SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 117.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.07
Theta: -0.10
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 1.15 | -0.35 | 35.32 | 950 | -56 | 611 | |||
| 13 Nov | 111.69 | 1.5 | -0.80 | 36.63 | 1,111 | 115 | 672 | |||
| 12 Nov | 114.17 | 2.3 | -0.90 | 35.82 | 1,404 | 172 | 565 | |||
| 11 Nov | 115.89 | 3.2 | -1.20 | 36.10 | 2,010 | 6 | 393 | |||
| 8 Nov | 118.21 | 4.4 | -4.90 | 35.25 | 1,585 | -65 | 380 | |||
| 7 Nov | 123.36 | 9.3 | -0.30 | 48.08 | 92 | -26 | 447 | |||
| 6 Nov | 123.89 | 9.6 | 3.60 | 47.69 | 708 | -25 | 475 | |||
| 5 Nov | 118.53 | 6 | 1.95 | 43.03 | 1,602 | 83 | 501 | |||
| 4 Nov | 113.90 | 4.05 | -1.45 | 44.58 | 846 | 252 | 415 | |||
| 1 Nov | 117.75 | 5.5 | 0.55 | 36.83 | 70 | -16 | 164 | |||
| 31 Oct | 115.75 | 4.95 | -0.35 | - | 284 | 100 | 180 | |||
| 30 Oct | 116.03 | 5.3 | -0.10 | - | 163 | 25 | 78 | |||
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| 29 Oct | 115.71 | 5.4 | 0.15 | - | 92 | 19 | 42 | |||
| 28 Oct | 114.67 | 5.25 | 0.65 | - | 33 | 12 | 24 | |||
| 25 Oct | 111.48 | 4.6 | -2.40 | - | 19 | -3 | 12 | |||
| 24 Oct | 117.13 | 7 | -19.70 | - | 24 | 15 | 15 | |||
| 23 Oct | 118.13 | 26.7 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 117.5 expiring on 28NOV2024
Delta for 117.5 CE is 0.26
Historical price for 117.5 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 35.32, the open interest changed by -56 which decreased total open position to 611
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 1.5, which was -0.80 lower than the previous day. The implied volatity was 36.63, the open interest changed by 115 which increased total open position to 672
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 2.3, which was -0.90 lower than the previous day. The implied volatity was 35.82, the open interest changed by 172 which increased total open position to 565
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 3.2, which was -1.20 lower than the previous day. The implied volatity was 36.10, the open interest changed by 6 which increased total open position to 393
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 4.4, which was -4.90 lower than the previous day. The implied volatity was 35.25, the open interest changed by -65 which decreased total open position to 380
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 9.3, which was -0.30 lower than the previous day. The implied volatity was 48.08, the open interest changed by -26 which decreased total open position to 447
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 9.6, which was 3.60 higher than the previous day. The implied volatity was 47.69, the open interest changed by -25 which decreased total open position to 475
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 6, which was 1.95 higher than the previous day. The implied volatity was 43.03, the open interest changed by 83 which increased total open position to 501
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 4.05, which was -1.45 lower than the previous day. The implied volatity was 44.58, the open interest changed by 252 which increased total open position to 415
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 5.5, which was 0.55 higher than the previous day. The implied volatity was 36.83, the open interest changed by -16 which decreased total open position to 164
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 4.95, which was -0.35 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 5.3, 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 5.4, which was 0.15 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 5.25, which was 0.65 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 4.6, which was -2.40 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 7, which was -19.70 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 26.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.07
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 6.5 | 0.20 | 33.89 | 156 | -20 | 231 |
| 13 Nov | 111.69 | 6.3 | 1.35 | 35.76 | 361 | -28 | 245 |
| 12 Nov | 114.17 | 4.95 | 0.60 | 35.97 | 343 | -77 | 272 |
| 11 Nov | 115.89 | 4.35 | 0.40 | 38.86 | 1,382 | 0 | 350 |
| 8 Nov | 118.21 | 3.95 | 1.00 | 40.59 | 2,683 | -76 | 350 |
| 7 Nov | 123.36 | 2.95 | 0.20 | 48.60 | 888 | 194 | 425 |
| 6 Nov | 123.89 | 2.75 | -1.80 | 46.50 | 1,385 | -134 | 218 |
| 5 Nov | 118.53 | 4.55 | -2.95 | 45.76 | 534 | 113 | 351 |
| 4 Nov | 113.90 | 7.5 | 2.50 | 51.66 | 377 | 150 | 239 |
| 1 Nov | 117.75 | 5 | -0.65 | 45.26 | 25 | 11 | 88 |
| 31 Oct | 115.75 | 5.65 | -0.10 | - | 69 | 38 | 77 |
| 30 Oct | 116.03 | 5.75 | -0.25 | - | 44 | 31 | 38 |
| 29 Oct | 115.71 | 6 | -2.15 | - | 5 | 4 | 6 |
| 28 Oct | 114.67 | 8.15 | 1.65 | - | 2 | 2 | 2 |
| 25 Oct | 111.48 | 6.5 | 2.95 | - | 1 | 0 | 0 |
| 24 Oct | 117.13 | 3.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 118.13 | 3.55 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 117.5 expiring on 28NOV2024
Delta for 117.5 PE is -0.75
Historical price for 117.5 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 6.5, which was 0.20 higher than the previous day. The implied volatity was 33.89, the open interest changed by -20 which decreased total open position to 231
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 6.3, which was 1.35 higher than the previous day. The implied volatity was 35.76, the open interest changed by -28 which decreased total open position to 245
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 4.95, which was 0.60 higher than the previous day. The implied volatity was 35.97, the open interest changed by -77 which decreased total open position to 272
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 4.35, which was 0.40 higher than the previous day. The implied volatity was 38.86, the open interest changed by 0 which decreased total open position to 350
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 3.95, which was 1.00 higher than the previous day. The implied volatity was 40.59, the open interest changed by -76 which decreased total open position to 350
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 2.95, which was 0.20 higher than the previous day. The implied volatity was 48.60, the open interest changed by 194 which increased total open position to 425
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 2.75, which was -1.80 lower than the previous day. The implied volatity was 46.50, the open interest changed by -134 which decreased total open position to 218
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 4.55, which was -2.95 lower than the previous day. The implied volatity was 45.76, the open interest changed by 113 which increased total open position to 351
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 7.5, which was 2.50 higher than the previous day. The implied volatity was 51.66, the open interest changed by 150 which increased total open position to 239
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 45.26, the open interest changed by 11 which increased total open position to 88
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 5.65, 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 30 Oct SAIL was trading at 116.03. The strike last trading price was 5.75, which was -0.25 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, which was -2.15 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 8.15, which was 1.65 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 6.5, which was 2.95 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 3.55, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
