SAIL
STEEL AUTHORITY OF INDIA
Historical option data for SAIL
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 5 Jul | 155.61 | 10.9 | 2.40 | - | 7,96,000 | -32,000 | 2,88,000 | |||
| 4 Jul | 151.05 | 8.5 | - | 6,36,000 | -92,000 | 3,20,000 | ||||
| 3 Jul | 151.62 | 9.1 | - | 29,24,000 | -3,04,000 | 4,12,000 | ||||
| 2 Jul | 146.68 | 6.45 | - | 7,88,000 | 2,20,000 | 7,16,000 | ||||
| 1 Jul | 149.06 | 8.15 | - | 8,04,000 | 88,000 | 4,96,000 | ||||
| 28 Jun | 148.65 | 8.4 | - | 19,12,000 | 4,08,000 | 4,08,000 | ||||
| 27 Jun | 142.88 | 18.75 | - | 0 | 0 | 0 | ||||
| 26 Jun | 143.97 | 18.75 | - | 0 | 0 | 0 | ||||
| 25 Jun | 147.01 | 18.75 | - | 0 | 0 | 0 | ||||
| 24 Jun | 149.85 | 18.75 | - | 0 | 0 | 0 | ||||
| 21 Jun | 155.44 | 18.75 | - | 0 | 0 | 0 | ||||
| 20 Jun | 154.03 | 18.75 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 18.75 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 18.75 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 18.75 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 18.75 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 18.75 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 18.75 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 18.75 | - | 0 | 0 | 0 | ||||
| 7 Jun | 152.75 | 18.75 | - | 0 | 0 | 0 | ||||
| 6 Jun | 146.90 | 18.75 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 18.75 | - | 0 | 0 | 0 | ||||
| 4 Jun | 133.05 | 18.75 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 18.75 | - | 0 | 0 | 0 | ||||
| 31 May | 158.50 | 18.75 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 147.5 expiring on 25JUL2024
Delta for 147.5 CE is -
Historical price for 147.5 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 10.9, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by -32000 which decreased total open position to 288000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -92000 which decreased total open position to 320000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -304000 which decreased total open position to 412000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 220000 which increased total open position to 716000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 496000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 408000 which increased total open position to 408000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May SAIL was trading at 158.50. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 155.61 | 2.35 | -1.45 | - | 9,40,000 | -44,000 | 5,52,000 |
| 4 Jul | 151.05 | 3.8 | - | 5,96,000 | 36,000 | 5,96,000 | |
| 3 Jul | 151.62 | 4 | - | 5,96,000 | 1,08,000 | 5,60,000 | |
| 2 Jul | 146.68 | 6.3 | - | 6,00,000 | 1,40,000 | 4,48,000 | |
| 1 Jul | 149.06 | 5.3 | - | 2,24,000 | 32,000 | 3,08,000 | |
| 28 Jun | 148.65 | 5.45 | - | 9,76,000 | 2,76,000 | 2,76,000 | |
| 27 Jun | 142.88 | 5.25 | - | 0 | 0 | 0 | |
| 26 Jun | 143.97 | 5.25 | - | 0 | 16,000 | 0 | |
| 25 Jun | 147.01 | 5.25 | - | 0 | 16,000 | 0 | |
| 24 Jun | 149.85 | 5.25 | - | 24,000 | 12,000 | 56,000 | |
| 21 Jun | 155.44 | 4.90 | - | 52,000 | 8,000 | 8,000 | |
| 20 Jun | 154.03 | 6.85 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 6.85 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 6.85 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 6.85 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 6.85 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 6.85 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 6.85 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 6.85 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 6.85 | - | 0 | 0 | 0 | |
| 6 Jun | 146.90 | 6.85 | - | 0 | 0 | 0 | |
| 5 Jun | 145.55 | 6.85 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 6.85 | - | 0 | 0 | 0 | |
| 3 Jun | 166.35 | 6.85 | - | 0 | 0 | 0 | |
| 31 May | 158.50 | 6.85 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 147.5 expiring on 25JUL2024
Delta for 147.5 PE is -
Historical price for 147.5 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 2.35, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -44000 which decreased total open position to 552000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 596000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 108000 which increased total open position to 560000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 140000 which increased total open position to 448000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 308000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 276000 which increased total open position to 276000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 56000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May SAIL was trading at 158.50. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0