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 | 17.95 | 0.00 | - | 0 | 12,000 | 0 | |||
| 4 Jul | 151.05 | 17.95 | - | 0 | 12,000 | 0 | ||||
| 3 Jul | 151.62 | 17.95 | - | 0 | 12,000 | 0 | ||||
| 2 Jul | 146.68 | 17.95 | - | 16,000 | 8,000 | 8,000 | ||||
| 1 Jul | 149.06 | 29.35 | - | 0 | 0 | 0 | ||||
| 28 Jun | 148.65 | 29.35 | - | 0 | 0 | 0 | ||||
| 27 Jun | 142.88 | 29.35 | - | 0 | 0 | 0 | ||||
| 26 Jun | 143.97 | 29.35 | - | 0 | 0 | 0 | ||||
| 25 Jun | 147.01 | 29.35 | - | 0 | 0 | 0 | ||||
| 24 Jun | 149.85 | 29.35 | - | 0 | 0 | 0 | ||||
| 21 Jun | 155.44 | 29.35 | - | 0 | 0 | 0 | ||||
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| 20 Jun | 154.03 | 29.35 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 29.35 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 29.35 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 29.35 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 29.35 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 29.35 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 29.35 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 29.35 | - | 0 | 0 | 0 | ||||
| 7 Jun | 152.75 | 29.35 | - | 0 | 0 | 0 | ||||
| 6 Jun | 146.90 | 29.35 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 29.35 | - | 0 | 0 | 0 | ||||
| 4 Jun | 133.05 | 29.35 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 132.5 expiring on 25JUL2024
Delta for 132.5 CE is -
Historical price for 132.5 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 17.95, 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 4 Jul SAIL was trading at 151.05. The strike last trading price was 17.95, which was 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 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 29.35, 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 28 Jun SAIL was trading at 148.65. The strike last trading price was 29.35, 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 27 Jun SAIL was trading at 142.88. The strike last trading price was 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 29.35, 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 | 0.4 | -0.15 | - | 3,88,000 | -84,000 | 1,68,000 |
| 4 Jul | 151.05 | 0.55 | - | 84,000 | -4,000 | 2,52,000 | |
| 3 Jul | 151.62 | 0.7 | - | 2,40,000 | 40,000 | 2,56,000 | |
| 2 Jul | 146.68 | 1.3 | - | 5,24,000 | 1,48,000 | 2,12,000 | |
| 1 Jul | 149.06 | 1.1 | - | 76,000 | 16,000 | 64,000 | |
| 28 Jun | 148.65 | 1.2 | - | 88,000 | 48,000 | 48,000 | |
| 27 Jun | 142.88 | 2.6 | - | 0 | 0 | 0 | |
| 26 Jun | 143.97 | 2.6 | - | 0 | 0 | 0 | |
| 25 Jun | 147.01 | 2.6 | - | 0 | 0 | 0 | |
| 24 Jun | 149.85 | 2.6 | - | 0 | 0 | 0 | |
| 21 Jun | 155.44 | 2.60 | - | 0 | 0 | 0 | |
| 20 Jun | 154.03 | 2.60 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 2.60 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 2.60 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 2.60 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 2.60 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 2.60 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 2.60 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 2.60 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 2.60 | - | 0 | 0 | 0 | |
| 6 Jun | 146.90 | 2.60 | - | 0 | 0 | 0 | |
| 5 Jun | 145.55 | 2.60 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 2.60 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 132.5 expiring on 25JUL2024
Delta for 132.5 PE is -
Historical price for 132.5 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -84000 which decreased total open position to 168000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 252000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 256000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 148000 which increased total open position to 212000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 64000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 48000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 2.6, 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 2.6, 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 2.6, 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 2.6, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, 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 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0