SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 117.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
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 | 3.75 | -1.50 | 29.41 | 503 | 129 | 291 | |||
| 26 Dec | 117.59 | 5.25 | -1.15 | 30.35 | 338 | 61 | 164 | |||
| 24 Dec | 119.06 | 6.4 | -3.90 | 33.70 | 131 | 103 | 103 | |||
| 23 Dec | 121.19 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 116.10 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 124.76 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Dec | 123.89 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 122.47 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 10.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 10.3 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 117.5 expiring on 30JAN2025
Delta for 117.5 CE is 0.49
Historical price for 117.5 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 3.75, which was -1.50 lower than the previous day. The implied volatity was 29.41, the open interest changed by 129 which increased total open position to 291
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 5.25, which was -1.15 lower than the previous day. The implied volatity was 30.35, the open interest changed by 61 which increased total open position to 164
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 6.4, which was -3.90 lower than the previous day. The implied volatity was 33.70, the open interest changed by 103 which increased total open position to 103
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 10.3, 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 Dec SAIL was trading at 116.10. The strike last trading price was 10.3, 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 Dec SAIL was trading at 118.91. The strike last trading price was 10.3, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 10.3, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 10.3, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 10.3, 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 13 Dec SAIL was trading at 124.76. The strike last trading price was 10.3, 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 Dec SAIL was trading at 129.26. The strike last trading price was 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 10.3, 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 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
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 | 4.85 | 1.00 | 31.32 | 728 | 142 | 268 |
| 26 Dec | 117.59 | 3.85 | -0.15 | 31.90 | 307 | 90 | 127 |
| 24 Dec | 119.06 | 4 | -6.05 | 34.63 | 112 | 34 | 34 |
| 23 Dec | 121.19 | 10.05 | 0.00 | 3.50 | 0 | 0 | 0 |
| 20 Dec | 116.10 | 10.05 | 0.00 | 0.65 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 10.05 | 0.00 | 2.91 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 10.05 | 0.00 | 2.92 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 10.05 | 0.00 | 4.43 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 10.05 | 0.00 | 5.83 | 0 | 0 | 0 |
| 13 Dec | 124.76 | 10.05 | 0.00 | 6.41 | 0 | 0 | 0 |
| 12 Dec | 129.26 | 10.05 | 0.00 | 9.30 | 0 | 0 | 0 |
| 11 Dec | 126.95 | 10.05 | 0.00 | 7.69 | 0 | 0 | 0 |
| 10 Dec | 126.81 | 10.05 | 0.00 | 7.55 | 0 | 0 | 0 |
| 9 Dec | 126.13 | 10.05 | 0.00 | 7.33 | 0 | 0 | 0 |
| 6 Dec | 123.89 | 10.05 | 0.00 | 5.71 | 0 | 0 | 0 |
| 5 Dec | 122.47 | 10.05 | 0.00 | 4.65 | 0 | 0 | 0 |
| 4 Dec | 122.17 | 10.05 | 0.00 | 4.89 | 0 | 0 | 0 |
| 3 Dec | 122.79 | 10.05 | 0.00 | 4.92 | 0 | 0 | 0 |
| 2 Dec | 119.08 | 10.05 | 0.00 | 2.35 | 0 | 0 | 0 |
| 29 Nov | 117.11 | 10.05 | 1.09 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 117.5 expiring on 30JAN2025
Delta for 117.5 PE is -0.51
Historical price for 117.5 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 4.85, which was 1.00 higher than the previous day. The implied volatity was 31.32, the open interest changed by 142 which increased total open position to 268
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 31.90, the open interest changed by 90 which increased total open position to 127
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 4, which was -6.05 lower than the previous day. The implied volatity was 34.63, the open interest changed by 34 which increased total open position to 34
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 10.05, which was 0.00 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 Dec SAIL was trading at 119.81. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 4.43, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 10.05, 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 12 Dec SAIL was trading at 129.26. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 9.30, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 7.69, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 7.33, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 4.89, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 10.05, which was lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
