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[--[65.84.65.76]--]
SAIL
Steel Authority Of India

105.89 -0.77 (-0.72%)

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Historical option data for SAIL

13 Mar 2025 04:11 PM IST
SAIL 27MAR2025 130 CE
Delta: 0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 105.89 0.05 0 46.88 18 -16 565
12 Mar 106.66 0.05 -0.15 43.30 45 -37 589
11 Mar 108.13 0.15 -0.05 45.71 119 -31 628
10 Mar 107.27 0.15 -0.25 47.55 833 -7 659
7 Mar 110.91 0.35 -0.15 44.05 490 -12 666
6 Mar 111.97 0.45 -0.1 44.10 806 -13 669
5 Mar 112.53 0.5 0.2 41.89 868 217 682
4 Mar 107.66 0.3 0.05 44.72 184 11 464
3 Mar 106.36 0.25 0 43.19 132 -6 454
28 Feb 105.02 0.25 0 44.33 221 -11 458
27 Feb 105.98 0.2 -0.1 40.41 230 2 469
26 Feb 106.81 0.3 -0.2 40.48 232 28 458
25 Feb 106.17 0.3 -0.2 40.48 232 19 458
24 Feb 108.21 0.45 -0.4 41.41 349 5 445
21 Feb 112.76 0.8 0.25 37.12 936 347 440
20 Feb 109.84 0.55 0.15 37.13 62 31 91
19 Feb 106.53 0.4 0.05 39.38 57 30 61
18 Feb 104.39 0.35 -0.1 41.48 10 0 31
17 Feb 105.33 0.45 -0.15 41.16 20 4 31
14 Feb 105.71 0.6 -0.2 42.18 30 18 27
13 Feb 109.33 0.75 -7.5 36.40 13 9 9
12 Feb 105.75 8.25 0 16.36 0 0 0
11 Feb 100.02 8.25 0 21.80 0 0 0
6 Feb 107.98 8.25 0 14.02 0 0 0
4 Feb 106.68 8.25 0 0.00 0 0 0
1 Feb 106.53 8.25 0 0.00 0 0 0
31 Jan 107.43 8.25 0 13.95 0 0 0
23 Jan 109.14 8.25 0.00 11.25 0 0 0
21 Jan 109.88 8.25 0.00 10.79 0 0 0
17 Jan 108.82 8.25 0.00 11.00 0 0 0
16 Jan 107.52 8.25 0.00 11.46 0 0 0
15 Jan 105.21 8.25 0.00 12.51 0 0 0
14 Jan 105.88 8.25 0.00 12.01 0 0 0
7 Jan 111.47 8.25 0.00 8.86 0 0 0
6 Jan 110.42 8.25 0.00 8.19 0 0 0
3 Jan 114.17 8.25 0.00 6.44 0 0 0
2 Jan 114.07 8.25 0.00 7.11 0 0 0
1 Jan 112.93 8.25 0.00 0.00 0 0 0
31 Dec 113.13 8.25 8.25 7.89 0 0 0
30 Dec 111.73 0 7.96 0 0 0


For Steel Authority Of India - strike price 130 expiring on 27MAR2025

Delta for 130 CE is 0.02

Historical price for 130 CE is as follows

On 13 Mar SAIL was trading at 105.89. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 46.88, the open interest changed by -16 which decreased total open position to 565


On 12 Mar SAIL was trading at 106.66. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 43.30, the open interest changed by -37 which decreased total open position to 589


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.71, the open interest changed by -31 which decreased total open position to 628


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 47.55, the open interest changed by -7 which decreased total open position to 659


On 7 Mar SAIL was trading at 110.91. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 44.05, the open interest changed by -12 which decreased total open position to 666


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 44.10, the open interest changed by -13 which decreased total open position to 669


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 41.89, the open interest changed by 217 which increased total open position to 682


On 4 Mar SAIL was trading at 107.66. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 44.72, the open interest changed by 11 which increased total open position to 464


On 3 Mar SAIL was trading at 106.36. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 43.19, the open interest changed by -6 which decreased total open position to 454


On 28 Feb SAIL was trading at 105.02. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 44.33, the open interest changed by -11 which decreased total open position to 458


On 27 Feb SAIL was trading at 105.98. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 40.41, the open interest changed by 2 which increased total open position to 469


On 26 Feb SAIL was trading at 106.81. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 40.48, the open interest changed by 28 which increased total open position to 458


On 25 Feb SAIL was trading at 106.17. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 40.48, the open interest changed by 19 which increased total open position to 458


On 24 Feb SAIL was trading at 108.21. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 41.41, the open interest changed by 5 which increased total open position to 445


On 21 Feb SAIL was trading at 112.76. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 37.12, the open interest changed by 347 which increased total open position to 440


On 20 Feb SAIL was trading at 109.84. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 37.13, the open interest changed by 31 which increased total open position to 91


On 19 Feb SAIL was trading at 106.53. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 39.38, the open interest changed by 30 which increased total open position to 61


On 18 Feb SAIL was trading at 104.39. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 41.48, the open interest changed by 0 which decreased total open position to 31


On 17 Feb SAIL was trading at 105.33. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 41.16, the open interest changed by 4 which increased total open position to 31


On 14 Feb SAIL was trading at 105.71. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 42.18, the open interest changed by 18 which increased total open position to 27


On 13 Feb SAIL was trading at 109.33. The strike last trading price was 0.75, which was -7.5 lower than the previous day. The implied volatity was 36.40, the open interest changed by 9 which increased total open position to 9


On 12 Feb SAIL was trading at 105.75. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 16.36, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SAIL was trading at 100.02. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 21.80, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SAIL was trading at 107.98. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 14.02, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SAIL was trading at 106.68. The strike last trading price was 8.25, 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 1 Feb SAIL was trading at 106.53. The strike last trading price was 8.25, 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 31 Jan SAIL was trading at 107.43. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 13.95, the open interest changed by 0 which decreased total open position to 0


On 23 Jan SAIL was trading at 109.14. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 11.25, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SAIL was trading at 109.88. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 10.79, the open interest changed by 0 which decreased total open position to 0


On 17 Jan SAIL was trading at 108.82. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 11.00, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SAIL was trading at 107.52. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 11.46, the open interest changed by 0 which decreased total open position to 0


On 15 Jan SAIL was trading at 105.21. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 12.51, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SAIL was trading at 105.88. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SAIL was trading at 111.47. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 8.86, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SAIL was trading at 110.42. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 8.19, the open interest changed by 0 which decreased total open position to 0


On 3 Jan SAIL was trading at 114.17. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SAIL was trading at 114.07. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0


On 1 Jan SAIL was trading at 112.93. The strike last trading price was 8.25, 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 31 Dec SAIL was trading at 113.13. The strike last trading price was 8.25, which was 8.25 higher than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0


On 30 Dec SAIL was trading at 111.73. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.96, the open interest changed by 0 which decreased total open position to 0


SAIL 27MAR2025 130 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 105.89 20.7 0 0.00 0 0 284
12 Mar 106.66 20.7 0 0.00 0 0 284
11 Mar 108.13 20.7 0 0.00 0 -1 0
10 Mar 107.27 20.7 1.6 - 18 -5 280
7 Mar 110.91 19.1 1.85 45.94 1 0 285
6 Mar 111.97 17.25 0 - 6 0 285
5 Mar 112.53 17.25 -4.95 41.00 8 -3 285
4 Mar 107.66 22.2 -2.5 57.30 2 0 288
3 Mar 106.36 24.7 -0.05 84.85 30 0 288
28 Feb 105.02 24.75 1.5 55.81 50 25 288
27 Feb 105.98 23.25 0.1 31.82 28 19 263
26 Feb 106.81 23.2 2.2 55.39 39 36 228
25 Feb 106.17 23.2 2.2 55.39 39 20 228
24 Feb 108.21 21.05 3.7 33.14 98 51 204
21 Feb 112.76 17.35 -1.95 42.80 109 71 143
20 Feb 109.84 19.55 -3.9 43.01 34 33 71
19 Feb 106.53 23.45 -1.15 53.76 26 24 37
18 Feb 104.39 24.6 -0.9 33.97 2 1 12
17 Feb 105.33 25.5 2.5 65.05 7 3 8
14 Feb 105.71 23 4.7 - 5 4 4
13 Feb 109.33 18.3 0 - 0 0 0
12 Feb 105.75 18.3 0 - 0 0 0
11 Feb 100.02 18.3 0 - 0 0 0
6 Feb 107.98 18.3 0 - 0 0 0
4 Feb 106.68 18.3 0 0.00 0 0 0
1 Feb 106.53 18.3 0 0.00 0 0 0
31 Jan 107.43 18.3 0 - 0 0 0
23 Jan 109.14 0 0.00 - 0 0 0
21 Jan 109.88 0 0.00 - 0 0 0
17 Jan 108.82 0 0.00 - 0 0 0
16 Jan 107.52 0 0.00 - 0 0 0
15 Jan 105.21 0 0.00 - 0 0 0
14 Jan 105.88 0 0.00 - 0 0 0
7 Jan 111.47 0 0.00 - 0 0 0
6 Jan 110.42 0 0.00 - 0 0 0
3 Jan 114.17 0 0.00 - 0 0 0
2 Jan 114.07 0 0.00 - 0 0 0
1 Jan 112.93 0 0.00 - 0 0 0
31 Dec 113.13 0 0.00 - 0 0 0
30 Dec 111.73 0 - 0 0 0


For Steel Authority Of India - strike price 130 expiring on 27MAR2025

Delta for 130 PE is 0.00

Historical price for 130 PE is as follows

On 13 Mar SAIL was trading at 105.89. The strike last trading price was 20.7, 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 284


On 12 Mar SAIL was trading at 106.66. The strike last trading price was 20.7, 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 284


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 20.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 20.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 280


On 7 Mar SAIL was trading at 110.91. The strike last trading price was 19.1, which was 1.85 higher than the previous day. The implied volatity was 45.94, the open interest changed by 0 which decreased total open position to 285


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 285


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 17.25, which was -4.95 lower than the previous day. The implied volatity was 41.00, the open interest changed by -3 which decreased total open position to 285


On 4 Mar SAIL was trading at 107.66. The strike last trading price was 22.2, which was -2.5 lower than the previous day. The implied volatity was 57.30, the open interest changed by 0 which decreased total open position to 288


On 3 Mar SAIL was trading at 106.36. The strike last trading price was 24.7, which was -0.05 lower than the previous day. The implied volatity was 84.85, the open interest changed by 0 which decreased total open position to 288


On 28 Feb SAIL was trading at 105.02. The strike last trading price was 24.75, which was 1.5 higher than the previous day. The implied volatity was 55.81, the open interest changed by 25 which increased total open position to 288


On 27 Feb SAIL was trading at 105.98. The strike last trading price was 23.25, which was 0.1 higher than the previous day. The implied volatity was 31.82, the open interest changed by 19 which increased total open position to 263


On 26 Feb SAIL was trading at 106.81. The strike last trading price was 23.2, which was 2.2 higher than the previous day. The implied volatity was 55.39, the open interest changed by 36 which increased total open position to 228


On 25 Feb SAIL was trading at 106.17. The strike last trading price was 23.2, which was 2.2 higher than the previous day. The implied volatity was 55.39, the open interest changed by 20 which increased total open position to 228


On 24 Feb SAIL was trading at 108.21. The strike last trading price was 21.05, which was 3.7 higher than the previous day. The implied volatity was 33.14, the open interest changed by 51 which increased total open position to 204


On 21 Feb SAIL was trading at 112.76. The strike last trading price was 17.35, which was -1.95 lower than the previous day. The implied volatity was 42.80, the open interest changed by 71 which increased total open position to 143


On 20 Feb SAIL was trading at 109.84. The strike last trading price was 19.55, which was -3.9 lower than the previous day. The implied volatity was 43.01, the open interest changed by 33 which increased total open position to 71


On 19 Feb SAIL was trading at 106.53. The strike last trading price was 23.45, which was -1.15 lower than the previous day. The implied volatity was 53.76, the open interest changed by 24 which increased total open position to 37


On 18 Feb SAIL was trading at 104.39. The strike last trading price was 24.6, which was -0.9 lower than the previous day. The implied volatity was 33.97, the open interest changed by 1 which increased total open position to 12


On 17 Feb SAIL was trading at 105.33. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was 65.05, the open interest changed by 3 which increased total open position to 8


On 14 Feb SAIL was trading at 105.71. The strike last trading price was 23, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 13 Feb SAIL was trading at 109.33. The strike last trading price was 18.3, 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 12 Feb SAIL was trading at 105.75. The strike last trading price was 18.3, 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 11 Feb SAIL was trading at 100.02. The strike last trading price was 18.3, 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 6 Feb SAIL was trading at 107.98. The strike last trading price was 18.3, 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 4 Feb SAIL was trading at 106.68. The strike last trading price was 18.3, 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 1 Feb SAIL was trading at 106.53. The strike last trading price was 18.3, 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 31 Jan SAIL was trading at 107.43. The strike last trading price was 18.3, 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 23 Jan SAIL was trading at 109.14. 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 21 Jan SAIL was trading at 109.88. 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 17 Jan SAIL was trading at 108.82. 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 16 Jan SAIL was trading at 107.52. 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 15 Jan SAIL was trading at 105.21. 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 14 Jan SAIL was trading at 105.88. 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 7 Jan SAIL was trading at 111.47. 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 6 Jan SAIL was trading at 110.42. 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 3 Jan SAIL was trading at 114.17. 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 Jan SAIL was trading at 114.07. 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 1 Jan SAIL was trading at 112.93. 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 31 Dec SAIL was trading at 113.13. 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 30 Dec SAIL was trading at 111.73. 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