SAIL
Steel Authority Of India
Historical option data for SAIL
16 Sep 2024 04:11 PM IST
| SAIL 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
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| 16 Sept | 133.04 | 6 | 0.20 | 2,28,000 | -32,000 | 9,16,000 | ||||
| 13 Sept | 132.20 | 5.8 | 1.05 | 16,52,000 | -2,04,000 | 9,48,000 | ||||
| 12 Sept | 130.69 | 4.75 | 1.50 | 53,96,000 | -1,12,000 | 11,28,000 | ||||
| 11 Sept | 126.97 | 3.25 | -1.15 | 21,36,000 | 4,68,000 | 12,60,000 | ||||
| 10 Sept | 129.14 | 4.4 | 0.40 | 16,84,000 | 52,000 | 7,92,000 | ||||
| 9 Sept | 127.91 | 4 | -1.05 | 26,40,000 | 4,96,000 | 7,48,000 | ||||
| 6 Sept | 129.38 | 5.05 | -0.95 | 5,92,000 | 1,36,000 | 2,48,000 | ||||
| 5 Sept | 131.22 | 6 | 0.35 | 1,08,000 | 12,000 | 1,12,000 | ||||
| 4 Sept | 130.46 | 5.65 | -17.10 | 2,24,000 | 1,00,000 | 1,00,000 | ||||
| 3 Sept | 131.78 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 2 Sept | 133.17 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 30 Aug | 133.69 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 29 Aug | 134.25 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 134.04 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 27 Aug | 135.90 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 137.75 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 131.79 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 133.88 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 135.04 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 133.15 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 131.32 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 14 Aug | 125.23 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 128.14 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 131.70 | 22.75 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 129.35 | 22.75 | 0 | 0 | 0 | |||||
For Steel Authority Of India - strike price 127.5 expiring on 26SEP2024
Delta for 127.5 CE is -
Historical price for 127.5 CE is as follows
On 16 Sept SAIL was trading at 133.04. The strike last trading price was 6, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -32000 which decreased total open position to 916000
On 13 Sept SAIL was trading at 132.20. The strike last trading price was 5.8, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by -204000 which decreased total open position to 948000
On 12 Sept SAIL was trading at 130.69. The strike last trading price was 4.75, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by -112000 which decreased total open position to 1128000
On 11 Sept SAIL was trading at 126.97. The strike last trading price was 3.25, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 468000 which increased total open position to 1260000
On 10 Sept SAIL was trading at 129.14. The strike last trading price was 4.4, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 792000
On 9 Sept SAIL was trading at 127.91. The strike last trading price was 4, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 496000 which increased total open position to 748000
On 6 Sept SAIL was trading at 129.38. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 136000 which increased total open position to 248000
On 5 Sept SAIL was trading at 131.22. The strike last trading price was 6, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 112000
On 4 Sept SAIL was trading at 130.46. The strike last trading price was 5.65, which was -17.10 lower than the previous day. The implied volatity was -, the open interest changed by 100000 which increased total open position to 100000
On 3 Sept SAIL was trading at 131.78. The strike last trading price was 22.75, 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 Sept SAIL was trading at 133.17. The strike last trading price was 22.75, 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 30 Aug SAIL was trading at 133.69. The strike last trading price was 22.75, 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 29 Aug SAIL was trading at 134.25. The strike last trading price was 22.75, 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 28 Aug SAIL was trading at 134.04. The strike last trading price was 22.75, 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 27 Aug SAIL was trading at 135.90. The strike last trading price was 22.75, 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 Aug SAIL was trading at 137.75. The strike last trading price was 22.75, 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 Aug SAIL was trading at 131.79. The strike last trading price was 22.75, 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 Aug SAIL was trading at 133.88. The strike last trading price was 22.75, 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 Aug SAIL was trading at 135.04. The strike last trading price was 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 22.75, 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 127.5 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 133.04 | 1.4 | -0.30 | 23,72,000 | -1,24,000 | 11,04,000 |
| 13 Sept | 132.20 | 1.7 | -0.55 | 32,28,000 | -2,64,000 | 12,28,000 |
| 12 Sept | 130.69 | 2.25 | -1.90 | 26,48,000 | 2,72,000 | 14,92,000 |
| 11 Sept | 126.97 | 4.15 | 1.05 | 12,80,000 | 16,000 | 12,20,000 |
| 10 Sept | 129.14 | 3.1 | -0.35 | 24,12,000 | 6,64,000 | 12,08,000 |
| 9 Sept | 127.91 | 3.45 | -0.20 | 14,36,000 | -20,000 | 5,44,000 |
| 6 Sept | 129.38 | 3.65 | 0.80 | 15,64,000 | -2,00,000 | 5,68,000 |
| 5 Sept | 131.22 | 2.85 | -0.60 | 4,60,000 | -60,000 | 7,72,000 |
| 4 Sept | 130.46 | 3.45 | 0.40 | 11,88,000 | 2,24,000 | 8,32,000 |
| 3 Sept | 131.78 | 3.05 | 0.30 | 3,60,000 | 2,12,000 | 6,12,000 |
| 2 Sept | 133.17 | 2.75 | 0.25 | 3,96,000 | 1,12,000 | 4,04,000 |
| 30 Aug | 133.69 | 2.5 | -0.05 | 2,60,000 | 1,36,000 | 2,92,000 |
| 29 Aug | 134.25 | 2.55 | -0.35 | 2,16,000 | 52,000 | 1,56,000 |
| 28 Aug | 134.04 | 2.9 | 0.50 | 92,000 | 16,000 | 1,00,000 |
| 27 Aug | 135.90 | 2.4 | 0.10 | 56,000 | 0 | 80,000 |
| 26 Aug | 137.75 | 2.3 | -1.75 | 1,68,000 | 24,000 | 80,000 |
| 23 Aug | 131.79 | 4.05 | 1.05 | 72,000 | 32,000 | 52,000 |
| 22 Aug | 133.88 | 3 | -1.50 | 4,000 | 0 | 20,000 |
| 21 Aug | 135.04 | 4.5 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 133.15 | 4.5 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 131.32 | 4.5 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 125.23 | 4.5 | -2.05 | 12,000 | -8,000 | 24,000 |
| 13 Aug | 128.14 | 6.55 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 131.70 | 6.55 | 0.00 | 0 | 32,000 | 0 |
| 9 Aug | 129.35 | 6.55 | 52,000 | 32,000 | 32,000 | |
For Steel Authority Of India - strike price 127.5 expiring on 26SEP2024
Delta for 127.5 PE is -
Historical price for 127.5 PE is as follows
On 16 Sept SAIL was trading at 133.04. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -124000 which decreased total open position to 1104000
On 13 Sept SAIL was trading at 132.20. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -264000 which decreased total open position to 1228000
On 12 Sept SAIL was trading at 130.69. The strike last trading price was 2.25, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 272000 which increased total open position to 1492000
On 11 Sept SAIL was trading at 126.97. The strike last trading price was 4.15, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 1220000
On 10 Sept SAIL was trading at 129.14. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 664000 which increased total open position to 1208000
On 9 Sept SAIL was trading at 127.91. The strike last trading price was 3.45, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 544000
On 6 Sept SAIL was trading at 129.38. The strike last trading price was 3.65, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -200000 which decreased total open position to 568000
On 5 Sept SAIL was trading at 131.22. The strike last trading price was 2.85, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -60000 which decreased total open position to 772000
On 4 Sept SAIL was trading at 130.46. The strike last trading price was 3.45, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 224000 which increased total open position to 832000
On 3 Sept SAIL was trading at 131.78. The strike last trading price was 3.05, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 212000 which increased total open position to 612000
On 2 Sept SAIL was trading at 133.17. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 404000
On 30 Aug SAIL was trading at 133.69. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 136000 which increased total open position to 292000
On 29 Aug SAIL was trading at 134.25. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 156000
On 28 Aug SAIL was trading at 134.04. The strike last trading price was 2.9, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 100000
On 27 Aug SAIL was trading at 135.90. The strike last trading price was 2.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80000
On 26 Aug SAIL was trading at 137.75. The strike last trading price was 2.3, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 80000
On 23 Aug SAIL was trading at 131.79. The strike last trading price was 4.05, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 52000
On 22 Aug SAIL was trading at 133.88. The strike last trading price was 3, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20000
On 21 Aug SAIL was trading at 135.04. The strike last trading price was 4.5, 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 4.5, 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 19 Aug SAIL was trading at 131.32. The strike last trading price was 4.5, 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 14 Aug SAIL was trading at 125.23. The strike last trading price was 4.5, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 24000
On 13 Aug SAIL was trading at 128.14. The strike last trading price was 6.55, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 0
On 9 Aug SAIL was trading at 129.35. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 32000