SAIL
Steel Authority Of India
Historical option data for SAIL
11 Apr 2025 04:11 PM IST
| SAIL 24APR2025 117.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.06
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 108.34 | 1.15 | 0.1 | 49.04 | 756 | -103 | 358 | |||
| 9 Apr | 104.97 | 1 | -0.2 | 53.14 | 552 | 13 | 461 | |||
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| 8 Apr | 105.05 | 1.25 | -0.2 | 55.81 | 633 | 5 | 445 | |||
| 7 Apr | 104.63 | 1.45 | -1.1 | 58.05 | 1,169 | -16 | 439 | |||
| 4 Apr | 112.60 | 2.55 | -2.35 | 40.45 | 1,695 | 29 | 455 | |||
| 3 Apr | 118.54 | 4.9 | -0.25 | 35.76 | 617 | 50 | 426 | |||
| 2 Apr | 118.70 | 4.9 | 0.65 | 34.89 | 1,090 | 37 | 377 | |||
| 1 Apr | 116.88 | 4.2 | 0.8 | 36.20 | 908 | -27 | 336 | |||
| 28 Mar | 115.18 | 3.4 | -0.05 | 35.52 | 885 | 110 | 363 | |||
| 27 Mar | 113.88 | 3.55 | 0 | 38.59 | 234 | 54 | 253 | |||
| 26 Mar | 113.29 | 3.5 | -0.8 | 38.87 | 195 | 15 | 199 | |||
| 25 Mar | 114.70 | 4.25 | -1.75 | 39.46 | 293 | -26 | 182 | |||
| 24 Mar | 117.24 | 5.9 | 1.1 | 40.45 | 986 | 208 | 208 | |||
| 21 Mar | 115.30 | 4.8 | 0 | 1.34 | 0 | 0 | 0 | |||
| 20 Mar | 113.96 | 4.8 | 0 | 2.11 | 0 | 0 | 0 | |||
| 19 Mar | 113.23 | 4.8 | 0 | 2.91 | 0 | 0 | 0 | |||
| 18 Mar | 108.91 | 4.8 | 0 | 6.59 | 0 | 0 | 0 | |||
| 17 Mar | 106.14 | 4.8 | 0 | 8.48 | 0 | 0 | 0 | |||
| 13 Mar | 105.89 | 4.8 | 0 | 8.33 | 0 | 0 | 0 | |||
| 12 Mar | 106.66 | 4.8 | 0 | 8.30 | 0 | 0 | 0 | |||
| 11 Mar | 108.13 | 4.8 | 0 | 6.04 | 0 | 0 | 0 | |||
| 10 Mar | 107.27 | 4.8 | 0 | 7.34 | 0 | 0 | 0 | |||
| 7 Mar | 110.91 | 4.8 | 0 | 4.30 | 0 | 0 | 0 | |||
| 6 Mar | 111.97 | 4.8 | 0 | 3.71 | 0 | 0 | 0 | |||
| 5 Mar | 112.53 | 4.8 | 0 | 2.76 | 0 | 0 | 0 | |||
| 4 Mar | 107.66 | 4.8 | 0 | 6.06 | 0 | 0 | 0 | |||
| 3 Mar | 106.36 | 4.8 | 0 | 6.60 | 0 | 0 | 0 | |||
| 28 Feb | 105.02 | 4.8 | 0 | 7.69 | 0 | 0 | 0 | |||
For Steel Authority Of India - strike price 117.5 expiring on 24APR2025
Delta for 117.5 CE is 0.21
Historical price for 117.5 CE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 49.04, the open interest changed by -103 which decreased total open position to 358
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 53.14, the open interest changed by 13 which increased total open position to 461
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 55.81, the open interest changed by 5 which increased total open position to 445
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 1.45, which was -1.1 lower than the previous day. The implied volatity was 58.05, the open interest changed by -16 which decreased total open position to 439
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was 40.45, the open interest changed by 29 which increased total open position to 455
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 35.76, the open interest changed by 50 which increased total open position to 426
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 4.9, which was 0.65 higher than the previous day. The implied volatity was 34.89, the open interest changed by 37 which increased total open position to 377
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 4.2, which was 0.8 higher than the previous day. The implied volatity was 36.20, the open interest changed by -27 which decreased total open position to 336
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 3.4, which was -0.05 lower than the previous day. The implied volatity was 35.52, the open interest changed by 110 which increased total open position to 363
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 38.59, the open interest changed by 54 which increased total open position to 253
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 3.5, which was -0.8 lower than the previous day. The implied volatity was 38.87, the open interest changed by 15 which increased total open position to 199
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 4.25, which was -1.75 lower than the previous day. The implied volatity was 39.46, the open interest changed by -26 which decreased total open position to 182
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 5.9, which was 1.1 higher than the previous day. The implied volatity was 40.45, the open interest changed by 208 which increased total open position to 208
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 1.34, 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 4.8, which was 0 lower than the previous day. The implied volatity was 2.11, 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 4.8, which was 0 lower than the previous day. The implied volatity was 2.91, 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 4.8, which was 0 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 8.33, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 8.30, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 2.76, 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 4.8, which was 0 lower than the previous day. The implied volatity was 6.06, 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 4.8, which was 0 lower than the previous day. The implied volatity was 6.60, 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 4.8, which was 0 lower than the previous day. The implied volatity was 7.69, the open interest changed by 0 which decreased total open position to 0
| SAIL 24APR2025 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.06
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.34 | 9.9 | -3.45 | 47.63 | 32 | 5 | 330 |
| 9 Apr | 104.97 | 13.35 | 0.5 | 60.60 | 12 | -6 | 325 |
| 8 Apr | 105.05 | 12.85 | -0.95 | 49.97 | 17 | -1 | 332 |
| 7 Apr | 104.63 | 13.9 | 6.95 | 62.21 | 53 | -20 | 334 |
| 4 Apr | 112.60 | 6.95 | 3.5 | 42.38 | 805 | -46 | 355 |
| 3 Apr | 118.54 | 3.4 | -0.1 | 37.06 | 945 | 103 | 400 |
| 2 Apr | 118.70 | 3.6 | -0.8 | 38.02 | 697 | 64 | 296 |
| 1 Apr | 116.88 | 4.5 | -1.05 | 38.24 | 725 | 102 | 230 |
| 28 Mar | 115.18 | 5.7 | -0.5 | 35.65 | 304 | 54 | 128 |
| 27 Mar | 113.88 | 6.1 | -0.5 | 34.91 | 21 | 4 | 77 |
| 26 Mar | 113.29 | 6.6 | 0.55 | 36.74 | 34 | 10 | 68 |
| 25 Mar | 114.70 | 6.1 | 0.95 | 37.94 | 106 | 13 | 58 |
| 24 Mar | 117.24 | 5.05 | -10 | 40.03 | 65 | 22 | 22 |
| 21 Mar | 115.30 | 15.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 113.96 | 15.05 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 113.23 | 15.05 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 108.91 | 15.05 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 106.14 | 15.05 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 105.89 | 15.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 106.66 | 15.05 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 108.13 | 15.05 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 107.27 | 15.05 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 110.91 | 15.05 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 111.97 | 15.05 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 112.53 | 15.05 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 107.66 | 15.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 106.36 | 15.05 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 105.02 | 15.05 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 117.5 expiring on 24APR2025
Delta for 117.5 PE is -0.80
Historical price for 117.5 PE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 9.9, which was -3.45 lower than the previous day. The implied volatity was 47.63, the open interest changed by 5 which increased total open position to 330
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 13.35, which was 0.5 higher than the previous day. The implied volatity was 60.60, the open interest changed by -6 which decreased total open position to 325
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 12.85, which was -0.95 lower than the previous day. The implied volatity was 49.97, the open interest changed by -1 which decreased total open position to 332
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 13.9, which was 6.95 higher than the previous day. The implied volatity was 62.21, the open interest changed by -20 which decreased total open position to 334
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 6.95, which was 3.5 higher than the previous day. The implied volatity was 42.38, the open interest changed by -46 which decreased total open position to 355
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 3.4, which was -0.1 lower than the previous day. The implied volatity was 37.06, the open interest changed by 103 which increased total open position to 400
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 3.6, which was -0.8 lower than the previous day. The implied volatity was 38.02, the open interest changed by 64 which increased total open position to 296
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 4.5, which was -1.05 lower than the previous day. The implied volatity was 38.24, the open interest changed by 102 which increased total open position to 230
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 5.7, which was -0.5 lower than the previous day. The implied volatity was 35.65, the open interest changed by 54 which increased total open position to 128
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 6.1, which was -0.5 lower than the previous day. The implied volatity was 34.91, the open interest changed by 4 which increased total open position to 77
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 6.6, which was 0.55 higher than the previous day. The implied volatity was 36.74, the open interest changed by 10 which increased total open position to 68
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 6.1, which was 0.95 higher than the previous day. The implied volatity was 37.94, the open interest changed by 13 which increased total open position to 58
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 5.05, which was -10 lower than the previous day. The implied volatity was 40.03, the open interest changed by 22 which increased total open position to 22
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 15.05, 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 Mar SAIL was trading at 113.96. The strike last trading price was 15.05, 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 Mar SAIL was trading at 113.23. The strike last trading price was 15.05, 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 18 Mar SAIL was trading at 108.91. The strike last trading price was 15.05, 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 Mar SAIL was trading at 106.14. The strike last trading price was 15.05, 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 Mar SAIL was trading at 105.89. The strike last trading price was 15.05, 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 Mar SAIL was trading at 106.66. The strike last trading price was 15.05, 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 Mar SAIL was trading at 108.13. The strike last trading price was 15.05, 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 10 Mar SAIL was trading at 107.27. The strike last trading price was 15.05, 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 Mar SAIL was trading at 110.91. The strike last trading price was 15.05, 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 Mar SAIL was trading at 111.97. The strike last trading price was 15.05, 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 Mar SAIL was trading at 112.53. The strike last trading price was 15.05, 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 Mar SAIL was trading at 107.66. The strike last trading price was 15.05, 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 15.05, 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 15.05, 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
