SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 122.5 CE | ||||||||||
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Delta: 0.13
Vega: 0.05
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 0.55 | -0.10 | 39.40 | 523 | 13 | 370 | |||
| 13 Nov | 111.69 | 0.65 | -0.35 | 38.44 | 925 | -42 | 357 | |||
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| 12 Nov | 114.17 | 1 | -0.60 | 36.45 | 808 | 5 | 399 | |||
| 11 Nov | 115.89 | 1.6 | -0.75 | 37.46 | 1,066 | 54 | 398 | |||
| 8 Nov | 118.21 | 2.35 | -3.65 | 35.90 | 3,513 | 104 | 342 | |||
| 7 Nov | 123.36 | 6 | -0.30 | 44.83 | 581 | 10 | 237 | |||
| 6 Nov | 123.89 | 6.3 | 2.65 | 44.78 | 1,642 | -3 | 227 | |||
| 5 Nov | 118.53 | 3.65 | 1.25 | 42.34 | 755 | 120 | 236 | |||
| 4 Nov | 113.90 | 2.4 | -1.00 | 44.52 | 299 | 37 | 123 | |||
| 1 Nov | 117.75 | 3.4 | 0.60 | 37.90 | 53 | 12 | 86 | |||
| 31 Oct | 115.75 | 2.8 | -0.55 | - | 183 | 38 | 73 | |||
| 30 Oct | 116.03 | 3.35 | 0.00 | - | 39 | 7 | 36 | |||
| 29 Oct | 115.71 | 3.35 | -0.65 | - | 43 | 24 | 28 | |||
| 28 Oct | 114.67 | 4 | 0.10 | - | 2 | 2 | 3 | |||
| 25 Oct | 111.48 | 3.9 | -1.00 | - | 1 | 0 | 1 | |||
| 24 Oct | 117.13 | 4.9 | -18.25 | - | 1 | 0 | 0 | |||
| 23 Oct | 118.13 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 121.80 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 126.46 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129.03 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 127.83 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 129.92 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 130.94 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 134.33 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 134.03 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 129.97 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 130.33 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 131.37 | 23.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 132.19 | 23.15 | 23.15 | - | 0 | 0 | 0 | |||
| 4 Oct | 139.01 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 137.03 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 141.03 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 141.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 140.54 | 0 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 122.5 expiring on 28NOV2024
Delta for 122.5 CE is 0.13
Historical price for 122.5 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 39.40, the open interest changed by 13 which increased total open position to 370
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 38.44, the open interest changed by -42 which decreased total open position to 357
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 36.45, the open interest changed by 5 which increased total open position to 399
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 1.6, which was -0.75 lower than the previous day. The implied volatity was 37.46, the open interest changed by 54 which increased total open position to 398
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 2.35, which was -3.65 lower than the previous day. The implied volatity was 35.90, the open interest changed by 104 which increased total open position to 342
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 6, which was -0.30 lower than the previous day. The implied volatity was 44.83, the open interest changed by 10 which increased total open position to 237
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 6.3, which was 2.65 higher than the previous day. The implied volatity was 44.78, the open interest changed by -3 which decreased total open position to 227
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 3.65, which was 1.25 higher than the previous day. The implied volatity was 42.34, the open interest changed by 120 which increased total open position to 236
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 2.4, which was -1.00 lower than the previous day. The implied volatity was 44.52, the open interest changed by 37 which increased total open position to 123
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 3.4, which was 0.60 higher than the previous day. The implied volatity was 37.90, the open interest changed by 12 which increased total open position to 86
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SAIL was trading at 116.03. The strike last trading price was 3.35, 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 3.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SAIL was trading at 114.67. The strike last trading price was 4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SAIL was trading at 111.48. The strike last trading price was 3.9, which was -1.00 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 4.9, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SAIL was trading at 118.13. The strike last trading price was 23.15, 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 22 Oct SAIL was trading at 121.80. The strike last trading price was 23.15, 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 21 Oct SAIL was trading at 126.46. The strike last trading price was 23.15, 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 18 Oct SAIL was trading at 129.03. The strike last trading price was 23.15, 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 17 Oct SAIL was trading at 127.83. The strike last trading price was 23.15, 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 16 Oct SAIL was trading at 129.92. The strike last trading price was 23.15, 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 15 Oct SAIL was trading at 130.94. The strike last trading price was 23.15, 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 23.15, 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 23.15, 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 10 Oct SAIL was trading at 129.97. The strike last trading price was 23.15, 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 9 Oct SAIL was trading at 130.33. The strike last trading price was 23.15, 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 23.15, 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 7 Oct SAIL was trading at 132.19. The strike last trading price was 23.15, which was 23.15 higher 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 3 Oct SAIL was trading at 137.03. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SAIL was trading at 140.54. 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 28NOV2024 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.04
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 10.85 | 0.40 | 36.43 | 43 | 5 | 161 |
| 13 Nov | 111.69 | 10.45 | 1.70 | 37.52 | 36 | -2 | 164 |
| 12 Nov | 114.17 | 8.75 | 1.05 | 38.39 | 34 | 1 | 171 |
| 11 Nov | 115.89 | 7.7 | 0.95 | 40.36 | 196 | -51 | 169 |
| 8 Nov | 118.21 | 6.75 | 2.10 | 40.30 | 1,243 | -156 | 218 |
| 7 Nov | 123.36 | 4.65 | 0.10 | 45.54 | 917 | 78 | 374 |
| 6 Nov | 123.89 | 4.55 | -2.60 | 44.83 | 704 | 99 | 296 |
| 5 Nov | 118.53 | 7.15 | -3.75 | 44.91 | 175 | 54 | 199 |
| 4 Nov | 113.90 | 10.9 | 2.60 | 53.09 | 191 | 132 | 144 |
| 1 Nov | 117.75 | 8.3 | 0.00 | 0.00 | 0 | 10 | 0 |
| 31 Oct | 115.75 | 8.3 | -0.50 | - | 22 | 10 | 12 |
| 30 Oct | 116.03 | 8.8 | -1.70 | - | 1 | 0 | 1 |
| 29 Oct | 115.71 | 10.5 | 5.60 | - | 1 | 0 | 0 |
| 28 Oct | 114.67 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 111.48 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 117.13 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 118.13 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 121.80 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 126.46 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 129.03 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 127.83 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 129.92 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 130.94 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 134.33 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 134.03 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 129.97 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 130.33 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 131.37 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 132.19 | 4.9 | 4.90 | - | 0 | 0 | 0 |
| 4 Oct | 139.01 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 137.03 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 141.03 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 141.36 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 140.54 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 122.5 expiring on 28NOV2024
Delta for 122.5 PE is -0.89
Historical price for 122.5 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 10.85, which was 0.40 higher than the previous day. The implied volatity was 36.43, the open interest changed by 5 which increased total open position to 161
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 10.45, which was 1.70 higher than the previous day. The implied volatity was 37.52, the open interest changed by -2 which decreased total open position to 164
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 8.75, which was 1.05 higher than the previous day. The implied volatity was 38.39, the open interest changed by 1 which increased total open position to 171
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 7.7, which was 0.95 higher than the previous day. The implied volatity was 40.36, the open interest changed by -51 which decreased total open position to 169
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 6.75, which was 2.10 higher than the previous day. The implied volatity was 40.30, the open interest changed by -156 which decreased total open position to 218
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 4.65, which was 0.10 higher than the previous day. The implied volatity was 45.54, the open interest changed by 78 which increased total open position to 374
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 4.55, which was -2.60 lower than the previous day. The implied volatity was 44.83, the open interest changed by 99 which increased total open position to 296
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 7.15, which was -3.75 lower than the previous day. The implied volatity was 44.91, the open interest changed by 54 which increased total open position to 199
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 10.9, which was 2.60 higher than the previous day. The implied volatity was 53.09, the open interest changed by 132 which increased total open position to 144
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 8.3, 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 31 Oct SAIL was trading at 115.75. The strike last trading price was 8.3, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SAIL was trading at 116.03. The strike last trading price was 8.8, which was -1.70 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 10.5, which was 5.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SAIL was trading at 114.67. The strike last trading price was 4.9, 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 25 Oct SAIL was trading at 111.48. The strike last trading price was 4.9, 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 4.9, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 4.9, 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 22 Oct SAIL was trading at 121.80. The strike last trading price was 4.9, 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 21 Oct SAIL was trading at 126.46. The strike last trading price was 4.9, 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 18 Oct SAIL was trading at 129.03. The strike last trading price was 4.9, 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 17 Oct SAIL was trading at 127.83. The strike last trading price was 4.9, 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 16 Oct SAIL was trading at 129.92. The strike last trading price was 4.9, 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 15 Oct SAIL was trading at 130.94. The strike last trading price was 4.9, 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 4.9, 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 4.9, 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 10 Oct SAIL was trading at 129.97. The strike last trading price was 4.9, 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 9 Oct SAIL was trading at 130.33. The strike last trading price was 4.9, 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 4.9, 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 7 Oct SAIL was trading at 132.19. The strike last trading price was 4.9, which was 4.90 higher 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 3 Oct SAIL was trading at 137.03. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SAIL was trading at 140.54. 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
