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

129.38 -1.84 (-1.40%)

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Historical option data for SAIL

06 Sep 2024 04:11 PM IST
SAIL 140 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 1.15 -0.25 63,12,000 2,24,000 1,52,20,000
5 Sept 131.22 1.4 0.05 33,04,000 4,000 1,49,88,000
4 Sept 130.46 1.35 -0.55 83,60,000 -3,76,000 1,49,88,000
3 Sept 131.78 1.9 -0.40 68,40,000 18,04,000 1,53,80,000
2 Sept 133.17 2.3 -0.60 50,96,000 7,48,000 1,35,72,000
30 Aug 133.69 2.9 -0.60 70,04,000 14,48,000 1,28,64,000
29 Aug 134.25 3.5 0.35 56,28,000 9,40,000 1,14,40,000
28 Aug 134.04 3.15 -0.85 40,36,000 9,68,000 1,04,40,000
27 Aug 135.90 4 -1.15 42,40,000 5,96,000 94,72,000
26 Aug 137.75 5.15 2.25 1,24,40,000 21,04,000 88,72,000
23 Aug 131.79 2.9 -1.25 55,56,000 11,12,000 66,92,000
22 Aug 133.88 4.15 -0.25 69,92,000 45,20,000 55,76,000
21 Aug 135.04 4.4 2.10 68,000 24,000 10,60,000
20 Aug 133.15 2.3 0.05 4,000 0 10,40,000
19 Aug 131.32 2.25 -0.95 12,000 -8,000 10,44,000
16 Aug 128.28 3.2 0.00 0 0 0
14 Aug 125.23 3.2 0.00 0 -8,000 0
13 Aug 128.14 3.2 -0.90 8,000 -4,000 10,56,000
12 Aug 131.70 4.1 0.40 36,000 -20,000 10,72,000
9 Aug 129.35 3.7 -4.70 19,28,000 8,44,000 10,84,000
8 Aug 137.45 8.4 -1.85 1,12,000 52,000 2,28,000
7 Aug 141.63 10.25 2.65 2,12,000 96,000 1,76,000
6 Aug 135.46 7.6 -0.60 56,000 28,000 80,000
5 Aug 136.62 8.2 -7.40 72,000 32,000 44,000
2 Aug 146.23 15.6 0.00 0 0 0
1 Aug 150.03 15.6 0.05 4,000 0 12,000
31 Jul 153.04 15.55 2.25 4,000 0 8,000
30 Jul 148.10 13.3 0.00 0 4,000 0
29 Jul 147.74 13.3 -0.20 4,000 4,000 4,000
26 Jul 147.39 13.5 -5.65 4,000 0 0
25 Jul 142.59 19.15 19.15 0 0 0
24 Jul 146.99 0 0.00 0 0 0
23 Jul 141.39 0 0.00 0 0 0
22 Jul 143.28 0 0.00 0 0 0
19 Jul 141.82 0 0.00 0 0 0
18 Jul 147.89 0 0.00 0 0 0
16 Jul 150.99 0 0.00 0 0 0
15 Jul 152.03 0 0.00 0 0 0
12 Jul 150.42 0 0.00 0 0 0
11 Jul 151.85 0 0.00 0 0 0
10 Jul 150.87 0 0.00 0 0 0
9 Jul 155.99 0 0.00 0 0 0
8 Jul 156.48 0 0.00 0 0 0
4 Jul 151.05 0 0.00 0 0 0
2 Jul 146.68 0 0 0 0


For Steel Authority Of India - strike price 140 expiring on 26SEP2024

Delta for 140 CE is -

Historical price for 140 CE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 224000 which increased total open position to 15220000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 14988000


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -376000 which decreased total open position to 14988000


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 1804000 which increased total open position to 15380000


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 748000 which increased total open position to 13572000


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 2.9, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 1448000 which increased total open position to 12864000


On 29 Aug SAIL was trading at 134.25. The strike last trading price was 3.5, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 940000 which increased total open position to 11440000


On 28 Aug SAIL was trading at 134.04. The strike last trading price was 3.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 968000 which increased total open position to 10440000


On 27 Aug SAIL was trading at 135.90. The strike last trading price was 4, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 596000 which increased total open position to 9472000


On 26 Aug SAIL was trading at 137.75. The strike last trading price was 5.15, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 2104000 which increased total open position to 8872000


On 23 Aug SAIL was trading at 131.79. The strike last trading price was 2.9, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1112000 which increased total open position to 6692000


On 22 Aug SAIL was trading at 133.88. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 4520000 which increased total open position to 5576000


On 21 Aug SAIL was trading at 135.04. The strike last trading price was 4.4, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 1060000


On 20 Aug SAIL was trading at 133.15. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1040000


On 19 Aug SAIL was trading at 131.32. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 1044000


On 16 Aug SAIL was trading at 128.28. The strike last trading price was 3.2, 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 Aug SAIL was trading at 125.23. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 0


On 13 Aug SAIL was trading at 128.14. The strike last trading price was 3.2, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 1056000


On 12 Aug SAIL was trading at 131.70. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 1072000


On 9 Aug SAIL was trading at 129.35. The strike last trading price was 3.7, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 844000 which increased total open position to 1084000


On 8 Aug SAIL was trading at 137.45. The strike last trading price was 8.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 228000


On 7 Aug SAIL was trading at 141.63. The strike last trading price was 10.25, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 176000


On 6 Aug SAIL was trading at 135.46. The strike last trading price was 7.6, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 80000


On 5 Aug SAIL was trading at 136.62. The strike last trading price was 8.2, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 44000


On 2 Aug SAIL was trading at 146.23. The strike last trading price was 15.6, 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 1 Aug SAIL was trading at 150.03. The strike last trading price was 15.6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000


On 31 Jul SAIL was trading at 153.04. The strike last trading price was 15.55, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8000


On 30 Jul SAIL was trading at 148.10. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 0


On 29 Jul SAIL was trading at 147.74. The strike last trading price was 13.3, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000


On 26 Jul SAIL was trading at 147.39. The strike last trading price was 13.5, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul SAIL was trading at 142.59. The strike last trading price was 19.15, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jul SAIL was trading at 146.99. 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 23 Jul SAIL was trading at 141.39. 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 Jul SAIL was trading at 143.28. 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 19 Jul SAIL was trading at 141.82. 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 Jul SAIL was trading at 147.89. 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 16 Jul SAIL was trading at 150.99. 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 15 Jul SAIL was trading at 152.03. 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 0 which decreased total open position to 0


On 12 Jul SAIL was trading at 150.42. 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 11 Jul SAIL was trading at 151.85. 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 10 Jul SAIL was trading at 150.87. 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 9 Jul SAIL was trading at 155.99. 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 8 Jul SAIL was trading at 156.48. 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 Jul SAIL was trading at 151.05. 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 2 Jul SAIL was trading at 146.68. 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


SAIL 140 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 12.25 1.65 5,00,000 -1,64,000 39,76,000
5 Sept 131.22 10.6 -0.95 1,80,000 -4,000 41,44,000
4 Sept 130.46 11.55 0.85 4,24,000 -80,000 41,44,000
3 Sept 131.78 10.7 1.20 2,68,000 -8,000 42,20,000
2 Sept 133.17 9.5 0.55 2,20,000 1,08,000 42,32,000
30 Aug 133.69 8.95 0.40 5,76,000 3,16,000 41,20,000
29 Aug 134.25 8.55 -0.55 8,88,000 2,60,000 38,04,000
28 Aug 134.04 9.1 0.80 4,12,000 96,000 35,48,000
27 Aug 135.90 8.3 1.00 6,84,000 1,76,000 34,56,000
26 Aug 137.75 7.3 -4.00 28,52,000 13,48,000 32,56,000
23 Aug 131.79 11.3 1.40 14,04,000 12,44,000 19,08,000
22 Aug 133.88 9.9 -4.00 4,84,000 3,16,000 6,64,000
21 Aug 135.04 13.9 0.00 0 0 0
20 Aug 133.15 13.9 0.00 0 0 0
19 Aug 131.32 13.9 0.00 0 0 0
16 Aug 128.28 13.9 0.00 0 0 0
14 Aug 125.23 13.9 0.00 0 0 0
13 Aug 128.14 13.9 0.00 0 0 0
12 Aug 131.70 13.9 0.00 0 32,000 0
9 Aug 129.35 13.9 3.40 72,000 32,000 3,48,000
8 Aug 137.45 10.5 2.35 48,000 16,000 3,16,000
7 Aug 141.63 8.15 -2.90 28,000 12,000 2,96,000
6 Aug 135.46 11.05 0.50 32,000 4,000 2,84,000
5 Aug 136.62 10.55 4.60 1,44,000 56,000 2,76,000
2 Aug 146.23 5.95 1.10 72,000 44,000 2,16,000
1 Aug 150.03 4.85 1.10 96,000 44,000 1,68,000
31 Jul 153.04 3.75 -0.90 92,000 -16,000 1,16,000
30 Jul 148.10 4.65 0.45 8,000 12,000 1,28,000
29 Jul 147.74 4.2 -0.80 1,20,000 56,000 1,16,000
26 Jul 147.39 5 -2.60 20,000 12,000 60,000
25 Jul 142.59 7.6 1.40 16,000 48,000 48,000
24 Jul 146.99 6.2 0.00 0 44,000 0
23 Jul 141.39 6.2 0.00 0 44,000 0
22 Jul 143.28 6.2 0.00 0 44,000 0
19 Jul 141.82 6.2 0.00 0 44,000 0
18 Jul 147.89 6.2 -1.75 8,000 44,000 44,000
16 Jul 150.99 7.95 0.00 0 44,000 0
15 Jul 152.03 7.95 0.00 0 44,000 0
12 Jul 150.42 7.95 0.00 0 44,000 0
11 Jul 151.85 7.95 0.00 0 44,000 0
10 Jul 150.87 7.95 3.45 4,000 44,000 44,000
9 Jul 155.99 4.5 0.00 0 40,000 0
8 Jul 156.48 4.5 -9.20 44,000 40,000 40,000
4 Jul 151.05 13.7 0.00 0 0 0
2 Jul 146.68 13.7 0 0 0


For Steel Authority Of India - strike price 140 expiring on 26SEP2024

Delta for 140 PE is -

Historical price for 140 PE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 12.25, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -164000 which decreased total open position to 3976000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 10.6, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 4144000


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 11.55, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 4144000


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 10.7, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 4220000


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 9.5, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 108000 which increased total open position to 4232000


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 8.95, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 316000 which increased total open position to 4120000


On 29 Aug SAIL was trading at 134.25. The strike last trading price was 8.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 260000 which increased total open position to 3804000


On 28 Aug SAIL was trading at 134.04. The strike last trading price was 9.1, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 3548000


On 27 Aug SAIL was trading at 135.90. The strike last trading price was 8.3, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 176000 which increased total open position to 3456000


On 26 Aug SAIL was trading at 137.75. The strike last trading price was 7.3, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 1348000 which increased total open position to 3256000


On 23 Aug SAIL was trading at 131.79. The strike last trading price was 11.3, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 1244000 which increased total open position to 1908000


On 22 Aug SAIL was trading at 133.88. The strike last trading price was 9.9, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 316000 which increased total open position to 664000


On 21 Aug SAIL was trading at 135.04. The strike last trading price was 13.9, 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 Aug SAIL was trading at 133.15. The strike last trading price was 13.9, 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 Aug SAIL was trading at 131.32. The strike last trading price was 13.9, 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 16 Aug SAIL was trading at 128.28. The strike last trading price was 13.9, 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 Aug SAIL was trading at 125.23. The strike last trading price was 13.9, 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 Aug SAIL was trading at 128.14. The strike last trading price was 13.9, 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 Aug SAIL was trading at 131.70. The strike last trading price was 13.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 0


On 9 Aug SAIL was trading at 129.35. The strike last trading price was 13.9, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 348000


On 8 Aug SAIL was trading at 137.45. The strike last trading price was 10.5, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 316000


On 7 Aug SAIL was trading at 141.63. The strike last trading price was 8.15, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 296000


On 6 Aug SAIL was trading at 135.46. The strike last trading price was 11.05, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 284000


On 5 Aug SAIL was trading at 136.62. The strike last trading price was 10.55, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 276000


On 2 Aug SAIL was trading at 146.23. The strike last trading price was 5.95, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 216000


On 1 Aug SAIL was trading at 150.03. The strike last trading price was 4.85, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 168000


On 31 Jul SAIL was trading at 153.04. The strike last trading price was 3.75, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -16000 which decreased total open position to 116000


On 30 Jul SAIL was trading at 148.10. The strike last trading price was 4.65, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 128000


On 29 Jul SAIL was trading at 147.74. The strike last trading price was 4.2, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 116000


On 26 Jul SAIL was trading at 147.39. The strike last trading price was 5, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 60000


On 25 Jul SAIL was trading at 142.59. The strike last trading price was 7.6, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 48000


On 24 Jul SAIL was trading at 146.99. 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 44000 which increased total open position to 0


On 23 Jul SAIL was trading at 141.39. 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 44000 which increased total open position to 0


On 22 Jul SAIL was trading at 143.28. 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 44000 which increased total open position to 0


On 19 Jul SAIL was trading at 141.82. 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 44000 which increased total open position to 0


On 18 Jul SAIL was trading at 147.89. The strike last trading price was 6.2, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 44000


On 16 Jul SAIL was trading at 150.99. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 0


On 15 Jul SAIL was trading at 152.03. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 0


On 12 Jul SAIL was trading at 150.42. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 0


On 11 Jul SAIL was trading at 151.85. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 0


On 10 Jul SAIL was trading at 150.87. The strike last trading price was 7.95, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 44000


On 9 Jul SAIL was trading at 155.99. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 0


On 8 Jul SAIL was trading at 156.48. The strike last trading price was 4.5, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 40000


On 4 Jul SAIL was trading at 151.05. The strike last trading price was 13.7, 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 2 Jul SAIL was trading at 146.68. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0