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

116.1 -2.81 (-2.36%)

Back to Option Chain


Historical option data for SAIL

20 Dec 2024 04:11 PM IST
SAIL 26DEC2024 135 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 0.1 0.00 - 156 -148 881
19 Dec 118.91 0.1 -0.15 49.30 80 -44 1,029
18 Dec 119.81 0.25 -0.05 50.91 75 -68 1,073
17 Dec 121.11 0.3 -0.05 46.85 100 -97 1,144
16 Dec 123.61 0.35 -0.25 38.31 156 -150 1,245
13 Dec 124.76 0.6 -1.00 37.14 4,653 150 1,399
12 Dec 129.26 1.6 0.50 36.11 5,231 334 1,241
11 Dec 126.95 1.1 0.00 35.18 1,827 84 912
10 Dec 126.81 1.1 -0.25 34.28 2,239 211 823
9 Dec 126.13 1.35 0.60 37.00 2,788 159 615
6 Dec 123.89 0.75 0.10 33.11 1,161 16 458
5 Dec 122.47 0.65 -0.10 33.18 806 -7 424
4 Dec 122.17 0.75 0.00 33.32 1,039 -20 430
3 Dec 122.79 0.75 0.35 32.62 1,241 266 484
2 Dec 119.08 0.4 0.05 33.59 401 72 217
29 Nov 117.11 0.35 -0.05 33.68 328 20 146
28 Nov 116.28 0.4 -0.05 34.48 119 34 125
27 Nov 116.26 0.45 -0.05 36.03 44 7 92
26 Nov 115.83 0.5 0.00 37.04 63 34 85
25 Nov 114.09 0.5 0.00 38.69 32 8 52
22 Nov 112.83 0.5 0.00 39.09 7 5 49
21 Nov 110.59 0.5 -0.10 41.69 1 0 44
20 Nov 111.45 0.6 0.00 41.48 1 -1 45
19 Nov 111.45 0.6 -0.15 41.48 1 0 45
18 Nov 112.77 0.75 0.00 0.00 0 1 0
14 Nov 111.84 0.75 0.05 40.37 3 1 45
13 Nov 111.69 0.7 -0.25 38.32 6 2 45
12 Nov 114.17 0.95 -0.20 37.78 3 0 43
11 Nov 115.89 1.15 -0.55 36.81 16 5 40
8 Nov 118.21 1.7 -2.10 37.82 38 31 35
7 Nov 123.36 3.8 0.05 41.64 4 3 4
6 Nov 123.89 3.75 -14.70 40.27 7 2 2
5 Nov 118.53 18.45 0.00 9.48 0 0 0
4 Nov 113.90 18.45 0.00 11.87 0 0 0
31 Oct 115.75 18.45 0.00 - 0 0 0
29 Oct 115.71 18.45 0.00 - 0 0 0
24 Oct 117.13 18.45 0.00 - 0 0 0
14 Oct 134.33 18.45 0.00 - 0 0 0
11 Oct 134.03 18.45 0.00 - 0 0 0
8 Oct 131.37 18.45 18.45 - 0 0 0
4 Oct 139.01 0 0.00 - 0 0 0
1 Oct 141.03 0 0.00 - 0 0 0
30 Sept 141.36 0 - 0 0 0


For Steel Authority Of India - strike price 135 expiring on 26DEC2024

Delta for 135 CE is -

Historical price for 135 CE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -148 which decreased total open position to 881


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 49.30, the open interest changed by -44 which decreased total open position to 1029


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 50.91, the open interest changed by -68 which decreased total open position to 1073


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 46.85, the open interest changed by -97 which decreased total open position to 1144


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 38.31, the open interest changed by -150 which decreased total open position to 1245


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.6, which was -1.00 lower than the previous day. The implied volatity was 37.14, the open interest changed by 150 which increased total open position to 1399


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 36.11, the open interest changed by 334 which increased total open position to 1241


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 35.18, the open interest changed by 84 which increased total open position to 912


On 10 Dec SAIL was trading at 126.81. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 34.28, the open interest changed by 211 which increased total open position to 823


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 1.35, which was 0.60 higher than the previous day. The implied volatity was 37.00, the open interest changed by 159 which increased total open position to 615


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 33.11, the open interest changed by 16 which increased total open position to 458


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 33.18, the open interest changed by -7 which decreased total open position to 424


On 4 Dec SAIL was trading at 122.17. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 33.32, the open interest changed by -20 which decreased total open position to 430


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 32.62, the open interest changed by 266 which increased total open position to 484


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.59, the open interest changed by 72 which increased total open position to 217


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.68, the open interest changed by 20 which increased total open position to 146


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 34.48, the open interest changed by 34 which increased total open position to 125


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 36.03, the open interest changed by 7 which increased total open position to 92


On 26 Nov SAIL was trading at 115.83. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 37.04, the open interest changed by 34 which increased total open position to 85


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 38.69, the open interest changed by 8 which increased total open position to 52


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 39.09, the open interest changed by 5 which increased total open position to 49


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 41.69, the open interest changed by 0 which decreased total open position to 44


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 41.48, the open interest changed by -1 which decreased total open position to 45


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 41.48, the open interest changed by 0 which decreased total open position to 45


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 40.37, the open interest changed by 1 which increased total open position to 45


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 38.32, the open interest changed by 2 which increased total open position to 45


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 37.78, the open interest changed by 0 which decreased total open position to 43


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 36.81, the open interest changed by 5 which increased total open position to 40


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 1.7, which was -2.10 lower than the previous day. The implied volatity was 37.82, the open interest changed by 31 which increased total open position to 35


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 3.8, which was 0.05 higher than the previous day. The implied volatity was 41.64, the open interest changed by 3 which increased total open position to 4


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 3.75, which was -14.70 lower than the previous day. The implied volatity was 40.27, the open interest changed by 2 which increased total open position to 2


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was 11.87, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 18.45, 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 18.45, 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 18.45, 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 18.45, 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 18.45, 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 18.45, which was 18.45 higher 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 26DEC2024 135 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 16.75 6.30 - 15 0 198
19 Dec 118.91 10.45 0.00 0.00 0 0 0
18 Dec 119.81 10.45 0.00 0.00 0 0 198
17 Dec 121.11 10.45 0.00 0.00 0 0 0
16 Dec 123.61 10.45 0.00 0.00 0 7 0
13 Dec 124.76 10.45 3.60 30.86 75 7 198
12 Dec 129.26 6.85 -1.60 33.38 168 7 187
11 Dec 126.95 8.45 -0.25 32.53 23 0 181
10 Dec 126.81 8.7 -0.65 34.03 105 44 179
9 Dec 126.13 9.35 -2.00 38.49 54 22 136
6 Dec 123.89 11.35 -1.45 34.08 10 3 112
5 Dec 122.47 12.8 0.00 0.00 0 19 0
4 Dec 122.17 12.8 0.30 42.26 32 19 109
3 Dec 122.79 12.5 -2.80 37.74 77 44 86
2 Dec 119.08 15.3 -1.40 24.54 7 -6 43
29 Nov 117.11 16.7 -1.40 - 7 1 44
28 Nov 116.28 18.1 0.10 42.41 5 4 42
27 Nov 116.26 18 -0.60 26.13 5 2 37
26 Nov 115.83 18.6 -1.65 31.84 13 11 33
25 Nov 114.09 20.25 -1.35 40.18 8 8 18
22 Nov 112.83 21.6 -1.35 40.91 9 4 14
21 Nov 110.59 22.95 2.15 - 1 0 9
20 Nov 111.45 20.8 0.00 - 12 6 8
19 Nov 111.45 20.8 -1.70 - 12 5 8
18 Nov 112.77 22.5 0.00 0.00 0 0 0
14 Nov 111.84 22.5 3.05 38.82 3 0 3
13 Nov 111.69 19.45 0.00 0.00 0 3 0
12 Nov 114.17 19.45 7.65 30.38 3 0 0
11 Nov 115.89 11.8 0.00 - 0 0 0
8 Nov 118.21 11.8 0.00 - 0 0 0
7 Nov 123.36 11.8 0.00 - 0 0 0
6 Nov 123.89 11.8 0.00 - 0 0 0
5 Nov 118.53 11.8 0.00 - 0 0 0
4 Nov 113.90 11.8 0.00 - 0 0 0
31 Oct 115.75 11.8 0.00 - 0 0 0
29 Oct 115.71 11.8 0.00 - 0 0 0
24 Oct 117.13 11.8 0.00 - 0 0 0
14 Oct 134.33 11.8 0.00 - 0 0 0
11 Oct 134.03 11.8 0.00 - 0 0 0
8 Oct 131.37 11.8 0.00 - 0 0 0
4 Oct 139.01 11.8 0.00 - 0 0 0
1 Oct 141.03 11.8 0.00 - 0 0 0
30 Sept 141.36 11.8 - 0 0 0


For Steel Authority Of India - strike price 135 expiring on 26DEC2024

Delta for 135 PE is -

Historical price for 135 PE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 16.75, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 198


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 10.45, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 10.45, 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 198


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 10.45, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 10.45, which was 3.60 higher than the previous day. The implied volatity was 30.86, the open interest changed by 7 which increased total open position to 198


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 6.85, which was -1.60 lower than the previous day. The implied volatity was 33.38, the open interest changed by 7 which increased total open position to 187


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 8.45, which was -0.25 lower than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 181


On 10 Dec SAIL was trading at 126.81. The strike last trading price was 8.7, which was -0.65 lower than the previous day. The implied volatity was 34.03, the open interest changed by 44 which increased total open position to 179


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 9.35, which was -2.00 lower than the previous day. The implied volatity was 38.49, the open interest changed by 22 which increased total open position to 136


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 11.35, which was -1.45 lower than the previous day. The implied volatity was 34.08, the open interest changed by 3 which increased total open position to 112


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0


On 4 Dec SAIL was trading at 122.17. The strike last trading price was 12.8, which was 0.30 higher than the previous day. The implied volatity was 42.26, the open interest changed by 19 which increased total open position to 109


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 12.5, which was -2.80 lower than the previous day. The implied volatity was 37.74, the open interest changed by 44 which increased total open position to 86


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 15.3, which was -1.40 lower than the previous day. The implied volatity was 24.54, the open interest changed by -6 which decreased total open position to 43


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 16.7, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 18.1, which was 0.10 higher than the previous day. The implied volatity was 42.41, the open interest changed by 4 which increased total open position to 42


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 18, which was -0.60 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 37


On 26 Nov SAIL was trading at 115.83. The strike last trading price was 18.6, which was -1.65 lower than the previous day. The implied volatity was 31.84, the open interest changed by 11 which increased total open position to 33


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 20.25, which was -1.35 lower than the previous day. The implied volatity was 40.18, the open interest changed by 8 which increased total open position to 18


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 21.6, which was -1.35 lower than the previous day. The implied volatity was 40.91, the open interest changed by 4 which increased total open position to 14


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 22.95, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 8


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 20.8, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 22.5, 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 14 Nov SAIL was trading at 111.84. The strike last trading price was 22.5, which was 3.05 higher than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 3


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 19.45, 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 12 Nov SAIL was trading at 114.17. The strike last trading price was 19.45, which was 7.65 higher than the previous day. The implied volatity was 30.38, 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 11.8, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 11.8, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 11.8, 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 Nov SAIL was trading at 123.89. The strike last trading price was 11.8, 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 Nov SAIL was trading at 118.53. The strike last trading price was 11.8, 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 Nov SAIL was trading at 113.90. The strike last trading price was 11.8, 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 31 Oct SAIL was trading at 115.75. The strike last trading price was 11.8, 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 11.8, 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 11.8, 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 11.8, 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 11.8, 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 11.8, 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 11.8, 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 11.8, 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 11.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to