SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.14
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 5.05 | -1.75 | 29.89 | 646 | 137 | 253 | |||
| 26 Dec | 117.59 | 6.8 | -0.85 | 31.12 | 433 | 25 | 117 | |||
| 24 Dec | 119.06 | 7.65 | -3.75 | 32.02 | 138 | 90 | 91 | |||
| 23 Dec | 121.19 | 11.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 20 Dec | 116.10 | 11.4 | 0.00 | 0.00 | 1 | 0 | 1 | |||
| 19 Dec | 118.91 | 11.4 | 0.00 | 0.00 | 1 | 0 | 1 | |||
| 18 Dec | 119.81 | 11.4 | 0.00 | 0.00 | 1 | 0 | 1 | |||
| 17 Dec | 121.11 | 11.4 | 0.00 | 0.00 | 1 | 0 | 1 | |||
| 16 Dec | 123.61 | 11.4 | 0.00 | 0.00 | 1 | 0 | 1 | |||
| 13 Dec | 124.76 | 11.4 | -2.35 | 21.15 | 1 | 0 | 0 | |||
| 12 Dec | 129.26 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 123.89 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 122.47 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 116.28 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 116.26 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 13.75 | 0.00 | 0.10 | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 13.75 | 0.00 | 0.81 | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 13.75 | 0.00 | 0.81 | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 13.75 | 0.00 | 0.46 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 118.53 | 13.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 13.75 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 115 expiring on 30JAN2025
Delta for 115 CE is 0.58
Historical price for 115 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 5.05, which was -1.75 lower than the previous day. The implied volatity was 29.89, the open interest changed by 137 which increased total open position to 253
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 6.8, which was -0.85 lower than the previous day. The implied volatity was 31.12, the open interest changed by 25 which increased total open position to 117
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 7.65, which was -3.75 lower than the previous day. The implied volatity was 32.02, the open interest changed by 90 which increased total open position to 91
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 11.4, 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 1
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 11.4, 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 1
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 11.4, 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 1
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 11.4, 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 1
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 11.4, 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 1
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 11.4, 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 1
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 11.4, which was -2.35 lower than the previous day. The implied volatity was 21.15, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 Nov SAIL was trading at 116.28. The strike last trading price was 13.75, 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 Nov SAIL was trading at 116.26. The strike last trading price was 13.75, 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 Nov SAIL was trading at 112.83. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 13.75, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 13.75, 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 Nov SAIL was trading at 123.89. The strike last trading price was 13.75, 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 Nov SAIL was trading at 118.53. The strike last trading price was 13.75, 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 Nov SAIL was trading at 113.90. The strike last trading price was 13.75, 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 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.14
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 3.55 | 0.70 | 30.95 | 1,114 | 127 | 492 |
| 26 Dec | 117.59 | 2.85 | -0.10 | 32.21 | 637 | 174 | 364 |
| 24 Dec | 119.06 | 2.95 | 0.55 | 34.30 | 515 | 138 | 190 |
| 23 Dec | 121.19 | 2.4 | -1.60 | 34.82 | 3 | -1 | 53 |
| 20 Dec | 116.10 | 4 | 2.00 | 31.46 | 1 | 0 | 54 |
| 19 Dec | 118.91 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 2 | 0.00 | 0.00 | 0 | 6 | 0 |
| 13 Dec | 124.76 | 2 | 0.60 | 34.43 | 78 | 7 | 55 |
| 12 Dec | 129.26 | 1.4 | -0.30 | 36.02 | 44 | 27 | 48 |
| 11 Dec | 126.95 | 1.7 | -0.10 | 35.34 | 8 | 3 | 21 |
| 10 Dec | 126.81 | 1.8 | -0.30 | 35.69 | 3 | 0 | 18 |
| 9 Dec | 126.13 | 2.1 | -0.50 | 37.28 | 13 | 10 | 17 |
| 6 Dec | 123.89 | 2.6 | -0.90 | 35.68 | 2 | 0 | 8 |
| 5 Dec | 122.47 | 3.5 | 0.50 | 39.34 | 1 | 0 | 7 |
| 4 Dec | 122.17 | 3 | -0.25 | 36.33 | 2 | 1 | 7 |
| 3 Dec | 122.79 | 3.25 | -1.00 | 37.56 | 3 | 2 | 7 |
| 2 Dec | 119.08 | 4.25 | -0.80 | 36.23 | 3 | 1 | 4 |
| 29 Nov | 117.11 | 5.05 | -0.05 | 36.20 | 3 | 1 | 3 |
| 28 Nov | 116.28 | 5.1 | -0.55 | 35.73 | 1 | 0 | 1 |
| 27 Nov | 116.26 | 5.65 | -5.30 | 0.00 | 0 | 1 | 0 |
| 22 Nov | 112.83 | 10.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 111.45 | 10.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 111.45 | 10.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 111.84 | 10.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 114.17 | 10.95 | 0.00 | 1.35 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 10.95 | 10.95 | 3.36 | 0 | 0 | 0 |
| 6 Nov | 123.89 | 0 | 0.00 | 6.41 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | 0.00 | 3.77 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | 1.01 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 115 expiring on 30JAN2025
Delta for 115 PE is -0.42
Historical price for 115 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 3.55, which was 0.70 higher than the previous day. The implied volatity was 30.95, the open interest changed by 127 which increased total open position to 492
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 2.85, which was -0.10 lower than the previous day. The implied volatity was 32.21, the open interest changed by 174 which increased total open position to 364
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 2.95, which was 0.55 higher than the previous day. The implied volatity was 34.30, the open interest changed by 138 which increased total open position to 190
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 2.4, which was -1.60 lower than the previous day. The implied volatity was 34.82, the open interest changed by -1 which decreased total open position to 53
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 4, which was 2.00 higher than the previous day. The implied volatity was 31.46, the open interest changed by 0 which decreased total open position to 54
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 2, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 2, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 2, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 2, which was 0.60 higher than the previous day. The implied volatity was 34.43, the open interest changed by 7 which increased total open position to 55
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 36.02, the open interest changed by 27 which increased total open position to 48
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 35.34, the open interest changed by 3 which increased total open position to 21
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 18
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 37.28, the open interest changed by 10 which increased total open position to 17
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 2.6, which was -0.90 lower than the previous day. The implied volatity was 35.68, the open interest changed by 0 which decreased total open position to 8
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 3.5, which was 0.50 higher than the previous day. The implied volatity was 39.34, the open interest changed by 0 which decreased total open position to 7
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 36.33, the open interest changed by 1 which increased total open position to 7
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 3.25, which was -1.00 lower than the previous day. The implied volatity was 37.56, the open interest changed by 2 which increased total open position to 7
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 4.25, which was -0.80 lower than the previous day. The implied volatity was 36.23, the open interest changed by 1 which increased total open position to 4
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 5.05, which was -0.05 lower than the previous day. The implied volatity was 36.20, the open interest changed by 1 which increased total open position to 3
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 5.1, which was -0.55 lower than the previous day. The implied volatity was 35.73, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 5.65, which was -5.30 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 22 Nov SAIL was trading at 112.83. The strike last trading price was 10.95, 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 Nov SAIL was trading at 111.45. The strike last trading price was 10.95, 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 Nov SAIL was trading at 111.45. The strike last trading price was 10.95, 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 Nov SAIL was trading at 111.84. The strike last trading price was 10.95, 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 Nov SAIL was trading at 114.17. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 10.95, which was 10.95 higher than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
