SAIL
STEEL AUTHORITY OF INDIA
Historical option data for SAIL
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 155.61 | 19.95 | 1.65 | - | 8,000 | 0 | 60,000 | |||
| 4 Jul | 151.05 | 18.3 | - | 24,000 | 4,000 | 60,000 | ||||
| 3 Jul | 151.62 | 18.45 | - | 16,000 | -8,000 | 56,000 | ||||
| 2 Jul | 146.68 | 14.25 | - | 56,000 | 20,000 | 60,000 | ||||
| 1 Jul | 149.06 | 17.15 | - | 48,000 | 8,000 | 40,000 | ||||
| 28 Jun | 148.65 | 16.95 | - | 2,12,000 | 32,000 | 32,000 | ||||
| 27 Jun | 142.88 | 17.4 | - | 0 | 0 | 0 | ||||
| 26 Jun | 143.97 | 17.4 | - | 0 | 0 | 12,000 | ||||
| 25 Jun | 147.01 | 17.4 | - | 0 | 0 | 12,000 | ||||
| 24 Jun | 149.85 | 17.4 | - | 0 | 0 | 0 | ||||
| 21 Jun | 155.44 | 17.40 | - | 0 | 0 | 0 | ||||
| 20 Jun | 154.03 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 19 Jun | 149.95 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 18 Jun | 153.41 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 14 Jun | 153.63 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 13 Jun | 149.63 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 12 Jun | 151.01 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 11 Jun | 151.01 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 10 Jun | 150.60 | 17.40 | - | 0 | 0 | 12,000 | ||||
| 7 Jun | 152.75 | 17.40 | - | 0 | 8,000 | 0 | ||||
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| 6 Jun | 146.90 | 17.40 | - | 0 | 8,000 | 0 | ||||
| 5 Jun | 145.55 | 17.40 | - | 20,000 | 8,000 | 8,000 | ||||
| 4 Jun | 133.05 | 36.40 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 36.40 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 135 expiring on 25JUL2024
Delta for 135 CE is -
Historical price for 135 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 19.95, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 60000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 56000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 60000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 40000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 32000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 36.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 36.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 155.61 | 0.45 | -0.35 | - | 37,08,000 | 60,000 | 20,64,000 |
| 4 Jul | 151.05 | 0.8 | - | 22,04,000 | -1,24,000 | 20,04,000 | |
| 3 Jul | 151.62 | 0.9 | - | 20,92,000 | 48,000 | 21,28,000 | |
| 2 Jul | 146.68 | 1.7 | - | 15,44,000 | 1,72,000 | 20,64,000 | |
| 1 Jul | 149.06 | 1.45 | - | 9,32,000 | 20,000 | 18,92,000 | |
| 28 Jun | 148.65 | 1.55 | - | 40,96,000 | 14,12,000 | 18,72,000 | |
| 27 Jun | 142.88 | 4.75 | - | 20,000 | 0 | 4,60,000 | |
| 26 Jun | 143.97 | 2.35 | - | 0 | 3,08,000 | 0 | |
| 25 Jun | 147.01 | 2.35 | - | 0 | 3,08,000 | 0 | |
| 24 Jun | 149.85 | 2.35 | - | 5,96,000 | 3,12,000 | 4,64,000 | |
| 21 Jun | 155.44 | 1.85 | - | 2,04,000 | 80,000 | 1,36,000 | |
| 20 Jun | 154.03 | 2.95 | - | 0 | 0 | 56,000 | |
| 19 Jun | 149.95 | 2.95 | - | 0 | 0 | 56,000 | |
| 18 Jun | 153.41 | 2.95 | - | 0 | 56,000 | 56,000 | |
| 14 Jun | 153.63 | 2.95 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 2.95 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 2.95 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 2.95 | - | 0 | 0 | 56,000 | |
| 10 Jun | 150.60 | 2.95 | - | 0 | -8,000 | 0 | |
| 7 Jun | 152.75 | 2.95 | - | 56,000 | -8,000 | 56,000 | |
| 6 Jun | 146.90 | 5.00 | - | 40,000 | 28,000 | 64,000 | |
| 5 Jun | 145.55 | 11.10 | - | 12,000 | -8,000 | 36,000 | |
| 4 Jun | 133.05 | 12.50 | - | 52,000 | 40,000 | 44,000 | |
| 3 Jun | 166.35 | 2.00 | - | 4,000 | 0 | 4,000 | |
For STEEL AUTHORITY OF INDIA - strike price 135 expiring on 25JUL2024
Delta for 135 PE is -
Historical price for 135 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 2064000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -124000 which decreased total open position to 2004000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 2128000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 172000 which increased total open position to 2064000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 1892000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1412000 which increased total open position to 1872000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 460000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 308000 which increased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 308000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 312000 which increased total open position to 464000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 80000 which increased total open position to 136000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 56000
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 56000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 64000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 36000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 44000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000