SAIL
Steel Authority Of India
Historical option data for SAIL
21 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 160 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 | 0.1 | 0.05 | - | 22 | -3 | 363 | |||
| 20 Nov | 111.45 | 0.05 | 0.00 | - | 12 | -11 | 374 | |||
| 19 Nov | 111.45 | 0.05 | 0.00 | - | 12 | -3 | 374 | |||
| 18 Nov | 112.77 | 0.05 | 0.00 | - | 9 | 0 | 377 | |||
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| 13 Nov | 111.69 | 0.05 | 0.00 | - | 8 | 0 | 379 | |||
| 12 Nov | 114.17 | 0.05 | -0.05 | - | 5 | -1 | 379 | |||
| 8 Nov | 118.21 | 0.1 | 0.00 | - | 13 | 2 | 379 | |||
| 7 Nov | 123.36 | 0.1 | -0.05 | 50.01 | 11 | 5 | 379 | |||
| 6 Nov | 123.89 | 0.15 | 0.00 | 51.47 | 92 | 7 | 384 | |||
| 5 Nov | 118.53 | 0.15 | 0.05 | - | 24 | 12 | 383 | |||
| 4 Nov | 113.90 | 0.1 | 0.00 | - | 13 | -1 | 374 | |||
| 1 Nov | 117.75 | 0.1 | -0.05 | 50.16 | 79 | 45 | 375 | |||
| 31 Oct | 115.75 | 0.15 | -0.05 | - | 29 | 27 | 330 | |||
| 30 Oct | 116.03 | 0.2 | 0.00 | - | 42 | 13 | 298 | |||
| 29 Oct | 115.71 | 0.2 | 0.00 | - | 105 | 48 | 284 | |||
| 28 Oct | 114.67 | 0.2 | -0.15 | - | 16 | 5 | 234 | |||
| 25 Oct | 111.48 | 0.35 | 0.05 | - | 79 | -12 | 229 | |||
| 24 Oct | 117.13 | 0.3 | 0.10 | - | 18 | 9 | 241 | |||
| 23 Oct | 118.13 | 0.2 | -1.00 | - | 242 | 148 | 230 | |||
| 8 Oct | 131.37 | 1.2 | -0.40 | - | 13 | -1 | 82 | |||
| 7 Oct | 132.19 | 1.6 | -0.90 | - | 51 | 30 | 83 | |||
| 4 Oct | 139.01 | 2.5 | -0.30 | - | 24 | 12 | 54 | |||
| 3 Oct | 137.03 | 2.8 | -0.45 | - | 28 | 17 | 39 | |||
| 1 Oct | 141.03 | 3.25 | -0.25 | - | 27 | 17 | 21 | |||
| 30 Sept | 141.36 | 3.5 | - | 3 | 2 | 3 | ||||
For Steel Authority Of India - strike price 160 expiring on 28NOV2024
Delta for 160 CE is -
Historical price for 160 CE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 363
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 -11 which decreased total open position to 374
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 374
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 377
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 379
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 -1 which decreased total open position to 379
On 8 Nov SAIL was trading at 118.21. 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 2 which increased total open position to 379
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 50.01, the open interest changed by 5 which increased total open position to 379
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 51.47, the open interest changed by 7 which increased total open position to 384
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 383
On 4 Nov SAIL was trading at 113.90. 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 -1 which decreased total open position to 374
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 50.16, the open interest changed by 45 which increased total open position to 375
On 31 Oct SAIL was trading at 115.75. 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 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 0.00 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 0.2, which was -0.15 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 0.35, 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 24 Oct SAIL was trading at 117.13. The strike last trading price was 0.3, which was 0.10 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 0.2, which was -1.00 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 1.2, which was -0.40 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 1.6, which was -0.90 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 2.5, which was -0.30 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 2.8, which was -0.45 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 3.25, which was -0.25 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 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 49.75 | 15.75 | - | 27 | -5 | 244 |
| 20 Nov | 111.45 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 111.45 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 112.77 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 111.69 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 34 | 0.00 | 0.00 | 0 | -1 | 0 |
| 7 Nov | 123.36 | 34 | -2.00 | - | 1 | 0 | 250 |
| 6 Nov | 123.89 | 36 | -7.00 | - | 3 | 0 | 249 |
| 5 Nov | 118.53 | 43 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 43 | 0.00 | 0.00 | 0 | -12 | 0 |
| 1 Nov | 117.75 | 43 | 0.30 | - | 12 | -7 | 254 |
| 31 Oct | 115.75 | 42.7 | 1.70 | - | 24 | 21 | 258 |
| 30 Oct | 116.03 | 41 | -1.60 | - | 12 | 2 | 227 |
| 29 Oct | 115.71 | 42.6 | -1.40 | - | 24 | 23 | 224 |
| 28 Oct | 114.67 | 44 | -0.70 | - | 11 | 9 | 198 |
| 25 Oct | 111.48 | 44.7 | 2.90 | - | 10 | 9 | 189 |
| 24 Oct | 117.13 | 41.8 | 1.20 | - | 6 | 5 | 179 |
| 23 Oct | 118.13 | 40.6 | 10.20 | - | 174 | 172 | 172 |
| 8 Oct | 131.37 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 132.19 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 139.01 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 137.03 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 141.03 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 141.36 | 30.4 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 160 expiring on 28NOV2024
Delta for 160 PE is -
Historical price for 160 PE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 49.75, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 244
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 34, 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 19 Nov SAIL was trading at 111.45. The strike last trading price was 34, 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 18 Nov SAIL was trading at 112.77. The strike last trading price was 34, 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 34, 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 34, 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 34, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 34, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 250
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 36, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 249
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 43, 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 43, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 43, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 254
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 42.7, which was 1.70 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 41, which was -1.60 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 42.6, 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 28 Oct SAIL was trading at 114.67. The strike last trading price was 44, which was -0.70 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 44.7, which was 2.90 higher 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 41.8, which was 1.20 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 40.6, which was 10.20 higher 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 30.4, 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 30.4, 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 30.4, 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 30.4, 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 30.4, 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 30.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
