SAIL
Steel Authority Of India
Historical option data for SAIL
16 Sep 2024 04:11 PM IST
| SAIL 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 133.04 | 8 | 0.25 | 7,00,000 | -64,000 | 11,92,000 | ||||
| 13 Sept | 132.20 | 7.75 | 1.20 | 21,56,000 | -5,76,000 | 12,60,000 | ||||
| 12 Sept | 130.69 | 6.55 | 2.10 | 62,48,000 | 80,000 | 19,56,000 | ||||
| 11 Sept | 126.97 | 4.45 | -1.50 | 33,24,000 | 6,56,000 | 18,84,000 | ||||
| 10 Sept | 129.14 | 5.95 | 0.55 | 21,44,000 | -88,000 | 12,32,000 | ||||
| 9 Sept | 127.91 | 5.4 | -1.20 | 33,64,000 | 4,52,000 | 13,28,000 | ||||
| 6 Sept | 129.38 | 6.6 | -1.10 | 14,56,000 | 1,04,000 | 8,84,000 | ||||
| 5 Sept | 131.22 | 7.7 | 0.45 | 3,04,000 | -48,000 | 7,84,000 | ||||
| 4 Sept | 130.46 | 7.25 | -1.20 | 15,88,000 | 2,84,000 | 8,36,000 | ||||
| 3 Sept | 131.78 | 8.45 | -1.15 | 4,44,000 | 3,12,000 | 5,52,000 | ||||
| 2 Sept | 133.17 | 9.6 | -1.00 | 1,96,000 | 96,000 | 2,32,000 | ||||
| 30 Aug | 133.69 | 10.6 | -1.10 | 1,16,000 | 48,000 | 1,32,000 | ||||
| 29 Aug | 134.25 | 11.7 | -0.10 | 32,000 | 28,000 | 80,000 | ||||
| 28 Aug | 134.04 | 11.8 | -2.70 | 4,000 | 0 | 52,000 | ||||
| 27 Aug | 135.90 | 14.5 | 0.00 | 4,000 | 0 | 48,000 | ||||
| 26 Aug | 137.75 | 14.5 | 4.60 | 16,000 | 12,000 | 52,000 | ||||
| 23 Aug | 131.79 | 9.9 | -1.85 | 16,000 | 8,000 | 32,000 | ||||
| 22 Aug | 133.88 | 11.75 | -15.80 | 24,000 | 20,000 | 20,000 | ||||
| 21 Aug | 135.04 | 27.55 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 133.15 | 27.55 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 131.32 | 27.55 | 0.00 | 0 | 0 | 0 | ||||
| 14 Aug | 125.23 | 27.55 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 128.14 | 27.55 | 0.00 | 0 | 0 | 0 | ||||
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| 12 Aug | 131.70 | 27.55 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 129.35 | 27.55 | 27.55 | 0 | 0 | 0 | ||||
| 24 Jul | 146.99 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 23 Jul | 141.39 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 22 Jul | 143.28 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 19 Jul | 141.82 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 2 Jul | 146.68 | 0 | 0 | 0 | 0 | |||||
For Steel Authority Of India - strike price 125 expiring on 26SEP2024
Delta for 125 CE is -
Historical price for 125 CE is as follows
On 16 Sept SAIL was trading at 133.04. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -64000 which decreased total open position to 1192000
On 13 Sept SAIL was trading at 132.20. The strike last trading price was 7.75, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by -576000 which decreased total open position to 1260000
On 12 Sept SAIL was trading at 130.69. The strike last trading price was 6.55, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 1956000
On 11 Sept SAIL was trading at 126.97. The strike last trading price was 4.45, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 656000 which increased total open position to 1884000
On 10 Sept SAIL was trading at 129.14. The strike last trading price was 5.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -88000 which decreased total open position to 1232000
On 9 Sept SAIL was trading at 127.91. The strike last trading price was 5.4, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 452000 which increased total open position to 1328000
On 6 Sept SAIL was trading at 129.38. The strike last trading price was 6.6, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 104000 which increased total open position to 884000
On 5 Sept SAIL was trading at 131.22. The strike last trading price was 7.7, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -48000 which decreased total open position to 784000
On 4 Sept SAIL was trading at 130.46. The strike last trading price was 7.25, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 284000 which increased total open position to 836000
On 3 Sept SAIL was trading at 131.78. The strike last trading price was 8.45, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 312000 which increased total open position to 552000
On 2 Sept SAIL was trading at 133.17. The strike last trading price was 9.6, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 232000
On 30 Aug SAIL was trading at 133.69. The strike last trading price was 10.6, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 132000
On 29 Aug SAIL was trading at 134.25. The strike last trading price was 11.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 80000
On 28 Aug SAIL was trading at 134.04. The strike last trading price was 11.8, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52000
On 27 Aug SAIL was trading at 135.90. The strike last trading price was 14.5, 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 48000
On 26 Aug SAIL was trading at 137.75. The strike last trading price was 14.5, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 52000
On 23 Aug SAIL was trading at 131.79. The strike last trading price was 9.9, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 32000
On 22 Aug SAIL was trading at 133.88. The strike last trading price was 11.75, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 20000
On 21 Aug SAIL was trading at 135.04. The strike last trading price was 27.55, 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 20 Aug SAIL was trading at 133.15. The strike last trading price was 27.55, 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 19 Aug SAIL was trading at 131.32. The strike last trading price was 27.55, 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 14 Aug SAIL was trading at 125.23. The strike last trading price was 27.55, 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 13 Aug SAIL was trading at 128.14. The strike last trading price was 27.55, 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 12 Aug SAIL was trading at 131.70. The strike last trading price was 27.55, 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 9 Aug SAIL was trading at 129.35. The strike last trading price was 27.55, which was 27.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jul SAIL was trading at 146.99. 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 0 which decreased total open position to 0
On 23 Jul SAIL was trading at 141.39. 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 0 which decreased total open position to 0
On 22 Jul SAIL was trading at 143.28. 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 0 which decreased total open position to 0
On 19 Jul SAIL was trading at 141.82. 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 0 which decreased total open position to 0
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAIL 125 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 133.04 | 0.95 | -0.25 | 41,48,000 | -2,52,000 | 65,60,000 |
| 13 Sept | 132.20 | 1.2 | -0.30 | 52,52,000 | 20,000 | 68,08,000 |
| 12 Sept | 130.69 | 1.5 | -1.40 | 51,92,000 | 5,52,000 | 67,64,000 |
| 11 Sept | 126.97 | 2.9 | 0.80 | 30,40,000 | 4,000 | 62,08,000 |
| 10 Sept | 129.14 | 2.1 | -0.40 | 32,60,000 | 5,36,000 | 61,88,000 |
| 9 Sept | 127.91 | 2.5 | -0.15 | 45,40,000 | -4,44,000 | 56,12,000 |
| 6 Sept | 129.38 | 2.65 | 0.55 | 26,72,000 | -1,84,000 | 60,56,000 |
| 5 Sept | 131.22 | 2.1 | -0.45 | 14,80,000 | 1,72,000 | 62,44,000 |
| 4 Sept | 130.46 | 2.55 | 0.20 | 29,08,000 | 2,96,000 | 60,76,000 |
| 3 Sept | 131.78 | 2.35 | 0.30 | 36,08,000 | 23,32,000 | 57,68,000 |
| 2 Sept | 133.17 | 2.05 | 0.20 | 28,88,000 | 13,32,000 | 34,68,000 |
| 30 Aug | 133.69 | 1.85 | -0.10 | 16,16,000 | 4,36,000 | 21,40,000 |
| 29 Aug | 134.25 | 1.95 | -0.25 | 10,84,000 | 2,36,000 | 17,00,000 |
| 28 Aug | 134.04 | 2.2 | 0.25 | 7,40,000 | 2,56,000 | 14,68,000 |
| 27 Aug | 135.90 | 1.95 | 0.20 | 4,68,000 | 1,40,000 | 12,12,000 |
| 26 Aug | 137.75 | 1.75 | -1.45 | 12,88,000 | 12,000 | 10,76,000 |
| 23 Aug | 131.79 | 3.2 | 0.45 | 13,52,000 | 7,44,000 | 10,64,000 |
| 22 Aug | 133.88 | 2.75 | -2.25 | 6,00,000 | 2,96,000 | 3,12,000 |
| 21 Aug | 135.04 | 5 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 133.15 | 5 | 0.00 | 0 | 0 | 16,000 |
| 19 Aug | 131.32 | 5 | -0.25 | 4,000 | 0 | 20,000 |
| 14 Aug | 125.23 | 5.25 | 0.00 | 0 | 0 | 20,000 |
| 13 Aug | 128.14 | 5.25 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 131.70 | 5.25 | 0.00 | 0 | 0 | 20,000 |
| 9 Aug | 129.35 | 5.25 | -2.15 | 28,000 | 20,000 | 20,000 |
| 24 Jul | 146.99 | 7.4 | 0.00 | 0 | 0 | 0 |
| 23 Jul | 141.39 | 7.4 | 0.00 | 0 | 0 | 0 |
| 22 Jul | 143.28 | 7.4 | 0.00 | 0 | 0 | 0 |
| 19 Jul | 141.82 | 7.4 | 7.40 | 0 | 0 | 0 |
| 2 Jul | 146.68 | 0 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 125 expiring on 26SEP2024
Delta for 125 PE is -
Historical price for 125 PE is as follows
On 16 Sept SAIL was trading at 133.04. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -252000 which decreased total open position to 6560000
On 13 Sept SAIL was trading at 132.20. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 6808000
On 12 Sept SAIL was trading at 130.69. The strike last trading price was 1.5, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 552000 which increased total open position to 6764000
On 11 Sept SAIL was trading at 126.97. The strike last trading price was 2.9, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 6208000
On 10 Sept SAIL was trading at 129.14. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 536000 which increased total open position to 6188000
On 9 Sept SAIL was trading at 127.91. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -444000 which decreased total open position to 5612000
On 6 Sept SAIL was trading at 129.38. The strike last trading price was 2.65, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -184000 which decreased total open position to 6056000
On 5 Sept SAIL was trading at 131.22. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 172000 which increased total open position to 6244000
On 4 Sept SAIL was trading at 130.46. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 296000 which increased total open position to 6076000
On 3 Sept SAIL was trading at 131.78. The strike last trading price was 2.35, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 2332000 which increased total open position to 5768000
On 2 Sept SAIL was trading at 133.17. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1332000 which increased total open position to 3468000
On 30 Aug SAIL was trading at 133.69. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 436000 which increased total open position to 2140000
On 29 Aug SAIL was trading at 134.25. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 236000 which increased total open position to 1700000
On 28 Aug SAIL was trading at 134.04. The strike last trading price was 2.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 256000 which increased total open position to 1468000
On 27 Aug SAIL was trading at 135.90. The strike last trading price was 1.95, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 140000 which increased total open position to 1212000
On 26 Aug SAIL was trading at 137.75. The strike last trading price was 1.75, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 1076000
On 23 Aug SAIL was trading at 131.79. The strike last trading price was 3.2, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 744000 which increased total open position to 1064000
On 22 Aug SAIL was trading at 133.88. The strike last trading price was 2.75, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 296000 which increased total open position to 312000
On 21 Aug SAIL was trading at 135.04. The strike last trading price was 5, 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 20 Aug SAIL was trading at 133.15. The strike last trading price was 5, 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 16000
On 19 Aug SAIL was trading at 131.32. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 14 Aug SAIL was trading at 125.23. The strike last trading price was 5.25, 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 20000
On 13 Aug SAIL was trading at 128.14. The strike last trading price was 5.25, 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 12 Aug SAIL was trading at 131.70. The strike last trading price was 5.25, 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 20000
On 9 Aug SAIL was trading at 129.35. The strike last trading price was 5.25, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 20000
On 24 Jul SAIL was trading at 146.99. The strike last trading price was 7.4, 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 23 Jul SAIL was trading at 141.39. The strike last trading price was 7.4, 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 22 Jul SAIL was trading at 143.28. The strike last trading price was 7.4, 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 19 Jul SAIL was trading at 141.82. The strike last trading price was 7.4, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0