SAIL
STEEL AUTHORITY OF INDIA
Historical option data for SAIL
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 155.61 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 151.05 | 48.65 | - | 0 | 0 | 0 | ||||
| 3 Jul | 151.62 | 48.65 | - | 0 | 0 | 0 | ||||
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| 2 Jul | 146.68 | 48.65 | - | 0 | 0 | 0 | ||||
| 1 Jul | 149.06 | 48.65 | - | 0 | 0 | 0 | ||||
| 28 Jun | 148.65 | 48.65 | - | 0 | 0 | 0 | ||||
| 27 Jun | 142.88 | 48.65 | - | 0 | 0 | 0 | ||||
| 25 Jun | 147.01 | 48.65 | - | 0 | 0 | 0 | ||||
| 24 Jun | 149.85 | 48.65 | - | 0 | 0 | 0 | ||||
| 21 Jun | 155.44 | 48.65 | - | 0 | 0 | 0 | ||||
| 20 Jun | 154.03 | 48.65 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 48.65 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 48.65 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 48.65 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 48.65 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 48.65 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 48.65 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 48.65 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 48.65 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 120 expiring on 25JUL2024
Delta for 120 CE is -
Historical price for 120 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 48.65, 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 Jul SAIL was trading at 151.05. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 155.61 | 0.1 | -0.15 | - | 2,28,000 | 60,000 | 4,12,000 |
| 4 Jul | 151.05 | 0.25 | - | 40,000 | 20,000 | 3,52,000 | |
| 3 Jul | 151.62 | 0.25 | - | 68,000 | 4,000 | 3,32,000 | |
| 2 Jul | 146.68 | 0.4 | - | 1,40,000 | 52,000 | 3,28,000 | |
| 1 Jul | 149.06 | 0.4 | - | 1,76,000 | 56,000 | 2,76,000 | |
| 28 Jun | 148.65 | 0.45 | - | 2,88,000 | 96,000 | 2,20,000 | |
| 27 Jun | 142.88 | 0.65 | - | 12,000 | 0 | 1,24,000 | |
| 25 Jun | 147.01 | 0.4 | - | 4,000 | 0 | 1,28,000 | |
| 24 Jun | 149.85 | 0.75 | - | 1,52,000 | 84,000 | 1,24,000 | |
| 21 Jun | 155.44 | 0.50 | - | 68,000 | 12,000 | 32,000 | |
| 20 Jun | 154.03 | 3.95 | - | 0 | 0 | 20,000 | |
| 19 Jun | 149.95 | 3.95 | - | 0 | 0 | 20,000 | |
| 18 Jun | 153.41 | 3.95 | - | 0 | 0 | 20,000 | |
| 14 Jun | 153.63 | 3.95 | - | 0 | 0 | 20,000 | |
| 13 Jun | 149.63 | 3.95 | - | 0 | 0 | 20,000 | |
| 12 Jun | 151.01 | 3.95 | - | 0 | 0 | 20,000 | |
| 11 Jun | 151.01 | 3.95 | - | 0 | 0 | 20,000 | |
| 10 Jun | 150.60 | 3.95 | - | 0 | 0 | 20,000 | |
| 5 Jun | 145.55 | 3.95 | - | 32,000 | 24,000 | 24,000 | |
For STEEL AUTHORITY OF INDIA - strike price 120 expiring on 25JUL2024
Delta for 120 PE is -
Historical price for 120 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 412000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 352000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 332000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 328000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 276000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 220000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 124000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 0.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 32000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 24000