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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 145 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 0.65 -0.10 16,28,000 -80,000 32,96,000
5 Sept 131.22 0.75 0.00 11,32,000 36,000 33,88,000
4 Sept 130.46 0.75 -0.30 19,08,000 -1,36,000 33,80,000
3 Sept 131.78 1.05 -0.30 14,36,000 2,72,000 35,16,000
2 Sept 133.17 1.35 -0.30 20,48,000 2,40,000 32,44,000
30 Aug 133.69 1.65 -0.45 22,16,000 4,04,000 30,00,000
29 Aug 134.25 2.1 0.25 24,96,000 3,96,000 25,56,000
28 Aug 134.04 1.85 -0.65 16,96,000 6,80,000 21,68,000
27 Aug 135.90 2.5 -0.80 12,32,000 48,000 14,84,000
26 Aug 137.75 3.3 1.45 25,56,000 7,40,000 14,24,000
23 Aug 131.79 1.85 -1.05 7,36,000 2,04,000 6,80,000
22 Aug 133.88 2.9 0.85 7,44,000 2,12,000 4,72,000
21 Aug 135.04 2.05 0.05 4,000 0 2,60,000
20 Aug 133.15 2 0.00 0 -8,000 0
19 Aug 131.32 2 -0.65 8,000 0 2,68,000
16 Aug 128.28 2.65 0.00 0 0 0
14 Aug 125.23 2.65 0.00 0 0 0
13 Aug 128.14 2.65 0.00 0 0 0
12 Aug 131.70 2.65 0.00 0 2,16,000 0
9 Aug 129.35 2.65 -3.80 3,96,000 2,20,000 2,72,000
8 Aug 137.45 6.45 -1.55 36,000 20,000 48,000
7 Aug 141.63 8 1.50 12,000 4,000 24,000
6 Aug 135.46 6.5 0.00 0 4,000 0
5 Aug 136.62 6.5 -4.15 16,000 4,000 20,000
2 Aug 146.23 10.65 -6.15 16,000 12,000 12,000
1 Aug 150.03 16.8 0.00 0 0 0
31 Jul 153.04 16.8 0.00 0 0 0
30 Jul 148.10 16.8 0.00 0 0 0
29 Jul 147.74 16.8 0.00 0 0 0
26 Jul 147.39 16.8 0.00 0 0 0
24 Jul 146.99 16.8 0.00 0 0 0
23 Jul 141.39 16.8 0.00 0 0 0
22 Jul 143.28 16.8 0.00 0 0 0
19 Jul 141.82 16.8 16.80 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
9 Jul 155.99 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 145 expiring on 26SEP2024

Delta for 145 CE is -

Historical price for 145 CE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -80000 which decreased total open position to 3296000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 3388000


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -136000 which decreased total open position to 3380000


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 272000 which increased total open position to 3516000


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 240000 which increased total open position to 3244000


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 404000 which increased total open position to 3000000


On 29 Aug SAIL was trading at 134.25. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 396000 which increased total open position to 2556000


On 28 Aug SAIL was trading at 134.04. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 680000 which increased total open position to 2168000


On 27 Aug SAIL was trading at 135.90. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 1484000


On 26 Aug SAIL was trading at 137.75. The strike last trading price was 3.3, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 740000 which increased total open position to 1424000


On 23 Aug SAIL was trading at 131.79. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 204000 which increased total open position to 680000


On 22 Aug SAIL was trading at 133.88. The strike last trading price was 2.9, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 212000 which increased total open position to 472000


On 21 Aug SAIL was trading at 135.04. The strike last trading price was 2.05, 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 260000


On 20 Aug SAIL was trading at 133.15. The strike last trading price was 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 19 Aug SAIL was trading at 131.32. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 268000


On 16 Aug SAIL was trading at 128.28. The strike last trading price was 2.65, 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 Aug SAIL was trading at 125.23. The strike last trading price was 2.65, 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 Aug SAIL was trading at 128.14. The strike last trading price was 2.65, 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 Aug SAIL was trading at 131.70. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 216000 which increased total open position to 0


On 9 Aug SAIL was trading at 129.35. The strike last trading price was 2.65, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 220000 which increased total open position to 272000


On 8 Aug SAIL was trading at 137.45. The strike last trading price was 6.45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 48000


On 7 Aug SAIL was trading at 141.63. The strike last trading price was 8, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 24000


On 6 Aug SAIL was trading at 135.46. The strike last trading price was 6.5, 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 5 Aug SAIL was trading at 136.62. The strike last trading price was 6.5, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 20000


On 2 Aug SAIL was trading at 146.23. The strike last trading price was 10.65, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000


On 1 Aug SAIL was trading at 150.03. The strike last trading price was 16.8, 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 31 Jul SAIL was trading at 153.04. The strike last trading price was 16.8, 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 30 Jul SAIL was trading at 148.10. The strike last trading price was 16.8, 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 29 Jul SAIL was trading at 147.74. The strike last trading price was 16.8, 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 26 Jul SAIL was trading at 147.39. The strike last trading price was 16.8, 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 24 Jul SAIL was trading at 146.99. The strike last trading price was 16.8, 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 16.8, 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 16.8, 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 16.8, which was 16.80 higher 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 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 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 145 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 129.38 16.3 1.90 92,000 40,000 17,80,000
5 Sept 131.22 14.4 -1.40 72,000 56,000 17,36,000
4 Sept 130.46 15.8 2.35 1,36,000 68,000 16,76,000
3 Sept 131.78 13.45 -0.85 8,000 0 16,08,000
2 Sept 133.17 14.3 1.50 48,000 8,000 16,08,000
30 Aug 133.69 12.8 0.65 2,76,000 0 16,00,000
29 Aug 134.25 12.15 -0.60 4,12,000 2,24,000 16,00,000
28 Aug 134.04 12.75 1.00 11,44,000 10,60,000 13,76,000
27 Aug 135.90 11.75 1.25 1,24,000 60,000 2,92,000
26 Aug 137.75 10.5 -3.40 2,56,000 92,000 2,16,000
23 Aug 131.79 13.9 0.65 16,000 12,000 1,20,000
22 Aug 133.88 13.25 0.10 60,000 36,000 1,04,000
21 Aug 135.04 13.15 0.00 0 0 0
20 Aug 133.15 13.15 0.00 0 0 0
19 Aug 131.32 13.15 0.00 0 0 0
16 Aug 128.28 13.15 0.00 0 0 0
14 Aug 125.23 13.15 0.00 0 0 0
13 Aug 128.14 13.15 0.00 0 0 68,000
12 Aug 131.70 13.15 0.00 0 0 68,000
9 Aug 129.35 13.15 0.00 0 0 0
8 Aug 137.45 13.15 0.90 4,000 0 68,000
7 Aug 141.63 12.25 0.00 0 0 0
6 Aug 135.46 12.25 0.00 0 4,000 0
5 Aug 136.62 12.25 4.50 4,000 0 64,000
2 Aug 146.23 7.75 1.75 48,000 16,000 60,000
1 Aug 150.03 6 0.80 24,000 16,000 40,000
31 Jul 153.04 5.2 -1.30 4,000 0 24,000
30 Jul 148.10 6.5 0.00 0 12,000 0
29 Jul 147.74 6.5 -0.10 16,000 12,000 20,000
26 Jul 147.39 6.6 -9.70 12,000 8,000 8,000
24 Jul 146.99 16.3 0.00 0 0 0
23 Jul 141.39 16.3 0.00 0 0 0
22 Jul 143.28 16.3 0.00 0 0 0
19 Jul 141.82 16.3 0.00 0 0 0
16 Jul 150.99 16.3 0.00 0 0 0
15 Jul 152.03 16.3 0.00 0 0 0
12 Jul 150.42 16.3 0.00 0 0 0
11 Jul 151.85 16.3 0.00 0 0 0
9 Jul 155.99 16.3 16.30 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 145 expiring on 26SEP2024

Delta for 145 PE is -

Historical price for 145 PE is as follows

On 6 Sept SAIL was trading at 129.38. The strike last trading price was 16.3, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 1780000


On 5 Sept SAIL was trading at 131.22. The strike last trading price was 14.4, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 1736000


On 4 Sept SAIL was trading at 130.46. The strike last trading price was 15.8, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 68000 which increased total open position to 1676000


On 3 Sept SAIL was trading at 131.78. The strike last trading price was 13.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1608000


On 2 Sept SAIL was trading at 133.17. The strike last trading price was 14.3, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 1608000


On 30 Aug SAIL was trading at 133.69. The strike last trading price was 12.8, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1600000


On 29 Aug SAIL was trading at 134.25. The strike last trading price was 12.15, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 224000 which increased total open position to 1600000


On 28 Aug SAIL was trading at 134.04. The strike last trading price was 12.75, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 1060000 which increased total open position to 1376000


On 27 Aug SAIL was trading at 135.90. The strike last trading price was 11.75, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 292000


On 26 Aug SAIL was trading at 137.75. The strike last trading price was 10.5, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 92000 which increased total open position to 216000


On 23 Aug SAIL was trading at 131.79. The strike last trading price was 13.9, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 120000


On 22 Aug SAIL was trading at 133.88. The strike last trading price was 13.25, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 104000


On 21 Aug SAIL was trading at 135.04. The strike last trading price was 13.15, 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 20 Aug SAIL was trading at 133.15. The strike last trading price was 13.15, 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 19 Aug SAIL was trading at 131.32. The strike last trading price was 13.15, 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 16 Aug SAIL was trading at 128.28. The strike last trading price was 13.15, 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 14 Aug SAIL was trading at 125.23. The strike last trading price was 13.15, 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 13 Aug SAIL was trading at 128.14. The strike last trading price was 13.15, 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 68000


On 12 Aug SAIL was trading at 131.70. The strike last trading price was 13.15, 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 68000


On 9 Aug SAIL was trading at 129.35. The strike last trading price was 13.15, 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 8 Aug SAIL was trading at 137.45. The strike last trading price was 13.15, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68000


On 7 Aug SAIL was trading at 141.63. The strike last trading price was 12.25, 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 Aug SAIL was trading at 135.46. The strike last trading price was 12.25, 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 5 Aug SAIL was trading at 136.62. The strike last trading price was 12.25, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64000


On 2 Aug SAIL was trading at 146.23. The strike last trading price was 7.75, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 60000


On 1 Aug SAIL was trading at 150.03. The strike last trading price was 6, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 40000


On 31 Jul SAIL was trading at 153.04. The strike last trading price was 5.2, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24000


On 30 Jul SAIL was trading at 148.10. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0


On 29 Jul SAIL was trading at 147.74. The strike last trading price was 6.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 20000


On 26 Jul SAIL was trading at 147.39. The strike last trading price was 6.6, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000


On 24 Jul SAIL was trading at 146.99. The strike last trading price was 16.3, 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 16.3, 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 16.3, 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 16.3, 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 16.3, 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 16.3, 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 16.3, 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 16.3, 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 16.3, which was 16.30 higher 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