[--[65.84.65.76]--]
SAIL
STEEL AUTHORITY OF INDIA

155.61 4.56 (3.02%)

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Historical option data for SAIL

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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
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: -
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