SAIL
Steel Authority Of India
Historical option data for SAIL
03 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.07
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 122.79 | 9.25 | 2.35 | 28.90 | 866 | -194 | 535 | |||
| 2 Dec | 119.08 | 6.9 | 1.25 | 34.95 | 897 | -68 | 733 | |||
| 29 Nov | 117.11 | 5.65 | -0.10 | 32.46 | 1,134 | 42 | 809 | |||
| 28 Nov | 116.28 | 5.75 | 0.30 | 33.79 | 1,053 | 51 | 768 | |||
| 27 Nov | 116.26 | 5.45 | 0.00 | 34.16 | 552 | 91 | 720 | |||
| 26 Nov | 115.83 | 5.45 | 0.60 | 35.55 | 939 | 104 | 628 | |||
| 25 Nov | 114.09 | 4.85 | 0.40 | 35.96 | 822 | 306 | 529 | |||
| 22 Nov | 112.83 | 4.45 | 0.60 | 36.40 | 637 | 199 | 422 | |||
| 21 Nov | 110.59 | 3.85 | -0.35 | 38.21 | 331 | 74 | 222 | |||
| 20 Nov | 111.45 | 4.2 | 0.00 | 37.07 | 116 | 54 | 147 | |||
| 19 Nov | 111.45 | 4.2 | -0.85 | 37.07 | 116 | 53 | 147 | |||
| 18 Nov | 112.77 | 5.05 | 0.50 | 38.86 | 98 | 52 | 90 | |||
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| 14 Nov | 111.84 | 4.55 | 0.05 | 36.30 | 26 | -1 | 37 | |||
| 13 Nov | 111.69 | 4.5 | -1.50 | 33.77 | 49 | 4 | 38 | |||
| 12 Nov | 114.17 | 6 | -1.55 | 35.67 | 44 | 27 | 34 | |||
| 11 Nov | 115.89 | 7.55 | -1.40 | 38.74 | 4 | 2 | 6 | |||
| 8 Nov | 118.21 | 8.95 | -3.65 | 39.93 | 1 | 0 | 4 | |||
| 7 Nov | 123.36 | 12.6 | 0.20 | 38.21 | 1 | 0 | 5 | |||
| 6 Nov | 123.89 | 12.4 | 2.85 | 34.75 | 3 | 0 | 4 | |||
| 5 Nov | 118.53 | 9.55 | 1.85 | 38.65 | 9 | 3 | 4 | |||
| 4 Nov | 113.90 | 7.7 | -23.00 | 42.85 | 4 | 1 | 1 | |||
| 31 Oct | 115.75 | 30.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 115.71 | 30.7 | 30.70 | - | 0 | 0 | 0 | |||
| 24 Oct | 117.13 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 134.33 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 134.03 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 131.37 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 139.01 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 115 expiring on 26DEC2024
Delta for 115 CE is 0.85
Historical price for 115 CE is as follows
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 9.25, which was 2.35 higher than the previous day. The implied volatity was 28.90, the open interest changed by -194 which decreased total open position to 535
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 6.9, which was 1.25 higher than the previous day. The implied volatity was 34.95, the open interest changed by -68 which decreased total open position to 733
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 5.65, which was -0.10 lower than the previous day. The implied volatity was 32.46, the open interest changed by 42 which increased total open position to 809
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 5.75, which was 0.30 higher than the previous day. The implied volatity was 33.79, the open interest changed by 51 which increased total open position to 768
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 34.16, the open interest changed by 91 which increased total open position to 720
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 5.45, which was 0.60 higher than the previous day. The implied volatity was 35.55, the open interest changed by 104 which increased total open position to 628
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 4.85, which was 0.40 higher than the previous day. The implied volatity was 35.96, the open interest changed by 306 which increased total open position to 529
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 4.45, which was 0.60 higher than the previous day. The implied volatity was 36.40, the open interest changed by 199 which increased total open position to 422
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 38.21, the open interest changed by 74 which increased total open position to 222
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 37.07, the open interest changed by 54 which increased total open position to 147
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 4.2, which was -0.85 lower than the previous day. The implied volatity was 37.07, the open interest changed by 53 which increased total open position to 147
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 5.05, which was 0.50 higher than the previous day. The implied volatity was 38.86, the open interest changed by 52 which increased total open position to 90
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 36.30, the open interest changed by -1 which decreased total open position to 37
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 4.5, which was -1.50 lower than the previous day. The implied volatity was 33.77, the open interest changed by 4 which increased total open position to 38
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 6, which was -1.55 lower than the previous day. The implied volatity was 35.67, the open interest changed by 27 which increased total open position to 34
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 7.55, which was -1.40 lower than the previous day. The implied volatity was 38.74, the open interest changed by 2 which increased total open position to 6
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 8.95, which was -3.65 lower than the previous day. The implied volatity was 39.93, the open interest changed by 0 which decreased total open position to 4
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 12.6, which was 0.20 higher than the previous day. The implied volatity was 38.21, the open interest changed by 0 which decreased total open position to 5
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 12.4, which was 2.85 higher than the previous day. The implied volatity was 34.75, the open interest changed by 0 which decreased total open position to 4
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 9.55, which was 1.85 higher than the previous day. The implied volatity was 38.65, the open interest changed by 3 which increased total open position to 4
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 7.7, which was -23.00 lower than the previous day. The implied volatity was 42.85, the open interest changed by 1 which increased total open position to 1
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 30.7, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 30.7, which was 30.70 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 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 14 Oct SAIL was trading at 134.33. 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 11 Oct SAIL was trading at 134.03. 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 8 Oct SAIL was trading at 131.37. 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 Oct SAIL was trading at 139.01. 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 26DEC2024 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.08
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 122.79 | 1.2 | -1.00 | 34.89 | 1,914 | 293 | 1,064 |
| 2 Dec | 119.08 | 2.2 | -0.70 | 34.52 | 1,394 | 34 | 784 |
| 29 Nov | 117.11 | 2.9 | -0.20 | 33.27 | 1,607 | -8 | 747 |
| 28 Nov | 116.28 | 3.1 | -0.65 | 33.62 | 896 | 261 | 747 |
| 27 Nov | 116.26 | 3.75 | -0.20 | 35.97 | 394 | 117 | 486 |
| 26 Nov | 115.83 | 3.95 | -0.95 | 35.59 | 313 | 132 | 373 |
| 25 Nov | 114.09 | 4.9 | -1.10 | 37.56 | 282 | 179 | 241 |
| 22 Nov | 112.83 | 6 | -1.30 | 39.06 | 59 | 31 | 93 |
| 21 Nov | 110.59 | 7.3 | 0.45 | 40.05 | 28 | -2 | 61 |
| 20 Nov | 111.45 | 6.85 | 0.00 | 39.06 | 36 | 23 | 63 |
| 19 Nov | 111.45 | 6.85 | 1.50 | 39.06 | 36 | 23 | 63 |
| 18 Nov | 112.77 | 5.35 | -1.40 | 32.23 | 20 | 8 | 39 |
| 14 Nov | 111.84 | 6.75 | -0.45 | 37.07 | 5 | 0 | 31 |
| 13 Nov | 111.69 | 7.2 | 1.55 | 41.57 | 19 | 3 | 32 |
| 12 Nov | 114.17 | 5.65 | 0.45 | 38.07 | 36 | 9 | 29 |
| 11 Nov | 115.89 | 5.2 | 0.40 | 39.41 | 17 | 1 | 19 |
| 8 Nov | 118.21 | 4.8 | 1.40 | 40.49 | 47 | 8 | 17 |
| 7 Nov | 123.36 | 3.4 | -0.20 | 42.04 | 7 | 4 | 8 |
| 6 Nov | 123.89 | 3.6 | -1.95 | 43.53 | 7 | 0 | 3 |
| 5 Nov | 118.53 | 5.55 | -1.00 | 45.44 | 10 | 3 | 4 |
| 4 Nov | 113.90 | 6.55 | 2.10 | 40.37 | 1 | 0 | 0 |
| 31 Oct | 115.75 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 115.71 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 117.13 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 134.33 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 134.03 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 131.37 | 4.45 | 4.45 | - | 0 | 0 | 0 |
| 4 Oct | 139.01 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 115 expiring on 26DEC2024
Delta for 115 PE is -0.19
Historical price for 115 PE is as follows
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 1.2, which was -1.00 lower than the previous day. The implied volatity was 34.89, the open interest changed by 293 which increased total open position to 1064
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 2.2, which was -0.70 lower than the previous day. The implied volatity was 34.52, the open interest changed by 34 which increased total open position to 784
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was 33.27, the open interest changed by -8 which decreased total open position to 747
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 3.1, which was -0.65 lower than the previous day. The implied volatity was 33.62, the open interest changed by 261 which increased total open position to 747
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 3.75, which was -0.20 lower than the previous day. The implied volatity was 35.97, the open interest changed by 117 which increased total open position to 486
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 3.95, which was -0.95 lower than the previous day. The implied volatity was 35.59, the open interest changed by 132 which increased total open position to 373
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 4.9, which was -1.10 lower than the previous day. The implied volatity was 37.56, the open interest changed by 179 which increased total open position to 241
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 6, which was -1.30 lower than the previous day. The implied volatity was 39.06, the open interest changed by 31 which increased total open position to 93
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 7.3, which was 0.45 higher than the previous day. The implied volatity was 40.05, the open interest changed by -2 which decreased total open position to 61
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 39.06, the open interest changed by 23 which increased total open position to 63
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 6.85, which was 1.50 higher than the previous day. The implied volatity was 39.06, the open interest changed by 23 which increased total open position to 63
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 5.35, which was -1.40 lower than the previous day. The implied volatity was 32.23, the open interest changed by 8 which increased total open position to 39
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 6.75, which was -0.45 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 31
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 7.2, which was 1.55 higher than the previous day. The implied volatity was 41.57, the open interest changed by 3 which increased total open position to 32
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 5.65, which was 0.45 higher than the previous day. The implied volatity was 38.07, the open interest changed by 9 which increased total open position to 29
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 5.2, which was 0.40 higher than the previous day. The implied volatity was 39.41, the open interest changed by 1 which increased total open position to 19
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 4.8, which was 1.40 higher than the previous day. The implied volatity was 40.49, the open interest changed by 8 which increased total open position to 17
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 3.4, which was -0.20 lower than the previous day. The implied volatity was 42.04, the open interest changed by 4 which increased total open position to 8
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 3.6, which was -1.95 lower than the previous day. The implied volatity was 43.53, the open interest changed by 0 which decreased total open position to 3
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 5.55, which was -1.00 lower than the previous day. The implied volatity was 45.44, the open interest changed by 3 which increased total open position to 4
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 6.55, which was 2.10 higher than the previous day. The implied volatity was 40.37, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 4.45, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 4.45, 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 24 Oct SAIL was trading at 117.13. The strike last trading price was 4.45, 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 14 Oct SAIL was trading at 134.33. The strike last trading price was 4.45, 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 11 Oct SAIL was trading at 134.03. The strike last trading price was 4.45, 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 8 Oct SAIL was trading at 131.37. The strike last trading price was 4.45, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SAIL was trading at 139.01. 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
