SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 127.5 CE | ||||||||||
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Delta: 0.07
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 111.84 | 0.3 | -0.10 | 44.01 | 28 | 6 | 273 | |||
| 13 Nov | 111.69 | 0.4 | -0.05 | 44.09 | 152 | -29 | 271 | |||
| 12 Nov | 114.17 | 0.45 | -0.25 | 38.60 | 222 | 23 | 300 | |||
| 11 Nov | 115.89 | 0.7 | -0.45 | 38.00 | 508 | 47 | 279 | |||
| 8 Nov | 118.21 | 1.15 | -2.40 | 36.61 | 1,347 | 17 | 231 | |||
| 7 Nov | 123.36 | 3.55 | -0.25 | 42.88 | 1,353 | 10 | 215 | |||
| 6 Nov | 123.89 | 3.8 | 1.65 | 42.87 | 799 | 41 | 204 | |||
| 5 Nov | 118.53 | 2.15 | 0.70 | 42.83 | 412 | 73 | 164 | |||
| 4 Nov | 113.90 | 1.45 | -0.50 | 45.87 | 274 | 39 | 101 | |||
| 1 Nov | 117.75 | 1.95 | 0.40 | 38.11 | 30 | 3 | 71 | |||
| 31 Oct | 115.75 | 1.55 | -0.65 | - | 88 | 33 | 68 | |||
| 30 Oct | 116.03 | 2.2 | 0.15 | - | 9 | -1 | 34 | |||
| 29 Oct | 115.71 | 2.05 | 0.10 | - | 27 | 15 | 36 | |||
| 28 Oct | 114.67 | 1.95 | -0.45 | - | 23 | 11 | 20 | |||
| 25 Oct | 111.48 | 2.4 | -0.85 | - | 7 | 4 | 9 | |||
| 24 Oct | 117.13 | 3.25 | -16.65 | - | 6 | 4 | 4 | |||
| 23 Oct | 118.13 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 121.80 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 126.46 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129.03 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 127.83 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 129.92 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 130.94 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 134.33 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 134.03 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 129.97 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 130.33 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 131.37 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 132.19 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 139.01 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 137.03 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 141.03 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 141.36 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 140.54 | 19.9 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 127.5 expiring on 28NOV2024
Delta for 127.5 CE is 0.07
Historical price for 127.5 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 44.01, the open interest changed by 6 which increased total open position to 273
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 44.09, the open interest changed by -29 which decreased total open position to 271
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 38.60, the open interest changed by 23 which increased total open position to 300
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 38.00, the open interest changed by 47 which increased total open position to 279
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 1.15, which was -2.40 lower than the previous day. The implied volatity was 36.61, the open interest changed by 17 which increased total open position to 231
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 42.88, the open interest changed by 10 which increased total open position to 215
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 3.8, which was 1.65 higher than the previous day. The implied volatity was 42.87, the open interest changed by 41 which increased total open position to 204
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 2.15, which was 0.70 higher than the previous day. The implied volatity was 42.83, the open interest changed by 73 which increased total open position to 164
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 45.87, the open interest changed by 39 which increased total open position to 101
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was 38.11, the open interest changed by 3 which increased total open position to 71
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SAIL was trading at 116.03. The strike last trading price was 2.2, which was 0.15 higher 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 2.05, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SAIL was trading at 114.67. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SAIL was trading at 111.48. The strike last trading price was 2.4, which was -0.85 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 3.25, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SAIL was trading at 118.13. The strike last trading price was 19.9, 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 22 Oct SAIL was trading at 121.80. The strike last trading price was 19.9, 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 21 Oct SAIL was trading at 126.46. The strike last trading price was 19.9, 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 18 Oct SAIL was trading at 129.03. The strike last trading price was 19.9, 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 17 Oct SAIL was trading at 127.83. The strike last trading price was 19.9, 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 16 Oct SAIL was trading at 129.92. The strike last trading price was 19.9, 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 15 Oct SAIL was trading at 130.94. The strike last trading price was 19.9, 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 19.9, 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 19.9, 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 10 Oct SAIL was trading at 129.97. The strike last trading price was 19.9, 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 9 Oct SAIL was trading at 130.33. The strike last trading price was 19.9, 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 19.9, 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 7 Oct SAIL was trading at 132.19. The strike last trading price was 19.9, 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 19.9, 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 3 Oct SAIL was trading at 137.03. The strike last trading price was 19.9, 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 19.9, 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 19.9, 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 27 Sept SAIL was trading at 140.54. The strike last trading price was 19.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 16 | 0.45 | 52.02 | 1 | 0 | 136 |
| 13 Nov | 111.69 | 15.55 | 3.25 | 51.69 | 1 | 0 | 137 |
| 12 Nov | 114.17 | 12.3 | 0.00 | 0.00 | 0 | 5 | 0 |
| 11 Nov | 115.89 | 12.3 | 1.80 | 49.62 | 5 | 4 | 136 |
| 8 Nov | 118.21 | 10.5 | 3.45 | 41.85 | 210 | 37 | 129 |
| 7 Nov | 123.36 | 7.05 | -0.10 | 42.54 | 256 | -13 | 93 |
| 6 Nov | 123.89 | 7.15 | -5.45 | 44.02 | 199 | 69 | 98 |
| 5 Nov | 118.53 | 12.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 12.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 117.75 | 12.6 | 0.00 | 0.00 | 0 | 13 | 0 |
| 31 Oct | 115.75 | 12.6 | 0.10 | - | 13 | 12 | 28 |
| 30 Oct | 116.03 | 12.5 | -2.60 | - | 4 | 3 | 17 |
| 29 Oct | 115.71 | 15.1 | 0.00 | - | 0 | 9 | 0 |
| 28 Oct | 114.67 | 15.1 | -2.40 | - | 17 | 13 | 18 |
| 25 Oct | 111.48 | 17.5 | 14.95 | - | 1 | 0 | 5 |
| 24 Oct | 117.13 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 118.13 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 121.80 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 21 Oct | 126.46 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 18 Oct | 129.03 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 17 Oct | 127.83 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 16 Oct | 129.92 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 15 Oct | 130.94 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 14 Oct | 134.33 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 11 Oct | 134.03 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 10 Oct | 129.97 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 9 Oct | 130.33 | 2.55 | 0.00 | - | 0 | 0 | 5 |
| 8 Oct | 131.37 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 132.19 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 139.01 | 2.55 | 0.00 | - | 0 | 5 | 0 |
| 3 Oct | 137.03 | 2.55 | -4.05 | - | 5 | 0 | 0 |
| 1 Oct | 141.03 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 141.36 | 6.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 140.54 | 6.6 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 127.5 expiring on 28NOV2024
Delta for 127.5 PE is -0.89
Historical price for 127.5 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 16, which was 0.45 higher than the previous day. The implied volatity was 52.02, the open interest changed by 0 which decreased total open position to 136
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 15.55, which was 3.25 higher than the previous day. The implied volatity was 51.69, the open interest changed by 0 which decreased total open position to 137
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 12.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 12.3, which was 1.80 higher than the previous day. The implied volatity was 49.62, the open interest changed by 4 which increased total open position to 136
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 10.5, which was 3.45 higher than the previous day. The implied volatity was 41.85, the open interest changed by 37 which increased total open position to 129
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 7.05, which was -0.10 lower than the previous day. The implied volatity was 42.54, the open interest changed by -13 which decreased total open position to 93
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 7.15, which was -5.45 lower than the previous day. The implied volatity was 44.02, the open interest changed by 69 which increased total open position to 98
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 12.6, which was 0.00 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 Nov SAIL was trading at 113.90. The strike last trading price was 12.6, which was 0.00 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 1 Nov SAIL was trading at 117.75. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 12.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SAIL was trading at 116.03. The strike last trading price was 12.5, which was -2.60 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 15.1, 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 28 Oct SAIL was trading at 114.67. The strike last trading price was 15.1, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SAIL was trading at 111.48. The strike last trading price was 17.5, which was 14.95 higher 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 2.55, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 2.55, 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 22 Oct SAIL was trading at 121.80. The strike last trading price was 2.55, 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 21 Oct SAIL was trading at 126.46. The strike last trading price was 2.55, 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 18 Oct SAIL was trading at 129.03. The strike last trading price was 2.55, 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 17 Oct SAIL was trading at 127.83. The strike last trading price was 2.55, 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 16 Oct SAIL was trading at 129.92. The strike last trading price was 2.55, 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 15 Oct SAIL was trading at 130.94. The strike last trading price was 2.55, 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 2.55, 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 2.55, 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 10 Oct SAIL was trading at 129.97. The strike last trading price was 2.55, 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 9 Oct SAIL was trading at 130.33. The strike last trading price was 2.55, 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 2.55, 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 7 Oct SAIL was trading at 132.19. The strike last trading price was 2.55, 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 2.55, 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 3 Oct SAIL was trading at 137.03. The strike last trading price was 2.55, which was -4.05 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 6.6, 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 6.6, 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 27 Sept SAIL was trading at 140.54. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
