SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
SAIL 28NOV2024 132.5 CE | ||||||||||
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Delta: 0.05
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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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 | |||
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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 | |||||||
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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 |
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