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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 150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 110.59 0.05 0.00 - 22 -16 882
20 Nov 111.45 0.05 0.00 - 24 -16 907
19 Nov 111.45 0.05 0.00 - 24 -7 907
18 Nov 112.77 0.05 0.00 - 10 -5 915
14 Nov 111.84 0.05 -0.05 - 12 -10 921
13 Nov 111.69 0.1 0.00 - 48 -23 931
12 Nov 114.17 0.1 -0.05 - 15 0 954
11 Nov 115.89 0.15 0.05 - 79 -41 954
8 Nov 118.21 0.1 -0.20 48.20 298 86 995
7 Nov 123.36 0.3 -0.05 47.51 350 -41 909
6 Nov 123.89 0.35 0.10 47.35 572 113 950
5 Nov 118.53 0.25 0.05 51.05 200 69 839
4 Nov 113.90 0.2 -0.05 - 133 69 771
1 Nov 117.75 0.25 0.00 47.50 22 8 701
31 Oct 115.75 0.25 -0.05 - 244 108 693
30 Oct 116.03 0.3 -0.05 - 215 37 584
29 Oct 115.71 0.35 -0.10 - 248 75 549
28 Oct 114.67 0.45 -0.05 - 306 95 475
25 Oct 111.48 0.5 -0.10 - 194 99 380
24 Oct 117.13 0.6 0.00 - 68 41 282
23 Oct 118.13 0.6 -0.50 - 188 124 237
22 Oct 121.80 1.1 -0.90 - 4 0 113
21 Oct 126.46 2 -0.80 - 1 0 114
18 Oct 129.03 2.8 0.00 - 0 0 0
17 Oct 127.83 2.8 0.00 - 0 0 0
16 Oct 129.92 2.8 0.00 - 0 0 0
15 Oct 130.94 2.8 0.00 - 0 0 0
14 Oct 134.33 2.8 0.00 - 0 -1 0
11 Oct 134.03 2.8 0.80 - 1 0 115
10 Oct 129.97 2 -0.10 - 4 -3 116
9 Oct 130.33 2.1 -0.15 - 1 0 120
8 Oct 131.37 2.25 -0.90 - 110 -14 119
7 Oct 132.19 3.15 -1.85 - 87 41 132
4 Oct 139.01 5 0.50 - 30 -1 92
3 Oct 137.03 4.5 -1.45 - 46 16 93
1 Oct 141.03 5.95 -0.15 - 94 49 76
30 Sept 141.36 6.1 0.60 - 29 -10 27
27 Sept 140.54 5.5 0.20 - 47 32 38
26 Sept 139.20 5.3 -5.00 - 7 5 5
18 Sept 129.65 10.3 0.00 - 0 0 0
6 Sept 129.38 10.3 0.00 - 0 0 0
5 Sept 131.22 10.3 0.00 - 0 0 0
4 Sept 130.46 10.3 0.00 - 0 0 0
3 Sept 131.78 10.3 0.00 - 0 0 0
2 Sept 133.17 10.3 - 0 0 0


For Steel Authority Of India - strike price 150 expiring on 28NOV2024

Delta for 150 CE is -

Historical price for 150 CE is as follows

On 21 Nov SAIL was trading at 110.59. 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 -16 which decreased total open position to 882


On 20 Nov SAIL was trading at 111.45. 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 -16 which decreased total open position to 907


On 19 Nov SAIL was trading at 111.45. 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 -7 which decreased total open position to 907


On 18 Nov SAIL was trading at 112.77. 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 -5 which decreased total open position to 915


On 14 Nov SAIL was trading at 111.84. 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 -10 which decreased total open position to 921


On 13 Nov SAIL was trading at 111.69. 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 -23 which decreased total open position to 931


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 -, the open interest changed by 0 which decreased total open position to 954


On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 954


On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 48.20, the open interest changed by 86 which increased total open position to 995


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 47.51, the open interest changed by -41 which decreased total open position to 909


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 47.35, the open interest changed by 113 which increased total open position to 950


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 51.05, the open interest changed by 69 which increased total open position to 839


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 771


On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 47.50, the open interest changed by 8 which increased total open position to 701


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 0.25, 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 30 Oct SAIL was trading at 116.03. The strike last trading price was 0.3, 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 0.35, 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 28 Oct SAIL was trading at 114.67. 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 25 Oct SAIL was trading at 111.48. The strike last trading price was 0.5, 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 24 Oct SAIL was trading at 117.13. The strike last trading price was 0.6, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 0.6, which was -0.50 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 1.1, which was -0.90 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 2, 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 18 Oct SAIL was trading at 129.03. The strike last trading price was 2.8, 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 2.8, 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 2.8, 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 2.8, 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 2.8, 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 2.8, 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 10 Oct SAIL was trading at 129.97. The strike last trading price was 2, 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 9 Oct SAIL was trading at 130.33. The strike last trading price was 2.1, which was -0.15 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 2.25, which was -0.90 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 3.15, which was -1.85 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, which was 0.50 higher 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 4.5, which was -1.45 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 5.95, which was -0.15 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 6.1, which was 0.60 higher 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 5.5, which was 0.20 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 5.3, which was -5.00 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 10.3, 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 6 Sept SAIL was trading at 129.38. The strike last trading price was 10.3, 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 5 Sept SAIL was trading at 131.22. The strike last trading price was 10.3, 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 4 Sept SAIL was trading at 130.46. The strike last trading price was 10.3, 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 3 Sept SAIL was trading at 131.78. The strike last trading price was 10.3, 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 2 Sept SAIL was trading at 133.17. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 28NOV2024 150 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 110.59 40.7 4.70 - 1 0 612
20 Nov 111.45 36 0.00 - 7 -7 613
19 Nov 111.45 36 -1.40 - 7 -6 613
18 Nov 112.77 37.4 0.00 0.00 0 -1 0
14 Nov 111.84 37.4 -0.95 - 1 0 620
13 Nov 111.69 38.35 8.55 - 2 -1 620
12 Nov 114.17 29.8 0.00 0.00 0 0 0
11 Nov 115.89 29.8 0.00 0.00 0 0 0
8 Nov 118.21 29.8 3.80 - 1 0 621
7 Nov 123.36 26 -1.10 38.63 6 1 620
6 Nov 123.89 27.1 -4.00 68.75 2 -1 618
5 Nov 118.53 31.1 -1.90 57.30 3 0 620
4 Nov 113.90 33 0.00 0.00 0 0 0
1 Nov 117.75 33 0.00 0.00 0 85 0
31 Oct 115.75 33 0.30 - 101 84 619
30 Oct 116.03 32.7 -1.65 - 104 98 534
29 Oct 115.71 34.35 -0.15 - 159 156 437
28 Oct 114.67 34.5 -2.40 - 181 180 280
25 Oct 111.48 36.9 5.90 - 93 92 100
24 Oct 117.13 31 0.00 - 2 1 7
23 Oct 118.13 31 17.25 - 5 4 5
22 Oct 121.80 13.75 0.00 - 0 0 1
21 Oct 126.46 13.75 0.00 - 0 0 1
18 Oct 129.03 13.75 0.00 - 0 0 1
17 Oct 127.83 13.75 0.00 - 0 0 1
16 Oct 129.92 13.75 0.00 - 0 0 1
15 Oct 130.94 13.75 0.00 - 0 0 1
14 Oct 134.33 13.75 0.00 - 0 0 1
11 Oct 134.03 13.75 0.00 - 0 0 1
10 Oct 129.97 13.75 0.00 - 0 0 1
9 Oct 130.33 13.75 0.00 - 0 0 1
8 Oct 131.37 13.75 0.00 - 0 0 0
7 Oct 132.19 13.75 0.00 - 0 1 0
4 Oct 139.01 13.75 -9.60 - 1 0 0
3 Oct 137.03 23.35 0.00 - 0 0 0
1 Oct 141.03 23.35 0.00 - 0 0 0
30 Sept 141.36 23.35 0.00 - 0 0 0
27 Sept 140.54 23.35 23.35 - 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 150 expiring on 28NOV2024

Delta for 150 PE is -

Historical price for 150 PE is as follows

On 21 Nov SAIL was trading at 110.59. The strike last trading price was 40.7, 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 612


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 613


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 36, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 613


On 18 Nov SAIL was trading at 112.77. The strike last trading price was 37.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 14 Nov SAIL was trading at 111.84. The strike last trading price was 37.4, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 620


On 13 Nov SAIL was trading at 111.69. The strike last trading price was 38.35, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 620


On 12 Nov SAIL was trading at 114.17. The strike last trading price was 29.8, 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 11 Nov SAIL was trading at 115.89. The strike last trading price was 29.8, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 29.8, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 621


On 7 Nov SAIL was trading at 123.36. The strike last trading price was 26, which was -1.10 lower than the previous day. The implied volatity was 38.63, the open interest changed by 1 which increased total open position to 620


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 27.1, which was -4.00 lower than the previous day. The implied volatity was 68.75, the open interest changed by -1 which decreased total open position to 618


On 5 Nov SAIL was trading at 118.53. The strike last trading price was 31.1, which was -1.90 lower than the previous day. The implied volatity was 57.30, the open interest changed by 0 which decreased total open position to 620


On 4 Nov SAIL was trading at 113.90. The strike last trading price was 33, 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 33, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 85 which increased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 33, which was 0.30 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 32.7, which was -1.65 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 34.35, which was -0.15 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 34.5, which was -2.40 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 36.9, which was 5.90 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 31, 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 23 Oct SAIL was trading at 118.13. The strike last trading price was 31, which was 17.25 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 13.75, 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 3 Oct SAIL was trading at 137.03. The strike last trading price was 23.35, 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 23.35, 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 23.35, 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 23.35, which was 23.35 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