SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 120 CE | ||||||||||
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Delta: 0.40
Vega: 0.14
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 2.8 | -1.25 | 29.79 | 2,162 | 345 | 1,174 | |||
| 26 Dec | 117.59 | 4.05 | -0.65 | 30.53 | 1,506 | 393 | 827 | |||
| 24 Dec | 119.06 | 4.7 | -4.55 | 30.95 | 1,145 | 334 | 435 | |||
| 23 Dec | 121.19 | 9.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 116.10 | 9.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 9.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 9.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 9.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 9.25 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 13 Dec | 124.76 | 9.25 | -3.40 | 33.03 | 67 | 11 | 102 | |||
| 12 Dec | 129.26 | 12.65 | 1.00 | 32.64 | 16 | -3 | 91 | |||
| 11 Dec | 126.95 | 11.65 | -0.35 | 36.02 | 3 | 0 | 94 | |||
| 10 Dec | 126.81 | 12 | 0.95 | 38.19 | 5 | 1 | 95 | |||
| 9 Dec | 126.13 | 11.05 | 1.70 | 33.10 | 23 | -5 | 94 | |||
| 6 Dec | 123.89 | 9.35 | 0.95 | 33.12 | 1 | 0 | 99 | |||
| 5 Dec | 122.47 | 8.4 | -0.30 | 31.49 | 11 | 1 | 100 | |||
| 4 Dec | 122.17 | 8.7 | -0.15 | 31.91 | 47 | 30 | 99 | |||
| 3 Dec | 122.79 | 8.85 | 1.90 | 32.52 | 66 | 31 | 69 | |||
| 2 Dec | 119.08 | 6.95 | 0.90 | 34.39 | 34 | 21 | 36 | |||
| 29 Nov | 117.11 | 6.05 | 0.05 | 33.82 | 17 | 11 | 12 | |||
| 28 Nov | 116.28 | 6 | 0.40 | 33.86 | 1 | 0 | 1 | |||
| 27 Nov | 116.26 | 5.6 | -5.95 | 32.76 | 1 | 0 | 0 | |||
| 26 Nov | 115.83 | 11.55 | 0.00 | 1.54 | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 11.55 | 0.00 | 3.37 | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 11.55 | 0.00 | 4.20 | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 11.55 | 0.00 | 4.20 | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 11.55 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 11.55 | 0.00 | 3.67 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 11.55 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 11.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 11.55 | 0.00 | 0.48 | 0 | 0 | 0 | |||
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| 4 Nov | 113.90 | 11.55 | 1.88 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 120 expiring on 30JAN2025
Delta for 120 CE is 0.40
Historical price for 120 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 29.79, the open interest changed by 345 which increased total open position to 1174
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 4.05, which was -0.65 lower than the previous day. The implied volatity was 30.53, the open interest changed by 393 which increased total open position to 827
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 4.7, which was -4.55 lower than the previous day. The implied volatity was 30.95, the open interest changed by 334 which increased total open position to 435
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 9.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 9.25, which was -3.40 lower than the previous day. The implied volatity was 33.03, the open interest changed by 11 which increased total open position to 102
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 12.65, which was 1.00 higher than the previous day. The implied volatity was 32.64, the open interest changed by -3 which decreased total open position to 91
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 11.65, which was -0.35 lower than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 94
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 12, which was 0.95 higher than the previous day. The implied volatity was 38.19, the open interest changed by 1 which increased total open position to 95
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 11.05, which was 1.70 higher than the previous day. The implied volatity was 33.10, the open interest changed by -5 which decreased total open position to 94
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 9.35, which was 0.95 higher than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 99
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 8.4, which was -0.30 lower than the previous day. The implied volatity was 31.49, the open interest changed by 1 which increased total open position to 100
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 8.7, which was -0.15 lower than the previous day. The implied volatity was 31.91, the open interest changed by 30 which increased total open position to 99
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 8.85, which was 1.90 higher than the previous day. The implied volatity was 32.52, the open interest changed by 31 which increased total open position to 69
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 6.95, which was 0.90 higher than the previous day. The implied volatity was 34.39, the open interest changed by 21 which increased total open position to 36
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 33.82, the open interest changed by 11 which increased total open position to 12
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 6, which was 0.40 higher than the previous day. The implied volatity was 33.86, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 5.6, which was -5.95 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 11.55, 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 Nov SAIL was trading at 123.89. The strike last trading price was 11.55, 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 Nov SAIL was trading at 118.53. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
| SAIL 30JAN2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.14
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 6.3 | 1.40 | 31.21 | 508 | 116 | 580 |
| 26 Dec | 117.59 | 4.9 | 0.05 | 29.96 | 674 | 159 | 463 |
| 24 Dec | 119.06 | 4.85 | 0.40 | 32.35 | 945 | 218 | 305 |
| 23 Dec | 121.19 | 4.45 | -0.85 | 34.67 | 2 | 0 | 87 |
| 20 Dec | 116.10 | 5.3 | 1.80 | 23.99 | 1 | 0 | 88 |
| 19 Dec | 118.91 | 3.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 3.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 3.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 3.5 | 0.00 | 0.00 | 0 | 17 | 0 |
| 13 Dec | 124.76 | 3.5 | 1.20 | 34.26 | 131 | 24 | 95 |
| 12 Dec | 129.26 | 2.3 | -0.65 | 34.41 | 38 | 6 | 70 |
| 11 Dec | 126.95 | 2.95 | -0.15 | 34.95 | 24 | 16 | 64 |
| 10 Dec | 126.81 | 3.1 | -0.40 | 35.42 | 11 | 2 | 48 |
| 9 Dec | 126.13 | 3.5 | -0.60 | 37.10 | 18 | -1 | 45 |
| 6 Dec | 123.89 | 4.1 | -0.90 | 34.69 | 22 | 13 | 46 |
| 5 Dec | 122.47 | 5 | 0.25 | 37.22 | 21 | 4 | 32 |
| 4 Dec | 122.17 | 4.75 | 0.00 | 36.09 | 5 | 3 | 29 |
| 3 Dec | 122.79 | 4.75 | -1.50 | 35.75 | 17 | 11 | 26 |
| 2 Dec | 119.08 | 6.25 | -1.00 | 35.04 | 2 | 0 | 14 |
| 29 Nov | 117.11 | 7.25 | -0.25 | 34.97 | 5 | 0 | 14 |
| 28 Nov | 116.28 | 7.5 | -0.20 | 35.43 | 10 | 4 | 10 |
| 27 Nov | 116.26 | 7.7 | -0.30 | 34.38 | 4 | 2 | 6 |
| 26 Nov | 115.83 | 8 | -1.05 | 34.49 | 1 | 0 | 3 |
| 22 Nov | 112.83 | 9.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 111.45 | 9.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 111.45 | 9.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 112.77 | 9.05 | -0.95 | 30.92 | 1 | 0 | 2 |
| 14 Nov | 111.84 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 10 | 0.00 | 46.26 | 1 | 0 | 1 |
| 6 Nov | 123.89 | 10 | -3.65 | 55.84 | 1 | 0 | 0 |
| 5 Nov | 118.53 | 13.65 | 0.00 | 0.99 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 13.65 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 120 expiring on 30JAN2025
Delta for 120 PE is -0.60
Historical price for 120 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 6.3, which was 1.40 higher than the previous day. The implied volatity was 31.21, the open interest changed by 116 which increased total open position to 580
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 4.9, which was 0.05 higher than the previous day. The implied volatity was 29.96, the open interest changed by 159 which increased total open position to 463
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 4.85, which was 0.40 higher than the previous day. The implied volatity was 32.35, the open interest changed by 218 which increased total open position to 305
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 4.45, which was -0.85 lower than the previous day. The implied volatity was 34.67, the open interest changed by 0 which decreased total open position to 87
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 5.3, which was 1.80 higher than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 88
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 3.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 3.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 3.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 3.5, which was 1.20 higher than the previous day. The implied volatity was 34.26, the open interest changed by 24 which increased total open position to 95
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 2.3, which was -0.65 lower than the previous day. The implied volatity was 34.41, the open interest changed by 6 which increased total open position to 70
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 34.95, the open interest changed by 16 which increased total open position to 64
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 3.1, which was -0.40 lower than the previous day. The implied volatity was 35.42, the open interest changed by 2 which increased total open position to 48
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 3.5, which was -0.60 lower than the previous day. The implied volatity was 37.10, the open interest changed by -1 which decreased total open position to 45
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 34.69, the open interest changed by 13 which increased total open position to 46
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 37.22, the open interest changed by 4 which increased total open position to 32
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 36.09, the open interest changed by 3 which increased total open position to 29
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 4.75, which was -1.50 lower than the previous day. The implied volatity was 35.75, the open interest changed by 11 which increased total open position to 26
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 6.25, which was -1.00 lower than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 14
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 7.25, which was -0.25 lower than the previous day. The implied volatity was 34.97, the open interest changed by 0 which decreased total open position to 14
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 7.5, which was -0.20 lower than the previous day. The implied volatity was 35.43, the open interest changed by 4 which increased total open position to 10
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 7.7, which was -0.30 lower than the previous day. The implied volatity was 34.38, the open interest changed by 2 which increased total open position to 6
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 8, which was -1.05 lower than the previous day. The implied volatity was 34.49, the open interest changed by 0 which decreased total open position to 3
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 9.05, which was -0.95 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 2
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 46.26, the open interest changed by 0 which decreased total open position to 1
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 10, which was -3.65 lower than the previous day. The implied volatity was 55.84, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 13.65, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
