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[--[65.84.65.76]--]
SAIL
Steel Authority Of India

116.1 -2.81 (-2.36%)

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Historical option data for SAIL

20 Dec 2024 04:11 PM IST
SAIL 26DEC2024 120 CE
Delta: 0.22
Vega: 0.04
Theta: -0.13
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 0.6 -1.00 32.35 97 -22 879
19 Dec 118.91 1.6 -0.15 36.26 23 -9 902
18 Dec 119.81 1.75 -0.65 23.93 195 -184 915
17 Dec 121.11 2.4 -2.05 22.88 68 -67 1,100
16 Dec 123.61 4.45 -1.60 20.57 22 -21 1,168
13 Dec 124.76 6.05 -4.40 33.39 2,300 230 1,193
12 Dec 129.26 10.45 2.15 42.21 428 -24 967
11 Dec 126.95 8.3 0.00 34.13 260 -51 996
10 Dec 126.81 8.3 0.00 33.94 630 -117 1,056
9 Dec 126.13 8.3 1.85 35.58 927 -22 1,181
6 Dec 123.89 6.45 1.00 34.09 1,075 -106 1,204
5 Dec 122.47 5.45 -0.35 30.77 1,104 27 1,313
4 Dec 122.17 5.8 0.15 31.62 1,278 -147 1,287
3 Dec 122.79 5.65 1.75 29.69 4,648 -312 1,438
2 Dec 119.08 3.9 0.80 33.30 2,785 136 1,756
29 Nov 117.11 3.1 -0.20 31.79 3,729 309 1,626
28 Nov 116.28 3.3 -0.10 33.54 2,037 335 1,316
27 Nov 116.26 3.4 0.10 36.05 823 143 981
26 Nov 115.83 3.3 0.35 36.08 1,146 235 838
25 Nov 114.09 2.95 0.35 36.80 589 124 600
22 Nov 112.83 2.6 0.35 36.13 650 75 551
21 Nov 110.59 2.25 -0.30 37.92 369 109 476
20 Nov 111.45 2.55 0.00 37.27 382 80 368
19 Nov 111.45 2.55 -0.65 37.27 382 81 368
18 Nov 112.77 3.2 0.25 38.87 305 62 286
14 Nov 111.84 2.95 -0.05 37.26 135 60 221
13 Nov 111.69 3 -0.90 35.78 198 42 160
12 Nov 114.17 3.9 -0.90 35.75 59 15 118
11 Nov 115.89 4.8 -1.25 36.20 106 47 103
8 Nov 118.21 6.05 -4.45 37.25 120 39 55
7 Nov 123.36 10.5 0.05 44.50 8 5 16
6 Nov 123.89 10.45 2.95 42.59 44 9 11
5 Nov 118.53 7.5 -19.75 42.08 2 1 1
4 Nov 113.90 27.25 0.00 3.25 0 0 0
31 Oct 115.75 27.25 0.00 - 0 0 0
29 Oct 115.71 27.25 0.00 - 0 0 0
24 Oct 117.13 27.25 27.25 - 0 0 0
14 Oct 134.33 0 0.00 - 0 0 0
11 Oct 134.03 0 0.00 - 0 0 0
8 Oct 131.37 0 0.00 - 0 0 0
4 Oct 139.01 0 0.00 - 0 0 0
1 Oct 141.03 0 0.00 - 0 0 0
30 Sept 141.36 0 - 0 0 0


For Steel Authority Of India - strike price 120 expiring on 26DEC2024

Delta for 120 CE is 0.22

Historical price for 120 CE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.6, which was -1.00 lower than the previous day. The implied volatity was 32.35, the open interest changed by -22 which decreased total open position to 879


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 36.26, the open interest changed by -9 which decreased total open position to 902


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 23.93, the open interest changed by -184 which decreased total open position to 915


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 2.4, which was -2.05 lower than the previous day. The implied volatity was 22.88, the open interest changed by -67 which decreased total open position to 1100


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 4.45, which was -1.60 lower than the previous day. The implied volatity was 20.57, the open interest changed by -21 which decreased total open position to 1168


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 6.05, which was -4.40 lower than the previous day. The implied volatity was 33.39, the open interest changed by 230 which increased total open position to 1193


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 10.45, which was 2.15 higher than the previous day. The implied volatity was 42.21, the open interest changed by -24 which decreased total open position to 967


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 34.13, the open interest changed by -51 which decreased total open position to 996


On 10 Dec SAIL was trading at 126.81. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 33.94, the open interest changed by -117 which decreased total open position to 1056


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 8.3, which was 1.85 higher than the previous day. The implied volatity was 35.58, the open interest changed by -22 which decreased total open position to 1181


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 6.45, which was 1.00 higher than the previous day. The implied volatity was 34.09, the open interest changed by -106 which decreased total open position to 1204


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 5.45, which was -0.35 lower than the previous day. The implied volatity was 30.77, the open interest changed by 27 which increased total open position to 1313


On 4 Dec SAIL was trading at 122.17. The strike last trading price was 5.8, which was 0.15 higher than the previous day. The implied volatity was 31.62, the open interest changed by -147 which decreased total open position to 1287


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 5.65, which was 1.75 higher than the previous day. The implied volatity was 29.69, the open interest changed by -312 which decreased total open position to 1438


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 3.9, which was 0.80 higher than the previous day. The implied volatity was 33.30, the open interest changed by 136 which increased total open position to 1756


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 31.79, the open interest changed by 309 which increased total open position to 1626


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 3.3, which was -0.10 lower than the previous day. The implied volatity was 33.54, the open interest changed by 335 which increased total open position to 1316


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 3.4, which was 0.10 higher than the previous day. The implied volatity was 36.05, the open interest changed by 143 which increased total open position to 981


On 26 Nov SAIL was trading at 115.83. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 36.08, the open interest changed by 235 which increased total open position to 838


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 2.95, which was 0.35 higher than the previous day. The implied volatity was 36.80, the open interest changed by 124 which increased total open position to 600


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was 36.13, the open interest changed by 75 which increased total open position to 551


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 37.92, the open interest changed by 109 which increased total open position to 476


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 37.27, the open interest changed by 80 which increased total open position to 368


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 37.27, the open interest changed by 81 which increased total open position to 368


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 38.87, the open interest changed by 62 which increased total open position to 286


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 37.26, the open interest changed by 60 which increased total open position to 221


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 35.78, the open interest changed by 42 which increased total open position to 160


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 3.9, which was -0.90 lower than the previous day. The implied volatity was 35.75, the open interest changed by 15 which increased total open position to 118


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 36.20, the open interest changed by 47 which increased total open position to 103


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 6.05, which was -4.45 lower than the previous day. The implied volatity was 37.25, the open interest changed by 39 which increased total open position to 55


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 10.5, which was 0.05 higher than the previous day. The implied volatity was 44.50, the open interest changed by 5 which increased total open position to 16


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 10.45, which was 2.95 higher than the previous day. The implied volatity was 42.59, the open interest changed by 9 which increased total open position to 11


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 7.5, which was -19.75 lower than the previous day. The implied volatity was 42.08, the open interest changed by 1 which increased total open position to 1


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 27.25, which was 0.00 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 27.25, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 27.25, 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 24 Oct SAIL was trading at 117.13. The strike last trading price was 27.25, which was 27.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SAIL was trading at 134.33. The strike last trading price was 0, 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 11 Oct SAIL was trading at 134.03. The strike last trading price was 0, 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 8 Oct SAIL was trading at 131.37. The strike last trading price was 0, 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 4 Oct SAIL was trading at 139.01. The strike last trading price was 0, 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 1 Oct SAIL was trading at 141.03. The strike last trading price was 0, 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 30 Sept SAIL was trading at 141.36. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 26DEC2024 120 PE
Delta: -0.66
Vega: 0.05
Theta: -0.21
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 5 3.20 50.23 113 -59 810
19 Dec 118.91 1.8 0.40 6.94 233 -23 869
18 Dec 119.81 1.4 0.50 20.58 216 -83 892
17 Dec 121.11 0.9 0.30 19.02 131 -126 980
16 Dec 123.61 0.6 -0.50 25.16 121 -120 1,107
13 Dec 124.76 1.1 0.30 31.47 6,544 261 1,222
12 Dec 129.26 0.8 -0.10 39.10 1,855 120 970
11 Dec 126.95 0.9 -0.10 34.02 924 -17 852
10 Dec 126.81 1 -0.35 34.14 1,575 -176 871
9 Dec 126.13 1.35 -0.50 36.91 1,560 128 1,049
6 Dec 123.89 1.85 -0.45 31.99 1,121 34 940
5 Dec 122.47 2.3 -0.05 32.14 816 104 906
4 Dec 122.17 2.35 -0.25 32.71 1,388 100 808
3 Dec 122.79 2.6 -1.60 34.14 2,011 99 706
2 Dec 119.08 4.2 -1.10 33.19 498 11 607
29 Nov 117.11 5.3 -0.30 32.47 698 150 604
28 Nov 116.28 5.6 -0.85 33.28 483 217 454
27 Nov 116.26 6.45 -0.30 36.21 119 80 237
26 Nov 115.83 6.75 -1.00 36.08 69 48 157
25 Nov 114.09 7.75 -1.25 36.84 47 36 109
22 Nov 112.83 9 -0.95 38.21 23 8 81
21 Nov 110.59 9.95 -0.35 33.97 19 10 70
20 Nov 111.45 10.3 0.00 40.64 20 7 63
19 Nov 111.45 10.3 1.95 40.64 20 10 63
18 Nov 112.77 8.35 -1.35 30.89 14 -1 52
14 Nov 111.84 9.7 0.00 35.24 2 0 52
13 Nov 111.69 9.7 1.15 37.57 15 4 51
12 Nov 114.17 8.55 1.55 38.58 42 18 47
11 Nov 115.89 7 0.15 34.39 9 4 29
8 Nov 118.21 6.85 1.45 38.49 52 6 25
7 Nov 123.36 5.4 0.75 42.92 20 6 18
6 Nov 123.89 4.65 -2.85 38.81 18 8 11
5 Nov 118.53 7.5 1.60 43.06 3 2 2
4 Nov 113.90 5.9 0.00 - 0 0 0
31 Oct 115.75 5.9 0.00 - 0 0 0
29 Oct 115.71 5.9 0.00 - 0 0 0
24 Oct 117.13 5.9 0.00 - 0 0 0
14 Oct 134.33 5.9 0.00 - 0 0 0
11 Oct 134.03 5.9 0.00 - 0 0 0
8 Oct 131.37 5.9 0.00 - 0 0 0
4 Oct 139.01 5.9 0.00 - 0 0 0
1 Oct 141.03 5.9 0.00 - 0 0 0
30 Sept 141.36 5.9 - 0 0 0


For Steel Authority Of India - strike price 120 expiring on 26DEC2024

Delta for 120 PE is -0.66

Historical price for 120 PE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 5, which was 3.20 higher than the previous day. The implied volatity was 50.23, the open interest changed by -59 which decreased total open position to 810


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 1.8, which was 0.40 higher than the previous day. The implied volatity was 6.94, the open interest changed by -23 which decreased total open position to 869


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 1.4, which was 0.50 higher than the previous day. The implied volatity was 20.58, the open interest changed by -83 which decreased total open position to 892


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 19.02, the open interest changed by -126 which decreased total open position to 980


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 25.16, the open interest changed by -120 which decreased total open position to 1107


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 31.47, the open interest changed by 261 which increased total open position to 1222


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 39.10, the open interest changed by 120 which increased total open position to 970


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 34.02, the open interest changed by -17 which decreased total open position to 852


On 10 Dec SAIL was trading at 126.81. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 34.14, the open interest changed by -176 which decreased total open position to 871


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 36.91, the open interest changed by 128 which increased total open position to 1049


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by 34 which increased total open position to 940


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 32.14, the open interest changed by 104 which increased total open position to 906


On 4 Dec SAIL was trading at 122.17. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 32.71, the open interest changed by 100 which increased total open position to 808


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 2.6, which was -1.60 lower than the previous day. The implied volatity was 34.14, the open interest changed by 99 which increased total open position to 706


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 4.2, which was -1.10 lower than the previous day. The implied volatity was 33.19, the open interest changed by 11 which increased total open position to 607


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 5.3, which was -0.30 lower than the previous day. The implied volatity was 32.47, the open interest changed by 150 which increased total open position to 604


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 5.6, which was -0.85 lower than the previous day. The implied volatity was 33.28, the open interest changed by 217 which increased total open position to 454


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 6.45, which was -0.30 lower than the previous day. The implied volatity was 36.21, the open interest changed by 80 which increased total open position to 237


On 26 Nov SAIL was trading at 115.83. The strike last trading price was 6.75, which was -1.00 lower than the previous day. The implied volatity was 36.08, the open interest changed by 48 which increased total open position to 157


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 7.75, which was -1.25 lower than the previous day. The implied volatity was 36.84, the open interest changed by 36 which increased total open position to 109


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 9, which was -0.95 lower than the previous day. The implied volatity was 38.21, the open interest changed by 8 which increased total open position to 81


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 9.95, which was -0.35 lower than the previous day. The implied volatity was 33.97, the open interest changed by 10 which increased total open position to 70


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 10.3, which was 0.00 lower than the previous day. The implied volatity was 40.64, the open interest changed by 7 which increased total open position to 63


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 10.3, which was 1.95 higher than the previous day. The implied volatity was 40.64, the open interest changed by 10 which increased total open position to 63


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 8.35, which was -1.35 lower than the previous day. The implied volatity was 30.89, the open interest changed by -1 which decreased total open position to 52


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 9.7, which was 0.00 lower than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 52


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 9.7, which was 1.15 higher than the previous day. The implied volatity was 37.57, the open interest changed by 4 which increased total open position to 51


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 8.55, which was 1.55 higher than the previous day. The implied volatity was 38.58, the open interest changed by 18 which increased total open position to 47


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 7, which was 0.15 higher than the previous day. The implied volatity was 34.39, the open interest changed by 4 which increased total open position to 29


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 6.85, which was 1.45 higher than the previous day. The implied volatity was 38.49, the open interest changed by 6 which increased total open position to 25


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 5.4, which was 0.75 higher than the previous day. The implied volatity was 42.92, the open interest changed by 6 which increased total open position to 18


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 4.65, which was -2.85 lower than the previous day. The implied volatity was 38.81, the open interest changed by 8 which increased total open position to 11


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 7.5, which was 1.60 higher than the previous day. The implied volatity was 43.06, the open interest changed by 2 which increased total open position to 2


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 5.9, 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 31 Oct SAIL was trading at 115.75. The strike last trading price was 5.9, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 5.9, 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 24 Oct SAIL was trading at 117.13. The strike last trading price was 5.9, 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 14 Oct SAIL was trading at 134.33. The strike last trading price was 5.9, 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 11 Oct SAIL was trading at 134.03. The strike last trading price was 5.9, 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 8 Oct SAIL was trading at 131.37. The strike last trading price was 5.9, 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 4 Oct SAIL was trading at 139.01. The strike last trading price was 5.9, 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 1 Oct SAIL was trading at 141.03. The strike last trading price was 5.9, 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 30 Sept SAIL was trading at 141.36. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to