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

108.34 3.37 (3.21%)

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Historical option data for SAIL

11 Apr 2025 04:11 PM IST
SAIL 24APR2025 115 CE
Delta: 0.28
Vega: 0.07
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 108.34 1.6 0.15 47.66 1,843 71 1,093
9 Apr 104.97 1.45 -0.15 53.52 1,039 25 1,026
8 Apr 105.05 1.65 -0.3 54.84 1,878 1 1,000
7 Apr 104.63 1.95 -1.5 58.20 2,233 123 1,002
4 Apr 112.60 3.5 -2.95 40.86 2,842 90 879
3 Apr 118.54 6.35 -0.4 35.44 1,162 -75 789
2 Apr 118.70 6.5 0.9 36.00 1,744 -41 867
1 Apr 116.88 5.4 0.65 35.24 2,146 -88 908
28 Mar 115.18 4.4 -0.15 34.70 2,120 62 996
27 Mar 113.88 4.6 0.05 38.62 868 223 933
26 Mar 113.29 4.6 -0.85 39.52 465 144 709
25 Mar 114.70 5.25 -2.2 38.52 465 108 564
24 Mar 117.24 7.3 1.8 41.00 852 380 456
21 Mar 115.30 5.5 2.5 34.84 2 0 76
20 Mar 113.96 3 0 0.00 0 0 0
19 Mar 113.23 3 0 0.00 0 0 0
18 Mar 108.91 3 0 0.00 0 -1 0
17 Mar 106.14 3 0.55 43.52 1 0 77
13 Mar 105.89 2.45 0 0.00 0 -1 0
12 Mar 106.66 2.45 -1.6 36.71 1 0 78
11 Mar 108.13 4.1 0.35 40.56 42 1 77
10 Mar 107.27 3.75 -2 42.27 41 9 74
7 Mar 110.91 5.75 -0.4 43.85 43 16 65
6 Mar 111.97 6 -0.2 42.87 46 41 48
5 Mar 112.53 6.2 -1.1 40.16 11 6 6
4 Mar 107.66 7.3 0 4.37 0 0 0
3 Mar 106.36 7.3 0 4.78 0 0 0
28 Feb 105.02 7.3 0 6.28 0 0 0
27 Feb 105.98 7.3 0 5.63 0 0 0
24 Feb 108.21 7.3 0 3.79 0 0 0
21 Feb 112.76 7.3 0 0.25 0 0 0
20 Feb 109.84 7.3 0 2.13 0 0 0
19 Feb 106.53 7.3 0 4.58 0 0 0
17 Feb 105.33 7.3 0 5.38 0 0 0
13 Feb 109.33 7.3 0 2.25 0 0 0
12 Feb 105.75 7.3 0 4.91 0 0 0
11 Feb 100.02 7.3 0 8.53 0 0 0
7 Feb 110.32 7.3 0 1.42 0 0 0
6 Feb 107.98 7.3 0 3.36 0 0 0
5 Feb 108.84 7.3 0 2.18 0 0 0
4 Feb 106.68 7.3 0 3.99 0 0 0
3 Feb 102.27 7.3 0 6.65 0 0 0
1 Feb 106.53 7.3 0 2.97 0 0 0


For Steel Authority Of India - strike price 115 expiring on 24APR2025

Delta for 115 CE is 0.28

Historical price for 115 CE is as follows

On 11 Apr SAIL was trading at 108.34. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 47.66, the open interest changed by 71 which increased total open position to 1093


On 9 Apr SAIL was trading at 104.97. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 53.52, the open interest changed by 25 which increased total open position to 1026


On 8 Apr SAIL was trading at 105.05. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 54.84, the open interest changed by 1 which increased total open position to 1000


On 7 Apr SAIL was trading at 104.63. The strike last trading price was 1.95, which was -1.5 lower than the previous day. The implied volatity was 58.20, the open interest changed by 123 which increased total open position to 1002


On 4 Apr SAIL was trading at 112.60. The strike last trading price was 3.5, which was -2.95 lower than the previous day. The implied volatity was 40.86, the open interest changed by 90 which increased total open position to 879


On 3 Apr SAIL was trading at 118.54. The strike last trading price was 6.35, which was -0.4 lower than the previous day. The implied volatity was 35.44, the open interest changed by -75 which decreased total open position to 789


On 2 Apr SAIL was trading at 118.70. The strike last trading price was 6.5, which was 0.9 higher than the previous day. The implied volatity was 36.00, the open interest changed by -41 which decreased total open position to 867


On 1 Apr SAIL was trading at 116.88. The strike last trading price was 5.4, which was 0.65 higher than the previous day. The implied volatity was 35.24, the open interest changed by -88 which decreased total open position to 908


On 28 Mar SAIL was trading at 115.18. The strike last trading price was 4.4, which was -0.15 lower than the previous day. The implied volatity was 34.70, the open interest changed by 62 which increased total open position to 996


On 27 Mar SAIL was trading at 113.88. The strike last trading price was 4.6, which was 0.05 higher than the previous day. The implied volatity was 38.62, the open interest changed by 223 which increased total open position to 933


On 26 Mar SAIL was trading at 113.29. The strike last trading price was 4.6, which was -0.85 lower than the previous day. The implied volatity was 39.52, the open interest changed by 144 which increased total open position to 709


On 25 Mar SAIL was trading at 114.70. The strike last trading price was 5.25, which was -2.2 lower than the previous day. The implied volatity was 38.52, the open interest changed by 108 which increased total open position to 564


On 24 Mar SAIL was trading at 117.24. The strike last trading price was 7.3, which was 1.8 higher than the previous day. The implied volatity was 41.00, the open interest changed by 380 which increased total open position to 456


On 21 Mar SAIL was trading at 115.30. The strike last trading price was 5.5, which was 2.5 higher than the previous day. The implied volatity was 34.84, the open interest changed by 0 which decreased total open position to 76


On 20 Mar SAIL was trading at 113.96. The strike last trading price was 3, which was 0 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 19 Mar SAIL was trading at 113.23. The strike last trading price was 3, which was 0 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 Mar SAIL was trading at 108.91. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 17 Mar SAIL was trading at 106.14. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 43.52, the open interest changed by 0 which decreased total open position to 77


On 13 Mar SAIL was trading at 105.89. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 12 Mar SAIL was trading at 106.66. The strike last trading price was 2.45, which was -1.6 lower than the previous day. The implied volatity was 36.71, the open interest changed by 0 which decreased total open position to 78


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 4.1, which was 0.35 higher than the previous day. The implied volatity was 40.56, the open interest changed by 1 which increased total open position to 77


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 3.75, which was -2 lower than the previous day. The implied volatity was 42.27, the open interest changed by 9 which increased total open position to 74


On 7 Mar SAIL was trading at 110.91. The strike last trading price was 5.75, which was -0.4 lower than the previous day. The implied volatity was 43.85, the open interest changed by 16 which increased total open position to 65


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 6, which was -0.2 lower than the previous day. The implied volatity was 42.87, the open interest changed by 41 which increased total open position to 48


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 6.2, which was -1.1 lower than the previous day. The implied volatity was 40.16, the open interest changed by 6 which increased total open position to 6


On 4 Mar SAIL was trading at 107.66. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 4.37, 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 7.3, which was 0 lower than the previous day. The implied volatity was 4.78, 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 7.3, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0


On 27 Feb SAIL was trading at 105.98. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SAIL was trading at 108.21. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0


On 21 Feb SAIL was trading at 112.76. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SAIL was trading at 109.84. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SAIL was trading at 106.53. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SAIL was trading at 105.33. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SAIL was trading at 109.33. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SAIL was trading at 105.75. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SAIL was trading at 100.02. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 8.53, the open interest changed by 0 which decreased total open position to 0


On 7 Feb SAIL was trading at 110.32. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SAIL was trading at 107.98. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SAIL was trading at 108.84. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SAIL was trading at 106.68. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SAIL was trading at 102.27. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SAIL was trading at 106.53. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


SAIL 24APR2025 115 PE
Delta: -0.72
Vega: 0.07
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 108.34 8 -3.2 48.51 198 -85 419
9 Apr 104.97 10.8 -0.6 52.30 86 -36 506
8 Apr 105.05 11.4 -0.7 59.14 134 -46 543
7 Apr 104.63 11.9 6.4 61.75 430 -112 590
4 Apr 112.60 5.5 3 43.04 2,926 42 703
3 Apr 118.54 2.45 -0.1 37.68 998 -4 662
2 Apr 118.70 2.6 -0.6 38.28 1,207 1 665
1 Apr 116.88 3.25 -0.95 37.67 1,146 133 665
28 Mar 115.18 4.35 -0.35 35.89 934 45 532
27 Mar 113.88 4.65 -0.5 34.86 438 70 486
26 Mar 113.29 5.15 0.4 36.61 289 121 420
25 Mar 114.70 4.85 0.7 38.76 316 57 294
24 Mar 117.24 4 -6.7 40.79 490 233 237
21 Mar 115.30 10.7 0 0.00 0 0 0
20 Mar 113.96 10.7 0 0.00 0 0 4
19 Mar 113.23 10.7 0 0.00 0 0 4
18 Mar 108.91 10.7 0 0.00 0 0 4
17 Mar 106.14 10.7 0 0.00 0 0 4
13 Mar 105.89 10.7 0 0.00 0 0 4
12 Mar 106.66 10.7 2.9 0.00 1 0 4
11 Mar 108.13 10.7 2.9 52.18 1 0 3
10 Mar 107.27 7.8 0 0.00 0 1 0
7 Mar 110.91 7.8 0.2 38.59 1 0 2
6 Mar 111.97 7.6 0.6 39.32 1 0 1
5 Mar 112.53 7 -7.9 38.93 1 0 0
4 Mar 107.66 14.9 0 - 0 0 0
3 Mar 106.36 14.9 0 - 0 0 0
28 Feb 105.02 14.9 0 - 0 0 0
27 Feb 105.98 14.9 0 - 0 0 0
24 Feb 108.21 14.9 0 - 0 0 0
21 Feb 112.76 14.9 0 - 0 0 0
20 Feb 109.84 14.9 0 - 0 0 0
19 Feb 106.53 14.9 0 - 0 0 0
17 Feb 105.33 14.9 0 - 0 0 0
13 Feb 109.33 0 0 - 0 0 0
12 Feb 105.75 0 0 - 0 0 0
11 Feb 100.02 0 0 - 0 0 0
7 Feb 110.32 0 0 - 0 0 0
6 Feb 107.98 0 0 - 0 0 0
5 Feb 108.84 0 0 - 0 0 0
4 Feb 106.68 0 0 - 0 0 0
3 Feb 102.27 0 0 - 0 0 0
1 Feb 106.53 0 0 - 0 0 0


For Steel Authority Of India - strike price 115 expiring on 24APR2025

Delta for 115 PE is -0.72

Historical price for 115 PE is as follows

On 11 Apr SAIL was trading at 108.34. The strike last trading price was 8, which was -3.2 lower than the previous day. The implied volatity was 48.51, the open interest changed by -85 which decreased total open position to 419


On 9 Apr SAIL was trading at 104.97. The strike last trading price was 10.8, which was -0.6 lower than the previous day. The implied volatity was 52.30, the open interest changed by -36 which decreased total open position to 506


On 8 Apr SAIL was trading at 105.05. The strike last trading price was 11.4, which was -0.7 lower than the previous day. The implied volatity was 59.14, the open interest changed by -46 which decreased total open position to 543


On 7 Apr SAIL was trading at 104.63. The strike last trading price was 11.9, which was 6.4 higher than the previous day. The implied volatity was 61.75, the open interest changed by -112 which decreased total open position to 590


On 4 Apr SAIL was trading at 112.60. The strike last trading price was 5.5, which was 3 higher than the previous day. The implied volatity was 43.04, the open interest changed by 42 which increased total open position to 703


On 3 Apr SAIL was trading at 118.54. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 37.68, the open interest changed by -4 which decreased total open position to 662


On 2 Apr SAIL was trading at 118.70. The strike last trading price was 2.6, which was -0.6 lower than the previous day. The implied volatity was 38.28, the open interest changed by 1 which increased total open position to 665


On 1 Apr SAIL was trading at 116.88. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 37.67, the open interest changed by 133 which increased total open position to 665


On 28 Mar SAIL was trading at 115.18. The strike last trading price was 4.35, which was -0.35 lower than the previous day. The implied volatity was 35.89, the open interest changed by 45 which increased total open position to 532


On 27 Mar SAIL was trading at 113.88. The strike last trading price was 4.65, which was -0.5 lower than the previous day. The implied volatity was 34.86, the open interest changed by 70 which increased total open position to 486


On 26 Mar SAIL was trading at 113.29. The strike last trading price was 5.15, which was 0.4 higher than the previous day. The implied volatity was 36.61, the open interest changed by 121 which increased total open position to 420


On 25 Mar SAIL was trading at 114.70. The strike last trading price was 4.85, which was 0.7 higher than the previous day. The implied volatity was 38.76, the open interest changed by 57 which increased total open position to 294


On 24 Mar SAIL was trading at 117.24. The strike last trading price was 4, which was -6.7 lower than the previous day. The implied volatity was 40.79, the open interest changed by 233 which increased total open position to 237


On 21 Mar SAIL was trading at 115.30. The strike last trading price was 10.7, which was 0 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 Mar SAIL was trading at 113.96. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 19 Mar SAIL was trading at 113.23. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 18 Mar SAIL was trading at 108.91. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 17 Mar SAIL was trading at 106.14. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 13 Mar SAIL was trading at 105.89. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 12 Mar SAIL was trading at 106.66. The strike last trading price was 10.7, which was 2.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 10.7, which was 2.9 higher than the previous day. The implied volatity was 52.18, the open interest changed by 0 which decreased total open position to 3


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 7.8, 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 7 Mar SAIL was trading at 110.91. The strike last trading price was 7.8, which was 0.2 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 2


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 7.6, which was 0.6 higher than the previous day. The implied volatity was 39.32, the open interest changed by 0 which decreased total open position to 1


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 7, which was -7.9 lower than the previous day. The implied volatity was 38.93, 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 14.9, 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 14.9, 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 14.9, 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 27 Feb SAIL was trading at 105.98. The strike last trading price was 14.9, 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 24 Feb SAIL was trading at 108.21. The strike last trading price was 14.9, 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 Feb SAIL was trading at 112.76. The strike last trading price was 14.9, 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 Feb SAIL was trading at 109.84. The strike last trading price was 14.9, 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 Feb SAIL was trading at 106.53. The strike last trading price was 14.9, 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 Feb SAIL was trading at 105.33. The strike last trading price was 14.9, 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 Feb SAIL was trading at 109.33. The strike last trading price was 0, 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 Feb SAIL was trading at 105.75. The strike last trading price was 0, 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 Feb SAIL was trading at 100.02. The strike last trading price was 0, 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 Feb SAIL was trading at 110.32. The strike last trading price was 0, 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 Feb SAIL was trading at 107.98. The strike last trading price was 0, 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 Feb SAIL was trading at 108.84. The strike last trading price was 0, 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 Feb SAIL was trading at 106.68. The strike last trading price was 0, 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 Feb SAIL was trading at 102.27. The strike last trading price was 0, 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 1 Feb SAIL was trading at 106.53. The strike last trading price was 0, 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