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 | 17 | 3.10 | - | 28,24,000 | -1,00,000 | 8,72,000 | |||
| 4 Jul | 151.05 | 13.9 | - | 5,60,000 | 88,000 | 9,72,000 | ||||
| 3 Jul | 151.62 | 14.3 | - | 6,32,000 | -60,000 | 8,84,000 | ||||
| 2 Jul | 146.68 | 10.6 | - | 3,56,000 | 72,000 | 9,44,000 | ||||
| 1 Jul | 149.06 | 12.95 | - | 7,52,000 | 3,32,000 | 8,72,000 | ||||
| 28 Jun | 148.65 | 13.15 | - | 11,80,000 | 3,52,000 | 5,40,000 | ||||
| 27 Jun | 142.88 | 9 | - | 4,000 | 0 | 1,88,000 | ||||
| 26 Jun | 143.97 | 14.55 | - | 0 | 0 | 0 | ||||
| 25 Jun | 147.01 | 14.55 | - | 0 | 0 | 1,88,000 | ||||
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| 24 Jun | 149.85 | 14.55 | - | 1,76,000 | 76,000 | 1,80,000 | ||||
| 21 Jun | 155.44 | 18.95 | - | 80,000 | 20,000 | 1,04,000 | ||||
| 20 Jun | 154.03 | 17.05 | - | 0 | 0 | 84,000 | ||||
| 19 Jun | 149.95 | 17.05 | - | 0 | 0 | 84,000 | ||||
| 18 Jun | 153.41 | 17.05 | - | 0 | 84,000 | 84,000 | ||||
| 14 Jun | 153.63 | 17.05 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 17.05 | - | 0 | 0 | 84,000 | ||||
| 12 Jun | 151.01 | 17.05 | - | 0 | 0 | 84,000 | ||||
| 11 Jun | 151.01 | 17.05 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 17.05 | - | 32,000 | 0 | 84,000 | ||||
| 7 Jun | 152.75 | 17.05 | - | 32,000 | 8,000 | 88,000 | ||||
| 6 Jun | 146.90 | 17.60 | - | 60,000 | -20,000 | 80,000 | ||||
| 5 Jun | 145.55 | 14.10 | - | 1,76,000 | 88,000 | 1,00,000 | ||||
| 4 Jun | 133.05 | 10.90 | - | 24,000 | 12,000 | 12,000 | ||||
| 3 Jun | 166.35 | 32.70 | - | 0 | 0 | 0 | ||||
| 31 May | 158.50 | 32.70 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 140 expiring on 25JUL2024
Delta for 140 CE is -
Historical price for 140 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 17, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by -100000 which decreased total open position to 872000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 13.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 972000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 14.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -60000 which decreased total open position to 884000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 944000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 332000 which increased total open position to 872000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 352000 which increased total open position to 540000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 14.55, 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 25 Jun SAIL was trading at 147.01. The strike last trading price was 14.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 14.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 76000 which increased total open position to 180000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 104000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 84000
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 17.05, 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 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84000
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 17.05, 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 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 88000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 17.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 80000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 14.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 100000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 10.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 32.70, 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 31 May SAIL was trading at 158.50. The strike last trading price was 32.70, 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 | 0.8 | -0.75 | - | 86,16,000 | 4,04,000 | 41,80,000 |
| 4 Jul | 151.05 | 1.55 | - | 19,08,000 | -64,000 | 37,76,000 | |
| 3 Jul | 151.62 | 1.7 | - | 24,48,000 | 4,32,000 | 38,40,000 | |
| 2 Jul | 146.68 | 2.95 | - | 15,64,000 | 1,60,000 | 34,04,000 | |
| 1 Jul | 149.06 | 2.5 | - | 16,48,000 | 2,76,000 | 32,44,000 | |
| 28 Jun | 148.65 | 2.7 | - | 48,56,000 | 16,52,000 | 29,68,000 | |
| 27 Jun | 142.88 | 5.45 | - | 1,16,000 | 4,000 | 13,16,000 | |
| 26 Jun | 143.97 | 5.5 | - | 8,000 | -8,000 | 13,16,000 | |
| 25 Jun | 147.01 | 3.65 | - | 64,000 | -60,000 | 13,24,000 | |
| 24 Jun | 149.85 | 3.7 | - | 13,76,000 | 4,36,000 | 13,80,000 | |
| 21 Jun | 155.44 | 2.80 | - | 21,08,000 | 8,44,000 | 9,32,000 | |
| 20 Jun | 154.03 | 4.30 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 4.30 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 4.30 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 4.30 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 4.30 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 4.30 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 4.30 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 4.30 | - | 0 | 12,000 | 0 | |
| 7 Jun | 152.75 | 4.30 | - | 1,04,000 | -24,000 | 88,000 | |
| 6 Jun | 146.90 | 7.00 | - | 1,32,000 | 8,000 | 1,12,000 | |
| 5 Jun | 145.55 | 7.25 | - | 44,000 | -4,000 | 1,04,000 | |
| 4 Jun | 133.05 | 16.35 | - | 2,56,000 | 0 | 1,08,000 | |
| 3 Jun | 166.35 | 1.95 | - | 2,08,000 | 24,000 | 1,08,000 | |
| 31 May | 158.50 | 3.55 | - | 84,000 | 72,000 | 72,000 | |
For STEEL AUTHORITY OF INDIA - strike price 140 expiring on 25JUL2024
Delta for 140 PE is -
Historical price for 140 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 404000 which increased total open position to 4180000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -64000 which decreased total open position to 3776000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 432000 which increased total open position to 3840000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 3404000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 276000 which increased total open position to 3244000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1652000 which increased total open position to 2968000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 1316000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 1316000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -60000 which decreased total open position to 1324000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 436000 which increased total open position to 1380000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 844000 which increased total open position to 932000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 4.30, 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 4.30, 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 4.30, 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 4.30, 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 4.30, 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 4.30, 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 4.30, 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 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 88000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 112000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 104000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 108000
On 31 May SAIL was trading at 158.50. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 72000