SAIL
STEEL AUTHORITY OF INDIA
Historical option data for SAIL
04 Jul 2024 12:41 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 152.56 | 7.75 | 0.05 | - | 74,56,000 | -7,36,000 | 83,56,000 | |||
| 3 Jul | 151.62 | 7.7 | - | 1,87,92,000 | -6,04,000 | 90,92,000 | ||||
| 2 Jul | 146.68 | 5.5 | - | 1,01,52,000 | 8,20,000 | 96,48,000 | ||||
| 1 Jul | 149.06 | 6.9 | - | 1,12,64,000 | 8,76,000 | 88,28,000 | ||||
| 28 Jun | 148.65 | 7.15 | - | 3,20,60,000 | 46,92,000 | 79,52,000 | ||||
| 27 Jun | 142.88 | 6.2 | - | 5,24,000 | 1,04,000 | 32,60,000 | ||||
| 26 Jun | 143.97 | 4.5 | - | 4,24,000 | -2,12,000 | 32,88,000 | ||||
| 25 Jun | 147.01 | 7 | - | 1,04,000 | -96,000 | 35,00,000 | ||||
| 24 Jun | 149.85 | 8.65 | - | 58,48,000 | 31,16,000 | 35,92,000 | ||||
| 21 Jun | 155.44 | 12.00 | - | 13,04,000 | 3,40,000 | 4,80,000 | ||||
| 20 Jun | 154.03 | 12.65 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 12.65 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 12.65 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 12.65 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 12.65 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 12.65 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 12.65 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 12.65 | - | 0 | 48,000 | 0 | ||||
| 7 Jun | 152.75 | 12.65 | - | 2,72,000 | 48,000 | 1,40,000 | ||||
| 6 Jun | 146.90 | 10.40 | - | 1,32,000 | 84,000 | 92,000 | ||||
|
|
||||||||||
| 5 Jun | 145.55 | 9.70 | - | 12,000 | 8,000 | 8,000 | ||||
| 4 Jun | 133.05 | 26.10 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 26.10 | - | 0 | 0 | 0 | ||||
| 31 May | 158.50 | 26.10 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 150 expiring on 25JUL2024
Delta for 150 CE is -
Historical price for 150 CE is as follows
On 4 Jul SAIL was trading at 152.56. The strike last trading price was 7.75, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -736000 which decreased total open position to 8356000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -604000 which decreased total open position to 9092000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 820000 which increased total open position to 9648000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 876000 which increased total open position to 8828000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4692000 which increased total open position to 7952000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 104000 which increased total open position to 3260000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -212000 which decreased total open position to 3288000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by -96000 which decreased total open position to 3500000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3116000 which increased total open position to 3592000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 340000 which increased total open position to 480000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, 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 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 140000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 92000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 9.70, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 26.10, 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 26.10, 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 26.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 152.56 | 4.35 | -0.70 | - | 27,52,000 | 1,84,000 | 59,72,000 |
| 3 Jul | 151.62 | 5.05 | - | 32,64,000 | 3,28,000 | 57,88,000 | |
| 2 Jul | 146.68 | 7.7 | - | 28,00,000 | 3,16,000 | 54,60,000 | |
| 1 Jul | 149.06 | 6.4 | - | 20,08,000 | 5,60,000 | 51,44,000 | |
| 28 Jun | 148.65 | 6.7 | - | 72,52,000 | 24,24,000 | 45,84,000 | |
| 27 Jun | 142.88 | 10.65 | - | 1,32,000 | -1,04,000 | 21,60,000 | |
| 26 Jun | 143.97 | 10.2 | - | 68,000 | -44,000 | 22,88,000 | |
| 25 Jun | 147.01 | 8.6 | - | 72,000 | -68,000 | 23,32,000 | |
| 24 Jun | 149.85 | 7.7 | - | 39,84,000 | 17,48,000 | 23,64,000 | |
| 21 Jun | 155.44 | 5.75 | - | 15,36,000 | 5,60,000 | 6,16,000 | |
| 20 Jun | 154.03 | 13.45 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 13.45 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 13.45 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 13.45 | - | 96,000 | 0 | 56,000 | |
| 13 Jun | 149.63 | 13.45 | - | 96,000 | 0 | 56,000 | |
| 12 Jun | 151.01 | 13.45 | - | 96,000 | 0 | 56,000 | |
| 11 Jun | 151.01 | 13.45 | - | 96,000 | -92,000 | 60,000 | |
| 10 Jun | 150.60 | 9.05 | - | 0 | 1,00,000 | 0 | |
| 7 Jun | 152.75 | 9.05 | - | 1,12,000 | 52,000 | 1,04,000 | |
| 6 Jun | 146.90 | 10.95 | - | 36,000 | 52,000 | 52,000 | |
| 5 Jun | 145.55 | 23.70 | - | 0 | 36,000 | 0 | |
| 4 Jun | 133.05 | 23.70 | - | 52,000 | 36,000 | 36,000 | |
| 3 Jun | 166.35 | 8.00 | - | 0 | 4,000 | 0 | |
| 31 May | 158.50 | 8.00 | - | 4,000 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 150 expiring on 25JUL2024
Delta for 150 PE is -
Historical price for 150 PE is as follows
On 4 Jul SAIL was trading at 152.56. The strike last trading price was 4.35, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 184000 which increased total open position to 5972000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 328000 which increased total open position to 5788000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 316000 which increased total open position to 5460000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 560000 which increased total open position to 5144000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 2424000 which increased total open position to 4584000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -104000 which decreased total open position to 2160000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -44000 which decreased total open position to 2288000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -68000 which decreased total open position to 2332000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1748000 which increased total open position to 2364000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 560000 which increased total open position to 616000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 13.45, 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 13.45, 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 13.45, 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 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56000
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56000
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -92000 which decreased total open position to 60000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100000 which increased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 104000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 52000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 23.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 0
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 23.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 36000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 0
On 31 May SAIL was trading at 158.50. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0