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

111.84 0.15 (0.13%)

Back to Option Chain


Historical option data for SAIL

14 Nov 2024 04:11 PM IST
SAIL 28NOV2024 135 CE
Delta: 0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 111.84 0.2 0.00 53.88 92 -1 654
13 Nov 111.69 0.2 -0.05 50.54 126 -32 652
12 Nov 114.17 0.25 -0.05 46.77 270 -35 684
11 Nov 115.89 0.3 -0.15 43.90 963 -27 718
8 Nov 118.21 0.45 -1.00 40.18 3,555 -47 766
7 Nov 123.36 1.45 -0.25 42.26 2,216 326 814
6 Nov 123.89 1.7 0.65 43.25 1,259 91 488
5 Nov 118.53 1.05 0.45 45.95 647 94 396
4 Nov 113.90 0.6 -0.20 46.59 290 -4 304
1 Nov 117.75 0.8 0.15 39.45 48 11 307
31 Oct 115.75 0.65 -0.20 - 262 107 262
30 Oct 116.03 0.85 -0.15 - 145 35 154
29 Oct 115.71 1 -0.05 - 99 34 119
28 Oct 114.67 1.05 -0.25 - 62 10 84
25 Oct 111.48 1.3 -0.30 - 99 8 74
24 Oct 117.13 1.6 -0.05 - 65 6 65
23 Oct 118.13 1.65 -3.00 - 98 43 58
22 Oct 121.80 4.65 0.00 - 0 0 15
21 Oct 126.46 4.65 0.00 - 0 0 0
18 Oct 129.03 4.65 0.00 - 0 0 0
17 Oct 127.83 4.65 0.00 - 0 -1 0
16 Oct 129.92 4.65 -0.55 - 1 0 16
15 Oct 130.94 5.2 0.00 - 0 0 0
14 Oct 134.33 5.2 0.00 - 0 0 0
11 Oct 134.03 5.2 0.00 - 0 -1 0
10 Oct 129.97 5.2 -1.00 - 1 0 17
9 Oct 130.33 6.2 0.00 - 0 7 0
8 Oct 131.37 6.2 -1.45 - 37 5 15
7 Oct 132.19 7.65 -4.85 - 3 2 9
4 Oct 139.01 12.5 0.00 - 0 0 0
3 Oct 137.03 12.5 0.00 - 0 0 0
1 Oct 141.03 12.5 0.00 - 0 0 0
30 Sept 141.36 12.5 -0.50 - 7 0 7
27 Sept 140.54 13 -3.00 - 7 0 0
26 Sept 139.20 16 0.00 - 0 0 0
25 Sept 134.23 16 0.00 - 0 0 0
19 Sept 126.54 16 0.00 - 0 0 0
18 Sept 129.65 16 0.00 - 0 0 0
6 Sept 129.38 16 0.00 - 0 0 0
5 Sept 131.22 16 0.00 - 0 0 0
4 Sept 130.46 16 0.00 - 0 0 0
3 Sept 131.78 16 0.00 - 0 0 0
2 Sept 133.17 16 - 0 0 0


For Steel Authority Of India - strike price 135 expiring on 28NOV2024

Delta for 135 CE is 0.04

Historical price for 135 CE is as follows

On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 53.88, the open interest changed by -1 which decreased total open position to 654


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 50.54, the open interest changed by -32 which decreased total open position to 652


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 46.77, the open interest changed by -35 which decreased total open position to 684


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 43.90, the open interest changed by -27 which decreased total open position to 718


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.45, which was -1.00 lower than the previous day. The implied volatity was 40.18, the open interest changed by -47 which decreased total open position to 766


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 42.26, the open interest changed by 326 which increased total open position to 814


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 1.7, which was 0.65 higher than the previous day. The implied volatity was 43.25, the open interest changed by 91 which increased total open position to 488


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 45.95, the open interest changed by 94 which increased total open position to 396


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 46.59, the open interest changed by -4 which decreased total open position to 304


On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 39.45, the open interest changed by 11 which increased total open position to 307


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 0.65, which was -0.20 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 0.85, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 1, which was -0.05 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 1.05, which was -0.25 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 1.3, which was -0.30 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 1.6, which was -0.05 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 1.65, which was -3.00 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, which was -0.55 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 5.2, 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 5.2, 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 5.2, 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 5.2, which was -1.00 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 6.2, 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 6.2, which was -1.45 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 7.65, which was -4.85 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 12.5, 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 12.5, 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 12.5, 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 12.5, which was -0.50 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 13, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept SAIL was trading at 139.20. The strike last trading price was 16, 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 Sept SAIL was trading at 134.23. The strike last trading price was 16, 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 19 Sept SAIL was trading at 126.54. The strike last trading price was 16, 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 Sept SAIL was trading at 129.65. The strike last trading price was 16, 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 6 Sept SAIL was trading at 129.38. The strike last trading price was 16, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 16, 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 Sept SAIL was trading at 130.46. The strike last trading price was 16, 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 Sept SAIL was trading at 131.78. The strike last trading price was 16, 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 2 Sept SAIL was trading at 133.17. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 28NOV2024 135 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 111.84 22.75 0.15 - 16 0 192
13 Nov 111.69 22.6 7.70 58.43 6 -5 193
12 Nov 114.17 14.9 0.00 0.00 0 0 0
11 Nov 115.89 14.9 0.00 0.00 0 16 0
8 Nov 118.21 14.9 2.50 - 47 14 196
7 Nov 123.36 12.4 0.15 41.73 197 -70 181
6 Nov 123.89 12.25 -4.25 41.96 129 45 251
5 Nov 118.53 16.5 -2.50 43.44 24 4 206
4 Nov 113.90 19 0.00 0.00 0 0 0
1 Nov 117.75 19 0.00 0.00 0 126 0
31 Oct 115.75 19 0.50 - 126 91 167
30 Oct 116.03 18.5 -0.50 - 11 8 75
29 Oct 115.71 19 -0.65 - 35 20 58
28 Oct 114.67 19.65 -3.55 - 44 30 43
25 Oct 111.48 23.2 4.95 - 3 2 13
24 Oct 117.13 18.25 1.50 - 4 1 8
23 Oct 118.13 16.75 8.30 - 3 1 7
22 Oct 121.80 8.45 0.00 - 0 0 0
21 Oct 126.46 8.45 0.00 - 0 0 6
18 Oct 129.03 8.45 0.00 - 0 0 0
17 Oct 127.83 8.45 0.00 - 0 0 6
16 Oct 129.92 8.45 0.00 - 0 0 6
15 Oct 130.94 8.45 0.00 - 0 0 6
14 Oct 134.33 8.45 0.00 - 0 0 6
11 Oct 134.03 8.45 0.00 - 0 0 6
10 Oct 129.97 8.45 0.00 - 0 0 6
9 Oct 130.33 8.45 0.00 - 7 0 6
8 Oct 131.37 8.45 -5.85 - 7 5 5
7 Oct 132.19 14.3 0.00 - 0 0 0
4 Oct 139.01 14.3 0.00 - 0 0 0
3 Oct 137.03 14.3 0.00 - 0 0 0
1 Oct 141.03 14.3 0.00 - 0 0 0
30 Sept 141.36 14.3 0.00 - 0 0 0
27 Sept 140.54 14.3 0.00 - 0 0 0
26 Sept 139.20 14.3 0.00 - 0 0 0
25 Sept 134.23 14.3 0.00 - 0 0 0
19 Sept 126.54 14.3 0.00 - 0 0 0
18 Sept 129.65 14.3 0.00 - 0 0 0
6 Sept 129.38 14.3 0.00 - 0 0 0
5 Sept 131.22 14.3 0.00 - 0 0 0
4 Sept 130.46 14.3 0.00 - 0 0 0
3 Sept 131.78 14.3 0.00 - 0 0 0
2 Sept 133.17 14.3 - 0 0 0


For Steel Authority Of India - strike price 135 expiring on 28NOV2024

Delta for 135 PE is -

Historical price for 135 PE is as follows

On 14 Nov SAIL was trading at 111.84. The strike last trading price was 22.75, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 192


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 22.6, which was 7.70 higher than the previous day. The implied volatity was 58.43, the open interest changed by -5 which decreased total open position to 193


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 14.9, 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 14.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 14.9, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 196


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 12.4, which was 0.15 higher than the previous day. The implied volatity was 41.73, the open interest changed by -70 which decreased total open position to 181


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 12.25, which was -4.25 lower than the previous day. The implied volatity was 41.96, the open interest changed by 45 which increased total open position to 251


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 16.5, which was -2.50 lower than the previous day. The implied volatity was 43.44, the open interest changed by 4 which increased total open position to 206


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 19, 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 19, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 126 which increased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 19, which was 0.50 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 18.5, which was -0.50 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, which was -0.65 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 19.65, which was -3.55 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 23.2, which was 4.95 higher 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 18.25, which was 1.50 higher 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 16.75, which was 8.30 higher 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 8.45, 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 21 Oct SAIL was trading at 126.46. The strike last trading price was 8.45, 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 18 Oct SAIL was trading at 129.03. The strike last trading price was 8.45, 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 17 Oct SAIL was trading at 127.83. The strike last trading price was 8.45, 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 16 Oct SAIL was trading at 129.92. The strike last trading price was 8.45, 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 15 Oct SAIL was trading at 130.94. The strike last trading price was 8.45, 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 8.45, 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 8.45, 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 10 Oct SAIL was trading at 129.97. The strike last trading price was 8.45, 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 9 Oct SAIL was trading at 130.33. The strike last trading price was 8.45, 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 8.45, which was -5.85 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 14.3, 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 14.3, 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 14.3, 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 14.3, 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 14.3, 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 14.3, 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 26 Sept SAIL was trading at 139.20. The strike last trading price was 14.3, 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 Sept SAIL was trading at 134.23. The strike last trading price was 14.3, 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 19 Sept SAIL was trading at 126.54. The strike last trading price was 14.3, 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 Sept SAIL was trading at 129.65. The strike last trading price was 14.3, 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 6 Sept SAIL was trading at 129.38. The strike last trading price was 14.3, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 14.3, 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 Sept SAIL was trading at 130.46. The strike last trading price was 14.3, 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 Sept SAIL was trading at 131.78. The strike last trading price was 14.3, 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 2 Sept SAIL was trading at 133.17. The strike last trading price was 14.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to