SAIL
Steel Authority Of India
Historical option data for SAIL
21 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 155 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 110.59 | 0.05 | 0.00 | - | 2 | 0 | 144 | |||
| 20 Nov | 111.45 | 0.05 | 0.00 | - | 4 | -4 | 145 | |||
| 19 Nov | 111.45 | 0.05 | 0.00 | - | 4 | -3 | 145 | |||
| 18 Nov | 112.77 | 0.05 | 0.00 | - | 1 | 0 | 149 | |||
| 13 Nov | 111.69 | 0.05 | 0.00 | - | 1 | 0 | 150 | |||
| 12 Nov | 114.17 | 0.05 | -0.05 | - | 97 | -3 | 150 | |||
| 11 Nov | 115.89 | 0.1 | 0.00 | - | 14 | -9 | 154 | |||
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| 8 Nov | 118.21 | 0.1 | -0.10 | 53.61 | 25 | -4 | 163 | |||
| 7 Nov | 123.36 | 0.2 | -0.05 | 50.00 | 86 | 19 | 160 | |||
| 6 Nov | 123.89 | 0.25 | 0.05 | 50.33 | 54 | 29 | 141 | |||
| 5 Nov | 118.53 | 0.2 | 0.05 | - | 19 | 11 | 112 | |||
| 4 Nov | 113.90 | 0.15 | -0.05 | - | 13 | 3 | 98 | |||
| 1 Nov | 117.75 | 0.2 | -0.05 | 50.89 | 11 | 0 | 90 | |||
| 31 Oct | 115.75 | 0.25 | 0.05 | - | 90 | 30 | 86 | |||
| 30 Oct | 116.03 | 0.2 | 0.00 | - | 67 | 21 | 56 | |||
| 29 Oct | 115.71 | 0.2 | -0.05 | - | 30 | 10 | 35 | |||
| 28 Oct | 114.67 | 0.25 | -0.05 | - | 12 | -1 | 25 | |||
| 25 Oct | 111.48 | 0.3 | -0.10 | - | 8 | 0 | 26 | |||
| 24 Oct | 117.13 | 0.4 | 0.05 | - | 17 | 14 | 26 | |||
| 23 Oct | 118.13 | 0.35 | -1.40 | - | 9 | 5 | 10 | |||
| 22 Oct | 121.80 | 1.75 | 0.00 | - | 0 | 0 | 5 | |||
| 8 Oct | 131.37 | 1.75 | -1.75 | - | 4 | 1 | 5 | |||
| 7 Oct | 132.19 | 3.5 | 0.00 | - | 0 | 1 | 0 | |||
| 4 Oct | 139.01 | 3.5 | 0.35 | - | 1 | 0 | 3 | |||
| 3 Oct | 137.03 | 3.15 | -5.65 | - | 3 | 0 | 0 | |||
| 1 Oct | 141.03 | 8.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 141.36 | 8.8 | 8.80 | - | 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 155 expiring on 28NOV2024
Delta for 155 CE is -
Historical price for 155 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 0 which decreased total open position to 144
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 -4 which decreased total open position to 145
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 -3 which decreased total open position to 145
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 0 which decreased total open position to 149
On 13 Nov SAIL was trading at 111.69. 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 0 which decreased total open position to 150
On 12 Nov SAIL was trading at 114.17. 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 -3 which decreased total open position to 150
On 11 Nov SAIL was trading at 115.89. 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 -9 which decreased total open position to 154
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 53.61, the open interest changed by -4 which decreased total open position to 163
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 50.00, the open interest changed by 19 which increased total open position to 160
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 50.33, the open interest changed by 29 which increased total open position to 141
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 112
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 98
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 50.89, the open interest changed by 0 which decreased total open position to 90
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 0.25, which was 0.05 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 0.2, 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 29 Oct SAIL was trading at 115.71. 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 which decreased total open position to
On 28 Oct SAIL was trading at 114.67. 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 25 Oct SAIL was trading at 111.48. The strike last trading price was 0.3, 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 0.4, which was 0.05 higher 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 0.35, which was -1.40 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 1.75, 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 1.75, which was -1.75 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 3.5, 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 3.5, which was 0.35 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 3.15, which was -5.65 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 8.8, 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 30 Sept SAIL was trading at 141.36. The strike last trading price was 8.8, which was 8.80 higher 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
| SAIL 28NOV2024 155 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 110.59 | 44.15 | 2.95 | - | 36 | -33 | 91 |
| 20 Nov | 111.45 | 41.2 | 0.00 | - | 4 | -4 | 125 |
| 19 Nov | 111.45 | 41.2 | 4.50 | - | 4 | -3 | 125 |
| 18 Nov | 112.77 | 36.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 111.69 | 36.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 36.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 115.89 | 36.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 36.7 | 5.75 | - | 1 | 0 | 128 |
| 7 Nov | 123.36 | 30.95 | -7.80 | 22.51 | 1 | 0 | 128 |
| 6 Nov | 123.89 | 38.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 38.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 38.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 117.75 | 38.75 | 0.00 | 0.00 | 0 | 20 | 0 |
| 31 Oct | 115.75 | 38.75 | 1.75 | - | 20 | 19 | 127 |
| 30 Oct | 116.03 | 37 | -2.25 | - | 20 | 13 | 101 |
| 29 Oct | 115.71 | 39.25 | 2.50 | - | 14 | 11 | 85 |
| 28 Oct | 114.67 | 36.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 111.48 | 36.75 | 0.00 | - | 0 | 50 | 0 |
| 24 Oct | 117.13 | 36.75 | 1.25 | - | 50 | 44 | 68 |
| 23 Oct | 118.13 | 35.5 | 8.70 | - | 24 | 19 | 19 |
| 22 Oct | 121.80 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 131.37 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 132.19 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 139.01 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 137.03 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 141.03 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 141.36 | 26.8 | 26.80 | - | 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 155 expiring on 28NOV2024
Delta for 155 PE is -
Historical price for 155 PE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 44.15, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 91
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 41.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 125
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 41.2, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 125
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 36.7, 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 0
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 36.7, 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 0
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 36.7, 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 0
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 36.7, 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 0
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 36.7, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 30.95, which was -7.80 lower than the previous day. The implied volatity was 22.51, the open interest changed by 0 which decreased total open position to 128
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 38.75, 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 5 Nov SAIL was trading at 118.53. The strike last trading price was 38.75, 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 4 Nov SAIL was trading at 113.90. The strike last trading price was 38.75, 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 38.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 38.75, which was 1.75 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 37, which was -2.25 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 39.25, which was 2.50 higher 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 36.75, 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 25 Oct SAIL was trading at 111.48. The strike last trading price was 36.75, 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 24 Oct SAIL was trading at 117.13. The strike last trading price was 36.75, which was 1.25 higher 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 35.5, which was 8.70 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 26.8, 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 8 Oct SAIL was trading at 131.37. The strike last trading price was 26.8, 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 7 Oct SAIL was trading at 132.19. The strike last trading price was 26.8, 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 4 Oct SAIL was trading at 139.01. The strike last trading price was 26.8, 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 3 Oct SAIL was trading at 137.03. The strike last trading price was 26.8, 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 1 Oct SAIL was trading at 141.03. The strike last trading price was 26.8, 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 30 Sept SAIL was trading at 141.36. The strike last trading price was 26.8, which was 26.80 higher 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
