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

111.84 0.15 (0.13%)

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Historical option data for SAIL

14 Nov 2024 04:11 PM IST
SAIL 28NOV2024 140 CE
Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 111.84 0.1 -0.05 55.49 75 -18 990
13 Nov 111.69 0.15 0.00 56.02 157 -39 1,008
12 Nov 114.17 0.15 -0.10 50.04 221 -47 1,045
11 Nov 115.89 0.25 0.00 49.83 372 4 1,091
8 Nov 118.21 0.25 -0.60 42.55 3,140 33 1,084
7 Nov 123.36 0.85 -0.05 44.01 2,698 1 1,050
6 Nov 123.89 0.9 0.25 43.07 2,603 39 1,046
5 Nov 118.53 0.65 0.25 47.80 1,069 394 1,008
4 Nov 113.90 0.4 -0.15 49.30 605 96 613
1 Nov 117.75 0.55 0.05 42.74 103 23 517
31 Oct 115.75 0.5 -0.05 - 208 109 493
30 Oct 116.03 0.55 -0.10 - 324 105 383
29 Oct 115.71 0.65 -0.05 - 104 22 274
28 Oct 114.67 0.7 -0.15 - 105 27 251
25 Oct 111.48 0.85 -0.20 - 139 13 224
24 Oct 117.13 1.05 -0.05 - 86 37 210
23 Oct 118.13 1.1 -0.40 - 250 50 173
22 Oct 121.80 1.5 -5.05 - 1 0 124
21 Oct 126.46 6.55 0.00 - 0 0 0
18 Oct 129.03 6.55 0.00 - 0 0 0
17 Oct 127.83 6.55 0.00 - 0 0 0
16 Oct 129.92 6.55 0.00 - 0 0 0
15 Oct 130.94 6.55 0.00 - 0 -1 0
14 Oct 134.33 6.55 1.85 - 1 0 125
11 Oct 134.03 4.7 0.00 - 0 0 0
10 Oct 129.97 4.7 0.00 - 0 0 0
9 Oct 130.33 4.7 0.00 - 0 56 0
8 Oct 131.37 4.7 -1.15 - 140 52 121
7 Oct 132.19 5.85 -2.85 - 66 27 69
4 Oct 139.01 8.7 0.45 - 18 1 42
3 Oct 137.03 8.25 -1.60 - 18 1 41
1 Oct 141.03 9.85 -0.10 - 49 13 41
30 Sept 141.36 9.95 0.55 - 20 -2 28
27 Sept 140.54 9.4 0.15 - 44 6 31
26 Sept 139.20 9.25 2.25 - 24 15 23
25 Sept 134.23 7 3.00 - 8 6 8
19 Sept 126.54 4 -1.25 - 1 0 1
18 Sept 129.65 5.25 -8.60 - 0 0 0
6 Sept 129.38 13.85 0.00 - 0 0 0
5 Sept 131.22 13.85 0.00 - 0 0 0
4 Sept 130.46 13.85 0.00 - 0 0 0
3 Sept 131.78 13.85 0.00 - 0 0 0
2 Sept 133.17 13.85 - 0 0 0


For Steel Authority Of India - strike price 140 expiring on 28NOV2024

Delta for 140 CE is 0.02

Historical price for 140 CE is as follows

On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 55.49, the open interest changed by -18 which decreased total open position to 990


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 56.02, the open interest changed by -39 which decreased total open position to 1008


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 50.04, the open interest changed by -47 which decreased total open position to 1045


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 49.83, the open interest changed by 4 which increased total open position to 1091


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.25, which was -0.60 lower than the previous day. The implied volatity was 42.55, the open interest changed by 33 which increased total open position to 1084


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 44.01, the open interest changed by 1 which increased total open position to 1050


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 43.07, the open interest changed by 39 which increased total open position to 1046


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 47.80, the open interest changed by 394 which increased total open position to 1008


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 49.30, the open interest changed by 96 which increased total open position to 613


On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 42.74, the open interest changed by 23 which increased total open position to 517


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SAIL was trading at 116.03. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SAIL was trading at 115.71. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SAIL was trading at 114.67. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SAIL was trading at 111.48. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SAIL was trading at 117.13. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SAIL was trading at 118.13. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SAIL was trading at 121.80. The strike last trading price was 1.5, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SAIL was trading at 126.46. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct SAIL was trading at 129.03. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SAIL was trading at 127.83. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SAIL was trading at 129.92. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SAIL was trading at 130.94. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SAIL was trading at 134.33. The strike last trading price was 6.55, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SAIL was trading at 134.03. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SAIL was trading at 129.97. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SAIL was trading at 130.33. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SAIL was trading at 131.37. The strike last trading price was 4.7, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SAIL was trading at 132.19. The strike last trading price was 5.85, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SAIL was trading at 139.01. The strike last trading price was 8.7, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SAIL was trading at 137.03. The strike last trading price was 8.25, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SAIL was trading at 141.03. The strike last trading price was 9.85, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SAIL was trading at 141.36. The strike last trading price was 9.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept SAIL was trading at 140.54. The strike last trading price was 9.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept SAIL was trading at 139.20. The strike last trading price was 9.25, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept SAIL was trading at 134.23. The strike last trading price was 7, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept SAIL was trading at 126.54. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept SAIL was trading at 129.65. The strike last trading price was 5.25, which was -8.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept SAIL was trading at 129.38. The strike last trading price was 13.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 13.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 13.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 13.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 28NOV2024 140 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 111.84 28.3 0.30 - 1 0 337
13 Nov 111.69 28 3.80 - 7 -3 338
12 Nov 114.17 24.2 0.75 - 1 0 342
11 Nov 115.89 23.45 1.35 46.88 3 0 342
8 Nov 118.21 22.1 5.40 54.87 19 -2 342
7 Nov 123.36 16.7 0.50 42.13 79 4 343
6 Nov 123.89 16.2 -5.30 37.61 126 59 337
5 Nov 118.53 21.5 -0.90 52.35 22 -5 278
4 Nov 113.90 22.4 0.70 - 3 0 283
1 Nov 117.75 21.7 -1.70 49.37 5 0 278
31 Oct 115.75 23.4 0.20 - 21 16 278
30 Oct 116.03 23.2 -0.60 - 209 195 263
29 Oct 115.71 23.8 -1.05 - 15 13 67
28 Oct 114.67 24.85 -2.85 - 6 6 53
25 Oct 111.48 27.7 4.80 - 9 4 47
24 Oct 117.13 22.9 1.15 - 14 12 44
23 Oct 118.13 21.75 10.35 - 19 15 32
22 Oct 121.80 11.4 0.00 - 0 0 0
21 Oct 126.46 11.4 0.00 - 0 0 0
18 Oct 129.03 11.4 0.00 - 0 0 0
17 Oct 127.83 11.4 0.00 - 0 0 0
16 Oct 129.92 11.4 0.00 - 0 0 0
15 Oct 130.94 11.4 0.00 - 0 0 0
14 Oct 134.33 11.4 0.00 - 0 0 0
11 Oct 134.03 11.4 0.00 - 0 0 0
10 Oct 129.97 11.4 0.00 - 0 0 17
9 Oct 130.33 11.4 0.00 - 0 0 17
8 Oct 131.37 11.4 0.10 - 7 -1 17
7 Oct 132.19 11.3 3.30 - 3 1 18
4 Oct 139.01 8 -0.35 - 5 0 17
3 Oct 137.03 8.35 1.55 - 10 2 17
1 Oct 141.03 6.8 0.15 - 16 7 15
30 Sept 141.36 6.65 -0.35 - 11 6 7
27 Sept 140.54 7 0.00 - 0 1 0
26 Sept 139.20 7 -10.10 - 1 0 0
25 Sept 134.23 17.1 0.00 - 0 0 0
19 Sept 126.54 17.1 0.00 - 0 0 0
18 Sept 129.65 17.1 0.00 - 0 0 0
6 Sept 129.38 17.1 0.00 - 0 0 0
5 Sept 131.22 17.1 0.00 - 0 0 0
4 Sept 130.46 17.1 0.00 - 0 0 0
3 Sept 131.78 17.1 0.00 - 0 0 0
2 Sept 133.17 17.1 - 0 0 0


For Steel Authority Of India - strike price 140 expiring on 28NOV2024

Delta for 140 PE is -

Historical price for 140 PE is as follows

On 14 Nov SAIL was trading at 111.84. The strike last trading price was 28.3, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 337


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 28, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 338


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 24.2, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 342


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 23.45, which was 1.35 higher than the previous day. The implied volatity was 46.88, the open interest changed by 0 which decreased total open position to 342


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 22.1, which was 5.40 higher than the previous day. The implied volatity was 54.87, the open interest changed by -2 which decreased total open position to 342


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 16.7, which was 0.50 higher than the previous day. The implied volatity was 42.13, the open interest changed by 4 which increased total open position to 343


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 16.2, which was -5.30 lower than the previous day. The implied volatity was 37.61, the open interest changed by 59 which increased total open position to 337


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 21.5, which was -0.90 lower than the previous day. The implied volatity was 52.35, the open interest changed by -5 which decreased total open position to 278


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 22.4, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 283


On 1 Nov SAIL was trading at 117.75. The strike last trading price was 21.7, which was -1.70 lower than the previous day. The implied volatity was 49.37, the open interest changed by 0 which decreased total open position to 278


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 23.4, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SAIL was trading at 116.03. The strike last trading price was 23.2, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SAIL was trading at 115.71. The strike last trading price was 23.8, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SAIL was trading at 114.67. The strike last trading price was 24.85, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct SAIL was trading at 111.48. The strike last trading price was 27.7, which was 4.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SAIL was trading at 117.13. The strike last trading price was 22.9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SAIL was trading at 118.13. The strike last trading price was 21.75, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SAIL was trading at 121.80. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SAIL was trading at 126.46. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct SAIL was trading at 129.03. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct SAIL was trading at 127.83. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SAIL was trading at 129.92. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct SAIL was trading at 130.94. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SAIL was trading at 134.33. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SAIL was trading at 134.03. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SAIL was trading at 129.97. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SAIL was trading at 130.33. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SAIL was trading at 131.37. The strike last trading price was 11.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SAIL was trading at 132.19. The strike last trading price was 11.3, which was 3.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SAIL was trading at 139.01. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SAIL was trading at 137.03. The strike last trading price was 8.35, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SAIL was trading at 141.03. The strike last trading price was 6.8, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SAIL was trading at 141.36. The strike last trading price was 6.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept SAIL was trading at 140.54. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept SAIL was trading at 139.20. The strike last trading price was 7, which was -10.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept SAIL was trading at 134.23. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept SAIL was trading at 126.54. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept SAIL was trading at 129.65. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept SAIL was trading at 129.38. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 17.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to