SAIL
Steel Authority Of India
Historical option data for SAIL
21 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 110 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.06
Theta: -0.17
Gamma: 0.07
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 110.59 | 2.65 | -0.70 | 35.54 | 2,569 | 91 | 792 | |||
| 20 Nov | 111.45 | 3.35 | 0.00 | 36.82 | 1,047 | -18 | 738 | |||
| 19 Nov | 111.45 | 3.35 | -1.20 | 36.82 | 1,047 | 19 | 738 | |||
| 18 Nov | 112.77 | 4.55 | 0.50 | 39.59 | 1,518 | 15 | 719 | |||
| 14 Nov | 111.84 | 4.05 | -0.80 | 33.91 | 805 | 81 | 702 | |||
| 13 Nov | 111.69 | 4.85 | -1.40 | 37.85 | 1,634 | 198 | 621 | |||
| 12 Nov | 114.17 | 6.25 | -1.60 | 35.15 | 130 | 15 | 427 | |||
| 11 Nov | 115.89 | 7.85 | -1.55 | 37.56 | 193 | -60 | 409 | |||
| 8 Nov | 118.21 | 9.4 | -5.75 | 34.94 | 514 | 83 | 469 | |||
|
|
||||||||||
| 7 Nov | 123.36 | 15.15 | -0.20 | 51.73 | 77 | 1 | 385 | |||
| 6 Nov | 123.89 | 15.35 | 4.35 | 49.52 | 341 | -17 | 385 | |||
| 5 Nov | 118.53 | 11 | 3.30 | 44.95 | 479 | 131 | 401 | |||
| 4 Nov | 113.90 | 7.7 | -3.10 | 43.07 | 386 | 158 | 270 | |||
| 1 Nov | 117.75 | 10.8 | 1.05 | 41.13 | 23 | -10 | 113 | |||
| 31 Oct | 115.75 | 9.75 | -0.25 | - | 158 | 21 | 124 | |||
| 30 Oct | 116.03 | 10 | 0.40 | - | 80 | 26 | 104 | |||
| 29 Oct | 115.71 | 9.6 | 0.05 | - | 59 | 16 | 77 | |||
| 28 Oct | 114.67 | 9.55 | 0.60 | - | 101 | -23 | 61 | |||
| 25 Oct | 111.48 | 8.95 | -3.50 | - | 115 | 56 | 84 | |||
| 24 Oct | 117.13 | 12.45 | 0.00 | - | 0 | 28 | 0 | |||
| 23 Oct | 118.13 | 12.45 | 12.45 | - | 32 | 27 | 27 | |||
| 18 Sept | 129.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 129.38 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 131.22 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 130.46 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 131.78 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 133.17 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 110 expiring on 28NOV2024
Delta for 110 CE is 0.58
Historical price for 110 CE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 2.65, which was -0.70 lower than the previous day. The implied volatity was 35.54, the open interest changed by 91 which increased total open position to 792
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 36.82, the open interest changed by -18 which decreased total open position to 738
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 3.35, which was -1.20 lower than the previous day. The implied volatity was 36.82, the open interest changed by 19 which increased total open position to 738
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 4.55, which was 0.50 higher than the previous day. The implied volatity was 39.59, the open interest changed by 15 which increased total open position to 719
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 4.05, which was -0.80 lower than the previous day. The implied volatity was 33.91, the open interest changed by 81 which increased total open position to 702
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 4.85, which was -1.40 lower than the previous day. The implied volatity was 37.85, the open interest changed by 198 which increased total open position to 621
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 6.25, which was -1.60 lower than the previous day. The implied volatity was 35.15, the open interest changed by 15 which increased total open position to 427
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 7.85, which was -1.55 lower than the previous day. The implied volatity was 37.56, the open interest changed by -60 which decreased total open position to 409
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 9.4, which was -5.75 lower than the previous day. The implied volatity was 34.94, the open interest changed by 83 which increased total open position to 469
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 15.15, which was -0.20 lower than the previous day. The implied volatity was 51.73, the open interest changed by 1 which increased total open position to 385
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 15.35, which was 4.35 higher than the previous day. The implied volatity was 49.52, the open interest changed by -17 which decreased total open position to 385
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 11, which was 3.30 higher than the previous day. The implied volatity was 44.95, the open interest changed by 131 which increased total open position to 401
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 7.7, which was -3.10 lower than the previous day. The implied volatity was 43.07, the open interest changed by 158 which increased total open position to 270
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 10.8, which was 1.05 higher than the previous day. The implied volatity was 41.13, the open interest changed by -10 which decreased total open position to 113
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 9.75, which was -0.25 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 10, which was 0.40 higher 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 9.6, which was 0.05 higher 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 9.55, which was 0.60 higher 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 8.95, which was -3.50 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 12.45, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 12.45, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SAIL was trading at 129.65. The strike last trading price was 0, 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 6 Sept SAIL was trading at 129.38. The strike last trading price was 0, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 0, 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 4 Sept SAIL was trading at 130.46. The strike last trading price was 0, 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 3 Sept SAIL was trading at 131.78. The strike last trading price was 0, 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 2 Sept SAIL was trading at 133.17. 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 110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.06
Theta: -0.15
Gamma: 0.07
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 110.59 | 1.9 | -0.10 | 38.21 | 2,557 | 53 | 983 |
| 20 Nov | 111.45 | 2 | 0.00 | 40.08 | 1,751 | -98 | 925 |
| 19 Nov | 111.45 | 2 | 0.45 | 40.08 | 1,751 | -103 | 925 |
| 18 Nov | 112.77 | 1.55 | -0.50 | 37.39 | 2,424 | 118 | 1,041 |
| 14 Nov | 111.84 | 2.05 | -0.10 | 34.16 | 1,560 | -96 | 923 |
| 13 Nov | 111.69 | 2.15 | 0.60 | 36.69 | 2,404 | -27 | 1,021 |
| 12 Nov | 114.17 | 1.55 | 0.05 | 36.80 | 1,248 | -93 | 1,054 |
| 11 Nov | 115.89 | 1.5 | 0.05 | 40.73 | 1,496 | -88 | 1,146 |
| 8 Nov | 118.21 | 1.45 | 0.10 | 42.16 | 4,566 | 165 | 1,229 |
| 7 Nov | 123.36 | 1.35 | 0.05 | 52.60 | 1,904 | 36 | 1,057 |
| 6 Nov | 123.89 | 1.3 | -0.75 | 51.39 | 2,213 | 252 | 1,024 |
| 5 Nov | 118.53 | 2.05 | -1.65 | 47.98 | 1,800 | 161 | 771 |
| 4 Nov | 113.90 | 3.7 | 1.30 | 50.76 | 1,647 | 248 | 612 |
| 1 Nov | 117.75 | 2.4 | -0.70 | 47.49 | 125 | 0 | 362 |
| 31 Oct | 115.75 | 3.1 | 0.35 | - | 424 | 60 | 364 |
| 30 Oct | 116.03 | 2.75 | -0.25 | - | 387 | 58 | 304 |
| 29 Oct | 115.71 | 3 | -1.10 | - | 282 | 61 | 250 |
| 28 Oct | 114.67 | 4.1 | -1.70 | - | 212 | 12 | 190 |
| 25 Oct | 111.48 | 5.8 | 2.35 | - | 256 | 63 | 178 |
| 24 Oct | 117.13 | 3.45 | 0.40 | - | 54 | 15 | 114 |
| 23 Oct | 118.13 | 3.05 | -1.35 | - | 217 | 98 | 98 |
| 18 Sept | 129.65 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 129.38 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 131.22 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 130.46 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 131.78 | 4.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 133.17 | 4.4 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 110 expiring on 28NOV2024
Delta for 110 PE is -0.43
Historical price for 110 PE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 38.21, the open interest changed by 53 which increased total open position to 983
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 40.08, the open interest changed by -98 which decreased total open position to 925
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 40.08, the open interest changed by -103 which decreased total open position to 925
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 37.39, the open interest changed by 118 which increased total open position to 1041
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 2.05, which was -0.10 lower than the previous day. The implied volatity was 34.16, the open interest changed by -96 which decreased total open position to 923
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 2.15, which was 0.60 higher than the previous day. The implied volatity was 36.69, the open interest changed by -27 which decreased total open position to 1021
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 36.80, the open interest changed by -93 which decreased total open position to 1054
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 40.73, the open interest changed by -88 which decreased total open position to 1146
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 42.16, the open interest changed by 165 which increased total open position to 1229
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 52.60, the open interest changed by 36 which increased total open position to 1057
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 51.39, the open interest changed by 252 which increased total open position to 1024
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 2.05, which was -1.65 lower than the previous day. The implied volatity was 47.98, the open interest changed by 161 which increased total open position to 771
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 3.7, which was 1.30 higher than the previous day. The implied volatity was 50.76, the open interest changed by 248 which increased total open position to 612
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 47.49, the open interest changed by 0 which decreased total open position to 362
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 3.1, which was 0.35 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 2.75, which was -0.25 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 3, which was -1.10 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 4.1, which was -1.70 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 5.8, which was 2.35 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 3.45, which was 0.40 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 3.05, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SAIL was trading at 129.65. The strike last trading price was 4.4, 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 6 Sept SAIL was trading at 129.38. The strike last trading price was 4.4, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 4.4, 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 4 Sept SAIL was trading at 130.46. The strike last trading price was 4.4, 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 3 Sept SAIL was trading at 131.78. The strike last trading price was 4.4, 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 2 Sept SAIL was trading at 133.17. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
