SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 116.10 | 0.05 | 0.00 | 50.71 | 54 | -41 | 412 | |||
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| 19 Dec | 118.91 | 0.05 | -0.05 | 37.92 | 36 | -35 | 454 | |||
| 18 Dec | 119.81 | 0.1 | -0.05 | 37.84 | 40 | -39 | 490 | |||
| 17 Dec | 121.11 | 0.15 | -0.15 | 34.75 | 46 | -40 | 535 | |||
| 16 Dec | 123.61 | 0.3 | -0.60 | 30.52 | 45 | -44 | 576 | |||
| 13 Dec | 124.76 | 0.9 | -1.40 | 35.86 | 2,169 | 125 | 623 | |||
| 12 Dec | 129.26 | 2.3 | 0.70 | 35.32 | 2,425 | 74 | 500 | |||
| 11 Dec | 126.95 | 1.6 | 0.00 | 34.15 | 731 | 47 | 426 | |||
| 10 Dec | 126.81 | 1.6 | -0.35 | 33.31 | 1,072 | 109 | 381 | |||
| 9 Dec | 126.13 | 1.95 | 0.75 | 36.79 | 902 | 51 | 273 | |||
| 6 Dec | 123.89 | 1.2 | 0.25 | 33.55 | 542 | 29 | 222 | |||
| 5 Dec | 122.47 | 0.95 | -0.15 | 32.42 | 238 | 26 | 195 | |||
| 4 Dec | 122.17 | 1.1 | 0.05 | 32.83 | 314 | 8 | 169 | |||
| 3 Dec | 122.79 | 1.05 | 0.45 | 31.58 | 390 | 63 | 162 | |||
| 2 Dec | 119.08 | 0.6 | 0.05 | 33.15 | 179 | 37 | 110 | |||
| 29 Nov | 117.11 | 0.55 | 0.00 | 33.81 | 130 | 46 | 71 | |||
| 28 Nov | 116.28 | 0.55 | -0.10 | 33.60 | 31 | 5 | 22 | |||
| 27 Nov | 116.26 | 0.65 | -0.20 | 35.85 | 19 | 15 | 17 | |||
| 26 Nov | 115.83 | 0.85 | 0.10 | 38.95 | 2 | 1 | 1 | |||
| 25 Nov | 114.09 | 0.75 | 0.00 | 39.48 | 1 | 0 | 1 | |||
| 22 Nov | 112.83 | 0.75 | 0.20 | 40.16 | 2 | 1 | 2 | |||
| 21 Nov | 110.59 | 0.55 | -0.20 | 39.45 | 1 | 0 | 0 | |||
| 20 Nov | 111.45 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 0.75 | -3.75 | 35.78 | 2 | 1 | 1 | |||
| 12 Nov | 114.17 | 4.5 | 0.00 | 11.53 | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 4.5 | 0.00 | 10.24 | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 4.5 | 0.00 | 8.81 | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 4.5 | 4.50 | 5.25 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 132.5 expiring on 26DEC2024
Delta for 132.5 CE is 0.02
Historical price for 132.5 CE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 50.71, the open interest changed by -41 which decreased total open position to 412
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 37.92, the open interest changed by -35 which decreased total open position to 454
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 37.84, the open interest changed by -39 which decreased total open position to 490
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 34.75, the open interest changed by -40 which decreased total open position to 535
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.3, which was -0.60 lower than the previous day. The implied volatity was 30.52, the open interest changed by -44 which decreased total open position to 576
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.9, which was -1.40 lower than the previous day. The implied volatity was 35.86, the open interest changed by 125 which increased total open position to 623
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 2.3, which was 0.70 higher than the previous day. The implied volatity was 35.32, the open interest changed by 74 which increased total open position to 500
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 34.15, the open interest changed by 47 which increased total open position to 426
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 33.31, the open interest changed by 109 which increased total open position to 381
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 1.95, which was 0.75 higher than the previous day. The implied volatity was 36.79, the open interest changed by 51 which increased total open position to 273
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 33.55, the open interest changed by 29 which increased total open position to 222
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 32.42, the open interest changed by 26 which increased total open position to 195
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 32.83, the open interest changed by 8 which increased total open position to 169
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 31.58, the open interest changed by 63 which increased total open position to 162
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.15, the open interest changed by 37 which increased total open position to 110
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 33.81, the open interest changed by 46 which increased total open position to 71
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 33.60, the open interest changed by 5 which increased total open position to 22
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 35.85, the open interest changed by 15 which increased total open position to 17
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 38.95, the open interest changed by 1 which increased total open position to 1
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 39.48, the open interest changed by 0 which decreased total open position to 1
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 40.16, the open interest changed by 1 which increased total open position to 2
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 39.45, 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 0.75, 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 Nov SAIL was trading at 111.45. The strike last trading price was 0.75, 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 Nov SAIL was trading at 112.77. The strike last trading price was 0.75, 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 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.75, 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 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.75, which was -3.75 lower than the previous day. The implied volatity was 35.78, the open interest changed by 1 which increased total open position to 1
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 11.53, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 10.24, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 8.81, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 4.5, which was 4.50 higher than the previous day. The implied volatity was 5.25, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| SAIL 26DEC2024 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 116.10 | 8.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 8.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 8.25 | 0.00 | 0.00 | 0 | 0 | 36 |
| 17 Dec | 121.11 | 8.25 | 0.00 | 0.00 | 122 | 0 | 36 |
| 16 Dec | 123.61 | 8.25 | 0.00 | 0.00 | 122 | 0 | 36 |
| 13 Dec | 124.76 | 8.25 | 2.95 | 31.00 | 122 | 24 | 97 |
| 12 Dec | 129.26 | 5.3 | -1.45 | 35.39 | 158 | 53 | 70 |
| 11 Dec | 126.95 | 6.75 | 0.00 | 35.19 | 27 | 4 | 18 |
| 10 Dec | 126.81 | 6.75 | -2.45 | 33.53 | 17 | 6 | 15 |
| 9 Dec | 126.13 | 9.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 123.89 | 9.2 | -1.85 | 33.01 | 10 | 2 | 10 |
| 5 Dec | 122.47 | 11.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 122.17 | 11.05 | 0.80 | 44.42 | 6 | 2 | 10 |
| 3 Dec | 122.79 | 10.25 | -5.85 | 35.27 | 13 | 7 | 9 |
| 2 Dec | 119.08 | 16.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 117.11 | 16.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 116.28 | 16.1 | -3.70 | 43.18 | 2 | 1 | 1 |
| 27 Nov | 116.26 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 115.83 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 114.09 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 112.83 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 110.59 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 111.45 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 111.45 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 112.77 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 111.84 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 111.69 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 114.17 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 115.89 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 118.21 | 19.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 123.36 | 19.8 | 19.80 | - | 0 | 0 | 0 |
| 6 Nov | 123.89 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | 0.00 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 132.5 expiring on 26DEC2024
Delta for 132.5 PE is 0.00
Historical price for 132.5 PE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 8.25, 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 8.25, 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 8.25, 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 36
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 8.25, 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 36
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 8.25, 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 36
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 8.25, which was 2.95 higher than the previous day. The implied volatity was 31.00, the open interest changed by 24 which increased total open position to 97
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 5.3, which was -1.45 lower than the previous day. The implied volatity was 35.39, the open interest changed by 53 which increased total open position to 70
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by 4 which increased total open position to 18
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 6.75, which was -2.45 lower than the previous day. The implied volatity was 33.53, the open interest changed by 6 which increased total open position to 15
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 9.2, which was -1.85 lower than the previous day. The implied volatity was 33.01, 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 11.05, 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 4 Dec SAIL was trading at 122.17. The strike last trading price was 11.05, which was 0.80 higher than the previous day. The implied volatity was 44.42, the open interest changed by 2 which increased total open position to 10
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 10.25, which was -5.85 lower than the previous day. The implied volatity was 35.27, the open interest changed by 7 which increased total open position to 9
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 16.1, 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 29 Nov SAIL was trading at 117.11. The strike last trading price was 16.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 16.1, which was -3.70 lower than the previous day. The implied volatity was 43.18, the open interest changed by 1 which increased total open position to 1
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 19.8, 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 26 Nov SAIL was trading at 115.83. The strike last trading price was 19.8, 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 25 Nov SAIL was trading at 114.09. The strike last trading price was 19.8, 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 19.8, 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 21 Nov SAIL was trading at 110.59. The strike last trading price was 19.8, 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 19.8, 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 19.8, 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 19.8, 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 19.8, 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 Nov SAIL was trading at 111.69. The strike last trading price was 19.8, 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 19.8, 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 Nov SAIL was trading at 115.89. The strike last trading price was 19.8, 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 Nov SAIL was trading at 118.21. The strike last trading price was 19.8, 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 Nov SAIL was trading at 123.36. The strike last trading price was 19.8, which was 19.80 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
