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

111.84 0.15 (0.13%)

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Historical option data for SAIL

14 Nov 2024 04:11 PM IST
SAIL 28NOV2024 132.5 CE
Delta: 0.05
Vega: 0.02
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 111.84 0.2 -0.05 49.56 93 -20 175
13 Nov 111.69 0.25 -0.05 48.73 90 10 193
12 Nov 114.17 0.3 -0.10 44.19 79 11 180
11 Nov 115.89 0.4 -0.30 41.91 100 -5 169
8 Nov 118.21 0.7 -1.25 40.54 392 30 176
7 Nov 123.36 1.95 -0.15 41.99 417 13 154
6 Nov 123.89 2.1 0.75 41.64 373 42 116
5 Nov 118.53 1.35 0.50 45.14 221 19 75
4 Nov 113.90 0.85 -0.05 46.97 87 21 55
1 Nov 117.75 0.9 -0.10 36.56 12 1 23
31 Oct 115.75 1 -0.15 - 22 8 21
30 Oct 116.03 1.15 0.00 - 20 5 7
29 Oct 115.71 1.15 -15.80 - 6 1 1
28 Oct 114.67 16.95 0.00 - 0 0 0
25 Oct 111.48 16.95 0.00 - 0 0 0
24 Oct 117.13 16.95 0.00 - 0 0 0
23 Oct 118.13 16.95 0.00 - 0 0 0
22 Oct 121.80 16.95 0.00 - 0 0 0
21 Oct 126.46 16.95 0.00 - 0 0 0
18 Oct 129.03 16.95 0.00 - 0 0 0
17 Oct 127.83 16.95 0.00 - 0 0 0
16 Oct 129.92 16.95 0.00 - 0 0 0
15 Oct 130.94 16.95 0.00 - 0 0 0
14 Oct 134.33 16.95 0.00 - 0 0 0
11 Oct 134.03 16.95 0.00 - 0 0 0
10 Oct 129.97 16.95 0.00 - 0 0 0
9 Oct 130.33 16.95 0.00 - 0 0 0
8 Oct 131.37 16.95 0.00 - 0 0 0
7 Oct 132.19 16.95 0.00 - 0 0 0
4 Oct 139.01 16.95 0.00 - 0 0 0
3 Oct 137.03 16.95 0.00 - 0 0 0
1 Oct 141.03 16.95 0.00 - 0 0 0
30 Sept 141.36 16.95 0.00 - 0 0 0
27 Sept 140.54 16.95 - 0 0 0


For Steel Authority Of India - strike price 132.5 expiring on 28NOV2024

Delta for 132.5 CE is 0.05

Historical price for 132.5 CE is as follows

On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 49.56, the open interest changed by -20 which decreased total open position to 175


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 48.73, the open interest changed by 10 which increased total open position to 193


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 44.19, the open interest changed by 11 which increased total open position to 180


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 41.91, the open interest changed by -5 which decreased total open position to 169


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.7, which was -1.25 lower than the previous day. The implied volatity was 40.54, the open interest changed by 30 which increased total open position to 176


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 41.99, the open interest changed by 13 which increased total open position to 154


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 2.1, which was 0.75 higher than the previous day. The implied volatity was 41.64, the open interest changed by 42 which increased total open position to 116


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 1.35, which was 0.50 higher than the previous day. The implied volatity was 45.14, the open interest changed by 19 which increased total open position to 75


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 46.97, the open interest changed by 21 which increased total open position to 55


On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 36.56, the open interest changed by 1 which increased total open position to 23


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SAIL was trading at 116.03. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SAIL was trading at 115.71. The strike last trading price was 1.15, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SAIL was trading at 114.67. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SAIL was trading at 111.48. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SAIL was trading at 117.13. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SAIL was trading at 118.13. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SAIL was trading at 121.80. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SAIL was trading at 126.46. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct SAIL was trading at 129.03. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SAIL was trading at 127.83. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SAIL was trading at 129.92. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SAIL was trading at 130.94. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SAIL was trading at 134.33. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SAIL was trading at 134.03. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SAIL was trading at 129.97. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SAIL was trading at 130.33. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SAIL was trading at 131.37. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SAIL was trading at 132.19. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SAIL was trading at 139.01. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SAIL was trading at 137.03. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SAIL was trading at 141.03. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SAIL was trading at 141.36. The strike last trading price was 16.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept SAIL was trading at 140.54. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 28NOV2024 132.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 111.84 14.45 0.00 0.00 0 0 0
13 Nov 111.69 14.45 0.00 0.00 0 0 0
12 Nov 114.17 14.45 0.00 0.00 0 0 0
11 Nov 115.89 14.45 0.00 0.00 0 0 0
8 Nov 118.21 14.45 0.00 0.00 0 0 0
7 Nov 123.36 14.45 0.00 0.00 0 -1 0
6 Nov 123.89 14.45 -0.55 78.72 1 0 6
5 Nov 118.53 15 -1.70 51.14 1 0 6
4 Nov 113.90 16.7 0.00 0.00 0 0 0
1 Nov 117.75 16.7 0.00 0.00 0 3 0
31 Oct 115.75 16.7 0.70 - 4 3 6
30 Oct 116.03 16 -3.60 - 1 0 2
29 Oct 115.71 19.6 13.60 - 1 0 1
28 Oct 114.67 6 0.00 - 0 0 0
25 Oct 111.48 6 0.00 - 0 0 0
24 Oct 117.13 6 0.00 - 0 0 0
23 Oct 118.13 6 0.00 - 0 0 0
22 Oct 121.80 6 0.00 - 0 0 1
21 Oct 126.46 6 0.00 - 0 0 1
18 Oct 129.03 6 0.00 - 0 0 1
17 Oct 127.83 6 0.00 - 0 0 1
16 Oct 129.92 6 0.00 - 0 0 1
15 Oct 130.94 6 0.00 - 0 0 1
14 Oct 134.33 6 0.00 - 1 0 1
11 Oct 134.03 6 0.00 - 1 0 1
10 Oct 129.97 6 0.00 - 1 0 1
9 Oct 130.33 6 0.00 - 1 0 1
8 Oct 131.37 6 -2.60 - 1 0 0
7 Oct 132.19 8.6 0.00 - 0 0 0
4 Oct 139.01 8.6 0.00 - 0 0 0
3 Oct 137.03 8.6 0.00 - 0 0 0
1 Oct 141.03 8.6 0.00 - 0 0 0
30 Sept 141.36 8.6 0.00 - 0 0 0
27 Sept 140.54 8.6 - 0 0 0


For Steel Authority Of India - strike price 132.5 expiring on 28NOV2024

Delta for 132.5 PE is 0.00

Historical price for 132.5 PE is as follows

On 14 Nov SAIL was trading at 111.84. The strike last trading price was 14.45, 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 14.45, 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 12 Nov SAIL was trading at 114.17. The strike last trading price was 14.45, 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 11 Nov SAIL was trading at 115.89. The strike last trading price was 14.45, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 14.45, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 14.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 14.45, which was -0.55 lower than the previous day. The implied volatity was 78.72, the open interest changed by 0 which decreased total open position to 6


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 15, which was -1.70 lower than the previous day. The implied volatity was 51.14, the open interest changed by 0 which decreased total open position to 6


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 16.7, 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 1 Nov SAIL was trading at 117.75. The strike last trading price was 16.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 16.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SAIL was trading at 116.03. The strike last trading price was 16, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SAIL was trading at 115.71. The strike last trading price was 19.6, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SAIL was trading at 114.67. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SAIL was trading at 111.48. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SAIL was trading at 117.13. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SAIL was trading at 118.13. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SAIL was trading at 121.80. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SAIL was trading at 126.46. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct SAIL was trading at 129.03. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SAIL was trading at 127.83. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SAIL was trading at 129.92. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SAIL was trading at 130.94. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SAIL was trading at 134.33. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SAIL was trading at 134.03. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SAIL was trading at 129.97. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SAIL was trading at 130.33. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SAIL was trading at 131.37. The strike last trading price was 6, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SAIL was trading at 132.19. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SAIL was trading at 139.01. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SAIL was trading at 137.03. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SAIL was trading at 141.03. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SAIL was trading at 141.36. The strike last trading price was 8.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept SAIL was trading at 140.54. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to