SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 127.5 CE | ||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 116.10 | 0.05 | -0.10 | 37.58 | 64 | -37 | 550 | |||
| 19 Dec | 118.91 | 0.15 | -0.05 | 33.34 | 43 | -19 | 588 | |||
| 18 Dec | 119.81 | 0.2 | 0.15 | 29.02 | 45 | -35 | 608 | |||
| 17 Dec | 121.11 | 0.05 | -0.75 | 18.43 | 87 | -86 | 644 | |||
| 16 Dec | 123.61 | 0.8 | -1.20 | 25.40 | 48 | -47 | 731 | |||
| 13 Dec | 124.76 | 2 | -2.65 | 33.35 | 6,902 | 156 | 782 | |||
| 12 Dec | 129.26 | 4.65 | 1.35 | 35.69 | 3,373 | 79 | 625 | |||
| 11 Dec | 126.95 | 3.3 | -0.15 | 32.52 | 1,310 | 18 | 546 | |||
| 10 Dec | 126.81 | 3.45 | -0.20 | 33.28 | 2,378 | 8 | 528 | |||
| 9 Dec | 126.13 | 3.65 | 1.15 | 35.30 | 1,922 | 63 | 520 | |||
| 6 Dec | 123.89 | 2.5 | 0.50 | 32.86 | 780 | 11 | 457 | |||
| 5 Dec | 122.47 | 2 | -0.30 | 31.15 | 458 | 32 | 448 | |||
| 4 Dec | 122.17 | 2.3 | 0.15 | 32.26 | 567 | 30 | 419 | |||
| 3 Dec | 122.79 | 2.15 | 0.85 | 30.30 | 960 | 86 | 406 | |||
| 2 Dec | 119.08 | 1.3 | 0.20 | 32.29 | 350 | 46 | 320 | |||
| 29 Nov | 117.11 | 1.1 | -0.15 | 32.47 | 462 | 171 | 274 | |||
| 28 Nov | 116.28 | 1.25 | -0.05 | 34.01 | 148 | 78 | 104 | |||
| 27 Nov | 116.26 | 1.3 | -0.05 | 35.50 | 16 | 4 | 26 | |||
| 26 Nov | 115.83 | 1.35 | -0.05 | 36.33 | 22 | 3 | 21 | |||
| 25 Nov | 114.09 | 1.4 | 0.50 | 39.37 | 29 | 17 | 17 | |||
| 22 Nov | 112.83 | 0.9 | -4.95 | 34.53 | 3 | 2 | 2 | |||
| 21 Nov | 110.59 | 5.85 | 0.00 | 13.27 | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 5.85 | 0.00 | 11.44 | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 5.85 | 0.00 | 11.44 | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 5.85 | 0.00 | 10.56 | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 5.85 | 0.00 | 10.67 | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 5.85 | 0.00 | 10.19 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 5.85 | 0.00 | 8.62 | 0 | 0 | 0 | |||
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| 11 Nov | 115.89 | 5.85 | 0.00 | 7.33 | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 5.85 | 0.00 | 5.81 | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 5.85 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 5.85 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 5.85 | 0.00 | 5.15 | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 5.85 | 8.14 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 127.5 expiring on 26DEC2024
Delta for 127.5 CE is 0.02
Historical price for 127.5 CE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 37.58, the open interest changed by -37 which decreased total open position to 550
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by -19 which decreased total open position to 588
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.2, which was 0.15 higher than the previous day. The implied volatity was 29.02, the open interest changed by -35 which decreased total open position to 608
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was 18.43, the open interest changed by -86 which decreased total open position to 644
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.8, which was -1.20 lower than the previous day. The implied volatity was 25.40, the open interest changed by -47 which decreased total open position to 731
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 2, which was -2.65 lower than the previous day. The implied volatity was 33.35, the open interest changed by 156 which increased total open position to 782
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 4.65, which was 1.35 higher than the previous day. The implied volatity was 35.69, the open interest changed by 79 which increased total open position to 625
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 32.52, the open interest changed by 18 which increased total open position to 546
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 3.45, which was -0.20 lower than the previous day. The implied volatity was 33.28, the open interest changed by 8 which increased total open position to 528
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 3.65, which was 1.15 higher than the previous day. The implied volatity was 35.30, the open interest changed by 63 which increased total open position to 520
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 2.5, which was 0.50 higher than the previous day. The implied volatity was 32.86, the open interest changed by 11 which increased total open position to 457
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 31.15, the open interest changed by 32 which increased total open position to 448
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 32.26, the open interest changed by 30 which increased total open position to 419
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 2.15, which was 0.85 higher than the previous day. The implied volatity was 30.30, the open interest changed by 86 which increased total open position to 406
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 32.29, the open interest changed by 46 which increased total open position to 320
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 32.47, the open interest changed by 171 which increased total open position to 274
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 34.01, the open interest changed by 78 which increased total open position to 104
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 35.50, the open interest changed by 4 which increased total open position to 26
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 36.33, the open interest changed by 3 which increased total open position to 21
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 1.4, which was 0.50 higher than the previous day. The implied volatity was 39.37, the open interest changed by 17 which increased total open position to 17
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 0.9, which was -4.95 lower than the previous day. The implied volatity was 34.53, the open interest changed by 2 which increased total open position to 2
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 13.27, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 11.44, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 11.44, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 10.56, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 10.67, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 5.85, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 5.85, which was lower than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 0
| SAIL 26DEC2024 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 116.10 | 9.15 | 1.65 | - | 25 | -20 | 312 |
| 19 Dec | 118.91 | 7.5 | 0.00 | 0.00 | 0 | -136 | 0 |
| 18 Dec | 119.81 | 7.5 | 1.35 | 30.63 | 141 | -136 | 332 |
| 17 Dec | 121.11 | 6.15 | 1.60 | - | 8 | -7 | 469 |
| 16 Dec | 123.61 | 4.55 | 0.05 | 30.04 | 30 | -20 | 486 |
| 13 Dec | 124.76 | 4.5 | 1.95 | 31.48 | 1,128 | -20 | 507 |
| 12 Dec | 129.26 | 2.55 | -0.75 | 34.54 | 2,228 | 275 | 527 |
| 11 Dec | 126.95 | 3.3 | -0.25 | 31.77 | 728 | 99 | 254 |
| 10 Dec | 126.81 | 3.55 | -0.55 | 32.78 | 868 | 62 | 155 |
| 9 Dec | 126.13 | 4.1 | -1.20 | 35.69 | 264 | 43 | 94 |
| 6 Dec | 123.89 | 5.3 | -1.00 | 30.39 | 99 | 13 | 52 |
| 5 Dec | 122.47 | 6.3 | 0.10 | 32.45 | 47 | 5 | 43 |
| 4 Dec | 122.17 | 6.2 | -0.20 | 32.40 | 35 | 6 | 38 |
| 3 Dec | 122.79 | 6.4 | -2.40 | 33.34 | 46 | 25 | 32 |
| 2 Dec | 119.08 | 8.8 | -1.95 | 29.39 | 6 | 0 | 1 |
| 29 Nov | 117.11 | 10.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 116.28 | 10.75 | -5.45 | 30.94 | 1 | 0 | 0 |
| 27 Nov | 116.26 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 115.83 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 114.09 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 112.83 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 110.59 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 111.45 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 111.45 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 112.77 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 111.84 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 111.69 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 114.17 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 115.89 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 118.21 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 123.36 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 123.89 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 118.53 | 16.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 113.90 | 16.2 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 127.5 expiring on 26DEC2024
Delta for 127.5 PE is -
Historical price for 127.5 PE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 9.15, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 312
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -136 which decreased total open position to 0
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 7.5, which was 1.35 higher than the previous day. The implied volatity was 30.63, the open interest changed by -136 which decreased total open position to 332
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 6.15, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 469
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 30.04, the open interest changed by -20 which decreased total open position to 486
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 4.5, which was 1.95 higher than the previous day. The implied volatity was 31.48, the open interest changed by -20 which decreased total open position to 507
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 34.54, the open interest changed by 275 which increased total open position to 527
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 3.3, which was -0.25 lower than the previous day. The implied volatity was 31.77, the open interest changed by 99 which increased total open position to 254
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 3.55, which was -0.55 lower than the previous day. The implied volatity was 32.78, the open interest changed by 62 which increased total open position to 155
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 4.1, which was -1.20 lower than the previous day. The implied volatity was 35.69, the open interest changed by 43 which increased total open position to 94
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 5.3, which was -1.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by 13 which increased total open position to 52
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 6.3, which was 0.10 higher than the previous day. The implied volatity was 32.45, the open interest changed by 5 which increased total open position to 43
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 6.2, which was -0.20 lower than the previous day. The implied volatity was 32.40, the open interest changed by 6 which increased total open position to 38
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 6.4, which was -2.40 lower than the previous day. The implied volatity was 33.34, the open interest changed by 25 which increased total open position to 32
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 8.8, which was -1.95 lower than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 1
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 10.75, 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 28 Nov SAIL was trading at 116.28. The strike last trading price was 10.75, which was -5.45 lower than the previous day. The implied volatity was 30.94, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 16.2, 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 26 Nov SAIL was trading at 115.83. The strike last trading price was 16.2, 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 25 Nov SAIL was trading at 114.09. The strike last trading price was 16.2, 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 Nov SAIL was trading at 112.83. The strike last trading price was 16.2, 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 21 Nov SAIL was trading at 110.59. The strike last trading price was 16.2, 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 Nov SAIL was trading at 111.45. The strike last trading price was 16.2, 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 Nov SAIL was trading at 111.45. The strike last trading price was 16.2, 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 18 Nov SAIL was trading at 112.77. The strike last trading price was 16.2, 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 Nov SAIL was trading at 111.84. The strike last trading price was 16.2, 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 Nov SAIL was trading at 111.69. The strike last trading price was 16.2, 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 Nov SAIL was trading at 114.17. The strike last trading price was 16.2, 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 11 Nov SAIL was trading at 115.89. The strike last trading price was 16.2, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 16.2, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 16.2, 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 6 Nov SAIL was trading at 123.89. The strike last trading price was 16.2, 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 5 Nov SAIL was trading at 118.53. The strike last trading price was 16.2, 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 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
