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

111.84 0.15 (0.13%)

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Historical option data for SAIL

14 Nov 2024 04:11 PM IST
SAIL 28NOV2024 110 CE
Delta: 0.62
Vega: 0.08
Theta: -0.12
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
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 0.62

Historical price for 110 CE is as follows

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: -0.38
Vega: 0.08
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
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 -0.38

Historical price for 110 PE is as follows

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