SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 112.5 CE | ||||||||||
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Delta: 0.64
Vega: 0.06
Theta: -0.44
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 116.10 | 7.7 | -3.80 | 91.70 | 1 | 0 | 107 | |||
| 19 Dec | 118.91 | 11.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 11.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 11.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 11.5 | 0.00 | 0.00 | 0 | -10 | 0 | |||
| 13 Dec | 124.76 | 11.5 | -4.10 | - | 14 | -7 | 110 | |||
| 12 Dec | 129.26 | 15.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 15.6 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 10 Dec | 126.81 | 15.6 | 2.85 | 51.89 | 3 | 0 | 120 | |||
| 9 Dec | 126.13 | 12.75 | 0.00 | 0.00 | 0 | -24 | 0 | |||
| 6 Dec | 123.89 | 12.75 | 1.15 | 41.76 | 58 | -11 | 133 | |||
| 5 Dec | 122.47 | 11.6 | 0.60 | 37.52 | 289 | 63 | 140 | |||
| 4 Dec | 122.17 | 11 | -0.50 | - | 28 | -17 | 78 | |||
| 3 Dec | 122.79 | 11.5 | 3.25 | 30.82 | 10 | -2 | 95 | |||
| 2 Dec | 119.08 | 8.25 | 0.80 | 30.66 | 9 | 0 | 95 | |||
| 29 Nov | 117.11 | 7.45 | 0.40 | 34.41 | 138 | 73 | 95 | |||
| 28 Nov | 116.28 | 7.05 | 0.00 | 31.60 | 3 | 0 | 22 | |||
| 27 Nov | 116.26 | 7.05 | -0.25 | 35.22 | 8 | 2 | 22 | |||
| 26 Nov | 115.83 | 7.3 | 1.00 | 39.05 | 13 | 0 | 19 | |||
| 25 Nov | 114.09 | 6.3 | 0.45 | 37.10 | 28 | 2 | 18 | |||
| 22 Nov | 112.83 | 5.85 | 0.90 | 37.96 | 14 | 2 | 18 | |||
| 21 Nov | 110.59 | 4.95 | -0.15 | 38.69 | 29 | 12 | 16 | |||
| 20 Nov | 111.45 | 5.1 | 0.00 | 35.76 | 2 | -1 | 5 | |||
| 19 Nov | 111.45 | 5.1 | -1.20 | 35.76 | 2 | 0 | 5 | |||
| 18 Nov | 112.77 | 6.3 | -5.70 | 39.31 | 6 | 4 | 4 | |||
| 14 Nov | 111.84 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 12 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 115.89 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 12 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 112.5 expiring on 26DEC2024
Delta for 112.5 CE is 0.64
Historical price for 112.5 CE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 7.7, which was -3.80 lower than the previous day. The implied volatity was 91.70, the open interest changed by 0 which decreased total open position to 107
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 11.5, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 11.5, 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 11.5, 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 11.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 11.5, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 110
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 15.6, 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 11 Dec SAIL was trading at 126.95. The strike last trading price was 15.6, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 15.6, which was 2.85 higher than the previous day. The implied volatity was 51.89, the open interest changed by 0 which decreased total open position to 120
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 12.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -24 which decreased total open position to 0
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 12.75, which was 1.15 higher than the previous day. The implied volatity was 41.76, the open interest changed by -11 which decreased total open position to 133
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 11.6, which was 0.60 higher than the previous day. The implied volatity was 37.52, the open interest changed by 63 which increased total open position to 140
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 11, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 78
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 11.5, which was 3.25 higher than the previous day. The implied volatity was 30.82, the open interest changed by -2 which decreased total open position to 95
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 8.25, which was 0.80 higher than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 95
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 7.45, which was 0.40 higher than the previous day. The implied volatity was 34.41, the open interest changed by 73 which increased total open position to 95
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was 31.60, the open interest changed by 0 which decreased total open position to 22
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 7.05, which was -0.25 lower than the previous day. The implied volatity was 35.22, the open interest changed by 2 which increased total open position to 22
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 7.3, which was 1.00 higher than the previous day. The implied volatity was 39.05, the open interest changed by 0 which decreased total open position to 19
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 6.3, which was 0.45 higher than the previous day. The implied volatity was 37.10, the open interest changed by 2 which increased total open position to 18
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 5.85, which was 0.90 higher than the previous day. The implied volatity was 37.96, the open interest changed by 2 which increased total open position to 18
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 38.69, the open interest changed by 12 which increased total open position to 16
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 35.76, the open interest changed by -1 which decreased total open position to 5
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 5.1, which was -1.20 lower than the previous day. The implied volatity was 35.76, the open interest changed by 0 which decreased total open position to 5
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 6.3, which was -5.70 lower than the previous day. The implied volatity was 39.31, the open interest changed by 4 which increased total open position to 4
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 12, 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 13 Nov SAIL was trading at 111.69. The strike last trading price was 12, 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 12, 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 11 Nov SAIL was trading at 115.89. The strike last trading price was 12, 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 12, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 12, 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 12, 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 12, 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 Nov SAIL was trading at 113.90. The strike last trading price was 12, 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 26DEC2024 112.5 PE | |||||||
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Delta: -0.21
Vega: 0.04
Theta: -0.09
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 116.10 | 0.5 | 0.15 | 27.17 | 21 | -12 | 225 |
| 19 Dec | 118.91 | 0.35 | 0.00 | 0.00 | 0 | -3 | 0 |
| 18 Dec | 119.81 | 0.35 | 0.05 | 37.25 | 3 | -2 | 238 |
| 17 Dec | 121.11 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 0.3 | 0.00 | 0.00 | 0 | 73 | 0 |
| 13 Dec | 124.76 | 0.3 | 0.00 | 38.70 | 628 | 77 | 244 |
| 12 Dec | 129.26 | 0.3 | 0.05 | 46.90 | 118 | 18 | 183 |
| 11 Dec | 126.95 | 0.25 | -0.05 | 39.66 | 80 | -29 | 167 |
| 10 Dec | 126.81 | 0.3 | -0.10 | 39.84 | 101 | -22 | 203 |
| 9 Dec | 126.13 | 0.4 | -0.20 | 40.89 | 308 | -44 | 233 |
| 6 Dec | 123.89 | 0.6 | -0.10 | 36.68 | 314 | 15 | 273 |
| 5 Dec | 122.47 | 0.7 | -0.10 | 35.29 | 314 | 47 | 260 |
| 4 Dec | 122.17 | 0.8 | 0.00 | 36.57 | 292 | 7 | 222 |
| 3 Dec | 122.79 | 0.8 | -0.75 | 35.75 | 623 | -22 | 215 |
| 2 Dec | 119.08 | 1.55 | -0.55 | 35.50 | 542 | -55 | 238 |
| 29 Nov | 117.11 | 2.1 | -0.30 | 34.22 | 891 | 224 | 292 |
| 28 Nov | 116.28 | 2.4 | -0.25 | 35.69 | 176 | 18 | 67 |
| 27 Nov | 116.26 | 2.65 | -0.35 | 35.31 | 49 | 16 | 49 |
| 26 Nov | 115.83 | 3 | -0.90 | 36.46 | 27 | 16 | 33 |
| 25 Nov | 114.09 | 3.9 | -0.95 | 38.98 | 22 | 9 | 16 |
| 22 Nov | 112.83 | 4.85 | -1.15 | 40.12 | 8 | 3 | 10 |
| 21 Nov | 110.59 | 6 | 1.45 | 41.06 | 9 | 5 | 6 |
| 20 Nov | 111.45 | 4.55 | 0.00 | 32.47 | 1 | -1 | 2 |
| 19 Nov | 111.45 | 4.55 | -0.95 | 32.47 | 1 | 0 | 2 |
| 18 Nov | 112.77 | 5.5 | -2.00 | 42.29 | 2 | 1 | 1 |
| 14 Nov | 111.84 | 7.5 | 0.00 | 0.46 | 0 | 0 | 0 |
| 13 Nov | 111.69 | 7.5 | 0.00 | 0.97 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 7.5 | 0.00 | 2.75 | 0 | 0 | 0 |
| 11 Nov | 115.89 | 7.5 | 0.00 | 4.12 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 7.5 | 0.00 | 5.37 | 0 | 0 | 0 |
| 7 Nov | 123.36 | 7.5 | 0.00 | 8.77 | 0 | 0 | 0 |
| 6 Nov | 123.89 | 7.5 | 0.00 | 8.90 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 7.5 | 0.00 | 5.71 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 7.5 | 2.53 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 112.5 expiring on 26DEC2024
Delta for 112.5 PE is -0.21
Historical price for 112.5 PE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 27.17, the open interest changed by -12 which decreased total open position to 225
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.35, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.25, the open interest changed by -2 which decreased total open position to 238
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.3, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 73 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 38.70, the open interest changed by 77 which increased total open position to 244
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 46.90, the open interest changed by 18 which increased total open position to 183
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.66, the open interest changed by -29 which decreased total open position to 167
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 39.84, the open interest changed by -22 which decreased total open position to 203
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 40.89, the open interest changed by -44 which decreased total open position to 233
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 36.68, the open interest changed by 15 which increased total open position to 273
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 35.29, the open interest changed by 47 which increased total open position to 260
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 36.57, the open interest changed by 7 which increased total open position to 222
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 35.75, the open interest changed by -22 which decreased total open position to 215
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 35.50, the open interest changed by -55 which decreased total open position to 238
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 34.22, the open interest changed by 224 which increased total open position to 292
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 35.69, the open interest changed by 18 which increased total open position to 67
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 35.31, the open interest changed by 16 which increased total open position to 49
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 36.46, the open interest changed by 16 which increased total open position to 33
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 38.98, the open interest changed by 9 which increased total open position to 16
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 4.85, which was -1.15 lower than the previous day. The implied volatity was 40.12, the open interest changed by 3 which increased total open position to 10
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 6, which was 1.45 higher than the previous day. The implied volatity was 41.06, the open interest changed by 5 which increased total open position to 6
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 32.47, the open interest changed by -1 which decreased total open position to 2
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 2
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 5.5, which was -2.00 lower than the previous day. The implied volatity was 42.29, the open interest changed by 1 which increased total open position to 1
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 7.5, which was 0.00 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 4.12, 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 7.5, which was 0.00 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 8.77, 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 7.5, which was 0.00 lower than the previous day. The implied volatity was 8.90, 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 7.5, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 7.5, which was lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
