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 | 20.3 | 3.85 | - | 20,000 | -4,000 | 28,000 | |||
| 4 Jul | 151.05 | 16.45 | - | 8,000 | 32,000 | 32,000 | ||||
| 3 Jul | 151.62 | 12.65 | - | 0 | 32,000 | 0 | ||||
| 2 Jul | 146.68 | 12.65 | - | 36,000 | 24,000 | 24,000 | ||||
| 1 Jul | 149.06 | 25.5 | - | 0 | 0 | 0 | ||||
| 28 Jun | 148.65 | 25.5 | - | 0 | 0 | 0 | ||||
| 27 Jun | 142.88 | 25.5 | - | 0 | 0 | 0 | ||||
| 26 Jun | 143.97 | 25.5 | - | 0 | 0 | 0 | ||||
| 25 Jun | 147.01 | 25.5 | - | 0 | 0 | 0 | ||||
| 24 Jun | 149.85 | 25.5 | - | 0 | 0 | 0 | ||||
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| 21 Jun | 155.44 | 25.50 | - | 0 | 0 | 0 | ||||
| 20 Jun | 154.03 | 25.50 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 25.50 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 25.50 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 25.50 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 25.50 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 25.50 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 25.50 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 25.50 | - | 0 | 0 | 0 | ||||
| 7 Jun | 152.75 | 25.50 | - | 0 | 0 | 0 | ||||
| 6 Jun | 146.90 | 25.50 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 25.50 | - | 0 | 0 | 0 | ||||
| 4 Jun | 133.05 | 25.50 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 0.00 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 137.5 expiring on 25JUL2024
Delta for 137.5 CE is -
Historical price for 137.5 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 20.3, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 28000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 16.45, 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 3 Jul SAIL was trading at 151.62. The strike last trading price was 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 0
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 24000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 25.5, 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 28 Jun SAIL was trading at 148.65. The strike last trading price was 25.5, 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 27 Jun SAIL was trading at 142.88. The strike last trading price was 25.5, 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 25.5, 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 25 Jun SAIL was trading at 147.01. The strike last trading price was 25.5, 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 24 Jun SAIL was trading at 149.85. The strike last trading price was 25.5, 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 25.50, 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 25.50, 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 19 Jun SAIL was trading at 149.95. The strike last trading price was 25.50, 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 18 Jun SAIL was trading at 153.41. The strike last trading price was 25.50, 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 14 Jun SAIL was trading at 153.63. The strike last trading price was 25.50, 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 25.50, 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 25.50, 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 25.50, 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 10 Jun SAIL was trading at 150.60. The strike last trading price was 25.50, 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 7 Jun SAIL was trading at 152.75. The strike last trading price was 25.50, 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 6 Jun SAIL was trading at 146.90. The strike last trading price was 25.50, 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 5 Jun SAIL was trading at 145.55. The strike last trading price was 25.50, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 25.50, 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 0.00, 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 | 0.6 | -0.50 | - | 7,32,000 | -80,000 | 3,12,000 |
| 4 Jul | 151.05 | 1.1 | - | 3,24,000 | 64,000 | 3,92,000 | |
| 3 Jul | 151.62 | 1.2 | - | 2,72,000 | 16,000 | 3,28,000 | |
| 2 Jul | 146.68 | 2.25 | - | 3,84,000 | 44,000 | 2,76,000 | |
| 1 Jul | 149.06 | 1.95 | - | 3,92,000 | 1,04,000 | 2,32,000 | |
| 28 Jun | 148.65 | 2.2 | - | 2,24,000 | 1,28,000 | 1,28,000 | |
| 27 Jun | 142.88 | 2.55 | - | 0 | 0 | 0 | |
| 26 Jun | 143.97 | 2.55 | - | 4,000 | 0 | 4,000 | |
| 25 Jun | 147.01 | 2.55 | - | 4,000 | 0 | 4,000 | |
| 24 Jun | 149.85 | 2.55 | - | 4,000 | 0 | 0 | |
| 21 Jun | 155.44 | 3.75 | - | 0 | 0 | 0 | |
| 20 Jun | 154.03 | 3.75 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 3.75 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 3.75 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 3.75 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 3.75 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 3.75 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 3.75 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 3.75 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 3.75 | - | 0 | 0 | 0 | |
| 6 Jun | 146.90 | 3.75 | - | 0 | 0 | 0 | |
| 5 Jun | 145.55 | 3.75 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 3.75 | - | 0 | 0 | 0 | |
| 3 Jun | 166.35 | 0.00 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 137.5 expiring on 25JUL2024
Delta for 137.5 PE is -
Historical price for 137.5 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 312000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 64000 which increased total open position to 392000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 328000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 276000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 104000 which increased total open position to 232000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 128000 which increased total open position to 128000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 2.55, 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 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 2.55, 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 3.75, 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 3.75, 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 19 Jun SAIL was trading at 149.95. The strike last trading price was 3.75, 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 18 Jun SAIL was trading at 153.41. The strike last trading price was 3.75, 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 14 Jun SAIL was trading at 153.63. The strike last trading price was 3.75, 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 3.75, 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 3.75, 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 3.75, 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 10 Jun SAIL was trading at 150.60. The strike last trading price was 3.75, 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 7 Jun SAIL was trading at 152.75. The strike last trading price was 3.75, 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 6 Jun SAIL was trading at 146.90. The strike last trading price was 3.75, 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 5 Jun SAIL was trading at 145.55. The strike last trading price was 3.75, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 3.75, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0