SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 110 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.11
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 8.2 | -2.05 | 29.85 | 66 | 14 | 126 | |||
| 26 Dec | 117.59 | 10.25 | -0.80 | 30.63 | 101 | -45 | 113 | |||
| 24 Dec | 119.06 | 11.05 | -9.35 | 30.34 | 183 | 157 | 158 | |||
| 23 Dec | 121.19 | 20.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 20 Dec | 116.10 | 20.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 19 Dec | 118.91 | 20.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 18 Dec | 119.81 | 20.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 17 Dec | 121.11 | 20.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 16 Dec | 123.61 | 20.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 13 Dec | 124.76 | 20.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 20.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 126.95 | 20.4 | 4.10 | 46.94 | 1 | 0 | 0 | |||
| 10 Dec | 126.81 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 123.89 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 122.47 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 116.28 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 116.26 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 114.17 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 16.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 16.3 | 16.30 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 110 expiring on 30JAN2025
Delta for 110 CE is 0.76
Historical price for 110 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 8.2, which was -2.05 lower than the previous day. The implied volatity was 29.85, the open interest changed by 14 which increased total open position to 126
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 10.25, which was -0.80 lower than the previous day. The implied volatity was 30.63, the open interest changed by -45 which decreased total open position to 113
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 11.05, which was -9.35 lower than the previous day. The implied volatity was 30.34, the open interest changed by 157 which increased total open position to 158
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 20.4, 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 1
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 20.4, 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 1
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 20.4, 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 1
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 20.4, 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 1
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 20.4, 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 1
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 20.4, 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 1
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 20.4, 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 12 Dec SAIL was trading at 129.26. The strike last trading price was 20.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 20.4, which was 4.10 higher than the previous day. The implied volatity was 46.94, 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 16.3, 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 16.3, 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 16.3, 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 5 Dec SAIL was trading at 122.47. The strike last trading price was 16.3, 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 16.3, 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 16.3, 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 16.3, 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 16.3, 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 28 Nov SAIL was trading at 116.28. The strike last trading price was 16.3, 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 27 Nov SAIL was trading at 116.26. The strike last trading price was 16.3, 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 22 Nov SAIL was trading at 112.83. The strike last trading price was 16.3, 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 Nov SAIL was trading at 111.45. The strike last trading price was 16.3, 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 Nov SAIL was trading at 111.45. The strike last trading price was 16.3, 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 14 Nov SAIL was trading at 111.84. The strike last trading price was 16.3, 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 Nov SAIL was trading at 114.17. The strike last trading price was 16.3, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 16.3, 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 Nov SAIL was trading at 123.89. The strike last trading price was 16.3, 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 5 Nov SAIL was trading at 118.53. The strike last trading price was 16.3, which was 16.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0, 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 110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.11
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 1.8 | 0.30 | 31.63 | 996 | 150 | 575 |
| 26 Dec | 117.59 | 1.5 | -0.25 | 33.59 | 703 | 107 | 428 |
| 24 Dec | 119.06 | 1.75 | -1.65 | 36.75 | 640 | 222 | 321 |
| 23 Dec | 121.19 | 3.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 116.10 | 3.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 118.91 | 3.4 | 2.25 | 49.17 | 1 | 0 | 100 |
| 18 Dec | 119.81 | 1.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 1.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 1.15 | 0.00 | 0.00 | 0 | 42 | 0 |
| 13 Dec | 124.76 | 1.15 | 0.15 | 35.86 | 86 | 42 | 100 |
| 12 Dec | 129.26 | 1 | 0.00 | 0.00 | 0 | -3 | 0 |
| 11 Dec | 126.95 | 1 | -0.20 | 36.90 | 10 | -3 | 58 |
| 10 Dec | 126.81 | 1.2 | -0.20 | 38.57 | 6 | 0 | 60 |
| 9 Dec | 126.13 | 1.4 | -0.30 | 39.85 | 33 | -1 | 60 |
| 6 Dec | 123.89 | 1.7 | -0.35 | 37.88 | 17 | 7 | 62 |
| 5 Dec | 122.47 | 2.05 | -0.10 | 38.83 | 6 | 4 | 55 |
| 4 Dec | 122.17 | 2.15 | 0.15 | 39.65 | 33 | 10 | 48 |
| 3 Dec | 122.79 | 2 | -0.80 | 38.14 | 52 | 32 | 37 |
| 2 Dec | 119.08 | 2.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 29 Nov | 117.11 | 2.8 | -0.55 | 33.84 | 3 | 2 | 4 |
| 28 Nov | 116.28 | 3.35 | -5.20 | 36.62 | 2 | 1 | 1 |
| 27 Nov | 116.26 | 8.55 | 0.00 | 5.49 | 0 | 0 | 0 |
| 22 Nov | 112.83 | 8.55 | 0.00 | 3.35 | 0 | 0 | 0 |
| 20 Nov | 111.45 | 8.55 | 0.00 | 2.49 | 0 | 0 | 0 |
| 19 Nov | 111.45 | 8.55 | 0.00 | 2.49 | 0 | 0 | 0 |
| 14 Nov | 111.84 | 8.55 | 0.00 | 2.61 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 8.55 | 0.00 | 4.68 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 8.55 | 8.55 | 6.23 | 0 | 0 | 0 |
| 6 Nov | 123.89 | 0 | 0.00 | 8.98 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | 0.00 | 6.55 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | 3.89 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 110 expiring on 30JAN2025
Delta for 110 PE is -0.26
Historical price for 110 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 31.63, the open interest changed by 150 which increased total open position to 575
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 33.59, the open interest changed by 107 which increased total open position to 428
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 1.75, which was -1.65 lower than the previous day. The implied volatity was 36.75, the open interest changed by 222 which increased total open position to 321
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 3.4, 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 20 Dec SAIL was trading at 116.10. The strike last trading price was 3.4, which was 0.00 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 Dec SAIL was trading at 118.91. The strike last trading price was 3.4, which was 2.25 higher than the previous day. The implied volatity was 49.17, the open interest changed by 0 which decreased total open position to 100
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 1.15, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 1.15, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 35.86, the open interest changed by 42 which increased total open position to 100
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 36.90, the open interest changed by -3 which decreased total open position to 58
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 38.57, the open interest changed by 0 which decreased total open position to 60
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 39.85, the open interest changed by -1 which decreased total open position to 60
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 37.88, the open interest changed by 7 which increased total open position to 62
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 2.05, which was -0.10 lower than the previous day. The implied volatity was 38.83, the open interest changed by 4 which increased total open position to 55
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 39.65, the open interest changed by 10 which increased total open position to 48
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 2, which was -0.80 lower than the previous day. The implied volatity was 38.14, the open interest changed by 32 which increased total open position to 37
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 33.84, the open interest changed by 2 which increased total open position to 4
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 3.35, which was -5.20 lower than the previous day. The implied volatity was 36.62, the open interest changed by 1 which increased total open position to 1
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 8.55, which was 8.55 higher than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.98, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
