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 | |||
| 5 Jul | 155.61 | 7.75 | 1.80 | - | 53,28,000 | -3,88,000 | 8,56,000 | |||
| 4 Jul | 151.05 | 5.95 | - | 42,04,000 | 1,64,000 | 12,44,000 | ||||
| 3 Jul | 151.62 | 6.55 | - | 27,28,000 | 4,24,000 | 10,80,000 | ||||
| 2 Jul | 146.68 | 4.5 | - | 6,40,000 | 36,000 | 6,60,000 | ||||
| 1 Jul | 149.06 | 5.75 | - | 12,00,000 | 1,52,000 | 6,24,000 | ||||
| 28 Jun | 148.65 | 6 | - | 18,56,000 | 4,72,000 | 4,72,000 | ||||
| 27 Jun | 142.88 | 7.6 | - | 0 | 0 | 0 | ||||
| 26 Jun | 143.97 | 7.6 | - | 0 | 36,000 | 0 | ||||
| 25 Jun | 147.01 | 7.6 | - | 0 | 36,000 | 0 | ||||
| 24 Jun | 149.85 | 7.6 | - | 72,000 | 36,000 | 36,000 | ||||
| 21 Jun | 155.44 | 15.85 | - | 0 | 0 | 0 | ||||
| 20 Jun | 154.03 | 15.85 | - | 0 | 0 | 0 | ||||
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| 19 Jun | 149.95 | 15.85 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 15.85 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 15.85 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 15.85 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 15.85 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 15.85 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 15.85 | - | 0 | 0 | 0 | ||||
| 7 Jun | 152.75 | 15.85 | - | 0 | 0 | 0 | ||||
| 6 Jun | 146.90 | 15.85 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 15.85 | - | 0 | 0 | 0 | ||||
| 4 Jun | 133.05 | 15.85 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 15.85 | - | 0 | 0 | 0 | ||||
| 31 May | 158.50 | 15.85 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 152.5 expiring on 25JUL2024
Delta for 152.5 CE is -
Historical price for 152.5 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 7.75, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by -388000 which decreased total open position to 856000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 164000 which increased total open position to 1244000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 424000 which increased total open position to 1080000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 660000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 152000 which increased total open position to 624000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 472000 which increased total open position to 472000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 7.6, 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 7.6, 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 25 Jun SAIL was trading at 147.01. The strike last trading price was 7.6, 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 24 Jun SAIL was trading at 149.85. The strike last trading price was 7.6, 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 21 Jun SAIL was trading at 155.44. The strike last trading price was 15.85, 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 20 Jun SAIL was trading at 154.03. The strike last trading price was 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, 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 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 4.25 | -2.10 | - | 18,56,000 | 1,28,000 | 5,12,000 |
| 4 Jul | 151.05 | 6.35 | - | 6,60,000 | 1,12,000 | 3,84,000 | |
| 3 Jul | 151.62 | 6.35 | - | 2,00,000 | 4,000 | 2,72,000 | |
| 2 Jul | 146.68 | 9.2 | - | 1,84,000 | 36,000 | 2,72,000 | |
| 1 Jul | 149.06 | 8 | - | 1,60,000 | 28,000 | 2,36,000 | |
| 28 Jun | 148.65 | 8.1 | - | 3,88,000 | 1,60,000 | 2,08,000 | |
| 27 Jun | 142.88 | 12.7 | - | 4,000 | 0 | 48,000 | |
| 26 Jun | 143.97 | 16.8 | - | 48,000 | -48,000 | 48,000 | |
| 25 Jun | 147.01 | 16.8 | - | 48,000 | 0 | 96,000 | |
| 24 Jun | 149.85 | 9.05 | - | 1,76,000 | 84,000 | 1,00,000 | |
| 21 Jun | 155.44 | 6.60 | - | 8,000 | 0 | 12,000 | |
| 20 Jun | 154.03 | 12.15 | - | 0 | 0 | 12,000 | |
| 19 Jun | 149.95 | 12.15 | - | 0 | 0 | 12,000 | |
| 18 Jun | 153.41 | 12.15 | - | 0 | 0 | 12,000 | |
| 14 Jun | 153.63 | 12.15 | - | 0 | 0 | 12,000 | |
| 13 Jun | 149.63 | 12.15 | - | 0 | 0 | 12,000 | |
| 12 Jun | 151.01 | 12.15 | - | 0 | 0 | 12,000 | |
| 11 Jun | 151.01 | 12.15 | - | 0 | 0 | 12,000 | |
| 10 Jun | 150.60 | 12.15 | - | 0 | 0 | 12,000 | |
| 7 Jun | 152.75 | 12.15 | - | 0 | 4,000 | 0 | |
| 6 Jun | 146.90 | 12.15 | - | 0 | 4,000 | 0 | |
| 5 Jun | 145.55 | 12.15 | - | 0 | 4,000 | 12,000 | |
| 4 Jun | 133.05 | 12.15 | - | 20,000 | 8,000 | 8,000 | |
| 3 Jun | 166.35 | 8.85 | - | 0 | 4,000 | 0 | |
| 31 May | 158.50 | 8.85 | - | 4,000 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 152.5 expiring on 25JUL2024
Delta for 152.5 PE is -
Historical price for 152.5 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 4.25, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 128000 which increased total open position to 512000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 384000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 272000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 272000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 236000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 160000 which increased total open position to 208000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -48000 which decreased total open position to 48000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 100000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 6.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 12.15, 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 6 Jun SAIL was trading at 146.90. The strike last trading price was 12.15, 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 5 Jun SAIL was trading at 145.55. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 12000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 12.15, 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 3 Jun SAIL was trading at 166.35. The strike last trading price was 8.85, 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 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0