SAIL
STEEL AUTHORITY OF INDIA
Historical option data for SAIL
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 155.61 | 23.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 151.05 | 23.2 | - | 8,000 | 0 | 1,32,000 | ||||
| 3 Jul | 151.62 | 22.85 | - | 36,000 | -32,000 | 1,32,000 | ||||
| 2 Jul | 146.68 | 18.45 | - | 1,20,000 | -44,000 | 1,60,000 | ||||
| 1 Jul | 149.06 | 20.75 | - | 1,04,000 | 88,000 | 2,04,000 | ||||
| 28 Jun | 148.65 | 21.3 | - | 2,44,000 | 1,16,000 | 1,16,000 | ||||
| 27 Jun | 142.88 | 40.3 | - | 0 | 0 | 0 | ||||
| 26 Jun | 143.97 | 40.3 | - | 0 | 0 | 0 | ||||
| 25 Jun | 147.01 | 40.3 | - | 0 | 0 | 0 | ||||
| 24 Jun | 149.85 | 40.3 | - | 0 | 0 | 0 | ||||
| 21 Jun | 155.44 | 40.30 | - | 0 | 0 | 0 | ||||
| 20 Jun | 154.03 | 40.30 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 40.30 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 40.30 | - | 0 | 0 | 0 | ||||
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| 14 Jun | 153.63 | 40.30 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 40.30 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 40.30 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 40.30 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 40.30 | - | 0 | 0 | 0 | ||||
| 7 Jun | 152.75 | 40.30 | - | 0 | 0 | 0 | ||||
| 6 Jun | 146.90 | 40.30 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 40.30 | - | 0 | 0 | 0 | ||||
| 4 Jun | 133.05 | 40.30 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 130 expiring on 25JUL2024
Delta for 130 CE is -
Historical price for 130 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 23.2, 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 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -32000 which decreased total open position to 132000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -44000 which decreased total open position to 160000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 204000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 21.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 116000 which increased total open position to 116000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 155.61 | 0.25 | -0.25 | - | 19,12,000 | -3,56,000 | 16,32,000 |
| 4 Jul | 151.05 | 0.5 | - | 8,32,000 | -64,000 | 19,88,000 | |
| 3 Jul | 151.62 | 0.55 | - | 18,52,000 | 1,28,000 | 20,52,000 | |
| 2 Jul | 146.68 | 0.95 | - | 12,04,000 | 1,80,000 | 19,16,000 | |
| 1 Jul | 149.06 | 0.9 | - | 5,96,000 | 52,000 | 17,36,000 | |
| 28 Jun | 148.65 | 1 | - | 32,00,000 | 11,84,000 | 16,84,000 | |
| 27 Jun | 142.88 | 2.5 | - | 76,000 | 24,000 | 5,00,000 | |
| 26 Jun | 143.97 | 0.95 | - | 32,000 | -32,000 | 4,80,000 | |
| 25 Jun | 147.01 | 1.35 | - | 8,000 | -4,000 | 5,12,000 | |
| 24 Jun | 149.85 | 1.6 | - | 5,64,000 | 3,20,000 | 4,92,000 | |
| 21 Jun | 155.44 | 1.10 | - | 3,00,000 | 1,40,000 | 1,96,000 | |
| 20 Jun | 154.03 | 2.00 | - | 0 | -4,000 | 0 | |
| 19 Jun | 149.95 | 2.00 | - | 8,000 | -4,000 | 60,000 | |
| 18 Jun | 153.41 | 1.80 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 1.80 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 1.80 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 1.80 | - | 0 | -4,000 | 0 | |
| 11 Jun | 151.01 | 1.80 | - | 4,000 | 0 | 68,000 | |
| 10 Jun | 150.60 | 1.80 | - | 0 | 16,000 | 0 | |
| 7 Jun | 152.75 | 1.80 | - | 84,000 | 16,000 | 68,000 | |
| 6 Jun | 146.90 | 3.45 | - | 64,000 | 20,000 | 52,000 | |
| 5 Jun | 145.55 | 4.55 | - | 64,000 | 24,000 | 32,000 | |
| 4 Jun | 133.05 | 10.00 | - | 20,000 | 8,000 | 8,000 | |
For STEEL AUTHORITY OF INDIA - strike price 130 expiring on 25JUL2024
Delta for 130 PE is -
Historical price for 130 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -356000 which decreased total open position to 1632000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -64000 which decreased total open position to 1988000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 128000 which increased total open position to 2052000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 180000 which increased total open position to 1916000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 1736000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1184000 which increased total open position to 1684000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 500000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -32000 which decreased total open position to 480000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 512000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 320000 which increased total open position to 492000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 1.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 140000 which increased total open position to 196000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 0
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 60000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 0
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 68000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 52000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 32000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000