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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 125 CE
Delta: 0.14
Vega: 0.03
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 0.5 0.05 48.34 145 -117 1,552
19 Dec 118.91 0.45 -0.05 34.38 274 -152 1,669
18 Dec 119.81 0.5 -0.25 29.02 92 -89 1,824
17 Dec 121.11 0.75 -1.15 27.53 117 -113 1,916
16 Dec 123.61 1.9 -1.10 28.86 210 -198 2,032
13 Dec 124.76 3 -3.25 32.95 10,674 1,038 2,212
12 Dec 129.26 6.25 1.60 36.09 3,915 -101 1,174
11 Dec 126.95 4.65 -0.15 32.52 1,226 -112 1,327
10 Dec 126.81 4.8 -0.25 33.45 2,664 -507 1,450
9 Dec 126.13 5.05 1.50 36.32 4,811 151 1,962
6 Dec 123.89 3.55 0.70 33.13 3,915 117 1,818
5 Dec 122.47 2.85 -0.40 30.70 2,105 104 1,700
4 Dec 122.17 3.25 0.15 32.32 2,885 380 1,588
3 Dec 122.79 3.1 1.25 30.45 4,546 72 1,210
2 Dec 119.08 1.85 0.35 31.70 998 126 1,137
29 Nov 117.11 1.5 -0.15 31.40 1,294 261 1,009
28 Nov 116.28 1.65 -0.15 32.80 1,194 374 749
27 Nov 116.26 1.8 -0.05 35.35 257 45 377
26 Nov 115.83 1.85 0.20 36.30 322 79 333
25 Nov 114.09 1.65 0.10 36.98 224 102 254
22 Nov 112.83 1.55 0.30 37.33 138 53 205
21 Nov 110.59 1.25 -0.25 37.92 88 -5 151
20 Nov 111.45 1.5 0.00 38.21 72 29 153
19 Nov 111.45 1.5 -0.45 38.21 72 26 153
18 Nov 112.77 1.95 0.10 39.08 106 36 128
14 Nov 111.84 1.85 0.10 38.02 25 -2 95
13 Nov 111.69 1.75 -0.55 35.57 61 17 97
12 Nov 114.17 2.3 -0.70 34.98 57 8 79
11 Nov 115.89 3 -0.85 35.87 61 32 71
8 Nov 118.21 3.85 -3.75 35.60 55 25 38
7 Nov 123.36 7.6 0.15 42.50 16 8 12
6 Nov 123.89 7.45 -16.60 40.31 8 4 4
5 Nov 118.53 24.05 0.00 3.49 0 0 0
4 Nov 113.90 24.05 0.00 6.56 0 0 0
31 Oct 115.75 24.05 0.00 - 0 0 0
29 Oct 115.71 24.05 0.00 - 0 0 0
24 Oct 117.13 24.05 24.05 - 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 125 expiring on 26DEC2024

Delta for 125 CE is 0.14

Historical price for 125 CE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 48.34, the open interest changed by -117 which decreased total open position to 1552


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.38, the open interest changed by -152 which decreased total open position to 1669


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 29.02, the open interest changed by -89 which decreased total open position to 1824


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.75, which was -1.15 lower than the previous day. The implied volatity was 27.53, the open interest changed by -113 which decreased total open position to 1916


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 1.9, which was -1.10 lower than the previous day. The implied volatity was 28.86, the open interest changed by -198 which decreased total open position to 2032


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 3, which was -3.25 lower than the previous day. The implied volatity was 32.95, the open interest changed by 1038 which increased total open position to 2212


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 6.25, which was 1.60 higher than the previous day. The implied volatity was 36.09, the open interest changed by -101 which decreased total open position to 1174


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 4.65, which was -0.15 lower than the previous day. The implied volatity was 32.52, the open interest changed by -112 which decreased total open position to 1327


On 10 Dec SAIL was trading at 126.81. The strike last trading price was 4.8, which was -0.25 lower than the previous day. The implied volatity was 33.45, the open interest changed by -507 which decreased total open position to 1450


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 5.05, which was 1.50 higher than the previous day. The implied volatity was 36.32, the open interest changed by 151 which increased total open position to 1962


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 3.55, which was 0.70 higher than the previous day. The implied volatity was 33.13, the open interest changed by 117 which increased total open position to 1818


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 2.85, which was -0.40 lower than the previous day. The implied volatity was 30.70, the open interest changed by 104 which increased total open position to 1700


On 4 Dec SAIL was trading at 122.17. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 32.32, the open interest changed by 380 which increased total open position to 1588


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 3.1, which was 1.25 higher than the previous day. The implied volatity was 30.45, the open interest changed by 72 which increased total open position to 1210


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 31.70, the open interest changed by 126 which increased total open position to 1137


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 31.40, the open interest changed by 261 which increased total open position to 1009


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 32.80, the open interest changed by 374 which increased total open position to 749


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 35.35, the open interest changed by 45 which increased total open position to 377


On 26 Nov SAIL was trading at 115.83. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 36.30, the open interest changed by 79 which increased total open position to 333


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 36.98, the open interest changed by 102 which increased total open position to 254


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was 37.33, the open interest changed by 53 which increased total open position to 205


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 37.92, the open interest changed by -5 which decreased total open position to 151


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 38.21, the open interest changed by 29 which increased total open position to 153


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 38.21, the open interest changed by 26 which increased total open position to 153


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 39.08, the open interest changed by 36 which increased total open position to 128


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 38.02, the open interest changed by -2 which decreased total open position to 95


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 35.57, the open interest changed by 17 which increased total open position to 97


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 34.98, the open interest changed by 8 which increased total open position to 79


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 35.87, the open interest changed by 32 which increased total open position to 71


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 3.85, which was -3.75 lower than the previous day. The implied volatity was 35.60, the open interest changed by 25 which increased total open position to 38


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 7.6, which was 0.15 higher than the previous day. The implied volatity was 42.50, the open interest changed by 8 which increased total open position to 12


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 7.45, which was -16.60 lower than the previous day. The implied volatity was 40.31, the open interest changed by 4 which increased total open position to 4


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 24.05, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 24.05, which was 0.00 lower than the previous day. The implied volatity was 6.56, 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 24.05, 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 24.05, 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 24.05, which was 24.05 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 125 PE
Delta: -0.75
Vega: 0.05
Theta: -0.27
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 9.95 3.95 75.10 37 -23 1,129
19 Dec 118.91 6 1.00 - 51 -24 1,152
18 Dec 119.81 5 1.05 19.09 54 -28 1,177
17 Dec 121.11 3.95 1.05 17.65 35 -32 1,208
16 Dec 123.61 2.9 -0.10 29.50 97 -87 1,241
13 Dec 124.76 3 1.30 31.07 6,171 233 1,474
12 Dec 129.26 1.7 -0.45 35.27 3,731 159 1,247
11 Dec 126.95 2.15 -0.30 31.62 1,410 41 1,092
10 Dec 126.81 2.45 -0.50 33.31 2,450 314 1,057
9 Dec 126.13 2.95 -0.90 36.14 1,296 202 744
6 Dec 123.89 3.85 -0.90 30.65 930 122 543
5 Dec 122.47 4.75 0.05 32.65 346 24 421
4 Dec 122.17 4.7 -0.30 32.75 464 7 401
3 Dec 122.79 5 -2.20 34.42 673 -57 394
2 Dec 119.08 7.2 -1.35 32.35 21 3 448
29 Nov 117.11 8.55 -0.75 31.12 437 201 451
28 Nov 116.28 9.3 -0.35 36.08 299 188 250
27 Nov 116.26 9.65 -0.95 34.04 27 14 62
26 Nov 115.83 10.6 -0.75 39.41 52 17 48
25 Nov 114.09 11.35 -1.30 36.47 15 8 27
22 Nov 112.83 12.65 0.15 37.42 1 0 19
21 Nov 110.59 12.5 0.00 0.00 0 1 0
20 Nov 111.45 12.5 0.00 13.49 7 1 18
19 Nov 111.45 12.5 -0.30 13.49 7 0 18
18 Nov 112.77 12.8 -1.20 36.35 2 1 17
14 Nov 111.84 14 1.05 39.55 8 3 18
13 Nov 111.69 12.95 2.45 33.97 4 0 16
12 Nov 114.17 10.5 -0.55 27.50 5 -1 15
11 Nov 115.89 11.05 2.35 39.76 11 10 16
8 Nov 118.21 8.7 1.40 31.74 12 3 6
7 Nov 123.36 7.3 -0.30 40.26 6 3 3
6 Nov 123.89 7.6 0.00 0.20 0 0 0
5 Nov 118.53 7.6 0.00 - 0 0 0
4 Nov 113.90 7.6 0.00 - 0 0 0
31 Oct 115.75 7.6 0.00 - 0 0 0
29 Oct 115.71 7.6 0.00 - 0 0 0
24 Oct 117.13 7.6 0.00 - 0 0 0
14 Oct 134.33 7.6 0.00 - 0 0 0
11 Oct 134.03 7.6 0.00 - 0 0 0
8 Oct 131.37 7.6 0.00 - 0 0 0
4 Oct 139.01 7.6 0.00 - 0 0 0
1 Oct 141.03 7.6 0.00 - 0 0 0
30 Sept 141.36 7.6 - 0 0 0


For Steel Authority Of India - strike price 125 expiring on 26DEC2024

Delta for 125 PE is -0.75

Historical price for 125 PE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 9.95, which was 3.95 higher than the previous day. The implied volatity was 75.10, the open interest changed by -23 which decreased total open position to 1129


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 6, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 1152


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 5, which was 1.05 higher than the previous day. The implied volatity was 19.09, the open interest changed by -28 which decreased total open position to 1177


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 3.95, which was 1.05 higher than the previous day. The implied volatity was 17.65, the open interest changed by -32 which decreased total open position to 1208


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 29.50, the open interest changed by -87 which decreased total open position to 1241


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 3, which was 1.30 higher than the previous day. The implied volatity was 31.07, the open interest changed by 233 which increased total open position to 1474


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 35.27, the open interest changed by 159 which increased total open position to 1247


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 2.15, which was -0.30 lower than the previous day. The implied volatity was 31.62, the open interest changed by 41 which increased total open position to 1092


On 10 Dec SAIL was trading at 126.81. The strike last trading price was 2.45, which was -0.50 lower than the previous day. The implied volatity was 33.31, the open interest changed by 314 which increased total open position to 1057


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 2.95, which was -0.90 lower than the previous day. The implied volatity was 36.14, the open interest changed by 202 which increased total open position to 744


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 3.85, which was -0.90 lower than the previous day. The implied volatity was 30.65, the open interest changed by 122 which increased total open position to 543


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 4.75, which was 0.05 higher than the previous day. The implied volatity was 32.65, the open interest changed by 24 which increased total open position to 421


On 4 Dec SAIL was trading at 122.17. The strike last trading price was 4.7, which was -0.30 lower than the previous day. The implied volatity was 32.75, the open interest changed by 7 which increased total open position to 401


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 5, which was -2.20 lower than the previous day. The implied volatity was 34.42, the open interest changed by -57 which decreased total open position to 394


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 7.2, which was -1.35 lower than the previous day. The implied volatity was 32.35, the open interest changed by 3 which increased total open position to 448


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 8.55, which was -0.75 lower than the previous day. The implied volatity was 31.12, the open interest changed by 201 which increased total open position to 451


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 9.3, which was -0.35 lower than the previous day. The implied volatity was 36.08, the open interest changed by 188 which increased total open position to 250


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 9.65, which was -0.95 lower than the previous day. The implied volatity was 34.04, the open interest changed by 14 which increased total open position to 62


On 26 Nov SAIL was trading at 115.83. The strike last trading price was 10.6, which was -0.75 lower than the previous day. The implied volatity was 39.41, the open interest changed by 17 which increased total open position to 48


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 11.35, which was -1.30 lower than the previous day. The implied volatity was 36.47, the open interest changed by 8 which increased total open position to 27


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 12.65, which was 0.15 higher than the previous day. The implied volatity was 37.42, the open interest changed by 0 which decreased total open position to 19


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 12.5, 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 20 Nov SAIL was trading at 111.45. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 13.49, the open interest changed by 1 which increased total open position to 18


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 12.5, which was -0.30 lower than the previous day. The implied volatity was 13.49, the open interest changed by 0 which decreased total open position to 18


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 12.8, which was -1.20 lower than the previous day. The implied volatity was 36.35, the open interest changed by 1 which increased total open position to 17


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 14, which was 1.05 higher than the previous day. The implied volatity was 39.55, the open interest changed by 3 which increased total open position to 18


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 12.95, which was 2.45 higher than the previous day. The implied volatity was 33.97, the open interest changed by 0 which decreased total open position to 16


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 10.5, which was -0.55 lower than the previous day. The implied volatity was 27.50, the open interest changed by -1 which decreased total open position to 15


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 11.05, which was 2.35 higher than the previous day. The implied volatity was 39.76, the open interest changed by 10 which increased total open position to 16


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 8.7, which was 1.40 higher than the previous day. The implied volatity was 31.74, the open interest changed by 3 which increased total open position to 6


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 7.3, which was -0.30 lower than the previous day. The implied volatity was 40.26, the open interest changed by 3 which increased total open position to 3


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 0.20, 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 7.6, 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 Nov SAIL was trading at 113.90. The strike last trading price was 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, 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 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to