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Related Pages for SAIL
[--[65.84.65.76]--]
SAIL
Steel Authority Of India
115.53 -2.06 (-1.75%)

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Historical option data for SAIL

27 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SAIL 30JAN2025 145 CE
Delta: 0.02
Vega: 0.02
Theta: -0.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 115.53 0.1 -0.05 34.69 360 -12 838
26 Dec 117.59 0.15 -0.05 33.44 374 58 847
24 Dec 119.06 0.2 -0.10 33.09 963 665 789
20 Dec 116.10 0.3 -0.20 37.75 12 -1 124
19 Dec 118.91 0.5 0.25 37.68 5 0 125
18 Dec 119.81 0.25 -0.40 30.66 10 -8 127
17 Dec 121.11 0.65 -0.25 35.80 2 -1 136
16 Dec 123.61 0.9 -0.30 34.60 3 -2 138
13 Dec 124.76 1.2 -0.65 35.49 121 19 139
12 Dec 129.26 1.85 0.35 33.47 163 85 120
11 Dec 126.95 1.5 -0.05 33.62 9 5 35
10 Dec 126.81 1.55 -0.15 33.79 20 6 29
9 Dec 126.13 1.7 1.70 35.00 39 20 20
6 Nov 123.89 0 0.00 0 0 0

For Steel Authority Of India - strike price 145 expiring on 30JAN2025

Delta for 145 CE is 0.02

Historical price for 145 CE is as follows

On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 34.69, the open interest changed by -12 which decreased total open position to 838


On 26 Dec SAIL was trading at 117.59. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.44, the open interest changed by 58 which increased total open position to 847


On 24 Dec SAIL was trading at 119.06. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 33.09, the open interest changed by 665 which increased total open position to 789


On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 37.75, the open interest changed by -1 which decreased total open position to 124


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 37.68, the open interest changed by 0 which decreased total open position to 125


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.25, which was -0.40 lower than the previous day. The implied volatity was 30.66, the open interest changed by -8 which decreased total open position to 127


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 35.80, the open interest changed by -1 which decreased total open position to 136


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 34.60, the open interest changed by -2 which decreased total open position to 138


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 35.49, the open interest changed by 19 which increased total open position to 139


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 33.47, the open interest changed by 85 which increased total open position to 120


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 33.62, the open interest changed by 5 which increased total open position to 35


On 10 Dec SAIL was trading at 126.81. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 33.79, the open interest changed by 6 which increased total open position to 29


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 1.7, which was 1.70 higher than the previous day. The implied volatity was 35.00, the open interest changed by 20 which increased total open position to 20


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SAIL 30JAN2025 145 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 115.53 27.5 2.50 - 1 0 965
26 Dec 117.59 25 0.35 - 87 81 963
24 Dec 119.06 24.65 3.15 - 883 867 883
20 Dec 116.10 21.5 0.00 0.00 0 0 16
19 Dec 118.91 21.5 0.00 0.00 0 0 16
18 Dec 119.81 21.5 0.00 0.00 0 0 16
17 Dec 121.11 21.5 0.00 0.00 0 0 16
16 Dec 123.61 21.5 0.00 0.00 3 0 16
13 Dec 124.76 21.5 5.45 48.12 3 1 14
12 Dec 129.26 16.05 -2.25 34.15 7 6 12
11 Dec 126.95 18.3 0.00 0.00 0 0 0
10 Dec 126.81 18.3 0.00 0.00 0 6 0
9 Dec 126.13 18.3 18.30 36.13 6 0 0
6 Nov 123.89 0 0.00 0 0 0

For Steel Authority Of India - strike price 145 expiring on 30JAN2025

Delta for 145 PE is -

Historical price for 145 PE is as follows

On 27 Dec SAIL was trading at 115.53. The strike last trading price was 27.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 965


On 26 Dec SAIL was trading at 117.59. The strike last trading price was 25, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 963


On 24 Dec SAIL was trading at 119.06. The strike last trading price was 24.65, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 867 which increased total open position to 883


On 20 Dec SAIL was trading at 116.10. The strike last trading price was 21.5, 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 16


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 21.5, 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 16


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 21.5, 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 16


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 21.5, 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 16


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 21.5, 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 16


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 21.5, which was 5.45 higher than the previous day. The implied volatity was 48.12, the open interest changed by 1 which increased total open position to 14


On 12 Dec SAIL was trading at 129.26. The strike last trading price was 16.05, which was -2.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by 6 which increased total open position to 12


On 11 Dec SAIL was trading at 126.95. The strike last trading price was 18.3, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 9 Dec SAIL was trading at 126.13. The strike last trading price was 18.3, which was 18.30 higher than the previous day. The implied volatity was 36.13, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0