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 | 5.4 | 1.50 | - | 62,12,000 | 84,000 | 14,76,000 | |||
| 4 Jul | 151.05 | 3.9 | - | 16,40,000 | 52,000 | 13,92,000 | ||||
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| 3 Jul | 151.62 | 4.5 | - | 7,40,000 | 72,000 | 13,40,000 | ||||
| 2 Jul | 146.68 | 3 | - | 4,36,000 | 1,20,000 | 12,68,000 | ||||
| 1 Jul | 149.06 | 4.1 | - | 7,00,000 | 1,80,000 | 11,48,000 | ||||
| 28 Jun | 148.65 | 4.35 | - | 10,28,000 | 9,68,000 | 9,68,000 | ||||
| 27 Jun | 142.88 | 5.75 | - | 0 | 0 | 0 | ||||
| 26 Jun | 143.97 | 5.75 | - | 0 | 2,48,000 | 0 | ||||
| 25 Jun | 147.01 | 5.75 | - | 0 | 2,48,000 | 0 | ||||
| 24 Jun | 149.85 | 5.75 | - | 4,16,000 | 2,48,000 | 3,20,000 | ||||
| 21 Jun | 155.44 | 8.05 | - | 1,04,000 | 72,000 | 72,000 | ||||
| 20 Jun | 154.03 | 13.30 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 13.30 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 13.30 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 13.30 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 13.30 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 13.30 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 13.30 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 13.30 | - | 0 | 0 | 0 | ||||
| 7 Jun | 152.75 | 13.30 | - | 0 | 0 | 0 | ||||
| 6 Jun | 146.90 | 13.30 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 13.30 | - | 0 | 0 | 0 | ||||
| 4 Jun | 133.05 | 13.30 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 13.30 | - | 0 | 0 | 0 | ||||
| 31 May | 158.50 | 13.30 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 157.5 expiring on 25JUL2024
Delta for 157.5 CE is -
Historical price for 157.5 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 5.4, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 1476000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 1392000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 1340000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 1268000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 180000 which increased total open position to 1148000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 968000 which increased total open position to 968000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 5.75, 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 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 248000 which increased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 248000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 248000 which increased total open position to 320000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 72000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 13.30, 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 | 6.75 | -2.60 | - | 9,00,000 | 1,28,000 | 1,64,000 |
| 4 Jul | 151.05 | 9.35 | - | 1,80,000 | 32,000 | 36,000 | |
| 3 Jul | 151.62 | 9.5 | - | 4,000 | 0 | 4,000 | |
| 2 Jul | 146.68 | 14.5 | - | 0 | 0 | 0 | |
| 1 Jul | 149.06 | 14.5 | - | 0 | 0 | 0 | |
| 28 Jun | 148.65 | 14.5 | - | 0 | 0 | 0 | |
| 27 Jun | 142.88 | 14.5 | - | 4,000 | 0 | 4,000 | |
| 26 Jun | 143.97 | 9.1 | - | 0 | 0 | 4,000 | |
| 25 Jun | 147.01 | 9.1 | - | 0 | 0 | 4,000 | |
| 24 Jun | 149.85 | 9.1 | - | 0 | 4,000 | 0 | |
| 21 Jun | 155.44 | 9.10 | - | 4,000 | 0 | 0 | |
| 20 Jun | 154.03 | 11.25 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 11.25 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 11.25 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 11.25 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 11.25 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 11.25 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 11.25 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 11.25 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 11.25 | - | 0 | 0 | 0 | |
| 6 Jun | 146.90 | 11.25 | - | 0 | 0 | 0 | |
| 5 Jun | 145.55 | 11.25 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 11.25 | - | 0 | 0 | 0 | |
| 3 Jun | 166.35 | 11.25 | - | 0 | 0 | 0 | |
| 31 May | 158.50 | 11.25 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 157.5 expiring on 25JUL2024
Delta for 157.5 PE is -
Historical price for 157.5 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 6.75, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 128000 which increased total open position to 164000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 36000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 14.5, 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 1 Jul SAIL was trading at 149.06. The strike last trading price was 14.5, 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 28 Jun SAIL was trading at 148.65. The strike last trading price was 14.5, 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 27 Jun SAIL was trading at 142.88. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 9.1, 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 21 Jun SAIL was trading at 155.44. The strike last trading price was 9.10, 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 20 Jun SAIL was trading at 154.03. The strike last trading price was 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, 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 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0