SAIL
Steel Authority Of India
Historical option data for SAIL
13 Mar 2025 04:11 PM IST
| SAIL 27MAR2025 135 CE | ||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105.89 | 0.05 | 0 | 52.12 | 5 | -3 | 261 | |||
| 12 Mar | 106.66 | 0.05 | -0.05 | - | 6 | -5 | 265 | |||
| 11 Mar | 108.13 | 0.1 | 0 | 50.07 | 104 | 21 | 294 | |||
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| 10 Mar | 107.27 | 0.05 | -0.15 | 46.76 | 121 | 3 | 276 | |||
| 7 Mar | 110.91 | 0.2 | -0.05 | 46.56 | 109 | 28 | 273 | |||
| 6 Mar | 111.97 | 0.25 | -0.05 | 46.10 | 226 | 73 | 245 | |||
| 5 Mar | 112.53 | 0.3 | 0.15 | 44.63 | 165 | 63 | 169 | |||
| 4 Mar | 107.66 | 0.15 | 0.05 | 45.69 | 38 | 10 | 112 | |||
| 3 Mar | 106.36 | 0.1 | 0 | 42.78 | 13 | -1 | 103 | |||
| 28 Feb | 105.02 | 0.1 | -0.05 | 43.36 | 11 | 6 | 104 | |||
| 27 Feb | 105.98 | 0.15 | 0 | 43.89 | 71 | 15 | 98 | |||
| 26 Feb | 106.81 | 0.15 | -0.1 | 41.99 | 58 | 27 | 81 | |||
| 25 Feb | 106.17 | 0.15 | -0.1 | 41.99 | 58 | 25 | 81 | |||
| 24 Feb | 108.21 | 0.25 | -6.5 | 42.49 | 84 | 57 | 57 | |||
| 21 Feb | 112.76 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 109.84 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 106.53 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 104.39 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 105.33 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Feb | 105.71 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 109.33 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 105.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 100.02 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 107.98 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 106.68 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 106.53 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 31 Jan | 107.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Jan | 111.47 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Jan | 110.42 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 114.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Jan | 114.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Jan | 112.93 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Dec | 113.13 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 111.73 | 0 | 8.20 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 135 expiring on 27MAR2025
Delta for 135 CE is 0.01
Historical price for 135 CE is as follows
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 52.12, the open interest changed by -3 which decreased total open position to 261
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 265
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 50.07, the open interest changed by 21 which increased total open position to 294
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 46.76, the open interest changed by 3 which increased total open position to 276
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 46.56, the open interest changed by 28 which increased total open position to 273
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 46.10, the open interest changed by 73 which increased total open position to 245
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 44.63, the open interest changed by 63 which increased total open position to 169
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 45.69, the open interest changed by 10 which increased total open position to 112
On 3 Mar SAIL was trading at 106.36. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 42.78, the open interest changed by -1 which decreased total open position to 103
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.36, the open interest changed by 6 which increased total open position to 104
On 27 Feb SAIL was trading at 105.98. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 43.89, the open interest changed by 15 which increased total open position to 98
On 26 Feb SAIL was trading at 106.81. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 41.99, the open interest changed by 27 which increased total open position to 81
On 25 Feb SAIL was trading at 106.17. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 41.99, the open interest changed by 25 which increased total open position to 81
On 24 Feb SAIL was trading at 108.21. The strike last trading price was 0.25, which was -6.5 lower than the previous day. The implied volatity was 42.49, the open interest changed by 57 which increased total open position to 57
On 21 Feb SAIL was trading at 112.76. The strike last trading price was 0, which was 0 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 20 Feb SAIL was trading at 109.84. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 106.53. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 104.39. The strike last trading price was 0, which was 0 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 17 Feb SAIL was trading at 105.33. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 105.71. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 109.33. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 105.75. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 100.02. The strike last trading price was 0, which was 0 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 6 Feb SAIL was trading at 107.98. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 106.68. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 106.53. The strike last trading price was 0, which was 0 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 31 Jan SAIL was trading at 107.43. The strike last trading price was 0, which was 0 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 Jan SAIL was trading at 111.47. 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 6 Jan SAIL was trading at 110.42. 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 3 Jan SAIL was trading at 114.17. 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 2 Jan SAIL was trading at 114.07. 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 1 Jan SAIL was trading at 112.93. 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 31 Dec SAIL was trading at 113.13. 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 30 Dec SAIL was trading at 111.73. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0
| SAIL 27MAR2025 135 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 |
| 13 Mar | 105.89 | 26.75 | 0 | 0.00 | 0 | 0 | 115 |
| 12 Mar | 106.66 | 26.75 | 0 | 0.00 | 0 | 0 | 115 |
| 11 Mar | 108.13 | 26.75 | 0 | 0.00 | 0 | -1 | 0 |
| 10 Mar | 107.27 | 26.75 | 4.45 | - | 1 | 0 | 116 |
| 7 Mar | 110.91 | 22.3 | 1 | - | 5 | -1 | 116 |
| 6 Mar | 111.97 | 21.3 | -0.6 | - | 8 | 1 | 118 |
| 5 Mar | 112.53 | 21.9 | -8.85 | 37.70 | 6 | -2 | 113 |
| 4 Mar | 107.66 | 30.75 | 0 | 0.00 | 0 | -3 | 0 |
| 3 Mar | 106.36 | 30.75 | 0.8 | - | 5 | -2 | 116 |
| 28 Feb | 105.02 | 29.95 | 0.85 | 67.78 | 1 | 2 | 117 |
| 27 Feb | 105.98 | 29.1 | 1.3 | 64.66 | 27 | 22 | 115 |
| 26 Feb | 106.81 | 28 | 1.65 | 60.14 | 29 | 28 | 93 |
| 25 Feb | 106.17 | 28 | 1.65 | 60.14 | 29 | 28 | 93 |
| 24 Feb | 108.21 | 26.35 | 4.6 | 48.43 | 67 | 62 | 62 |
| 21 Feb | 112.76 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 109.84 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 106.53 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 104.39 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 105.33 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 105.71 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 109.33 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 105.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 100.02 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 107.98 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 106.68 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 106.53 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 31 Jan | 107.43 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 111.47 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 110.42 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 114.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 114.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 112.93 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 113.13 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 111.73 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 135 expiring on 27MAR2025
Delta for 135 PE is 0.00
Historical price for 135 PE is as follows
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 115
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 26.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 115
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 26.75, which was 0 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 10 Mar SAIL was trading at 107.27. The strike last trading price was 26.75, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 22.3, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 116
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 21.3, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 118
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 21.9, which was -8.85 lower than the previous day. The implied volatity was 37.70, the open interest changed by -2 which decreased total open position to 113
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 30.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 3 Mar SAIL was trading at 106.36. The strike last trading price was 30.75, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 116
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 29.95, which was 0.85 higher than the previous day. The implied volatity was 67.78, the open interest changed by 2 which increased total open position to 117
On 27 Feb SAIL was trading at 105.98. The strike last trading price was 29.1, which was 1.3 higher than the previous day. The implied volatity was 64.66, the open interest changed by 22 which increased total open position to 115
On 26 Feb SAIL was trading at 106.81. The strike last trading price was 28, which was 1.65 higher than the previous day. The implied volatity was 60.14, the open interest changed by 28 which increased total open position to 93
On 25 Feb SAIL was trading at 106.17. The strike last trading price was 28, which was 1.65 higher than the previous day. The implied volatity was 60.14, the open interest changed by 28 which increased total open position to 93
On 24 Feb SAIL was trading at 108.21. The strike last trading price was 26.35, which was 4.6 higher than the previous day. The implied volatity was 48.43, the open interest changed by 62 which increased total open position to 62
On 21 Feb SAIL was trading at 112.76. The strike last trading price was 0, which was 0 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 20 Feb SAIL was trading at 109.84. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 106.53. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 104.39. The strike last trading price was 0, which was 0 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 17 Feb SAIL was trading at 105.33. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 105.71. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 109.33. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 105.75. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 100.02. The strike last trading price was 0, which was 0 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 6 Feb SAIL was trading at 107.98. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 106.68. The strike last trading price was 0, which was 0 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 Feb SAIL was trading at 106.53. The strike last trading price was 0, which was 0 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 31 Jan SAIL was trading at 107.43. The strike last trading price was 0, which was 0 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 Jan SAIL was trading at 111.47. 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 6 Jan SAIL was trading at 110.42. 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 3 Jan SAIL was trading at 114.17. 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 2 Jan SAIL was trading at 114.07. 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 1 Jan SAIL was trading at 112.93. 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 31 Dec SAIL was trading at 113.13. 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 30 Dec SAIL was trading at 111.73. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
