SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.03
Theta: -0.02
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 0.2 | -0.10 | 33.74 | 627 | 74 | 551 | |||
| 26 Dec | 117.59 | 0.3 | -0.10 | 32.58 | 210 | 74 | 475 | |||
| 24 Dec | 119.06 | 0.4 | -0.40 | 32.46 | 436 | 152 | 400 | |||
| 23 Dec | 121.19 | 0.8 | 0.15 | 35.04 | 13 | -8 | 249 | |||
| 20 Dec | 116.10 | 0.65 | 0.25 | 38.01 | 3 | -2 | 258 | |||
| 19 Dec | 118.91 | 0.4 | 0.00 | 0.00 | 0 | -18 | 0 | |||
| 18 Dec | 119.81 | 0.4 | -0.50 | 28.56 | 18 | -3 | 275 | |||
| 17 Dec | 121.11 | 0.9 | -0.45 | 33.22 | 2 | -1 | 279 | |||
| 16 Dec | 123.61 | 1.35 | -0.55 | 32.79 | 1 | 0 | 281 | |||
| 13 Dec | 124.76 | 1.9 | -1.00 | 35.01 | 259 | 13 | 280 | |||
| 12 Dec | 129.26 | 2.9 | 0.50 | 33.25 | 266 | 92 | 268 | |||
| 11 Dec | 126.95 | 2.4 | -0.10 | 33.40 | 106 | 22 | 177 | |||
| 10 Dec | 126.81 | 2.5 | -0.20 | 33.84 | 177 | 34 | 156 | |||
| 9 Dec | 126.13 | 2.7 | 0.80 | 35.22 | 143 | 15 | 120 | |||
| 6 Dec | 123.89 | 1.9 | 0.35 | 33.36 | 58 | 9 | 104 | |||
| 5 Dec | 122.47 | 1.55 | -0.10 | 32.15 | 101 | 55 | 96 | |||
| 4 Dec | 122.17 | 1.65 | -0.05 | 32.21 | 44 | 13 | 41 | |||
|
|
||||||||||
| 3 Dec | 122.79 | 1.7 | 0.45 | 32.33 | 62 | 10 | 29 | |||
| 2 Dec | 119.08 | 1.25 | 0.05 | 34.17 | 9 | 5 | 18 | |||
| 29 Nov | 117.11 | 1.2 | 0.10 | 35.25 | 3 | 2 | 12 | |||
| 28 Nov | 116.28 | 1.1 | -0.30 | 34.37 | 1 | 0 | 9 | |||
| 27 Nov | 116.26 | 1.4 | 0.25 | 37.21 | 1 | 0 | 8 | |||
| 21 Nov | 110.59 | 1.15 | -0.55 | 40.18 | 3 | 2 | 7 | |||
| 18 Nov | 112.77 | 1.7 | 0.10 | 41.53 | 1 | 0 | 4 | |||
| 13 Nov | 111.69 | 1.6 | -0.40 | 39.85 | 3 | 1 | 3 | |||
| 11 Nov | 115.89 | 2 | -3.40 | 37.21 | 1 | 0 | 1 | |||
| 6 Nov | 123.89 | 5.4 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 5.4 | 10.97 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 140 expiring on 30JAN2025
Delta for 140 CE is 0.04
Historical price for 140 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 33.74, the open interest changed by 74 which increased total open position to 551
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 32.58, the open interest changed by 74 which increased total open position to 475
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 32.46, the open interest changed by 152 which increased total open position to 400
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 35.04, the open interest changed by -8 which decreased total open position to 249
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 38.01, the open interest changed by -2 which decreased total open position to 258
On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 28.56, the open interest changed by -3 which decreased total open position to 275
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 33.22, the open interest changed by -1 which decreased total open position to 279
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 281
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 1.9, which was -1.00 lower than the previous day. The implied volatity was 35.01, the open interest changed by 13 which increased total open position to 280
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 2.9, which was 0.50 higher than the previous day. The implied volatity was 33.25, the open interest changed by 92 which increased total open position to 268
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was 33.40, the open interest changed by 22 which increased total open position to 177
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 33.84, the open interest changed by 34 which increased total open position to 156
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 2.7, which was 0.80 higher than the previous day. The implied volatity was 35.22, the open interest changed by 15 which increased total open position to 120
On 6 Dec SAIL was trading at 123.89. The strike last trading price was 1.9, which was 0.35 higher than the previous day. The implied volatity was 33.36, the open interest changed by 9 which increased total open position to 104
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 32.15, the open interest changed by 55 which increased total open position to 96
On 4 Dec SAIL was trading at 122.17. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 32.21, the open interest changed by 13 which increased total open position to 41
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was 32.33, the open interest changed by 10 which increased total open position to 29
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 34.17, the open interest changed by 5 which increased total open position to 18
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 35.25, the open interest changed by 2 which increased total open position to 12
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 9
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 8
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 40.18, the open interest changed by 2 which increased total open position to 7
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 4
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 39.85, the open interest changed by 1 which increased total open position to 3
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 2, which was -3.40 lower than the previous day. The implied volatity was 37.21, the open interest changed by 0 which decreased total open position to 1
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 5.4, which was lower than the previous day. The implied volatity was 10.97, the open interest changed by 0 which decreased total open position to 0
| SAIL 30JAN2025 140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 22.25 | 0.95 | - | 47 | 3 | 153 |
| 26 Dec | 117.59 | 21.3 | 1.10 | 38.78 | 49 | 34 | 150 |
| 24 Dec | 119.06 | 20.2 | 2.45 | 33.57 | 137 | 108 | 115 |
| 23 Dec | 121.19 | 17.75 | 0.00 | 0.00 | 0 | 0 | 7 |
| 20 Dec | 116.10 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 118.91 | 17.75 | 0.00 | 0.00 | 1 | 0 | 7 |
| 18 Dec | 119.81 | 17.75 | 0.00 | 0.00 | 1 | 0 | 7 |
| 17 Dec | 121.11 | 17.75 | 0.00 | 0.00 | 1 | 0 | 7 |
| 16 Dec | 123.61 | 17.75 | 0.00 | 0.00 | 1 | 0 | 7 |
| 13 Dec | 124.76 | 17.75 | 5.75 | 48.91 | 1 | 0 | 6 |
| 12 Dec | 129.26 | 12 | -0.90 | 32.74 | 4 | 1 | 5 |
| 11 Dec | 126.95 | 12.9 | 0.00 | 0.00 | 0 | 3 | 0 |
| 10 Dec | 126.81 | 12.9 | -9.30 | 27.84 | 3 | 2 | 3 |
| 9 Dec | 126.13 | 22.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 123.89 | 22.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 122.47 | 22.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 122.17 | 22.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 122.79 | 22.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 119.08 | 22.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 117.11 | 22.2 | 0.70 | 37.33 | 1 | 0 | 1 |
| 28 Nov | 116.28 | 21.5 | -5.65 | - | 1 | 0 | 0 |
| 27 Nov | 116.26 | 27.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 110.59 | 27.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 112.77 | 27.15 | 27.15 | - | 0 | 0 | 0 |
| 13 Nov | 111.69 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 115.89 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 123.89 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 140 expiring on 30JAN2025
Delta for 140 PE is -
Historical price for 140 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 22.25, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 153
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 21.3, which was 1.10 higher than the previous day. The implied volatity was 38.78, the open interest changed by 34 which increased total open position to 150
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 20.2, which was 2.45 higher than the previous day. The implied volatity was 33.57, the open interest changed by 108 which increased total open position to 115
On 23 Dec SAIL was trading at 121.19. The strike last trading price was 17.75, 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 7
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 17.75, 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 17.75, 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 7
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 17.75, 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 7
On 17 Dec SAIL was trading at 121.11. The strike last trading price was 17.75, 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 7
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 17.75, 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 7
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 17.75, which was 5.75 higher than the previous day. The implied volatity was 48.91, the open interest changed by 0 which decreased total open position to 6
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 12, which was -0.90 lower than the previous day. The implied volatity was 32.74, the open interest changed by 1 which increased total open position to 5
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 12.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 12.9, which was -9.30 lower than the previous day. The implied volatity was 27.84, the open interest changed by 2 which increased total open position to 3
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 22.2, 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 22.2, 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 22.2, 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 Dec SAIL was trading at 122.17. The strike last trading price was 22.2, 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 3 Dec SAIL was trading at 122.79. The strike last trading price was 22.2, 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 22.2, 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 22.2, which was 0.70 higher than the previous day. The implied volatity was 37.33, the open interest changed by 0 which decreased total open position to 1
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 21.5, 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 27 Nov SAIL was trading at 116.26. The strike last trading price was 27.15, 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 27.15, 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 27.15, which was 27.15 higher 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 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 Nov SAIL was trading at 115.89. 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 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 -, 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
