SAIL
Steel Authority Of India
Historical option data for SAIL
13 Mar 2025 04:11 PM IST
SAIL 27MAR2025 130 CE | ||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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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 | |||
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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 | |||||||
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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 |
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