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

110.59 -0.86 (-0.77%)

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Historical option data for SAIL

21 Nov 2024 04:11 PM IST
SAIL 28NOV2024 145 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 110.59 0.05 -0.05 - 10 -6 224
20 Nov 111.45 0.1 0.00 - 6 -5 230
19 Nov 111.45 0.1 0.00 - 6 -5 230
18 Nov 112.77 0.1 0.05 - 20 -17 236
14 Nov 111.84 0.05 0.00 - 20 -3 250
13 Nov 111.69 0.05 -0.05 - 23 -9 249
12 Nov 114.17 0.1 -0.05 53.79 19 0 258
11 Nov 115.89 0.15 0.00 52.34 29 1 258
8 Nov 118.21 0.15 -0.35 45.19 387 -12 261
7 Nov 123.36 0.5 0.00 45.72 444 65 273
6 Nov 123.89 0.5 0.10 44.09 188 106 208
5 Nov 118.53 0.4 0.15 49.42 100 38 102
4 Nov 113.90 0.25 -0.05 51.18 3 0 65
1 Nov 117.75 0.3 0.00 0.00 0 24 0
31 Oct 115.75 0.3 -0.10 - 66 26 67
30 Oct 116.03 0.4 -0.05 - 27 3 27
29 Oct 115.71 0.45 -0.05 - 6 0 23
28 Oct 114.67 0.5 0.00 - 2 2 23
25 Oct 111.48 0.5 -0.20 - 16 12 21
24 Oct 117.13 0.7 -0.10 - 4 1 9
23 Oct 118.13 0.8 -1.10 - 9 5 8
22 Oct 121.80 1.9 -1.50 - 1 0 4
21 Oct 126.46 3.4 0.00 - 0 0 4
18 Oct 129.03 3.4 0.00 - 0 0 4
17 Oct 127.83 3.4 0.00 - 0 0 4
16 Oct 129.92 3.4 0.00 - 0 0 4
15 Oct 130.94 3.4 0.00 - 0 0 4
14 Oct 134.33 3.4 0.00 - 0 0 4
11 Oct 134.03 3.4 0.00 - 0 0 4
10 Oct 129.97 3.4 0.00 - 0 0 0
9 Oct 130.33 3.4 0.00 - 0 1 0
8 Oct 131.37 3.4 -2.30 - 3 1 4
7 Oct 132.19 5.7 0.00 - 0 1 0
4 Oct 139.01 5.7 -0.80 - 1 0 2
3 Oct 137.03 6.5 0.00 - 0 1 0
1 Oct 141.03 6.5 -0.80 - 1 0 1
30 Sept 141.36 7.3 0.00 - 0 1 0
27 Sept 140.54 7.3 -4.65 - 2 1 1
26 Sept 139.20 11.95 0.00 - 0 0 0
18 Sept 129.65 11.95 0.00 - 0 0 0
6 Sept 129.38 11.95 0.00 - 0 0 0
5 Sept 131.22 11.95 0.00 - 0 0 0
4 Sept 130.46 11.95 0.00 - 0 0 0
3 Sept 131.78 11.95 0.00 - 0 0 0
2 Sept 133.17 11.95 - 0 0 0


For Steel Authority Of India - strike price 145 expiring on 28NOV2024

Delta for 145 CE is -

Historical price for 145 CE is as follows

On 21 Nov SAIL was trading at 110.59. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 224


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 230


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 230


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 236


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 250


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 249


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 53.79, the open interest changed by 0 which decreased total open position to 258


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 52.34, the open interest changed by 1 which increased total open position to 258


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.15, which was -0.35 lower than the previous day. The implied volatity was 45.19, the open interest changed by -12 which decreased total open position to 261


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 45.72, the open interest changed by 65 which increased total open position to 273


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 44.09, the open interest changed by 106 which increased total open position to 208


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 49.42, the open interest changed by 38 which increased total open position to 102


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 51.18, the open interest changed by 0 which decreased total open position to 65


On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 0.3, 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 Oct SAIL was trading at 116.03. The strike last trading price was 0.4, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 0.45, 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 0.5, 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 25 Oct SAIL was trading at 111.48. The strike last trading price was 0.5, 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 0.7, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 0.8, which was -1.10 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 1.9, which was -1.50 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 3.4, 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 3.4, 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 3.4, 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 3.4, 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 3.4, 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 3.4, 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 3.4, 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 3.4, 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 3.4, 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 3.4, which was -2.30 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 5.7, 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 4 Oct SAIL was trading at 139.01. The strike last trading price was 5.7, which was -0.80 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 6.5, 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 1 Oct SAIL was trading at 141.03. The strike last trading price was 6.5, which was -0.80 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 7.3, 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 27 Sept SAIL was trading at 140.54. The strike last trading price was 7.3, which was -4.65 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 11.95, 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 11.95, 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 11.95, 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 11.95, 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 11.95, 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 11.95, 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 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 28NOV2024 145 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 110.59 33.15 0.00 0.00 0 0 0
20 Nov 111.45 33.15 0.00 0.00 0 0 0
19 Nov 111.45 33.15 0.00 0.00 0 0 0
18 Nov 112.77 33.15 0.00 0.00 0 -3 0
14 Nov 111.84 33.15 1.45 - 3 -2 67
13 Nov 111.69 31.7 4.70 - 5 0 64
12 Nov 114.17 27 0.00 0.00 0 1 0
11 Nov 115.89 27 5.65 - 1 0 63
8 Nov 118.21 21.35 0.00 0.00 0 0 0
7 Nov 123.36 21.35 -7.65 43.70 30 0 63
6 Nov 123.89 29 0.00 0.00 0 0 0
5 Nov 118.53 29 0.00 0.00 0 0 0
4 Nov 113.90 29 0.00 0.00 0 0 0
1 Nov 117.75 29 0.00 0.00 0 37 0
31 Oct 115.75 29 1.50 - 40 36 62
30 Oct 116.03 27.5 -1.75 - 2 0 24
29 Oct 115.71 29.25 0.00 - 0 4 0
28 Oct 114.67 29.25 -2.75 - 4 4 23
25 Oct 111.48 32 5.50 - 15 13 19
24 Oct 117.13 26.5 0.80 - 4 3 5
23 Oct 118.13 25.7 15.20 - 1 0 1
22 Oct 121.80 10.5 0.00 - 0 0 1
21 Oct 126.46 10.5 0.00 - 0 0 1
18 Oct 129.03 10.5 0.00 - 0 0 1
17 Oct 127.83 10.5 0.00 - 0 0 1
16 Oct 129.92 10.5 0.00 - 0 0 1
15 Oct 130.94 10.5 0.00 - 0 0 1
14 Oct 134.33 10.5 0.00 - 0 0 1
11 Oct 134.03 10.5 0.00 - 0 0 1
10 Oct 129.97 10.5 0.00 - 0 0 1
9 Oct 130.33 10.5 0.00 - 0 0 1
8 Oct 131.37 10.5 0.00 - 0 0 0
7 Oct 132.19 10.5 0.00 - 0 0 0
4 Oct 139.01 10.5 0.00 - 0 1 0
3 Oct 137.03 10.5 -9.60 - 1 0 0
1 Oct 141.03 20.1 0.00 - 0 0 0
30 Sept 141.36 20.1 0.00 - 0 0 0
27 Sept 140.54 20.1 20.10 - 0 0 0
26 Sept 139.20 0 0.00 - 0 0 0
18 Sept 129.65 0 0.00 - 0 0 0
6 Sept 129.38 0 0.00 - 0 0 0
5 Sept 131.22 0 0.00 - 0 0 0
4 Sept 130.46 0 0.00 - 0 0 0
3 Sept 131.78 0 0.00 - 0 0 0
2 Sept 133.17 0 - 0 0 0


For Steel Authority Of India - strike price 145 expiring on 28NOV2024

Delta for 145 PE is 0.00

Historical price for 145 PE is as follows

On 21 Nov SAIL was trading at 110.59. The strike last trading price was 33.15, 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 20 Nov SAIL was trading at 111.45. The strike last trading price was 33.15, 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 Nov SAIL was trading at 111.45. The strike last trading price was 33.15, 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 18 Nov SAIL was trading at 112.77. The strike last trading price was 33.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 33.15, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 67


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 31.7, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 27, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 21.35, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 21.35, which was -7.65 lower than the previous day. The implied volatity was 43.70, the open interest changed by 0 which decreased total open position to 63


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 29, 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 Nov SAIL was trading at 118.53. The strike last trading price was 29, 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 Nov SAIL was trading at 113.90. The strike last trading price was 29, 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 1 Nov SAIL was trading at 117.75. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 37 which increased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 29, which was 1.50 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 27.5, which was -1.75 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 29.25, 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 28 Oct SAIL was trading at 114.67. The strike last trading price was 29.25, which was -2.75 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 32, which was 5.50 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 26.5, which was 0.80 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 25.7, which was 15.20 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 10.5, 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 7 Oct SAIL was trading at 132.19. The strike last trading price was 10.5, 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 Oct SAIL was trading at 139.01. The strike last trading price was 10.5, 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 Oct SAIL was trading at 137.03. The strike last trading price was 10.5, which was -9.60 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 20.1, 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 30 Sept SAIL was trading at 141.36. The strike last trading price was 20.1, 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 27 Sept SAIL was trading at 140.54. The strike last trading price was 20.1, which was 20.10 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to