SAIL
STEEL AUTHORITY OF INDIA
Historical option data for SAIL
05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 155.61 | 3.65 | 1.15 | - | 18,04,000 | 2,08,000 | 6,36,000 | |||
4 Jul | 151.05 | 2.5 | - | 5,76,000 | 1,12,000 | 4,28,000 | ||||
3 Jul | 151.62 | 2.9 | - | 4,52,000 | 96,000 | 3,16,000 | ||||
2 Jul | 146.68 | 2 | - | 80,000 | -4,000 | 2,16,000 | ||||
1 Jul | 149.06 | 2.75 | - | 1,56,000 | 56,000 | 2,20,000 | ||||
28 Jun | 148.65 | 2.9 | - | 2,52,000 | 1,64,000 | 1,64,000 | ||||
27 Jun | 142.88 | 4.2 | - | 0 | 0 | 0 | ||||
26 Jun | 143.97 | 4.2 | - | 0 | 36,000 | 0 | ||||
25 Jun | 147.01 | 4.2 | - | 0 | 36,000 | 0 | ||||
24 Jun | 149.85 | 4.2 | - | 1,00,000 | 32,000 | 96,000 | ||||
21 Jun | 155.44 | 6.50 | - | 1,00,000 | 60,000 | 60,000 | ||||
20 Jun | 154.03 | 11.05 | - | 0 | 0 | 0 | ||||
19 Jun | 149.95 | 11.05 | - | 0 | 0 | 0 | ||||
18 Jun | 153.41 | 11.05 | - | 0 | 0 | 0 | ||||
14 Jun | 153.63 | 11.05 | - | 0 | 0 | 0 | ||||
13 Jun | 149.63 | 11.05 | - | 0 | 0 | 0 | ||||
12 Jun | 151.01 | 11.05 | - | 0 | 0 | 0 | ||||
11 Jun | 151.01 | 11.05 | - | 0 | 0 | 0 | ||||
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10 Jun | 150.60 | 11.05 | - | 0 | 0 | 0 | ||||
7 Jun | 152.75 | 11.05 | - | 0 | 0 | 0 | ||||
6 Jun | 146.90 | 11.05 | - | 0 | 0 | 0 | ||||
5 Jun | 145.55 | 11.05 | - | 0 | 0 | 0 | ||||
4 Jun | 133.05 | 11.05 | - | 0 | 0 | 0 | ||||
3 Jun | 166.35 | 11.05 | - | 0 | 0 | 0 | ||||
31 May | 158.50 | 11.05 | - | 0 | 0 | 0 |
For STEEL AUTHORITY OF INDIA - strike price 162.5 expiring on 25JUL2024
Delta for 162.5 CE is -
Historical price for 162.5 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 3.65, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 208000 which increased total open position to 636000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 428000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 96000 which increased total open position to 316000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 216000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 56000 which increased total open position to 220000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 164000 which increased total open position to 164000
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 0 which decreased total open position to 0
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 96000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 60000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 11.05, 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 19 Jun SAIL was trading at 149.95. The strike last trading price was 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 10 Jun SAIL was trading at 150.60. The strike last trading price was 11.05, 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 7 Jun SAIL was trading at 152.75. The strike last trading price was 11.05, 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 6 Jun SAIL was trading at 146.90. The strike last trading price was 11.05, 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 5 Jun SAIL was trading at 145.55. The strike last trading price was 11.05, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 11.05, 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 3 Jun SAIL was trading at 166.35. The strike last trading price was 11.05, 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 31 May SAIL was trading at 158.50. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 155.61 | 10.05 | -2.85 | - | 60,000 | 12,000 | 44,000 |
4 Jul | 151.05 | 12.9 | - | 40,000 | 24,000 | 32,000 | |
3 Jul | 151.62 | 12.65 | - | 16,000 | 8,000 | 8,000 | |
2 Jul | 146.68 | 13.95 | - | 0 | 0 | 0 | |
1 Jul | 149.06 | 13.95 | - | 0 | 0 | 0 | |
28 Jun | 148.65 | 13.95 | - | 0 | 0 | 0 | |
27 Jun | 142.88 | 13.95 | - | 0 | 0 | 0 | |
26 Jun | 143.97 | 13.95 | - | 0 | 0 | 0 | |
25 Jun | 147.01 | 13.95 | - | 0 | 0 | 0 | |
24 Jun | 149.85 | 13.95 | - | 0 | 0 | 0 | |
21 Jun | 155.44 | 13.95 | - | 0 | 0 | 0 | |
20 Jun | 154.03 | 13.95 | - | 0 | 0 | 0 | |
19 Jun | 149.95 | 13.95 | - | 0 | 0 | 0 | |
18 Jun | 153.41 | 13.95 | - | 0 | 0 | 0 | |
14 Jun | 153.63 | 13.95 | - | 0 | 0 | 0 | |
13 Jun | 149.63 | 13.95 | - | 0 | 0 | 0 | |
12 Jun | 151.01 | 13.95 | - | 0 | 0 | 0 | |
11 Jun | 151.01 | 13.95 | - | 0 | 0 | 0 | |
10 Jun | 150.60 | 13.95 | - | 0 | 0 | 0 | |
7 Jun | 152.75 | 13.95 | - | 0 | 0 | 0 | |
6 Jun | 146.90 | 13.95 | - | 0 | 0 | 0 | |
5 Jun | 145.55 | 13.95 | - | 0 | 0 | 0 | |
4 Jun | 133.05 | 13.95 | - | 0 | 0 | 0 | |
3 Jun | 166.35 | 13.95 | - | 0 | 0 | 0 | |
31 May | 158.50 | 13.95 | - | 0 | 0 | 0 |
For STEEL AUTHORITY OF INDIA - strike price 162.5 expiring on 25JUL2024
Delta for 162.5 PE is -
Historical price for 162.5 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 10.05, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 44000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 12.9, 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 Jul SAIL was trading at 151.62. The strike last trading price was 12.65, 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 2 Jul SAIL was trading at 146.68. The strike last trading price was 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 25 Jun SAIL was trading at 147.01. The strike last trading price was 13.95, 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 24 Jun SAIL was trading at 149.85. The strike last trading price was 13.95, 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 21 Jun SAIL was trading at 155.44. The strike last trading price was 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, 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 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0