SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 137.5 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 116.10 | 0.05 | -0.05 | - | 54 | -41 | 229 | |||
| 19 Dec | 118.91 | 0.1 | 0.00 | 0.00 | 0 | -10 | 0 | |||
| 18 Dec | 119.81 | 0.1 | -0.05 | 48.00 | 10 | -8 | 272 | |||
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| 17 Dec | 121.11 | 0.15 | 0.00 | 45.79 | 6 | -1 | 285 | |||
| 16 Dec | 123.61 | 0.15 | -0.30 | 36.78 | 30 | -25 | 291 | |||
| 13 Dec | 124.76 | 0.45 | -0.60 | 39.61 | 576 | -19 | 318 | |||
| 12 Dec | 129.26 | 1.05 | 0.25 | 36.29 | 1,103 | 152 | 338 | |||
| 11 Dec | 126.95 | 0.8 | 0.10 | 36.99 | 252 | 86 | 184 | |||
| 10 Dec | 126.81 | 0.7 | -0.25 | 34.45 | 386 | 25 | 98 | |||
| 9 Dec | 126.13 | 0.95 | 0.40 | 37.73 | 277 | -6 | 75 | |||
| 6 Dec | 123.89 | 0.55 | 0.10 | 34.62 | 139 | -18 | 75 | |||
| 5 Dec | 122.47 | 0.45 | -0.05 | 34.09 | 92 | -5 | 95 | |||
| 4 Dec | 122.17 | 0.5 | 0.05 | 33.71 | 167 | 46 | 100 | |||
| 3 Dec | 122.79 | 0.45 | 0.20 | 32.10 | 148 | 35 | 54 | |||
| 2 Dec | 119.08 | 0.25 | -0.05 | 33.65 | 28 | 12 | 17 | |||
| 29 Nov | 117.11 | 0.3 | 0.00 | 35.51 | 3 | 2 | 4 | |||
| 28 Nov | 116.28 | 0.3 | -0.05 | 35.55 | 18 | 1 | 2 | |||
| 27 Nov | 116.26 | 0.35 | -3.10 | 36.86 | 2 | 1 | 1 | |||
| 26 Nov | 115.83 | 3.45 | 0.00 | 16.40 | 0 | 0 | 0 | |||
| 25 Nov | 114.09 | 3.45 | 0.00 | 18.37 | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 3.45 | 0.00 | 18.55 | 0 | 0 | 0 | |||
| 21 Nov | 110.59 | 3.45 | 0.00 | 18.94 | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 3.45 | 0.00 | 18.82 | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 3.45 | 0.00 | 18.82 | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 3.45 | 0.00 | 16.64 | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 3.45 | 0.00 | 16.46 | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 3.45 | 0.00 | 16.04 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 3.45 | 0.00 | 14.87 | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 3.45 | 0.00 | 13.77 | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 3.45 | 0.00 | 11.33 | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 3.45 | 3.45 | 8.17 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 CE is -
Historical price for 137.5 CE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 229
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 48.00, the open interest changed by -8 which decreased total open position to 272
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.79, the open interest changed by -1 which decreased total open position to 285
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.15, which was -0.30 lower than the previous day. The implied volatity was 36.78, the open interest changed by -25 which decreased total open position to 291
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.45, which was -0.60 lower than the previous day. The implied volatity was 39.61, the open interest changed by -19 which decreased total open position to 318
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 36.29, the open interest changed by 152 which increased total open position to 338
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 36.99, the open interest changed by 86 which increased total open position to 184
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 34.45, the open interest changed by 25 which increased total open position to 98
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 0.95, which was 0.40 higher than the previous day. The implied volatity was 37.73, the open interest changed by -6 which decreased total open position to 75
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 34.62, the open interest changed by -18 which decreased total open position to 75
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.09, the open interest changed by -5 which decreased total open position to 95
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 33.71, the open interest changed by 46 which increased total open position to 100
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 32.10, the open interest changed by 35 which increased total open position to 54
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 33.65, the open interest changed by 12 which increased total open position to 17
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 35.51, the open interest changed by 2 which increased total open position to 4
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.55, the open interest changed by 1 which increased total open position to 2
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 0.35, which was -3.10 lower than the previous day. The implied volatity was 36.86, the open interest changed by 1 which increased total open position to 1
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 16.40, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 18.37, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 18.55, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 18.94, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 18.82, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 18.82, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 16.64, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 16.46, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 16.04, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 14.87, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 13.77, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 11.33, 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 3.45, which was 3.45 higher than the previous day. The implied volatity was 8.17, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| SAIL 26DEC2024 137.5 PE | |||||||
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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 |
| 20 Dec | 116.10 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 119.81 | 15.55 | 0.00 | 0.00 | 0 | 0 | 4 |
| 17 Dec | 121.11 | 15.55 | 0.00 | 0.00 | 0 | 0 | 4 |
| 16 Dec | 123.61 | 15.55 | 0.00 | 0.00 | 0 | 0 | 4 |
| 13 Dec | 124.76 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 129.26 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 126.95 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 126.81 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 126.13 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 123.89 | 15.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 122.47 | 15.55 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 122.17 | 15.55 | -4.45 | 50.43 | 6 | 3 | 5 |
| 3 Dec | 122.79 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 119.08 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 117.11 | 20 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 116.28 | 20 | -1.20 | 31.65 | 1 | 0 | 1 |
| 27 Nov | 116.26 | 21.2 | -2.45 | 48.68 | 1 | 0 | 0 |
| 26 Nov | 115.83 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 114.09 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 112.83 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 110.59 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 111.45 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 111.45 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 112.77 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 111.84 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 111.69 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 114.17 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 115.89 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 118.21 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 123.36 | 23.65 | 23.65 | - | 0 | 0 | 0 |
| 6 Nov | 123.89 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | 0.00 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 PE is 0.00
Historical price for 137.5 PE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 15.55, 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 19 Dec SAIL was trading at 118.91. The strike last trading price was 15.55, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 15.55, 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 4
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 15.55, 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 4
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 15.55, 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 4
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 15.55, 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 12 Dec SAIL was trading at 129.26. The strike last trading price was 15.55, 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 11 Dec SAIL was trading at 126.95. The strike last trading price was 15.55, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 15.55, 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 15.55, 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 6 Dec SAIL was trading at 123.89. The strike last trading price was 15.55, 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 15.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 15.55, which was -4.45 lower than the previous day. The implied volatity was 50.43, the open interest changed by 3 which increased total open position to 5
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 20, 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 2 Dec SAIL was trading at 119.08. The strike last trading price was 20, 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 29 Nov SAIL was trading at 117.11. The strike last trading price was 20, 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 28 Nov SAIL was trading at 116.28. The strike last trading price was 20, which was -1.20 lower than the previous day. The implied volatity was 31.65, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 21.2, which was -2.45 lower than the previous day. The implied volatity was 48.68, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 23.65, 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 25 Nov SAIL was trading at 114.09. The strike last trading price was 23.65, 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 23.65, 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 21 Nov SAIL was trading at 110.59. The strike last trading price was 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 13 Nov SAIL was trading at 111.69. The strike last trading price was 23.65, 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 23.65, 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 11 Nov SAIL was trading at 115.89. The strike last trading price was 23.65, 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 23.65, 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 23.65, which was 23.65 higher 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
