.45 -1.05 42.87 496 207 270
21 Mar 115.30 3.5 0 0.00 0 0 0
20 Mar 113.96 3.5 0 0.00 0 -1 0
19 Mar 113.23 3.5 -3.6 39.15 1 0 64
18 Mar 108.91 7.1 0 0.00 0 0 64
17 Mar 106.14 7.1 0 0.00 0 0 64
13 Mar 105.89 7.1 0 0.00 0 0 0
12 Mar 106.66 7.1 0.9 0.00 14 0 64
11 Mar 108.13 7.1 0.9 47.49 14 5 66
10 Mar 107.27 6.2 0.3 35.33 44 26 60
7 Mar 110.91 5.9 0.65 43.41 13 3 34
6 Mar 111.97 5.25 0.25 40.72 21 11 29
5 Mar 112.53 5.1 -2.05 42.26 31 14 16
4 Mar 107.66 7.15 -4.7 42.29 2 0 0
3 Mar 106.36 11.85 0 - 0 0 0
28 Feb 105.02 11.85 0 - 0 0 0
27 Feb 105.98 11.85 0 - 0 0 0
24 Feb 108.21 11.85 0 - 0 0 0
21 Feb 112.76 11.85 0 3.37 0 0 0
20 Feb 109.84 11.85 0 0.67 0 0 0
19 Feb 106.53 11.85 0 - 0 0 0
17 Feb 105.33 11.85 0 - 0 0 0
13 Feb 109.33 11.85 0 1.45 0 0 0
12 Feb 105.75 11.85 0 - 0 0 0
11 Feb 100.02 11.85 0 - 0 0 0
7 Feb 110.32 11.85 0 1.80 0 0 0
6 Feb 107.98 11.85 0 0.24 0 0 0
5 Feb 108.84 11.85 0 0.47 0 0 0
4 Feb 106.68 0 0 - 0 0 0
3 Feb 102.27 0 0 - 0 0 0
1 Feb 106.53 0 0 - 0 0 0


For Steel Authority Of India - strike price 110 expiring on 24APR2025

Delta for 110 PE is -0.54

Historical price for 110 PE is as follows

On 11 Apr SAIL was trading at 108.34. The strike last trading price was 4.35, which was -3.1 lower than the previous day. The implied volatity was 44.28, the open interest changed by 4 which increased total open position to 1185


On 9 Apr SAIL was trading at 104.97. The strike last trading price was 7.2, which was -0.5 lower than the previous day. The implied volatity was 53.50, the open interest changed by -14 which decreased total open position to 1183


On 8 Apr SAIL was trading at 105.05. The strike last trading price was 7.6, which was -0.85 lower than the previous day. The implied volatity was 56.45, the open interest changed by 0 which decreased total open position to 1198


On 7 Apr SAIL was trading at 104.63. The strike last trading price was 8.45, which was 5.3 higher than the previous day. The implied volatity was 62.87, the open interest changed by -254 which decreased total open position to 1198


On 4 Apr SAIL was trading at 112.60. The strike last trading price was 3.15, which was 1.9 higher than the previous day. The implied volatity was 44.14, the open interest changed by 480 which increased total open position to 1453


On 3 Apr SAIL was trading at 118.54. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 40.17, the open interest changed by 152 which increased total open position to 974


On 2 Apr SAIL was trading at 118.70. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 41.15, the open interest changed by 83 which increased total open position to 824


On 1 Apr SAIL was trading at 116.88. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 39.39, the open interest changed by 109 which increased total open position to 741


On 28 Mar SAIL was trading at 115.18. The strike last trading price was 2.35, which was -0.3 lower than the previous day. The implied volatity was 36.83, the open interest changed by 234 which increased total open position to 632


On 27 Mar SAIL was trading at 113.88. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 36.37, the open interest changed by 38 which increased total open position to 399


On 26 Mar SAIL was trading at 113.29. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 38.02, the open interest changed by -1 which decreased total open position to 360


On 25 Mar SAIL was trading at 114.70. The strike last trading price was 2.85, which was 0.3 higher than the previous day. The implied volatity was 39.90, the open interest changed by 91 which increased total open position to 360


On 24 Mar SAIL was trading at 117.24. The strike last trading price was 2.45, which was -1.05 lower than the previous day. The implied volatity was 42.87, the open interest changed by 207 which increased total open position to 270


On 21 Mar SAIL was trading at 115.30. The strike last trading price was 3.5, 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 3.5, which was 0 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 19 Mar SAIL was trading at 113.23. The strike last trading price was 3.5, which was -3.6 lower than the previous day. The implied volatity was 39.15, the open interest changed by 0 which decreased total open position to 64


On 18 Mar SAIL was trading at 108.91. The strike last trading price was 7.1, 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 64


On 17 Mar SAIL was trading at 106.14. The strike last trading price was 7.1, 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 64


On 13 Mar SAIL was trading at 105.89. The strike last trading price was 7.1, 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 7.1, which was 0.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 64


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 7.1, which was 0.9 higher than the previous day. The implied volatity was 47.49, the open interest changed by 5 which increased total open position to 66


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 6.2, which was 0.3 higher than the previous day. The implied volatity was 35.33, the open interest changed by 26 which increased total open position to 60


On 7 Mar SAIL was trading at 110.91. The strike last trading price was 5.9, which was 0.65 higher than the previous day. The implied volatity was 43.41, the open interest changed by 3 which increased total open position to 34


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 5.25, which was 0.25 higher than the previous day. The implied volatity was 40.72, the open interest changed by 11 which increased total open position to 29


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 5.1, which was -2.05 lower than the previous day. The implied volatity was 42.26, the open interest changed by 14 which increased total open position to 16


On 4 Mar SAIL was trading at 107.66. The strike last trading price was 7.15, which was -4.7 lower than the previous day. The implied volatity was 42.29, 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 11.85, 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


On 28 Feb SAIL was trading at 105.02. The strike last trading price was 11.85, 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


On 27 Feb SAIL was trading at 105.98. The strike last trading price was 11.85, 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


On 24 Feb SAIL was trading at 108.21. The strike last trading price was 11.85, 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


On 21 Feb SAIL was trading at 112.76. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SAIL was trading at 109.84. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SAIL was trading at 106.53. The strike last trading price was 11.85, 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


On 17 Feb SAIL was trading at 105.33. The strike last trading price was 11.85, 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


On 13 Feb SAIL was trading at 109.33. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SAIL was trading at 105.75. The strike last trading price was 11.85, 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


On 11 Feb SAIL was trading at 100.02. The strike last trading price was 11.85, 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


On 7 Feb SAIL was trading at 110.32. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SAIL was trading at 107.98. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SAIL was trading at 108.84. The strike last trading price was 11.85, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SAIL was trading at 106.68. The strike last trading price was 0, 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


On 3 Feb SAIL was trading at 102.27. The strike last trading price was 0, 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


On 1 Feb SAIL was trading at 106.53. The strike last trading price was 0, 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