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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 150 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 0.00 39.19 20 2 65
26 Dec 117.59 0.1 -0.05 35.79 26 19 63
24 Dec 119.06 0.15 -0.55 36.00 44 28 40
20 Dec 116.10 0.7 0.00 0.00 0 0 12
19 Dec 118.91 0.7 0.00 0.00 0 0 12
13 Dec 124.76 0.7 35.38 15 11 11

For Steel Authority Of India - strike price 150 expiring on 30JAN2025

Delta for 150 CE is 0.02

Historical price for 150 CE is as follows

On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 39.19, the open interest changed by 2 which increased total open position to 65


On 26 Dec SAIL was trading at 117.59. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 35.79, the open interest changed by 19 which increased total open position to 63


On 24 Dec SAIL was trading at 119.06. The strike last trading price was 0.15, which was -0.55 lower than the previous day. The implied volatity was 36.00, the open interest changed by 28 which increased total open position to 40


On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.7, 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 12


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.7, 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 12


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 35.38, the open interest changed by 11 which increased total open position to 11


SAIL 30JAN2025 150 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 115.53 30.5 0.45 - 1 0 5
26 Dec 117.59 30.05 -5.10 - 5 4 4
24 Dec 119.06 35.15 0.00 - 0 0 0
20 Dec 116.10 35.15 0.00 - 0 0 0
19 Dec 118.91 35.15 0.00 - 0 0 0
13 Dec 124.76 35.15 - 0 0 0

For Steel Authority Of India - strike price 150 expiring on 30JAN2025

Delta for 150 PE is -

Historical price for 150 PE is as follows

On 27 Dec SAIL was trading at 115.53. The strike last trading price was 30.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 26 Dec SAIL was trading at 117.59. The strike last trading price was 30.05, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 24 Dec SAIL was trading at 119.06. The strike last trading price was 35.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Dec SAIL was trading at 116.10. The strike last trading price was 35.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 35.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 35.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0