SAIL
Steel Authority Of India
Historical option data for SAIL
15 Apr 2025 09:01 AM IST
| SAIL 24APR2025 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.04
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 108.34 | 0.55 | 0 | 50.71 | 421 | 2 | 405 | |||
| 11 Apr | 108.34 | 0.55 | 0 | 50.71 | 421 | 4 | 405 | |||
| 9 Apr | 104.97 | 0.5 | -0.15 | 54.18 | 214 | 50 | 404 | |||
| 8 Apr | 105.05 | 0.65 | -0.15 | 56.27 | 372 | -61 | 352 | |||
| 7 Apr | 104.63 | 0.8 | -0.5 | 58.56 | 551 | -25 | 417 | |||
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| 4 Apr | 112.60 | 1.25 | -1.35 | 40.20 | 887 | 167 | 440 | |||
| 3 Apr | 118.54 | 2.65 | -0.15 | 35.68 | 931 | 6 | 273 | |||
| 2 Apr | 118.70 | 2.65 | 0.35 | 34.83 | 933 | -1 | 266 | |||
| 1 Apr | 116.88 | 2.15 | 0.25 | 35.15 | 443 | 147 | 268 | |||
| 28 Mar | 115.18 | 1.85 | -0.1 | 35.90 | 196 | 55 | 121 | |||
| 27 Mar | 113.88 | 1.95 | -0.05 | 38.10 | 115 | 15 | 67 | |||
| 26 Mar | 113.29 | 2 | -0.55 | 38.78 | 61 | 19 | 54 | |||
| 25 Mar | 114.70 | 2.5 | -1.2 | 39.16 | 38 | -5 | 33 | |||
| 24 Mar | 117.24 | 3.65 | 1.65 | 39.65 | 70 | 36 | 39 | |||
| 21 Mar | 115.30 | 2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 113.96 | 2 | 0 | 0.00 | 0 | 0 | 3 | |||
| 19 Mar | 113.23 | 2 | 0 | 0.00 | 0 | 0 | 3 | |||
| 18 Mar | 108.91 | 2 | 0 | 0.00 | 0 | 0 | 3 | |||
| 17 Mar | 106.14 | 2 | 0 | 0.00 | 0 | 0 | 3 | |||
| 13 Mar | 105.89 | 2 | 0 | 0.00 | 0 | 0 | 3 | |||
| 12 Mar | 106.66 | 2 | -0.15 | 0.00 | 1 | 0 | 3 | |||
| 11 Mar | 108.13 | 2 | -0.15 | 39.84 | 1 | 0 | 4 | |||
| 10 Mar | 107.27 | 2.15 | -1.45 | 44.22 | 2 | 2 | 2 | |||
| 7 Mar | 110.91 | 3.6 | 0 | 0.00 | 0 | 2 | 0 | |||
| 6 Mar | 111.97 | 3.6 | 0.05 | 43.85 | 2 | 1 | 1 | |||
| 5 Mar | 112.53 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 107.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 106.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 105.02 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Steel Authority Of India - strike price 122.5 expiring on 24APR2025
Delta for 122.5 CE is 0.11
Historical price for 122.5 CE is as follows
On 15 Apr SAIL was trading at 108.34. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 50.71, the open interest changed by 2 which increased total open position to 405
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 50.71, the open interest changed by 4 which increased total open position to 405
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 54.18, the open interest changed by 50 which increased total open position to 404
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 56.27, the open interest changed by -61 which decreased total open position to 352
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 58.56, the open interest changed by -25 which decreased total open position to 417
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 1.25, which was -1.35 lower than the previous day. The implied volatity was 40.20, the open interest changed by 167 which increased total open position to 440
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 35.68, the open interest changed by 6 which increased total open position to 273
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 2.65, which was 0.35 higher than the previous day. The implied volatity was 34.83, the open interest changed by -1 which decreased total open position to 266
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 35.15, the open interest changed by 147 which increased total open position to 268
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 1.85, which was -0.1 lower than the previous day. The implied volatity was 35.90, the open interest changed by 55 which increased total open position to 121
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 38.10, the open interest changed by 15 which increased total open position to 67
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 38.78, the open interest changed by 19 which increased total open position to 54
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 2.5, which was -1.2 lower than the previous day. The implied volatity was 39.16, the open interest changed by -5 which decreased total open position to 33
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 3.65, which was 1.65 higher than the previous day. The implied volatity was 39.65, the open interest changed by 36 which increased total open position to 39
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 2, which was 0 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 Mar SAIL was trading at 113.96. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 39.84, the open interest changed by 0 which decreased total open position to 4
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 2.15, which was -1.45 lower than the previous day. The implied volatity was 44.22, the open interest changed by 2 which increased total open position to 2
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 43.85, the open interest changed by 1 which increased total open position to 1
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 0, which was 0 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 4 Mar SAIL was trading at 107.66. The strike last trading price was 0, which was 0 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 3 Mar SAIL was trading at 106.36. The strike last trading price was 0, which was 0 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 28 Feb SAIL was trading at 105.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SAIL 24APR2025 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.05
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 108.34 | 15.1 | -3.65 | 66.20 | 3 | -3 | 82 |
| 11 Apr | 108.34 | 15.1 | -3.65 | 66.20 | 3 | -2 | 82 |
| 9 Apr | 104.97 | 18.75 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 105.05 | 18.75 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 104.63 | 18.75 | 8.15 | 73.15 | 2 | 0 | 84 |
| 4 Apr | 112.60 | 10.6 | 4.4 | 42.35 | 187 | 12 | 85 |
| 3 Apr | 118.54 | 6.15 | 0.05 | 37.27 | 135 | 26 | 73 |
| 2 Apr | 118.70 | 6.2 | -1.2 | 36.94 | 126 | 1 | 46 |
| 1 Apr | 116.88 | 7.45 | -1.45 | 37.66 | 69 | -9 | 42 |
| 28 Mar | 115.18 | 9.1 | -0.95 | 35.93 | 97 | 41 | 51 |
| 27 Mar | 113.88 | 10.05 | 0 | 0.00 | 0 | 6 | 0 |
| 26 Mar | 113.29 | 10.05 | 2.05 | 36.19 | 9 | 4 | 8 |
| 25 Mar | 114.70 | 7.8 | -0.2 | 0.00 | 0 | 4 | 0 |
| 24 Mar | 117.24 | 7.8 | -10.9 | 39.42 | 6 | 4 | 4 |
| 21 Mar | 115.30 | 18.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 113.96 | 18.7 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 113.23 | 18.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 108.91 | 18.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 106.14 | 18.7 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 105.89 | 18.7 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 106.66 | 18.7 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 108.13 | 18.7 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 107.27 | 18.7 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 110.91 | 18.7 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 111.97 | 18.7 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 112.53 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 107.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 106.36 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 105.02 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 122.5 expiring on 24APR2025
Delta for 122.5 PE is -0.82
Historical price for 122.5 PE is as follows
On 15 Apr SAIL was trading at 108.34. The strike last trading price was 15.1, which was -3.65 lower than the previous day. The implied volatity was 66.20, the open interest changed by -3 which decreased total open position to 82
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 15.1, which was -3.65 lower than the previous day. The implied volatity was 66.20, the open interest changed by -2 which decreased total open position to 82
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 18.75, which was 0 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 Apr SAIL was trading at 105.05. The strike last trading price was 18.75, which was 0 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 7 Apr SAIL was trading at 104.63. The strike last trading price was 18.75, which was 8.15 higher than the previous day. The implied volatity was 73.15, the open interest changed by 0 which decreased total open position to 84
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 10.6, which was 4.4 higher than the previous day. The implied volatity was 42.35, the open interest changed by 12 which increased total open position to 85
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 6.15, which was 0.05 higher than the previous day. The implied volatity was 37.27, the open interest changed by 26 which increased total open position to 73
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 6.2, which was -1.2 lower than the previous day. The implied volatity was 36.94, the open interest changed by 1 which increased total open position to 46
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 7.45, which was -1.45 lower than the previous day. The implied volatity was 37.66, the open interest changed by -9 which decreased total open position to 42
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 9.1, which was -0.95 lower than the previous day. The implied volatity was 35.93, the open interest changed by 41 which increased total open position to 51
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 10.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 10.05, which was 2.05 higher than the previous day. The implied volatity was 36.19, the open interest changed by 4 which increased total open position to 8
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 7.8, which was -0.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 7.8, which was -10.9 lower than the previous day. The implied volatity was 39.42, the open interest changed by 4 which increased total open position to 4
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SAIL was trading at 113.96. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 18.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 0, which was 0 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 4 Mar SAIL was trading at 107.66. The strike last trading price was 0, which was 0 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 3 Mar SAIL was trading at 106.36. The strike last trading price was 0, which was 0 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 28 Feb SAIL was trading at 105.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
