SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 132.5 CE | ||||||||||
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Delta: 0.09
Vega: 0.06
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 0.45 | -0.30 | 30.49 | 212 | 104 | 121 | |||
| 26 Dec | 117.59 | 0.75 | -0.30 | 30.31 | 39 | 15 | 18 | |||
| 24 Dec | 119.06 | 1.05 | -4.05 | 31.23 | 3 | 2 | 2 | |||
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| 23 Dec | 121.19 | 5.1 | 0.00 | 8.36 | 0 | 0 | 0 | |||
| 20 Dec | 116.10 | 5.1 | 0.00 | 10.24 | 0 | 0 | 0 | |||
| 19 Dec | 118.91 | 5.1 | 0.00 | 8.31 | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 5.1 | 0.00 | 8.18 | 0 | 0 | 0 | |||
| 17 Dec | 121.11 | 5.1 | 0.00 | 6.73 | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 5.1 | 0.00 | 5.27 | 0 | 0 | 0 | |||
| 13 Dec | 124.76 | 5.1 | 0.00 | 4.34 | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 5.1 | 0.00 | 1.39 | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 5.1 | 0.00 | 2.68 | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 5.1 | 0.00 | 2.71 | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 5.1 | 0.00 | 2.86 | 0 | 0 | 0 | |||
| 6 Dec | 123.89 | 5.1 | 0.00 | 4.53 | 0 | 0 | 0 | |||
| 5 Dec | 122.47 | 5.1 | 0.00 | 5.29 | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 5.1 | 0.00 | 5.05 | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 5.1 | 5.10 | 4.93 | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 132.5 expiring on 30JAN2025
Delta for 132.5 CE is 0.09
Historical price for 132.5 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 30.49, the open interest changed by 104 which increased total open position to 121
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 30.31, the open interest changed by 15 which increased total open position to 18
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 1.05, which was -4.05 lower than the previous day. The implied volatity was 31.23, the open interest changed by 2 which increased total open position to 2
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 8.36, the open interest changed by 0 which decreased total open position to 0
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 5.1, 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 19 Dec SAIL was trading at 118.91. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 8.31, 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 5.1, which was 0.00 lower than the previous day. The implied volatity was 8.18, the open interest changed by 0 which decreased total open position to 0
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 6.73, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 5.1, which was 0.00 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 5.1, which was 5.10 higher than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SAIL was trading at 119.08. 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 29 Nov SAIL was trading at 117.11. 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 30JAN2025 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 117.59 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 119.06 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 121.19 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 116.10 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 118.91 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 119.81 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 121.11 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 123.61 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 124.76 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 129.26 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 126.95 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 126.81 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 126.13 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 123.89 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 122.47 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 122.17 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 122.79 | 19.65 | 19.65 | - | 0 | 0 | 0 |
| 2 Dec | 119.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 117.11 | 0 | 0.00 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 132.5 expiring on 30JAN2025
Delta for 132.5 PE is -
Historical price for 132.5 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 19.65, 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 Dec SAIL was trading at 117.59. The strike last trading price was 19.65, 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 24 Dec SAIL was trading at 119.06. The strike last trading price was 19.65, 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 Dec SAIL was trading at 121.19. The strike last trading price was 19.65, 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 Dec SAIL was trading at 116.10. The strike last trading price was 19.65, 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 Dec SAIL was trading at 118.91. The strike last trading price was 19.65, 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 Dec SAIL was trading at 119.81. The strike last trading price was 19.65, 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 Dec SAIL was trading at 121.11. The strike last trading price was 19.65, 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 Dec SAIL was trading at 123.61. The strike last trading price was 19.65, 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 Dec SAIL was trading at 124.76. The strike last trading price was 19.65, 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 Dec SAIL was trading at 129.26. The strike last trading price was 19.65, 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 Dec SAIL was trading at 126.95. The strike last trading price was 19.65, 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 Dec SAIL was trading at 126.81. The strike last trading price was 19.65, 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 Dec SAIL was trading at 126.13. The strike last trading price was 19.65, 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 Dec SAIL was trading at 123.89. The strike last trading price was 19.65, 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 Dec SAIL was trading at 122.47. The strike last trading price was 19.65, 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 Dec SAIL was trading at 122.17. The strike last trading price was 19.65, 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 Dec SAIL was trading at 122.79. The strike last trading price was 19.65, which was 19.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SAIL was trading at 119.08. 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 29 Nov SAIL was trading at 117.11. 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
