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

127.45 -0.38 (-0.30%)

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Historical option data for SAIL

18 Oct 2024 10:31 AM IST
SAIL 132.5 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 128.00 0.75 -2.65 40,000 -4,000 9,08,000
17 Oct 127.83 3.4 1.15 40,000 -36,000 9,16,000
16 Oct 129.92 2.25 -0.90 12,000 -8,000 9,56,000
15 Oct 130.94 3.15 -1.20 4,000 0 9,68,000
14 Oct 134.33 4.35 0.55 16,000 -8,000 9,76,000
11 Oct 134.03 3.8 0.80 80,000 -76,000 9,88,000
10 Oct 129.97 3 -0.30 20,000 -16,000 10,68,000
9 Oct 130.33 3.3 -0.65 1,40,000 -1,36,000 10,88,000
8 Oct 131.37 3.95 -1.35 52,08,000 6,80,000 12,08,000
7 Oct 132.19 5.3 -3.85 11,12,000 2,80,000 5,24,000
4 Oct 139.01 9.15 0.45 1,08,000 40,000 2,48,000
3 Oct 137.03 8.7 -3.50 16,000 0 2,00,000
1 Oct 141.03 12.2 0.45 88,000 4,000 2,04,000
30 Sept 141.36 11.75 0.25 56,000 -8,000 1,92,000
27 Sept 140.54 11.5 0.95 2,00,000 40,000 1,96,000
26 Sept 139.20 10.55 3.00 5,60,000 1,20,000 1,48,000
25 Sept 134.23 7.55 -6.75 44,000 28,000 28,000
24 Sept 133.88 14.3 0.00 0 0 0
23 Sept 129.68 14.3 0.00 0 0 0
20 Sept 126.28 14.3 0.00 0 0 0
19 Sept 126.54 14.3 0.00 0 0 0
18 Sept 129.65 14.3 0.00 0 0 0
17 Sept 131.93 14.3 0.00 0 0 0
16 Sept 133.04 14.3 0.00 0 0 0
13 Sept 132.20 14.3 0.00 0 0 0
12 Sept 130.69 14.3 0.00 0 0 0
11 Sept 126.97 14.3 0.00 0 0 0
10 Sept 129.14 14.3 0.00 0 0 0
9 Sept 127.91 14.3 0.00 0 0 0
6 Sept 129.38 14.3 0.00 0 0 0
5 Sept 131.22 14.3 0.00 0 0 0
4 Sept 130.46 14.3 0.00 0 0 0
3 Sept 131.78 14.3 0.00 0 0 0
2 Sept 133.17 14.3 0.00 0 0 0
30 Aug 133.69 14.3 0 0 0


For Steel Authority Of India - strike price 132.5 expiring on 31OCT2024

Delta for 132.5 CE is -

Historical price for 132.5 CE is as follows

On 18 Oct SAIL was trading at 128.00. The strike last trading price was 0.75, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 908000


On 17 Oct SAIL was trading at 127.83. The strike last trading price was 3.4, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -36000 which decreased total open position to 916000


On 16 Oct SAIL was trading at 129.92. The strike last trading price was 2.25, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 956000


On 15 Oct SAIL was trading at 130.94. The strike last trading price was 3.15, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 968000


On 14 Oct SAIL was trading at 134.33. The strike last trading price was 4.35, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 976000


On 11 Oct SAIL was trading at 134.03. The strike last trading price was 3.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -76000 which decreased total open position to 988000


On 10 Oct SAIL was trading at 129.97. The strike last trading price was 3, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -16000 which decreased total open position to 1068000


On 9 Oct SAIL was trading at 130.33. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -136000 which decreased total open position to 1088000


On 8 Oct SAIL was trading at 131.37. The strike last trading price was 3.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 680000 which increased total open position to 1208000


On 7 Oct SAIL was trading at 132.19. The strike last trading price was 5.3, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 280000 which increased total open position to 524000


On 4 Oct SAIL was trading at 139.01. The strike last trading price was 9.15, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 248000


On 3 Oct SAIL was trading at 137.03. The strike last trading price was 8.7, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200000


On 1 Oct SAIL was trading at 141.03. The strike last trading price was 12.2, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 204000


On 30 Sept SAIL was trading at 141.36. The strike last trading price was 11.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 192000


On 27 Sept SAIL was trading at 140.54. The strike last trading price was 11.5, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 196000


On 26 Sept SAIL was trading at 139.20. The strike last trading price was 10.55, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 148000


On 25 Sept SAIL was trading at 134.23. The strike last trading price was 7.55, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 28000


On 24 Sept SAIL was trading at 133.88. The strike last trading price was 14.3, 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 Sept SAIL was trading at 129.68. The strike last trading price was 14.3, 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 Sept SAIL was trading at 126.28. The strike last trading price was 14.3, 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 Sept SAIL was trading at 126.54. The strike last trading price was 14.3, 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 Sept SAIL was trading at 129.65. The strike last trading price was 14.3, 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 Sept SAIL was trading at 131.93. The strike last trading price was 14.3, 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 Sept SAIL was trading at 133.04. The strike last trading price was 14.3, 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 13 Sept SAIL was trading at 132.20. The strike last trading price was 14.3, 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 Sept SAIL was trading at 130.69. The strike last trading price was 14.3, 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 Sept SAIL was trading at 126.97. The strike last trading price was 14.3, 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 10 Sept SAIL was trading at 129.14. The strike last trading price was 14.3, 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 9 Sept SAIL was trading at 127.91. The strike last trading price was 14.3, 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 Sept SAIL was trading at 129.38. The strike last trading price was 14.3, 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 Sept SAIL was trading at 131.22. The strike last trading price was 14.3, 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 Sept SAIL was trading at 130.46. The strike last trading price was 14.3, 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 Sept SAIL was trading at 131.78. The strike last trading price was 14.3, 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 Sept SAIL was trading at 133.17. The strike last trading price was 14.3, 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 Aug SAIL was trading at 133.69. The strike last trading price was 14.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SAIL 132.5 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 128.00 5.25 0.00 0 -24,000 0
17 Oct 127.83 5.25 1.55 24,000 -20,000 11,60,000
16 Oct 129.92 3.7 0.10 4,000 0 11,84,000
15 Oct 130.94 3.6 0.60 16,000 -12,000 11,88,000
14 Oct 134.33 3 0.35 12,000 -8,000 12,04,000
11 Oct 134.03 2.65 -1.75 1,00,000 -80,000 12,32,000
10 Oct 129.97 4.4 -0.70 20,000 -12,000 13,20,000
9 Oct 130.33 5.1 0.40 1,24,000 -1,08,000 13,48,000
8 Oct 131.37 4.7 -0.35 61,04,000 9,28,000 17,44,000
7 Oct 132.19 5.05 2.75 24,80,000 3,88,000 8,12,000
4 Oct 139.01 2.3 -1.05 10,32,000 -80,000 4,16,000
3 Oct 137.03 3.35 1.35 6,88,000 -40,000 4,92,000
1 Oct 141.03 2 -0.45 6,04,000 -12,000 5,36,000
30 Sept 141.36 2.45 0.15 12,36,000 1,32,000 6,12,000
27 Sept 140.54 2.3 -0.40 13,16,000 1,52,000 4,84,000
26 Sept 139.20 2.7 -1.85 9,00,000 2,56,000 3,36,000
25 Sept 134.23 4.55 -6.35 1,20,000 76,000 76,000
24 Sept 133.88 10.9 0.00 0 0 0
23 Sept 129.68 10.9 0.00 0 0 0
20 Sept 126.28 10.9 0.00 0 0 0
19 Sept 126.54 10.9 0.00 0 0 0
18 Sept 129.65 10.9 0.00 0 0 0
17 Sept 131.93 10.9 0.00 0 0 0
16 Sept 133.04 10.9 0.00 0 0 0
13 Sept 132.20 10.9 0.00 0 0 0
12 Sept 130.69 10.9 0.00 0 0 0
11 Sept 126.97 10.9 0.00 0 0 0
10 Sept 129.14 10.9 0.00 0 0 0
9 Sept 127.91 10.9 0.00 0 0 0
6 Sept 129.38 10.9 0.00 0 0 0
5 Sept 131.22 10.9 0.00 0 0 0
4 Sept 130.46 10.9 0.00 0 0 0
3 Sept 131.78 10.9 0.00 0 0 0
2 Sept 133.17 10.9 0.00 0 0 0
30 Aug 133.69 10.9 0 0 0


For Steel Authority Of India - strike price 132.5 expiring on 31OCT2024

Delta for 132.5 PE is -

Historical price for 132.5 PE is as follows

On 18 Oct SAIL was trading at 128.00. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 0


On 17 Oct SAIL was trading at 127.83. The strike last trading price was 5.25, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 1160000


On 16 Oct SAIL was trading at 129.92. The strike last trading price was 3.7, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1184000


On 15 Oct SAIL was trading at 130.94. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 1188000


On 14 Oct SAIL was trading at 134.33. The strike last trading price was 3, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 1204000


On 11 Oct SAIL was trading at 134.03. The strike last trading price was 2.65, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 1232000


On 10 Oct SAIL was trading at 129.97. The strike last trading price was 4.4, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 1320000


On 9 Oct SAIL was trading at 130.33. The strike last trading price was 5.1, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -108000 which decreased total open position to 1348000


On 8 Oct SAIL was trading at 131.37. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 928000 which increased total open position to 1744000


On 7 Oct SAIL was trading at 132.19. The strike last trading price was 5.05, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 388000 which increased total open position to 812000


On 4 Oct SAIL was trading at 139.01. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 416000


On 3 Oct SAIL was trading at 137.03. The strike last trading price was 3.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 492000


On 1 Oct SAIL was trading at 141.03. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 536000


On 30 Sept SAIL was trading at 141.36. The strike last trading price was 2.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 132000 which increased total open position to 612000


On 27 Sept SAIL was trading at 140.54. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 152000 which increased total open position to 484000


On 26 Sept SAIL was trading at 139.20. The strike last trading price was 2.7, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 256000 which increased total open position to 336000


On 25 Sept SAIL was trading at 134.23. The strike last trading price was 4.55, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 76000 which increased total open position to 76000


On 24 Sept SAIL was trading at 133.88. The strike last trading price was 10.9, 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 23 Sept SAIL was trading at 129.68. The strike last trading price was 10.9, 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 Sept SAIL was trading at 126.28. The strike last trading price was 10.9, 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 Sept SAIL was trading at 126.54. The strike last trading price was 10.9, 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 Sept SAIL was trading at 129.65. The strike last trading price was 10.9, 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 17 Sept SAIL was trading at 131.93. The strike last trading price was 10.9, 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 16 Sept SAIL was trading at 133.04. The strike last trading price was 10.9, 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 13 Sept SAIL was trading at 132.20. The strike last trading price was 10.9, 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 Sept SAIL was trading at 130.69. The strike last trading price was 10.9, 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 11 Sept SAIL was trading at 126.97. The strike last trading price was 10.9, 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 10 Sept SAIL was trading at 129.14. The strike last trading price was 10.9, 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 9 Sept SAIL was trading at 127.91. The strike last trading price was 10.9, 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 6 Sept SAIL was trading at 129.38. The strike last trading price was 10.9, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 10.9, 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 4 Sept SAIL was trading at 130.46. The strike last trading price was 10.9, 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 3 Sept SAIL was trading at 131.78. The strike last trading price was 10.9, 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 2 Sept SAIL was trading at 133.17. The strike last trading price was 10.9, 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 30 Aug SAIL was trading at 133.69. The strike last trading price was 10.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0