SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 135 CE | ||||||||||
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Delta: 0.07
Vega: 0.05
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 0.3 | -0.25 | 30.74 | 263 | 93 | 259 | |||
| 26 Dec | 117.59 | 0.55 | -0.15 | 31.06 | 165 | 5 | 164 | |||
| 24 Dec | 119.06 | 0.7 | -0.90 | 30.82 | 510 | 69 | 162 | |||
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| 23 Dec | 121.19 | 1.6 | 0.20 | 35.80 | 2 | 0 | 93 | |||
| 20 Dec | 116.10 | 1.4 | -0.50 | 41.57 | 5 | -4 | 94 | |||
| 19 Dec | 118.91 | 1.9 | -0.10 | 40.87 | 3 | -2 | 99 | |||
| 18 Dec | 119.81 | 2 | -0.90 | 38.81 | 1 | 0 | 101 | |||
| 17 Dec | 121.11 | 2.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 2.9 | 0.00 | 0.00 | 0 | 16 | 0 | |||
| 13 Dec | 124.76 | 2.9 | -1.50 | 34.24 | 93 | 17 | 102 | |||
| 12 Dec | 129.26 | 4.4 | 0.70 | 32.89 | 92 | 37 | 86 | |||
| 11 Dec | 126.95 | 3.7 | 0.10 | 33.08 | 27 | 4 | 50 | |||
| 10 Dec | 126.81 | 3.6 | -0.20 | 32.35 | 23 | 8 | 47 | |||
| 9 Dec | 126.13 | 3.8 | 0.85 | 33.68 | 36 | 20 | 38 | |||
| 6 Dec | 123.89 | 2.95 | 0.40 | 33.06 | 9 | 5 | 18 | |||
| 5 Dec | 122.47 | 2.55 | -0.20 | 32.30 | 16 | 5 | 13 | |||
| 4 Dec | 122.17 | 2.75 | 0.20 | 32.75 | 6 | 1 | 3 | |||
| 3 Dec | 122.79 | 2.55 | -4.00 | 31.41 | 2 | 1 | 1 | |||
| 2 Dec | 119.08 | 6.55 | 0.00 | 8.53 | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 6.55 | 0.00 | 9.29 | 0 | 0 | 0 | |||
| 28 Nov | 116.28 | 6.55 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 27 Nov | 116.26 | 6.55 | 0.00 | 9.58 | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 6.55 | 0.00 | 11.00 | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 6.55 | 0.00 | 11.43 | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 6.55 | 0.00 | 11.43 | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 6.55 | 0.00 | 10.75 | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 6.55 | 0.00 | 10.73 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 6.55 | 0.00 | 9.33 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 6.55 | 0.00 | 4.35 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 6.55 | 0.00 | 9.09 | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 6.55 | 9.09 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 135 expiring on 30JAN2025
Delta for 135 CE is 0.07
Historical price for 135 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 30.74, the open interest changed by 93 which increased total open position to 259
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 31.06, the open interest changed by 5 which increased total open position to 164
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 0.7, which was -0.90 lower than the previous day. The implied volatity was 30.82, the open interest changed by 69 which increased total open position to 162
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 1.6, which was 0.20 higher than the previous day. The implied volatity was 35.80, the open interest changed by 0 which decreased total open position to 93
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 41.57, the open interest changed by -4 which decreased total open position to 94
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 40.87, the open interest changed by -2 which decreased total open position to 99
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 2, which was -0.90 lower than the previous day. The implied volatity was 38.81, the open interest changed by 0 which decreased total open position to 101
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 2.9, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 2.9, 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 13 Dec SAIL was trading at 124.76. The strike last trading price was 2.9, which was -1.50 lower than the previous day. The implied volatity was 34.24, the open interest changed by 17 which increased total open position to 102
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 4.4, which was 0.70 higher than the previous day. The implied volatity was 32.89, the open interest changed by 37 which increased total open position to 86
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 3.7, which was 0.10 higher than the previous day. The implied volatity was 33.08, the open interest changed by 4 which increased total open position to 50
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 3.6, which was -0.20 lower than the previous day. The implied volatity was 32.35, the open interest changed by 8 which increased total open position to 47
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 3.8, which was 0.85 higher than the previous day. The implied volatity was 33.68, the open interest changed by 20 which increased total open position to 38
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 2.95, which was 0.40 higher than the previous day. The implied volatity was 33.06, the open interest changed by 5 which increased total open position to 18
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 2.55, which was -0.20 lower than the previous day. The implied volatity was 32.30, the open interest changed by 5 which increased total open position to 13
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 2.75, which was 0.20 higher than the previous day. The implied volatity was 32.75, the open interest changed by 1 which increased total open position to 3
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 2.55, which was -4.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by 1 which increased total open position to 1
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 8.53, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was 9.29, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 9.75, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 9.58, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 11.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 11.43, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 11.43, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 10.75, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was 10.73, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 9.33, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 6.55, which was 0.00 lower than the previous day. The implied volatity was 9.09, 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 6.55, which was lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0
| SAIL 30JAN2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 27 Dec | 115.53 | 16.6 | 0.00 | 0.00 | 0 | 7 | 0 |
| 26 Dec | 117.59 | 16.6 | 0.80 | 35.61 | 14 | 6 | 49 |
| 24 Dec | 119.06 | 15.8 | 4.20 | 34.51 | 36 | 28 | 41 |
| 23 Dec | 121.19 | 11.6 | 0.00 | 0.00 | 0 | 0 | 13 |
| 20 Dec | 116.10 | 11.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 11.6 | 0.00 | 0.00 | 0 | 0 | 13 |
| 18 Dec | 119.81 | 11.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 121.11 | 11.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 123.61 | 11.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 124.76 | 11.6 | 3.30 | 33.25 | 9 | 0 | 12 |
| 12 Dec | 129.26 | 8.3 | -1.50 | 31.16 | 7 | 6 | 13 |
| 11 Dec | 126.95 | 9.8 | 0.00 | 32.16 | 4 | 2 | 6 |
| 10 Dec | 126.81 | 9.8 | -1.45 | 31.59 | 4 | 1 | 4 |
| 9 Dec | 126.13 | 11.25 | -2.30 | 38.14 | 2 | 1 | 2 |
| 6 Dec | 123.89 | 13.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 122.47 | 13.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 122.17 | 13.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 122.79 | 13.55 | -9.85 | 36.38 | 1 | 0 | 0 |
| 2 Dec | 119.08 | 23.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 117.11 | 23.4 | 23.40 | - | 0 | 0 | 0 |
| 28 Nov | 116.28 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 116.26 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 112.83 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 111.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 111.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 112.77 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 111.84 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 114.17 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 123.89 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 135 expiring on 30JAN2025
Delta for 135 PE is 0.00
Historical price for 135 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 16.6, 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 26 Dec SAIL was trading at 117.59. The strike last trading price was 16.6, which was 0.80 higher than the previous day. The implied volatity was 35.61, the open interest changed by 6 which increased total open position to 49
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 15.8, which was 4.20 higher than the previous day. The implied volatity was 34.51, the open interest changed by 28 which increased total open position to 41
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 11.6, 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 13
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 11.6, 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 19 Dec SAIL was trading at 118.91. The strike last trading price was 11.6, 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 13
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 11.6, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 11.6, 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 11.6, 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 13 Dec SAIL was trading at 124.76. The strike last trading price was 11.6, which was 3.30 higher than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 12
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 8.3, which was -1.50 lower than the previous day. The implied volatity was 31.16, the open interest changed by 6 which increased total open position to 13
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 9.8, which was 0.00 lower than the previous day. The implied volatity was 32.16, the open interest changed by 2 which increased total open position to 6
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 9.8, which was -1.45 lower than the previous day. The implied volatity was 31.59, the open interest changed by 1 which increased total open position to 4
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 11.25, which was -2.30 lower than the previous day. The implied volatity was 38.14, the open interest changed by 1 which increased total open position to 2
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 13.55, 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 5 Dec SAIL was trading at 122.47. The strike last trading price was 13.55, 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 4 Dec SAIL was trading at 122.17. The strike last trading price was 13.55, 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 3 Dec SAIL was trading at 122.79. The strike last trading price was 13.55, which was -9.85 lower than the previous day. The implied volatity was 36.38, 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 23.4, 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 29 Nov SAIL was trading at 117.11. The strike last trading price was 23.4, which was 23.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SAIL was trading at 116.28. 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 0 which decreased total open position to 0
On 27 Nov SAIL was trading at 116.26. 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 0 which decreased total open position to 0
On 22 Nov SAIL was trading at 112.83. 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 0 which decreased total open position to 0
On 20 Nov SAIL was trading at 111.45. 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 0 which decreased total open position to 0
On 19 Nov SAIL was trading at 111.45. 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 0 which decreased total open position to 0
On 18 Nov SAIL was trading at 112.77. 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 0 which decreased total open position to 0
On 14 Nov SAIL was trading at 111.84. 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 0 which decreased total open position to 0
On 12 Nov 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 -, 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 0, 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 0, 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 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
