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[--[65.84.65.76]--]
SAIL
Steel Authority Of India

129.38 -1.84 (-1.40%)

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Historical option data for SAIL

06 Sep 2024 04:11 PM IST
SAIL 115 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 13.85 -4.40 32,000 16,000 20,000
5 Sept 131.22 18.25 0.00 0 0 0
4 Sept 130.46 18.25 0.00 0 0 0
3 Sept 131.78 18.25 0.00 0 4,000 0
2 Sept 133.17 18.25 -16.10 4,000 0 0
30 Aug 133.69 34.35 0.00 0 0 0
29 Aug 134.25 34.35 0.00 0 0 0
28 Aug 134.04 34.35 0.00 0 0 0
27 Aug 135.90 34.35 0.00 0 0 0
26 Aug 137.75 34.35 0.00 0 0 0
23 Aug 131.79 34.35 0.00 0 0 0
22 Aug 133.88 34.35 0.00 0 0 0
21 Aug 135.04 34.35 0.00 0 0 0
20 Aug 133.15 34.35 0.00 0 0 0
19 Aug 131.32 34.35 0.00 0 0 0
14 Aug 125.23 34.35 0.00 0 0 0
12 Aug 131.70 34.35 0.00 0 0 0
9 Aug 129.35 34.35 0 0 0


For Steel Authority Of India - strike price 115 expiring on 26SEP2024

Delta for 115 CE is -

Historical price for 115 CE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 13.85, which was -4.40 lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 20000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 18.25, 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 Sept SAIL was trading at 130.46. The strike last trading price was 18.25, 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 Sept SAIL was trading at 131.78. The strike last trading price was 18.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 0


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 18.25, which was -16.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 34.35, 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 Aug SAIL was trading at 134.25. The strike last trading price was 34.35, 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 Aug SAIL was trading at 134.04. The strike last trading price was 34.35, 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 Aug SAIL was trading at 135.90. The strike last trading price was 34.35, 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 26 Aug SAIL was trading at 137.75. The strike last trading price was 34.35, 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 Aug SAIL was trading at 131.79. The strike last trading price was 34.35, 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 Aug SAIL was trading at 133.88. The strike last trading price was 34.35, 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 21 Aug SAIL was trading at 135.04. The strike last trading price was 34.35, 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 Aug SAIL was trading at 133.15. The strike last trading price was 34.35, 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 Aug SAIL was trading at 131.32. The strike last trading price was 34.35, 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 Aug SAIL was trading at 125.23. The strike last trading price was 34.35, 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 Aug SAIL was trading at 131.70. The strike last trading price was 34.35, 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 Aug SAIL was trading at 129.35. The strike last trading price was 34.35, 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 115 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 0.6 0.15 8,04,000 64,000 11,52,000
5 Sept 131.22 0.45 -0.10 4,20,000 -24,000 10,92,000
4 Sept 130.46 0.55 -0.05 8,20,000 -8,000 11,24,000
3 Sept 131.78 0.6 0.00 3,16,000 1,32,000 11,28,000
2 Sept 133.17 0.6 0.00 4,72,000 2,56,000 9,92,000
30 Aug 133.69 0.6 -0.15 4,08,000 64,000 7,36,000
29 Aug 134.25 0.75 -0.05 5,08,000 3,12,000 6,72,000
28 Aug 134.04 0.8 0.10 3,36,000 1,40,000 3,60,000
27 Aug 135.90 0.7 0.15 72,000 20,000 2,12,000
26 Aug 137.75 0.55 -0.65 2,60,000 44,000 1,72,000
23 Aug 131.79 1.2 0.30 1,08,000 8,000 1,12,000
22 Aug 133.88 0.9 -1.30 2,08,000 96,000 1,04,000
21 Aug 135.04 2.2 0.00 0 0 0
20 Aug 133.15 2.2 0.00 0 0 0
19 Aug 131.32 2.2 0.00 0 0 8,000
14 Aug 125.23 2.2 0.00 0 0 0
12 Aug 131.70 2.2 0.00 0 8,000 0
9 Aug 129.35 2.2 8,000 4,000 4,000


For Steel Authority Of India - strike price 115 expiring on 26SEP2024

Delta for 115 PE is -

Historical price for 115 PE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 64000 which increased total open position to 1152000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 1092000


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 1124000


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 132000 which increased total open position to 1128000


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 256000 which increased total open position to 992000


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 64000 which increased total open position to 736000


On 29 Aug SAIL was trading at 134.25. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 312000 which increased total open position to 672000


On 28 Aug SAIL was trading at 134.04. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 140000 which increased total open position to 360000


On 27 Aug SAIL was trading at 135.90. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 212000


On 26 Aug SAIL was trading at 137.75. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 172000


On 23 Aug SAIL was trading at 131.79. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 112000


On 22 Aug SAIL was trading at 133.88. The strike last trading price was 0.9, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 104000


On 21 Aug SAIL was trading at 135.04. The strike last trading price was 2.2, 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 Aug SAIL was trading at 133.15. The strike last trading price was 2.2, 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 Aug SAIL was trading at 131.32. The strike last trading price was 2.2, 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 8000


On 14 Aug SAIL was trading at 125.23. The strike last trading price was 2.2, 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 Aug SAIL was trading at 131.70. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0


On 9 Aug SAIL was trading at 129.35. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000