SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 112.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0.13
Theta: -0.07
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 6.45 | -1.85 | 29.39 | 34 | 14 | 35 | |||
| 26 Dec | 117.59 | 8.3 | -4.50 | 29.83 | 31 | 21 | 21 | |||
| 24 Dec | 119.06 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 121.19 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 20 Dec | 116.10 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 124.76 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 123.89 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 122.47 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 12.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 12.8 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 112.5 expiring on 30JAN2025
Delta for 112.5 CE is 0.67
Historical price for 112.5 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 6.45, which was -1.85 lower than the previous day. The implied volatity was 29.39, the open interest changed by 14 which increased total open position to 35
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 8.3, which was -4.50 lower than the previous day. The implied volatity was 29.83, the open interest changed by 21 which increased total open position to 21
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 12.8, 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 23 Dec SAIL was trading at 121.19. The strike last trading price was 12.8, 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 Dec SAIL was trading at 116.10. The strike last trading price was 12.8, 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 Dec SAIL was trading at 118.91. The strike last trading price was 12.8, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 12.8, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 12.8, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 12.8, 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 Dec SAIL was trading at 124.76. The strike last trading price was 12.8, 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 Dec SAIL was trading at 129.26. The strike last trading price was 12.8, 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 Dec SAIL was trading at 126.95. The strike last trading price was 12.8, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 12.8, 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 12.8, 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 12.8, 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 12.8, 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 12.8, 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 12.8, 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 12.8, 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 12.8, 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 112.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.13
Theta: -0.05
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 2.55 | 0.40 | 31.13 | 449 | 45 | 203 |
| 26 Dec | 117.59 | 2.15 | 0.00 | 33.38 | 294 | 113 | 159 |
| 24 Dec | 119.06 | 2.15 | 0.45 | 34.44 | 84 | 36 | 42 |
| 23 Dec | 121.19 | 1.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 116.10 | 1.7 | 0.00 | 0.00 | 0 | 0 | 6 |
| 19 Dec | 118.91 | 1.7 | 0.00 | 0.00 | 0 | 0 | 6 |
| 18 Dec | 119.81 | 1.7 | 0.00 | 0.00 | 0 | 0 | 6 |
| 17 Dec | 121.11 | 1.7 | 0.00 | 0.00 | 0 | 0 | 6 |
| 16 Dec | 123.61 | 1.7 | 0.00 | 0.00 | 0 | 0 | 6 |
| 13 Dec | 124.76 | 1.7 | 0.70 | 36.64 | 1 | 0 | 5 |
| 12 Dec | 129.26 | 1 | -1.15 | 36.67 | 4 | -1 | 8 |
| 11 Dec | 126.95 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 126.81 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 126.13 | 2.15 | 0.00 | 0.00 | 0 | 9 | 0 |
| 6 Dec | 123.89 | 2.15 | -5.45 | 37.10 | 10 | 9 | 9 |
| 5 Dec | 122.47 | 7.6 | 0.00 | 8.07 | 0 | 0 | 0 |
| 4 Dec | 122.17 | 7.6 | 0.00 | 8.09 | 0 | 0 | 0 |
| 3 Dec | 122.79 | 7.6 | 0.00 | 8.10 | 0 | 0 | 0 |
| 2 Dec | 119.08 | 7.6 | 0.00 | 5.75 | 0 | 0 | 0 |
| 29 Nov | 117.11 | 7.6 | 4.42 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 112.5 expiring on 30JAN2025
Delta for 112.5 PE is -0.33
Historical price for 112.5 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 2.55, which was 0.40 higher than the previous day. The implied volatity was 31.13, the open interest changed by 45 which increased total open position to 203
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 33.38, the open interest changed by 113 which increased total open position to 159
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 2.15, which was 0.45 higher than the previous day. The implied volatity was 34.44, the open interest changed by 36 which increased total open position to 42
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 1.7, 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 1.7, 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 6
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 1.7, 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 6
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 1.7, 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 6
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 1.7, 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 6
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 1.7, 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 6
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 1.7, which was 0.70 higher than the previous day. The implied volatity was 36.64, the open interest changed by 0 which decreased total open position to 5
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 1, which was -1.15 lower than the previous day. The implied volatity was 36.67, the open interest changed by -1 which decreased total open position to 8
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 2.15, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 2.15, 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 2.15, which was -5.45 lower than the previous day. The implied volatity was 37.10, the open interest changed by 9 which increased total open position to 9
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 8.07, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 8.09, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 8.10, 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 7.6, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 7.6, which was lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
