SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.08
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 0.7 | -0.35 | 30.69 | 854 | 207 | 846 | |||
| 26 Dec | 117.59 | 1.05 | -0.30 | 29.81 | 842 | 172 | 626 | |||
| 24 Dec | 119.06 | 1.35 | -1.65 | 30.10 | 902 | 262 | 454 | |||
| 23 Dec | 121.19 | 3 | 1.20 | 38.68 | 2 | -1 | 193 | |||
| 20 Dec | 116.10 | 1.8 | -0.45 | 38.67 | 4 | -2 | 196 | |||
| 19 Dec | 118.91 | 2.25 | 0.00 | 35.17 | 4 | 0 | 199 | |||
| 18 Dec | 119.81 | 2.25 | -0.75 | 32.55 | 6 | -5 | 200 | |||
| 17 Dec | 121.11 | 3 | -0.35 | 33.49 | 4 | -3 | 206 | |||
| 16 Dec | 123.61 | 3.35 | -1.05 | 30.57 | 1 | 0 | 210 | |||
| 13 Dec | 124.76 | 4.4 | -2.20 | 33.74 | 381 | 64 | 210 | |||
| 12 Dec | 129.26 | 6.6 | 1.00 | 33.13 | 165 | 12 | 145 | |||
| 11 Dec | 126.95 | 5.6 | 0.20 | 33.17 | 74 | 20 | 134 | |||
| 10 Dec | 126.81 | 5.4 | -0.50 | 31.98 | 96 | 17 | 115 | |||
| 9 Dec | 126.13 | 5.9 | 1.35 | 34.96 | 102 | 21 | 94 | |||
| 6 Dec | 123.89 | 4.55 | 0.40 | 33.29 | 35 | 1 | 72 | |||
| 5 Dec | 122.47 | 4.15 | -0.15 | 33.22 | 45 | 17 | 72 | |||
| 4 Dec | 122.17 | 4.3 | 0.15 | 33.16 | 40 | 12 | 53 | |||
| 3 Dec | 122.79 | 4.15 | 1.00 | 32.12 | 39 | 22 | 39 | |||
| 2 Dec | 119.08 | 3.15 | -0.35 | 33.98 | 21 | 10 | 11 | |||
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| 29 Nov | 117.11 | 3.5 | -4.45 | 38.76 | 1 | 0 | 0 | |||
| 28 Nov | 116.28 | 7.95 | 0.00 | 6.99 | 0 | 0 | 0 | |||
| 27 Nov | 116.26 | 7.95 | 0.00 | 7.14 | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 7.95 | 0.00 | 8.75 | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 7.95 | 0.00 | 9.24 | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 7.95 | 0.00 | 9.24 | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 7.95 | 0.00 | 8.58 | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 7.95 | 0.00 | 8.20 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 7.95 | 0.00 | 7.11 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 7.95 | 0.00 | 1.67 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 7.95 | 0.00 | 4.59 | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 7.95 | 6.96 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 130 expiring on 30JAN2025
Delta for 130 CE is 0.13
Historical price for 130 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 30.69, the open interest changed by 207 which increased total open position to 846
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 29.81, the open interest changed by 172 which increased total open position to 626
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 1.35, which was -1.65 lower than the previous day. The implied volatity was 30.10, the open interest changed by 262 which increased total open position to 454
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 3, which was 1.20 higher than the previous day. The implied volatity was 38.68, the open interest changed by -1 which decreased total open position to 193
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 38.67, the open interest changed by -2 which decreased total open position to 196
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 35.17, the open interest changed by 0 which decreased total open position to 199
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 32.55, the open interest changed by -5 which decreased total open position to 200
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 33.49, the open interest changed by -3 which decreased total open position to 206
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 3.35, which was -1.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 210
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 4.4, which was -2.20 lower than the previous day. The implied volatity was 33.74, the open interest changed by 64 which increased total open position to 210
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 6.6, which was 1.00 higher than the previous day. The implied volatity was 33.13, the open interest changed by 12 which increased total open position to 145
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 5.6, which was 0.20 higher than the previous day. The implied volatity was 33.17, the open interest changed by 20 which increased total open position to 134
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 5.4, which was -0.50 lower than the previous day. The implied volatity was 31.98, the open interest changed by 17 which increased total open position to 115
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 5.9, which was 1.35 higher than the previous day. The implied volatity was 34.96, the open interest changed by 21 which increased total open position to 94
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 4.55, which was 0.40 higher than the previous day. The implied volatity was 33.29, the open interest changed by 1 which increased total open position to 72
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 33.22, the open interest changed by 17 which increased total open position to 72
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 4.3, which was 0.15 higher than the previous day. The implied volatity was 33.16, the open interest changed by 12 which increased total open position to 53
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 4.15, which was 1.00 higher than the previous day. The implied volatity was 32.12, the open interest changed by 22 which increased total open position to 39
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 33.98, the open interest changed by 10 which increased total open position to 11
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 3.5, which was -4.45 lower than the previous day. The implied volatity was 38.76, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 9.24, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 9.24, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 8.58, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 7.95, 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 6 Nov SAIL was trading at 123.89. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 7.95, which was lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
| SAIL 30JAN2025 130 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.09
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 14.2 | 2.30 | 34.18 | 169 | 132 | 456 |
| 26 Dec | 117.59 | 11.9 | 0.60 | 30.73 | 221 | 92 | 324 |
| 24 Dec | 119.06 | 11.3 | 3.10 | 31.09 | 228 | 159 | 232 |
| 23 Dec | 121.19 | 8.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 116.10 | 8.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 8.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 8.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 8.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 8.2 | 0.00 | 0.00 | 0 | 19 | 0 |
| 13 Dec | 124.76 | 8.2 | 2.30 | 33.05 | 34 | 12 | 66 |
| 12 Dec | 129.26 | 5.9 | -1.05 | 33.19 | 40 | 17 | 55 |
| 11 Dec | 126.95 | 6.95 | -0.45 | 33.27 | 22 | 16 | 38 |
| 10 Dec | 126.81 | 7.4 | -0.70 | 35.13 | 13 | 9 | 22 |
| 9 Dec | 126.13 | 8.1 | -0.55 | 37.79 | 9 | 1 | 12 |
| 6 Dec | 123.89 | 8.65 | -1.85 | 32.08 | 3 | 2 | 10 |
| 5 Dec | 122.47 | 10.5 | 0.20 | 38.27 | 3 | 0 | 5 |
| 4 Dec | 122.17 | 10.3 | 0.35 | 37.73 | 4 | 0 | 1 |
| 3 Dec | 122.79 | 9.95 | -9.95 | 35.54 | 1 | 0 | 0 |
| 2 Dec | 119.08 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 117.11 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 116.28 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 116.26 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 112.83 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 111.45 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 111.45 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 112.77 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 111.84 | 19.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 114.17 | 19.9 | 19.90 | - | 0 | 0 | 0 |
| 6 Nov | 123.89 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 130 expiring on 30JAN2025
Delta for 130 PE is -0.84
Historical price for 130 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 14.2, which was 2.30 higher than the previous day. The implied volatity was 34.18, the open interest changed by 132 which increased total open position to 456
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 11.9, which was 0.60 higher than the previous day. The implied volatity was 30.73, the open interest changed by 92 which increased total open position to 324
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 11.3, which was 3.10 higher than the previous day. The implied volatity was 31.09, the open interest changed by 159 which increased total open position to 232
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 8.2, 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 20 Dec SAIL was trading at 116.10. The strike last trading price was 8.2, 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 19 Dec SAIL was trading at 118.91. The strike last trading price was 8.2, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 8.2, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 8.2, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 8.2, which was 2.30 higher than the previous day. The implied volatity was 33.05, the open interest changed by 12 which increased total open position to 66
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 5.9, which was -1.05 lower than the previous day. The implied volatity was 33.19, the open interest changed by 17 which increased total open position to 55
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 6.95, which was -0.45 lower than the previous day. The implied volatity was 33.27, the open interest changed by 16 which increased total open position to 38
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 7.4, which was -0.70 lower than the previous day. The implied volatity was 35.13, the open interest changed by 9 which increased total open position to 22
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was 37.79, the open interest changed by 1 which increased total open position to 12
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 8.65, which was -1.85 lower than the previous day. The implied volatity was 32.08, the open interest changed by 2 which increased total open position to 10
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 10.5, which was 0.20 higher than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 5
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 10.3, which was 0.35 higher than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 1
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 9.95, which was -9.95 lower than the previous day. The implied volatity was 35.54, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SAIL was trading at 119.08. 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 0 which decreased total open position to 0
On 29 Nov SAIL was trading at 117.11. 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 0 which decreased total open position to 0
On 28 Nov SAIL was trading at 116.28. 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 0 which decreased total open position to 0
On 27 Nov SAIL was trading at 116.26. 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 0 which decreased total open position to 0
On 22 Nov SAIL was trading at 112.83. 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 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. 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 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. 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 0 which decreased total open position to 0
On 18 Nov SAIL was trading at 112.77. 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 0 which decreased total open position to 0
On 14 Nov SAIL was trading at 111.84. 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 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 19.9, which was 19.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SAIL was trading at 123.89. 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 Nov SAIL was trading at 118.53. 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 Nov SAIL was trading at 113.90. 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
