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 | 6.55 | 1.70 | - | 3,29,60,000 | 10,80,000 | 54,20,000 | |||
| 4 Jul | 151.05 | 4.85 | - | 95,48,000 | 3,36,000 | 43,40,000 | ||||
| 3 Jul | 151.62 | 5.45 | - | 1,10,32,000 | 1,04,000 | 40,04,000 | ||||
| 2 Jul | 146.68 | 3.7 | - | 43,12,000 | 5,36,000 | 39,04,000 | ||||
| 1 Jul | 149.06 | 4.9 | - | 52,64,000 | 6,92,000 | 33,68,000 | ||||
| 28 Jun | 148.65 | 5.1 | - | 96,52,000 | 16,04,000 | 26,76,000 | ||||
| 27 Jun | 142.88 | 4.2 | - | 72,000 | -60,000 | 10,72,000 | ||||
| 26 Jun | 143.97 | 3.45 | - | 28,000 | -28,000 | 11,36,000 | ||||
| 25 Jun | 147.01 | 4.65 | - | 44,000 | -40,000 | 11,64,000 | ||||
| 24 Jun | 149.85 | 6.55 | - | 25,76,000 | 6,12,000 | 12,04,000 | ||||
| 21 Jun | 155.44 | 9.35 | - | 20,12,000 | 5,56,000 | 5,88,000 | ||||
| 20 Jun | 154.03 | 10.05 | - | 0 | 32,000 | 32,000 | ||||
| 19 Jun | 149.95 | 10.05 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 10.05 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 10.05 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 10.05 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 10.05 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 10.05 | - | 0 | 0 | 32,000 | ||||
| 10 Jun | 150.60 | 10.05 | - | 24,000 | 0 | 32,000 | ||||
| 7 Jun | 152.75 | 10.05 | - | 24,000 | 20,000 | 20,000 | ||||
| 6 Jun | 146.90 | 7.90 | - | 0 | 8,000 | 0 | ||||
| 5 Jun | 145.55 | 7.90 | - | 0 | 8,000 | 0 | ||||
| 4 Jun | 133.05 | 7.90 | - | 12,000 | 8,000 | 8,000 | ||||
| 3 Jun | 166.35 | 23.10 | - | 0 | 0 | 0 | ||||
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| 31 May | 158.50 | 23.10 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 155 expiring on 25JUL2024
Delta for 155 CE is -
Historical price for 155 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 6.55, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by 1080000 which increased total open position to 5420000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 336000 which increased total open position to 4340000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 104000 which increased total open position to 4004000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 536000 which increased total open position to 3904000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 692000 which increased total open position to 3368000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1604000 which increased total open position to 2676000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -60000 which decreased total open position to 1072000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -28000 which decreased total open position to 1136000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -40000 which decreased total open position to 1164000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 612000 which increased total open position to 1204000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 556000 which increased total open position to 588000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 32000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, 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 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 20000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 7.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 7.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 7.90, 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 3 Jun SAIL was trading at 166.35. The strike last trading price was 23.10, 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 23.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 5.4 | -2.10 | - | 86,60,000 | 14,76,000 | 26,12,000 |
| 4 Jul | 151.05 | 7.5 | - | 12,80,000 | 2,52,000 | 11,36,000 | |
| 3 Jul | 151.62 | 7.7 | - | 6,16,000 | 76,000 | 8,84,000 | |
| 2 Jul | 146.68 | 11.05 | - | 2,40,000 | 20,000 | 8,04,000 | |
| 1 Jul | 149.06 | 9.5 | - | 4,60,000 | 2,04,000 | 7,84,000 | |
| 28 Jun | 148.65 | 9.65 | - | 7,96,000 | 2,12,000 | 5,80,000 | |
| 27 Jun | 142.88 | 13 | - | 8,000 | -4,000 | 3,68,000 | |
| 26 Jun | 143.97 | 11 | - | 24,000 | -12,000 | 3,72,000 | |
| 25 Jun | 147.01 | 10.8 | - | 4,000 | 0 | 3,84,000 | |
| 24 Jun | 149.85 | 10.5 | - | 4,24,000 | 40,000 | 3,84,000 | |
| 21 Jun | 155.44 | 8.00 | - | 7,04,000 | 3,32,000 | 3,44,000 | |
| 20 Jun | 154.03 | 5.50 | - | 0 | 0 | 12,000 | |
| 19 Jun | 149.95 | 5.50 | - | 0 | 0 | 12,000 | |
| 18 Jun | 153.41 | 5.50 | - | 0 | 0 | 12,000 | |
| 14 Jun | 153.63 | 5.50 | - | 0 | 0 | 12,000 | |
| 13 Jun | 149.63 | 5.50 | - | 0 | 0 | 12,000 | |
| 12 Jun | 151.01 | 5.50 | - | 0 | 0 | 12,000 | |
| 11 Jun | 151.01 | 5.50 | - | 0 | 0 | 12,000 | |
| 10 Jun | 150.60 | 5.50 | - | 0 | 0 | 12,000 | |
| 7 Jun | 152.75 | 5.50 | - | 0 | 12,000 | 0 | |
| 6 Jun | 146.90 | 5.50 | - | 0 | 12,000 | 0 | |
| 5 Jun | 145.55 | 5.50 | - | 0 | 12,000 | 0 | |
| 4 Jun | 133.05 | 5.50 | - | 0 | 12,000 | 0 | |
| 3 Jun | 166.35 | 5.50 | - | 20,000 | 12,000 | 12,000 | |
| 31 May | 158.50 | 10.35 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 155 expiring on 25JUL2024
Delta for 155 PE is -
Historical price for 155 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 5.4, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 1476000 which increased total open position to 2612000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 252000 which increased total open position to 1136000
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 76000 which increased total open position to 884000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 804000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 204000 which increased total open position to 784000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 212000 which increased total open position to 580000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 368000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 372000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 384000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 384000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 332000 which increased total open position to 344000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 5.50, 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 5.50, 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 5.50, 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 5.50, 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 5.50, 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 5.50, 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 5.50, 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 5.50, 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 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000
On 31 May SAIL was trading at 158.50. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0