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

129.38 -1.84 (-1.40%)

Back to Option Chain


Historical option data for SAIL

06 Sep 2024 04:11 PM IST
SAIL 130 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 3.9 -0.65 90,04,000 8,24,000 49,72,000
5 Sept 131.22 4.55 0.20 46,92,000 6,36,000 41,48,000
4 Sept 130.46 4.35 -0.90 75,44,000 11,88,000 34,96,000
3 Sept 131.78 5.25 -0.95 22,24,000 5,16,000 23,20,000
2 Sept 133.17 6.2 -1.05 18,80,000 80,000 18,08,000
30 Aug 133.69 7.25 -0.75 13,80,000 2,44,000 17,48,000
29 Aug 134.25 8 0.45 27,40,000 4,80,000 15,08,000
28 Aug 134.04 7.55 -1.30 3,64,000 28,000 10,20,000
27 Aug 135.90 8.85 -1.80 5,12,000 44,000 9,96,000
26 Aug 137.75 10.65 3.85 18,36,000 -88,000 9,48,000
23 Aug 131.79 6.8 -1.20 8,20,000 3,72,000 10,28,000
22 Aug 133.88 8 -1.00 6,04,000 2,12,000 6,56,000
21 Aug 135.04 9 1.15 16,000 -4,000 4,48,000
20 Aug 133.15 7.85 0.00 4,000 0 4,56,000
19 Aug 131.32 7.85 0.00 0 0 0
14 Aug 125.23 7.85 0.00 0 -4,000 0
13 Aug 128.14 7.85 -0.40 4,000 0 4,60,000
12 Aug 131.70 8.25 1.00 16,000 -12,000 4,64,000
9 Aug 129.35 7.25 -13.10 5,92,000 4,64,000 4,72,000
8 Aug 137.45 20.35 0.00 0 0 0
7 Aug 141.63 20.35 0.00 0 0 0
6 Aug 135.46 20.35 0.00 0 0 0
5 Aug 136.62 20.35 0.00 0 0 0
2 Aug 146.23 20.35 1.85 8,000 0 8,000
1 Aug 150.03 18.5 -3.45 8,000 0 8,000
31 Jul 153.04 21.95 0.00 0 0 0
30 Jul 148.10 21.95 0.00 0 4,000 0
29 Jul 147.74 21.95 -2.50 8,000 4,000 4,000
26 Jul 147.39 24.45 24.45 0 0 0
25 Jul 142.59 0 0.00 0 0 0
24 Jul 146.99 0 0.00 0 0 0
23 Jul 141.39 0 0.00 0 0 0
22 Jul 143.28 0 0.00 0 0 0
19 Jul 141.82 0 0.00 0 0 0
16 Jul 150.99 0 0.00 0 0 0
15 Jul 152.03 0 0.00 0 0 0
12 Jul 150.42 0 0.00 0 0 0
11 Jul 151.85 0 0.00 0 0 0
8 Jul 156.48 0 0.00 0 0 0
5 Jul 155.61 0 0.00 0 0 0
4 Jul 151.05 0 0.00 0 0 0
3 Jul 151.62 0 0.00 0 0 0
2 Jul 146.68 0 0.00 0 0 0
1 Jul 149.06 0 0 0 0


For Steel Authority Of India - strike price 130 expiring on 26SEP2024

Delta for 130 CE is -

Historical price for 130 CE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 3.9, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 824000 which increased total open position to 4972000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 4.55, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 636000 which increased total open position to 4148000


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 4.35, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 1188000 which increased total open position to 3496000


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 5.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 516000 which increased total open position to 2320000


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 6.2, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 1808000


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 7.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 244000 which increased total open position to 1748000


On 29 Aug SAIL was trading at 134.25. The strike last trading price was 8, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 480000 which increased total open position to 1508000


On 28 Aug SAIL was trading at 134.04. The strike last trading price was 7.55, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 1020000


On 27 Aug SAIL was trading at 135.90. The strike last trading price was 8.85, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 996000


On 26 Aug SAIL was trading at 137.75. The strike last trading price was 10.65, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by -88000 which decreased total open position to 948000


On 23 Aug SAIL was trading at 131.79. The strike last trading price was 6.8, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 372000 which increased total open position to 1028000


On 22 Aug SAIL was trading at 133.88. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 212000 which increased total open position to 656000


On 21 Aug SAIL was trading at 135.04. The strike last trading price was 9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 448000


On 20 Aug SAIL was trading at 133.15. The strike last trading price was 7.85, 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 456000


On 19 Aug SAIL was trading at 131.32. The strike last trading price was 7.85, 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 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 0


On 13 Aug SAIL was trading at 128.14. The strike last trading price was 7.85, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 460000


On 12 Aug SAIL was trading at 131.70. The strike last trading price was 8.25, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 464000


On 9 Aug SAIL was trading at 129.35. The strike last trading price was 7.25, which was -13.10 lower than the previous day. The implied volatity was -, the open interest changed by 464000 which increased total open position to 472000


On 8 Aug SAIL was trading at 137.45. The strike last trading price was 20.35, 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 Aug SAIL was trading at 141.63. The strike last trading price was 20.35, 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 Aug SAIL was trading at 135.46. The strike last trading price was 20.35, 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 Aug SAIL was trading at 136.62. The strike last trading price was 20.35, 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 Aug SAIL was trading at 146.23. The strike last trading price was 20.35, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8000


On 1 Aug SAIL was trading at 150.03. The strike last trading price was 18.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8000


On 31 Jul SAIL was trading at 153.04. The strike last trading price was 21.95, 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 Jul SAIL was trading at 148.10. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 0


On 29 Jul SAIL was trading at 147.74. The strike last trading price was 21.95, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000


On 26 Jul SAIL was trading at 147.39. The strike last trading price was 24.45, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul SAIL was trading at 142.59. 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 24 Jul SAIL was trading at 146.99. 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 23 Jul SAIL was trading at 141.39. 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 22 Jul SAIL was trading at 143.28. 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 19 Jul SAIL was trading at 141.82. 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 Jul SAIL was trading at 150.99. 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 Jul SAIL was trading at 152.03. 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 12 Jul SAIL was trading at 150.42. 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 11 Jul SAIL was trading at 151.85. 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 8 Jul SAIL was trading at 156.48. 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 5 Jul SAIL was trading at 155.61. 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 4 Jul SAIL was trading at 151.05. 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 Jul SAIL was trading at 151.62. 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 Jul SAIL was trading at 146.68. 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 Jul SAIL was trading at 149.06. 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


SAIL 130 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 4.8 0.90 43,00,000 -5,12,000 51,44,000
5 Sept 131.22 3.9 -0.70 37,48,000 3,28,000 56,64,000
4 Sept 130.46 4.6 0.45 64,84,000 20,000 54,12,000
3 Sept 131.78 4.15 0.45 29,36,000 -8,000 53,96,000
2 Sept 133.17 3.7 0.30 30,20,000 8,56,000 54,04,000
30 Aug 133.69 3.4 0.15 20,12,000 2,52,000 45,48,000
29 Aug 134.25 3.25 -0.50 29,88,000 9,72,000 43,00,000
28 Aug 134.04 3.75 0.55 14,24,000 3,40,000 33,32,000
27 Aug 135.90 3.2 0.25 9,80,000 2,88,000 29,88,000
26 Aug 137.75 2.95 -2.40 28,20,000 7,16,000 27,04,000
23 Aug 131.79 5.35 1.25 14,12,000 2,96,000 19,88,000
22 Aug 133.88 4.1 0.10 15,08,000 5,96,000 16,08,000
21 Aug 135.04 4 -1.50 8,000 -4,000 10,16,000
20 Aug 133.15 5.5 0.00 4,000 0 10,24,000
19 Aug 131.32 5.5 1.70 4,000 0 10,28,000
14 Aug 125.23 3.8 0.00 0 -4,000 0
13 Aug 128.14 3.8 -1.75 4,000 0 10,32,000
12 Aug 131.70 5.55 -2.20 16,000 -12,000 10,36,000
9 Aug 129.35 7.75 2.35 14,76,000 6,64,000 10,44,000
8 Aug 137.45 5.4 1.75 1,36,000 80,000 3,76,000
7 Aug 141.63 3.65 -2.35 28,000 4,000 3,00,000
6 Aug 135.46 6 0.00 64,000 44,000 2,92,000
5 Aug 136.62 6 3.35 1,20,000 64,000 2,44,000
2 Aug 146.23 2.65 0.65 1,28,000 88,000 1,76,000
1 Aug 150.03 2 0.35 56,000 0 84,000
31 Jul 153.04 1.65 -0.30 28,000 4,000 88,000
30 Jul 148.10 1.95 0.10 28,000 20,000 84,000
29 Jul 147.74 1.85 -0.10 56,000 8,000 64,000
26 Jul 147.39 1.95 -2.55 20,000 16,000 56,000
25 Jul 142.59 4.5 2.50 16,000 40,000 40,000
24 Jul 146.99 2 0.00 0 24,000 0
23 Jul 141.39 2 0.00 0 24,000 0
22 Jul 143.28 2 0.00 0 24,000 0
19 Jul 141.82 2 0.00 0 24,000 0
16 Jul 150.99 2 0.00 0 24,000 0
15 Jul 152.03 2 0.00 0 24,000 0
12 Jul 150.42 2 0.00 0 24,000 0
11 Jul 151.85 2 0.00 0 24,000 0
8 Jul 156.48 2 -1.00 32,000 24,000 32,000
5 Jul 155.61 3 0.05 28,000 8,000 8,000
4 Jul 151.05 2.95 0.00 0 12,000 0
3 Jul 151.62 2.95 -0.70 16,000 12,000 32,000
2 Jul 146.68 3.65 0.00 0 20,000 0
1 Jul 149.06 3.65 24,000 20,000 20,000


For Steel Authority Of India - strike price 130 expiring on 26SEP2024

Delta for 130 PE is -

Historical price for 130 PE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 4.8, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by -512000 which decreased total open position to 5144000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 3.9, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 328000 which increased total open position to 5664000


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 4.6, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 5412000


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 4.15, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 5396000


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 3.7, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 856000 which increased total open position to 5404000


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 3.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 252000 which increased total open position to 4548000


On 29 Aug SAIL was trading at 134.25. The strike last trading price was 3.25, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 972000 which increased total open position to 4300000


On 28 Aug SAIL was trading at 134.04. The strike last trading price was 3.75, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 340000 which increased total open position to 3332000


On 27 Aug SAIL was trading at 135.90. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 288000 which increased total open position to 2988000


On 26 Aug SAIL was trading at 137.75. The strike last trading price was 2.95, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 716000 which increased total open position to 2704000


On 23 Aug SAIL was trading at 131.79. The strike last trading price was 5.35, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 296000 which increased total open position to 1988000


On 22 Aug SAIL was trading at 133.88. The strike last trading price was 4.1, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 596000 which increased total open position to 1608000


On 21 Aug SAIL was trading at 135.04. The strike last trading price was 4, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 1016000


On 20 Aug SAIL was trading at 133.15. The strike last trading price was 5.5, 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 1024000


On 19 Aug SAIL was trading at 131.32. The strike last trading price was 5.5, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1028000


On 14 Aug SAIL was trading at 125.23. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 0


On 13 Aug SAIL was trading at 128.14. The strike last trading price was 3.8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1032000


On 12 Aug SAIL was trading at 131.70. The strike last trading price was 5.55, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 1036000


On 9 Aug SAIL was trading at 129.35. The strike last trading price was 7.75, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 664000 which increased total open position to 1044000


On 8 Aug SAIL was trading at 137.45. The strike last trading price was 5.4, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 376000


On 7 Aug SAIL was trading at 141.63. The strike last trading price was 3.65, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 300000


On 6 Aug SAIL was trading at 135.46. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 292000


On 5 Aug SAIL was trading at 136.62. The strike last trading price was 6, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 64000 which increased total open position to 244000


On 2 Aug SAIL was trading at 146.23. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 176000


On 1 Aug SAIL was trading at 150.03. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84000


On 31 Jul SAIL was trading at 153.04. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 88000


On 30 Jul SAIL was trading at 148.10. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 84000


On 29 Jul SAIL was trading at 147.74. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 64000


On 26 Jul SAIL was trading at 147.39. The strike last trading price was 1.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 56000


On 25 Jul SAIL was trading at 142.59. The strike last trading price was 4.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 40000


On 24 Jul SAIL was trading at 146.99. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 23 Jul SAIL was trading at 141.39. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 22 Jul SAIL was trading at 143.28. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 19 Jul SAIL was trading at 141.82. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 16 Jul SAIL was trading at 150.99. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 15 Jul SAIL was trading at 152.03. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 12 Jul SAIL was trading at 150.42. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 11 Jul SAIL was trading at 151.85. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0


On 8 Jul SAIL was trading at 156.48. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 32000


On 5 Jul SAIL was trading at 155.61. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000


On 4 Jul SAIL was trading at 151.05. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0


On 3 Jul SAIL was trading at 151.62. The strike last trading price was 2.95, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 32000


On 2 Jul SAIL was trading at 146.68. The strike last trading price was 3.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 0


On 1 Jul SAIL was trading at 149.06. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 20000