SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.08
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 1.8 | -0.45 | 34.58 | 2,939 | 118 | 1,155 | |||
| 13 Nov | 111.69 | 2.25 | -1.15 | 36.05 | 3,505 | 280 | 1,046 | |||
| 12 Nov | 114.17 | 3.4 | -1.05 | 36.35 | 1,853 | 151 | 772 | |||
| 11 Nov | 115.89 | 4.45 | -1.45 | 36.13 | 1,814 | 128 | 620 | |||
| 8 Nov | 118.21 | 5.9 | -5.20 | 35.89 | 1,465 | -40 | 493 | |||
| 7 Nov | 123.36 | 11.1 | -0.45 | 48.98 | 231 | -13 | 532 | |||
| 6 Nov | 123.89 | 11.55 | 4.20 | 50.04 | 760 | -143 | 545 | |||
| 5 Nov | 118.53 | 7.35 | 2.40 | 42.36 | 2,261 | -62 | 692 | |||
| 4 Nov | 113.90 | 4.95 | -1.95 | 43.02 | 2,044 | 359 | 755 | |||
| 1 Nov | 117.75 | 6.9 | 0.40 | 36.49 | 279 | -98 | 396 | |||
| 31 Oct | 115.75 | 6.5 | 0.00 | - | 858 | 184 | 494 | |||
| 30 Oct | 116.03 | 6.5 | -0.10 | - | 374 | -15 | 311 | |||
| 29 Oct | 115.71 | 6.6 | 0.05 | - | 552 | 129 | 327 | |||
| 28 Oct | 114.67 | 6.55 | 0.35 | - | 307 | 45 | 198 | |||
| 25 Oct | 111.48 | 6.2 | -2.05 | - | 312 | 126 | 153 | |||
| 24 Oct | 117.13 | 8.25 | -0.40 | - | 28 | 11 | 25 | |||
| 23 Oct | 118.13 | 8.65 | 8.65 | - | 24 | 15 | 15 | |||
| 18 Sept | 129.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 129.38 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Sept | 131.22 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 130.46 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 131.78 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 133.17 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 115 expiring on 28NOV2024
Delta for 115 CE is 0.36
Historical price for 115 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 34.58, the open interest changed by 118 which increased total open position to 1155
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 2.25, which was -1.15 lower than the previous day. The implied volatity was 36.05, the open interest changed by 280 which increased total open position to 1046
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 3.4, which was -1.05 lower than the previous day. The implied volatity was 36.35, the open interest changed by 151 which increased total open position to 772
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 4.45, which was -1.45 lower than the previous day. The implied volatity was 36.13, the open interest changed by 128 which increased total open position to 620
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 5.9, which was -5.20 lower than the previous day. The implied volatity was 35.89, the open interest changed by -40 which decreased total open position to 493
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 11.1, which was -0.45 lower than the previous day. The implied volatity was 48.98, the open interest changed by -13 which decreased total open position to 532
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 11.55, which was 4.20 higher than the previous day. The implied volatity was 50.04, the open interest changed by -143 which decreased total open position to 545
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 7.35, which was 2.40 higher than the previous day. The implied volatity was 42.36, the open interest changed by -62 which decreased total open position to 692
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 4.95, which was -1.95 lower than the previous day. The implied volatity was 43.02, the open interest changed by 359 which increased total open position to 755
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 6.9, which was 0.40 higher than the previous day. The implied volatity was 36.49, the open interest changed by -98 which decreased total open position to 396
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 6.5, 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 30 Oct SAIL was trading at 116.03. The strike last trading price was 6.5, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 6.6, which was 0.05 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 6.55, 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 6.2, which was -2.05 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 8.25, which was -0.40 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 8.65, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SAIL was trading at 129.65. The strike last trading price was 0, 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 6 Sept SAIL was trading at 129.38. The strike last trading price was 0, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 0, 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 4 Sept SAIL was trading at 130.46. The strike last trading price was 0, 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 3 Sept SAIL was trading at 131.78. The strike last trading price was 0, 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 2 Sept SAIL was trading at 133.17. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.08
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 4.75 | 0.20 | 34.46 | 678 | 20 | 1,207 |
| 13 Nov | 111.69 | 4.55 | 1.00 | 35.16 | 1,210 | -182 | 1,190 |
| 12 Nov | 114.17 | 3.55 | 0.40 | 36.38 | 2,115 | -274 | 1,371 |
| 11 Nov | 115.89 | 3.15 | 0.35 | 39.35 | 2,644 | 134 | 1,648 |
| 8 Nov | 118.21 | 2.8 | 0.50 | 39.98 | 7,141 | 124 | 1,539 |
| 7 Nov | 123.36 | 2.3 | 0.15 | 49.94 | 2,043 | 285 | 1,408 |
| 6 Nov | 123.89 | 2.15 | -1.30 | 48.04 | 2,704 | 309 | 1,110 |
| 5 Nov | 118.53 | 3.45 | -2.60 | 45.56 | 1,262 | 210 | 797 |
| 4 Nov | 113.90 | 6.05 | 2.20 | 51.21 | 988 | -16 | 583 |
| 1 Nov | 117.75 | 3.85 | -1.00 | 44.98 | 246 | 63 | 597 |
| 31 Oct | 115.75 | 4.85 | 0.55 | - | 852 | 182 | 536 |
| 30 Oct | 116.03 | 4.3 | -0.80 | - | 338 | 89 | 357 |
| 29 Oct | 115.71 | 5.1 | -0.95 | - | 195 | 69 | 267 |
| 28 Oct | 114.67 | 6.05 | -2.35 | - | 118 | 22 | 197 |
| 25 Oct | 111.48 | 8.4 | 3.25 | - | 234 | 67 | 175 |
| 24 Oct | 117.13 | 5.15 | 0.50 | - | 84 | 28 | 109 |
| 23 Oct | 118.13 | 4.65 | -1.20 | - | 130 | 82 | 82 |
| 18 Sept | 129.65 | 5.85 | 5.85 | - | 0 | 0 | 0 |
| 6 Sept | 129.38 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 131.22 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 130.46 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 131.78 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 133.17 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 115 expiring on 28NOV2024
Delta for 115 PE is -0.64
Historical price for 115 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 4.75, which was 0.20 higher than the previous day. The implied volatity was 34.46, the open interest changed by 20 which increased total open position to 1207
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 4.55, which was 1.00 higher than the previous day. The implied volatity was 35.16, the open interest changed by -182 which decreased total open position to 1190
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 3.55, which was 0.40 higher than the previous day. The implied volatity was 36.38, the open interest changed by -274 which decreased total open position to 1371
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 3.15, which was 0.35 higher than the previous day. The implied volatity was 39.35, the open interest changed by 134 which increased total open position to 1648
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 2.8, which was 0.50 higher than the previous day. The implied volatity was 39.98, the open interest changed by 124 which increased total open position to 1539
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 49.94, the open interest changed by 285 which increased total open position to 1408
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 2.15, which was -1.30 lower than the previous day. The implied volatity was 48.04, the open interest changed by 309 which increased total open position to 1110
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 3.45, which was -2.60 lower than the previous day. The implied volatity was 45.56, the open interest changed by 210 which increased total open position to 797
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 6.05, which was 2.20 higher than the previous day. The implied volatity was 51.21, the open interest changed by -16 which decreased total open position to 583
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 3.85, which was -1.00 lower than the previous day. The implied volatity was 44.98, the open interest changed by 63 which increased total open position to 597
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 4.85, which was 0.55 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 4.3, which was -0.80 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 5.1, which was -0.95 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 6.05, which was -2.35 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 8.4, which was 3.25 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 5.15, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 4.65, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SAIL was trading at 129.65. The strike last trading price was 5.85, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept SAIL was trading at 129.38. The strike last trading price was 0, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 0, 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 4 Sept SAIL was trading at 130.46. The strike last trading price was 0, 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 3 Sept SAIL was trading at 131.78. The strike last trading price was 0, 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 2 Sept SAIL was trading at 133.17. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
