SAIL
Steel Authority Of India
Historical option data for SAIL
11 Apr 2025 04:11 PM IST
| SAIL 24APR2025 112.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.08
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 108.34 | 2.25 | 0.3 | 46.73 | 1,038 | 77 | 339 | |||
| 9 Apr | 104.97 | 2.05 | -0.1 | 53.94 | 566 | -5 | 278 | |||
| 8 Apr | 105.05 | 2.25 | -0.35 | 54.92 | 751 | 10 | 287 | |||
| 7 Apr | 104.63 | 2.55 | -2.1 | 57.96 | 888 | 46 | 280 | |||
| 4 Apr | 112.60 | 4.7 | -3.45 | 41.10 | 1,013 | 177 | 231 | |||
| 3 Apr | 118.54 | 8.1 | -0.35 | 35.77 | 72 | -10 | 53 | |||
| 2 Apr | 118.70 | 8.2 | 1 | 35.98 | 230 | 4 | 63 | |||
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| 1 Apr | 116.88 | 7 | 1 | 35.74 | 200 | 23 | 56 | |||
| 28 Mar | 115.18 | 5.75 | -0.75 | 34.90 | 157 | 31 | 33 | |||
| 27 Mar | 113.88 | 6.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 113.29 | 6.5 | -0.1 | 44.75 | 1 | 0 | 1 | |||
| 25 Mar | 114.70 | 6.6 | 0.2 | 38.78 | 1 | 0 | 0 | |||
| 24 Mar | 117.24 | 6.4 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 115.30 | 6.4 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 113.96 | 6.4 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 113.23 | 6.4 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 108.91 | 6.4 | 0 | 2.35 | 0 | 0 | 0 | |||
| 17 Mar | 106.14 | 6.4 | 0 | 4.57 | 0 | 0 | 0 | |||
| 13 Mar | 105.89 | 6.4 | 0 | 4.57 | 0 | 0 | 0 | |||
| 12 Mar | 106.66 | 6.4 | 0 | 4.61 | 0 | 0 | 0 | |||
| 11 Mar | 108.13 | 6.4 | 0 | 2.11 | 0 | 0 | 0 | |||
| 10 Mar | 107.27 | 6.4 | 0 | 3.59 | 0 | 0 | 0 | |||
| 7 Mar | 110.91 | 6.4 | 0 | 0.47 | 0 | 0 | 0 | |||
| 6 Mar | 111.97 | 6.4 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 112.53 | 6.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 107.66 | 6.4 | 0 | 2.58 | 0 | 0 | 0 | |||
| 3 Mar | 106.36 | 6.4 | 0 | 2.94 | 0 | 0 | 0 | |||
| 28 Feb | 105.02 | 6.4 | 0 | 4.28 | 0 | 0 | 0 | |||
For Steel Authority Of India - strike price 112.5 expiring on 24APR2025
Delta for 112.5 CE is 0.36
Historical price for 112.5 CE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 2.25, which was 0.3 higher than the previous day. The implied volatity was 46.73, the open interest changed by 77 which increased total open position to 339
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 53.94, the open interest changed by -5 which decreased total open position to 278
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 54.92, the open interest changed by 10 which increased total open position to 287
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 2.55, which was -2.1 lower than the previous day. The implied volatity was 57.96, the open interest changed by 46 which increased total open position to 280
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 4.7, which was -3.45 lower than the previous day. The implied volatity was 41.10, the open interest changed by 177 which increased total open position to 231
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 8.1, which was -0.35 lower than the previous day. The implied volatity was 35.77, the open interest changed by -10 which decreased total open position to 53
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 8.2, which was 1 higher than the previous day. The implied volatity was 35.98, the open interest changed by 4 which increased total open position to 63
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 35.74, the open interest changed by 23 which increased total open position to 56
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 5.75, which was -0.75 lower than the previous day. The implied volatity was 34.90, the open interest changed by 31 which increased total open position to 33
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 6.5, which was 0 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 26 Mar SAIL was trading at 113.29. The strike last trading price was 6.5, which was -0.1 lower than the previous day. The implied volatity was 44.75, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 6.6, which was 0.2 higher than the previous day. The implied volatity was 38.78, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 6.4, 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 Mar SAIL was trading at 115.30. The strike last trading price was 6.4, 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 Mar SAIL was trading at 113.96. The strike last trading price was 6.4, 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 Mar SAIL was trading at 113.23. The strike last trading price was 6.4, 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 18 Mar SAIL was trading at 108.91. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 4.57, 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 6.4, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 6.4, 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 6 Mar SAIL was trading at 111.97. The strike last trading price was 6.4, 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 Mar SAIL was trading at 112.53. The strike last trading price was 6.4, 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 Mar SAIL was trading at 107.66. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 2.58, 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 6.4, which was 0 lower than the previous day. The implied volatity was 2.94, 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 6.4, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
| SAIL 24APR2025 112.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.08
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.34 | 6 | -3.3 | 45.42 | 115 | -13 | 244 |
| 9 Apr | 104.97 | 9.35 | 0.4 | 58.76 | 55 | -1 | 257 |
| 8 Apr | 105.05 | 8.95 | -1.1 | 51.55 | 19 | -3 | 257 |
| 7 Apr | 104.63 | 10 | 5.7 | 61.07 | 393 | -29 | 258 |
| 4 Apr | 112.60 | 4.1 | 2.35 | 42.67 | 1,189 | 56 | 288 |
| 3 Apr | 118.54 | 1.7 | -0.15 | 38.19 | 508 | 4 | 238 |
| 2 Apr | 118.70 | 1.9 | -0.4 | 39.49 | 537 | -29 | 233 |
| 1 Apr | 116.88 | 2.35 | -0.8 | 38.24 | 564 | 17 | 265 |
| 28 Mar | 115.18 | 3.2 | -0.35 | 35.99 | 723 | 45 | 248 |
| 27 Mar | 113.88 | 3.6 | -0.4 | 36.28 | 250 | 23 | 202 |
| 26 Mar | 113.29 | 4.05 | 0.45 | 38.12 | 172 | 92 | 154 |
| 25 Mar | 114.70 | 3.75 | 0.4 | 39.26 | 32 | 18 | 61 |
| 24 Mar | 117.24 | 3.35 | -8.35 | 43.46 | 94 | 29 | 29 |
| 21 Mar | 115.30 | 11.7 | 0 | 3.53 | 0 | 0 | 0 |
| 20 Mar | 113.96 | 11.7 | 0 | 2.62 | 0 | 0 | 0 |
| 19 Mar | 113.23 | 11.7 | 0 | 1.97 | 0 | 0 | 0 |
| 18 Mar | 108.91 | 11.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 106.14 | 11.7 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 105.89 | 11.7 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 106.66 | 11.7 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 108.13 | 11.7 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 107.27 | 11.7 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 110.91 | 11.7 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 111.97 | 11.7 | 0 | 0.32 | 0 | 0 | 0 |
| 5 Mar | 112.53 | 11.7 | 0 | 1.31 | 0 | 0 | 0 |
| 4 Mar | 107.66 | 11.7 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 106.36 | 11.7 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 105.02 | 11.7 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 112.5 expiring on 24APR2025
Delta for 112.5 PE is -0.64
Historical price for 112.5 PE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 6, which was -3.3 lower than the previous day. The implied volatity was 45.42, the open interest changed by -13 which decreased total open position to 244
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 9.35, which was 0.4 higher than the previous day. The implied volatity was 58.76, the open interest changed by -1 which decreased total open position to 257
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 8.95, which was -1.1 lower than the previous day. The implied volatity was 51.55, the open interest changed by -3 which decreased total open position to 257
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 10, which was 5.7 higher than the previous day. The implied volatity was 61.07, the open interest changed by -29 which decreased total open position to 258
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 4.1, which was 2.35 higher than the previous day. The implied volatity was 42.67, the open interest changed by 56 which increased total open position to 288
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 38.19, the open interest changed by 4 which increased total open position to 238
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 1.9, which was -0.4 lower than the previous day. The implied volatity was 39.49, the open interest changed by -29 which decreased total open position to 233
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 2.35, which was -0.8 lower than the previous day. The implied volatity was 38.24, the open interest changed by 17 which increased total open position to 265
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 35.99, the open interest changed by 45 which increased total open position to 248
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 36.28, the open interest changed by 23 which increased total open position to 202
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 4.05, which was 0.45 higher than the previous day. The implied volatity was 38.12, the open interest changed by 92 which increased total open position to 154
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 3.75, which was 0.4 higher than the previous day. The implied volatity was 39.26, the open interest changed by 18 which increased total open position to 61
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 3.35, which was -8.35 lower than the previous day. The implied volatity was 43.46, the open interest changed by 29 which increased total open position to 29
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 3.53, 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 11.7, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 1.97, 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 11.7, 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 Mar SAIL was trading at 106.14. The strike last trading price was 11.7, 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 Mar SAIL was trading at 105.89. The strike last trading price was 11.7, 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 Mar SAIL was trading at 106.66. The strike last trading price was 11.7, 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 Mar SAIL was trading at 108.13. The strike last trading price was 11.7, 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 10 Mar SAIL was trading at 107.27. The strike last trading price was 11.7, 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 Mar SAIL was trading at 110.91. The strike last trading price was 11.7, 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 Mar SAIL was trading at 111.97. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 11.7, 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 Mar SAIL was trading at 106.36. The strike last trading price was 11.7, 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 11.7, 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
