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 | 4.5 | 1.25 | - | 4,79,00,000 | 24,24,000 | 1,29,32,000 | |||
| 4 Jul | 151.05 | 3.25 | - | 1,02,80,000 | 7,28,000 | 1,05,08,000 | ||||
| 3 Jul | 151.62 | 3.65 | - | 1,24,28,000 | 6,80,000 | 97,80,000 | ||||
| 2 Jul | 146.68 | 2.45 | - | 61,84,000 | 1,20,000 | 91,04,000 | ||||
| 1 Jul | 149.06 | 3.3 | - | 64,60,000 | 12,28,000 | 89,84,000 | ||||
| 28 Jun | 148.65 | 3.55 | - | 1,64,76,000 | 24,36,000 | 77,56,000 | ||||
| 27 Jun | 142.88 | 2.6 | - | 1,32,000 | -1,12,000 | 53,20,000 | ||||
| 26 Jun | 143.97 | 2.3 | - | 1,40,000 | -1,08,000 | 54,36,000 | ||||
| 25 Jun | 147.01 | 4.55 | - | 2,68,000 | -2,64,000 | 55,44,000 | ||||
| 24 Jun | 149.85 | 4.7 | - | 59,84,000 | 10,72,000 | 58,20,000 | ||||
| 21 Jun | 155.44 | 7.30 | - | 1,00,52,000 | 46,08,000 | 47,36,000 | ||||
| 20 Jun | 154.03 | 8.50 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 8.50 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 8.50 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 8.50 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 8.50 | - | 0 | 0 | 0 | ||||
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| 12 Jun | 151.01 | 8.50 | - | 0 | 0 | 1,28,000 | ||||
| 11 Jun | 151.01 | 8.50 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 8.50 | - | 0 | 0 | 1,28,000 | ||||
| 7 Jun | 152.75 | 8.50 | - | 60,000 | 8,000 | 1,28,000 | ||||
| 6 Jun | 146.90 | 7.30 | - | 1,04,000 | 16,000 | 1,20,000 | ||||
| 5 Jun | 145.55 | 5.80 | - | 1,40,000 | 72,000 | 1,04,000 | ||||
| 4 Jun | 133.05 | 7.45 | - | 40,000 | 24,000 | 32,000 | ||||
| 3 Jun | 166.35 | 15.15 | - | 8,000 | 0 | 8,000 | ||||
| 31 May | 158.50 | 12.95 | - | 8,000 | 4,000 | 4,000 | ||||
For STEEL AUTHORITY OF INDIA - strike price 160 expiring on 25JUL2024
Delta for 160 CE is -
Historical price for 160 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 4.5, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 2424000 which increased total open position to 12932000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 728000 which increased total open position to 10508000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 680000 which increased total open position to 9780000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 9104000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1228000 which increased total open position to 8984000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2436000 which increased total open position to 7756000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -112000 which decreased total open position to 5320000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -108000 which decreased total open position to 5436000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -264000 which decreased total open position to 5544000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1072000 which increased total open position to 5820000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 7.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4608000 which increased total open position to 4736000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 8.50, 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 8.50, 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 8.50, 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 8.50, 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 8.50, 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 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 8.50, 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 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 128000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 7.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 120000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 104000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 32000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 15.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8000
On 31 May SAIL was trading at 158.50. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000
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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 | 8.35 | -2.65 | - | 47,76,000 | 13,44,000 | 30,08,000 |
| 4 Jul | 151.05 | 11 | - | 5,76,000 | 2,56,000 | 16,64,000 | |
| 3 Jul | 151.62 | 10.9 | - | 2,64,000 | 92,000 | 14,08,000 | |
| 2 Jul | 146.68 | 14.75 | - | 1,52,000 | 40,000 | 13,16,000 | |
| 1 Jul | 149.06 | 13.05 | - | 3,80,000 | 64,000 | 12,76,000 | |
| 28 Jun | 148.65 | 13.1 | - | 7,24,000 | 3,16,000 | 12,12,000 | |
| 27 Jun | 142.88 | 17.5 | - | 8,000 | -4,000 | 8,96,000 | |
| 26 Jun | 143.97 | 13.8 | - | 0 | 72,000 | 0 | |
| 25 Jun | 147.01 | 13.8 | - | 0 | 72,000 | 0 | |
| 24 Jun | 149.85 | 13.8 | - | 2,48,000 | 72,000 | 9,00,000 | |
| 21 Jun | 155.44 | 10.40 | - | 13,20,000 | 7,60,000 | 8,32,000 | |
| 20 Jun | 154.03 | 15.30 | - | 0 | 0 | 72,000 | |
| 19 Jun | 149.95 | 15.30 | - | 0 | 0 | 72,000 | |
| 18 Jun | 153.41 | 15.30 | - | 0 | 0 | 72,000 | |
| 14 Jun | 153.63 | 15.30 | - | 0 | 0 | 72,000 | |
| 13 Jun | 149.63 | 15.30 | - | 0 | 0 | 72,000 | |
| 12 Jun | 151.01 | 15.30 | - | 0 | 0 | 72,000 | |
| 11 Jun | 151.01 | 15.30 | - | 0 | 0 | 72,000 | |
| 10 Jun | 150.60 | 15.30 | - | 0 | 0 | 72,000 | |
| 7 Jun | 152.75 | 15.30 | - | 8,000 | 76,000 | 76,000 | |
| 6 Jun | 146.90 | 20.95 | - | 0 | 20,000 | 0 | |
| 5 Jun | 145.55 | 20.95 | - | 8,000 | 20,000 | 72,000 | |
| 4 Jun | 133.05 | 25.00 | - | 60,000 | 32,000 | 52,000 | |
| 3 Jun | 166.35 | 7.40 | - | 36,000 | 20,000 | 20,000 | |
| 31 May | 158.50 | 12.60 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 160 expiring on 25JUL2024
Delta for 160 PE is -
Historical price for 160 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 8.35, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 1344000 which increased total open position to 3008000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 256000 which increased total open position to 1664000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 10.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 92000 which increased total open position to 1408000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 1316000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 64000 which increased total open position to 1276000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 13.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 316000 which increased total open position to 1212000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 896000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 72000 which increased total open position to 900000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 760000 which increased total open position to 832000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 76000 which increased total open position to 76000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 72000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 52000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 7.40, 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 31 May SAIL was trading at 158.50. The strike last trading price was 12.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0