SAIL
Steel Authority Of India
Historical option data for SAIL
11 Apr 2025 04:11 PM IST
| SAIL 24APR2025 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 108.34 | 0.3 | 0 | 54.13 | 80 | 10 | 182 | |||
| 9 Apr | 104.97 | 0.35 | 0 | 59.54 | 107 | 37 | 188 | |||
| 8 Apr | 105.05 | 0.35 | -0.1 | 57.71 | 84 | 18 | 155 | |||
| 7 Apr | 104.63 | 0.4 | -0.2 | 58.21 | 223 | -85 | 146 | |||
| 4 Apr | 112.60 | 0.6 | -0.7 | 40.99 | 330 | 43 | 233 | |||
| 3 Apr | 118.54 | 1.25 | -0.15 | 35.33 | 607 | -40 | 190 | |||
| 2 Apr | 118.70 | 1.2 | 0.05 | 33.91 | 445 | 94 | 232 | |||
| 1 Apr | 116.88 | 1.1 | 0.1 | 36.21 | 278 | 37 | 140 | |||
| 28 Mar | 115.18 | 0.9 | -0.1 | 35.81 | 142 | 23 | 103 | |||
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| 27 Mar | 113.88 | 1 | -0.1 | 37.96 | 64 | -6 | 80 | |||
| 26 Mar | 113.29 | 1.1 | -0.3 | 39.25 | 31 | 14 | 86 | |||
| 25 Mar | 114.70 | 1.35 | -0.85 | 38.71 | 88 | 7 | 73 | |||
| 24 Mar | 117.24 | 2.15 | -0.4 | 39.39 | 112 | 64 | 64 | |||
| 21 Mar | 115.30 | 2.55 | 0 | 9.25 | 0 | 0 | 0 | |||
| 20 Mar | 113.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 113.23 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 108.91 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 106.14 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 105.89 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 106.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 108.13 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 107.27 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 110.91 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 111.97 | 0 | 0 | 0.00 | 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 | |||
For Steel Authority Of India - strike price 127.5 expiring on 24APR2025
Delta for 127.5 CE is 0.06
Historical price for 127.5 CE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 54.13, the open interest changed by 10 which increased total open position to 182
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 59.54, the open interest changed by 37 which increased total open position to 188
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 57.71, the open interest changed by 18 which increased total open position to 155
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 58.21, the open interest changed by -85 which decreased total open position to 146
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 0.6, which was -0.7 lower than the previous day. The implied volatity was 40.99, the open interest changed by 43 which increased total open position to 233
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 35.33, the open interest changed by -40 which decreased total open position to 190
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 33.91, the open interest changed by 94 which increased total open position to 232
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 36.21, the open interest changed by 37 which increased total open position to 140
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 35.81, the open interest changed by 23 which increased total open position to 103
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 37.96, the open interest changed by -6 which decreased total open position to 80
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 39.25, the open interest changed by 14 which increased total open position to 86
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 38.71, the open interest changed by 7 which increased total open position to 73
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was 39.39, the open interest changed by 64 which increased total open position to 64
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 9.25, 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 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 19 Mar SAIL was trading at 113.23. 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 18 Mar SAIL was trading at 108.91. 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 17 Mar SAIL was trading at 106.14. 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 13 Mar SAIL was trading at 105.89. 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 12 Mar SAIL was trading at 106.66. 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 11 Mar SAIL was trading at 108.13. 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 10 Mar SAIL was trading at 107.27. 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 7 Mar SAIL was trading at 110.91. 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 6 Mar SAIL was trading at 111.97. 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 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
| SAIL 24APR2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.34 | 12.85 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 104.97 | 12.85 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 105.05 | 12.85 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 104.63 | 12.85 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Apr | 112.60 | 12.85 | 3 | - | 5 | 1 | 12 |
| 3 Apr | 118.54 | 9.85 | -0.9 | 38.78 | 14 | 0 | 12 |
| 2 Apr | 118.70 | 10.75 | -1.75 | 47.28 | 10 | 8 | 10 |
| 1 Apr | 116.88 | 12.5 | 1.3 | 51.54 | 3 | 1 | 1 |
| 28 Mar | 115.18 | 11.2 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 113.88 | 11.2 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 113.29 | 11.2 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 114.70 | 11.2 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Mar | 117.24 | 11.2 | -11.5 | 38.40 | 1 | 0 | 0 |
| 21 Mar | 115.30 | 22.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 113.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 113.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 108.91 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 106.14 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 105.89 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 106.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 108.13 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 107.27 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 110.91 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 111.97 | 0 | 0 | 0.00 | 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 |
For Steel Authority Of India - strike price 127.5 expiring on 24APR2025
Delta for 127.5 PE is 0.00
Historical price for 127.5 PE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 12.85, 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 9 Apr SAIL was trading at 104.97. The strike last trading price was 12.85, 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 12.85, 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 12.85, which was 0 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 4 Apr SAIL was trading at 112.60. The strike last trading price was 12.85, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 9.85, which was -0.9 lower than the previous day. The implied volatity was 38.78, the open interest changed by 0 which decreased total open position to 12
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 10.75, which was -1.75 lower than the previous day. The implied volatity was 47.28, the open interest changed by 8 which increased total open position to 10
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 12.5, which was 1.3 higher than the previous day. The implied volatity was 51.54, the open interest changed by 1 which increased total open position to 1
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 11.2, 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 27 Mar SAIL was trading at 113.88. The strike last trading price was 11.2, 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 26 Mar SAIL was trading at 113.29. The strike last trading price was 11.2, 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 25 Mar SAIL was trading at 114.70. The strike last trading price was 11.2, which was 0 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 24 Mar SAIL was trading at 117.24. The strike last trading price was 11.2, which was -11.5 lower than the previous day. The implied volatity was 38.40, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 22.7, 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 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 19 Mar SAIL was trading at 113.23. 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 18 Mar SAIL was trading at 108.91. 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 17 Mar SAIL was trading at 106.14. 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 13 Mar SAIL was trading at 105.89. 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 12 Mar SAIL was trading at 106.66. 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 11 Mar SAIL was trading at 108.13. 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 10 Mar SAIL was trading at 107.27. 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 7 Mar SAIL was trading at 110.91. 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 6 Mar SAIL was trading at 111.97. 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 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
