SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 112.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.09
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 2.7 | -0.65 | 33.52 | 1,237 | -7 | 372 | |||
| 13 Nov | 111.69 | 3.35 | -1.40 | 36.34 | 1,226 | 274 | 380 | |||
| 12 Nov | 114.17 | 4.75 | -1.25 | 36.54 | 76 | 6 | 106 | |||
| 11 Nov | 115.89 | 6 | -1.60 | 36.49 | 90 | 26 | 100 | |||
| 8 Nov | 118.21 | 7.6 | -5.35 | 36.19 | 105 | -12 | 72 | |||
| 7 Nov | 123.36 | 12.95 | -0.55 | 48.83 | 27 | 7 | 82 | |||
| 6 Nov | 123.89 | 13.5 | 4.35 | 51.24 | 109 | -14 | 75 | |||
| 5 Nov | 118.53 | 9.15 | 2.95 | 44.16 | 189 | 7 | 89 | |||
| 4 Nov | 113.90 | 6.2 | -2.65 | 42.82 | 319 | 42 | 86 | |||
| 1 Nov | 117.75 | 8.85 | 0.95 | 38.93 | 3 | -1 | 44 | |||
| 31 Oct | 115.75 | 7.9 | -0.10 | - | 40 | 15 | 44 | |||
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| 30 Oct | 116.03 | 8 | -0.05 | - | 31 | 5 | 28 | |||
| 29 Oct | 115.71 | 8.05 | 0.25 | - | 29 | 7 | 23 | |||
| 28 Oct | 114.67 | 7.8 | 0.35 | - | 22 | 5 | 14 | |||
| 25 Oct | 111.48 | 7.45 | -23.10 | - | 19 | 9 | 9 | |||
| 24 Oct | 117.13 | 30.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 118.13 | 30.55 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 112.5 expiring on 28NOV2024
Delta for 112.5 CE is 0.49
Historical price for 112.5 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 33.52, the open interest changed by -7 which decreased total open position to 372
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 3.35, which was -1.40 lower than the previous day. The implied volatity was 36.34, the open interest changed by 274 which increased total open position to 380
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 36.54, the open interest changed by 6 which increased total open position to 106
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 6, which was -1.60 lower than the previous day. The implied volatity was 36.49, the open interest changed by 26 which increased total open position to 100
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 7.6, which was -5.35 lower than the previous day. The implied volatity was 36.19, the open interest changed by -12 which decreased total open position to 72
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 12.95, which was -0.55 lower than the previous day. The implied volatity was 48.83, the open interest changed by 7 which increased total open position to 82
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 13.5, which was 4.35 higher than the previous day. The implied volatity was 51.24, the open interest changed by -14 which decreased total open position to 75
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 9.15, which was 2.95 higher than the previous day. The implied volatity was 44.16, the open interest changed by 7 which increased total open position to 89
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 6.2, which was -2.65 lower than the previous day. The implied volatity was 42.82, the open interest changed by 42 which increased total open position to 86
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 8.85, which was 0.95 higher than the previous day. The implied volatity was 38.93, the open interest changed by -1 which decreased total open position to 44
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 7.9, which was -0.10 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 8, which was -0.05 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 8.05, which was 0.25 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 7.8, 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 25 Oct SAIL was trading at 111.48. The strike last trading price was 7.45, which was -23.10 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 30.55, 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 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 112.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.09
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 3.25 | -0.05 | 34.45 | 842 | -59 | 395 |
| 13 Nov | 111.69 | 3.3 | 0.90 | 37.02 | 1,438 | 137 | 455 |
| 12 Nov | 114.17 | 2.4 | 0.20 | 36.45 | 572 | 51 | 329 |
| 11 Nov | 115.89 | 2.2 | 0.15 | 39.89 | 638 | 9 | 279 |
| 8 Nov | 118.21 | 2.05 | 0.35 | 41.21 | 1,581 | 38 | 275 |
| 7 Nov | 123.36 | 1.7 | 0.05 | 50.39 | 643 | 31 | 239 |
| 6 Nov | 123.89 | 1.65 | -1.00 | 49.38 | 671 | -8 | 208 |
| 5 Nov | 118.53 | 2.65 | -2.15 | 46.51 | 348 | 33 | 218 |
| 4 Nov | 113.90 | 4.8 | 1.80 | 51.07 | 508 | 104 | 187 |
| 1 Nov | 117.75 | 3 | -1.00 | 45.92 | 10 | 0 | 84 |
| 31 Oct | 115.75 | 4 | 0.50 | - | 89 | 15 | 84 |
| 30 Oct | 116.03 | 3.5 | -0.35 | - | 33 | 12 | 69 |
| 29 Oct | 115.71 | 3.85 | -1.05 | - | 51 | 30 | 56 |
| 28 Oct | 114.67 | 4.9 | -2.25 | - | 15 | 4 | 27 |
| 25 Oct | 111.48 | 7.15 | 2.95 | - | 29 | 16 | 23 |
| 24 Oct | 117.13 | 4.2 | 0.20 | - | 5 | -1 | 7 |
| 23 Oct | 118.13 | 4 | - | 27 | 8 | 8 | |
For Steel Authority Of India - strike price 112.5 expiring on 28NOV2024
Delta for 112.5 PE is -0.51
Historical price for 112.5 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 34.45, the open interest changed by -59 which decreased total open position to 395
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 3.3, which was 0.90 higher than the previous day. The implied volatity was 37.02, the open interest changed by 137 which increased total open position to 455
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 2.4, which was 0.20 higher than the previous day. The implied volatity was 36.45, the open interest changed by 51 which increased total open position to 329
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 39.89, the open interest changed by 9 which increased total open position to 279
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 41.21, the open interest changed by 38 which increased total open position to 275
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 50.39, the open interest changed by 31 which increased total open position to 239
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 1.65, which was -1.00 lower than the previous day. The implied volatity was 49.38, the open interest changed by -8 which decreased total open position to 208
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 2.65, which was -2.15 lower than the previous day. The implied volatity was 46.51, the open interest changed by 33 which increased total open position to 218
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 4.8, which was 1.80 higher than the previous day. The implied volatity was 51.07, the open interest changed by 104 which increased total open position to 187
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 45.92, the open interest changed by 0 which decreased total open position to 84
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 4, which was 0.50 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 3.5, which was -0.35 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 3.85, which was -1.05 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 4.9, which was -2.25 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 7.15, which was 2.95 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 4.2, which was 0.20 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 4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
