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 | 3 | 0.95 | - | 1,61,00,000 | 3,12,000 | 31,44,000 | |||
| 4 Jul | 151.05 | 2.05 | - | 29,28,000 | 2,56,000 | 28,32,000 | ||||
| 3 Jul | 151.62 | 2.4 | - | 36,20,000 | 6,32,000 | 25,76,000 | ||||
| 2 Jul | 146.68 | 1.6 | - | 20,24,000 | 3,16,000 | 19,52,000 | ||||
| 1 Jul | 149.06 | 2.3 | - | 16,80,000 | 3,84,000 | 16,36,000 | ||||
| 28 Jun | 148.65 | 2.4 | - | 28,32,000 | 5,92,000 | 12,52,000 | ||||
| 27 Jun | 142.88 | 1.2 | - | 36,000 | -20,000 | 6,60,000 | ||||
| 26 Jun | 143.97 | 2 | - | 24,000 | -20,000 | 6,80,000 | ||||
| 25 Jun | 147.01 | 3.25 | - | 4,000 | 0 | 7,00,000 | ||||
| 24 Jun | 149.85 | 3.55 | - | 12,40,000 | 2,52,000 | 7,04,000 | ||||
| 21 Jun | 155.44 | 5.35 | - | 11,44,000 | 4,44,000 | 4,52,000 | ||||
| 20 Jun | 154.03 | 12.80 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 12.80 | - | 0 | 0 | 8,000 | ||||
| 18 Jun | 153.41 | 12.80 | - | 0 | 0 | 8,000 | ||||
| 14 Jun | 153.63 | 12.80 | - | 0 | 0 | 8,000 | ||||
| 13 Jun | 149.63 | 12.80 | - | 0 | 0 | 8,000 | ||||
| 12 Jun | 151.01 | 12.80 | - | 0 | 0 | 8,000 | ||||
| 11 Jun | 151.01 | 12.80 | - | 0 | 0 | 8,000 | ||||
| 10 Jun | 150.60 | 12.80 | - | 0 | 0 | 8,000 | ||||
| 7 Jun | 152.75 | 12.80 | - | 0 | 8,000 | 0 | ||||
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| 6 Jun | 146.90 | 12.80 | - | 0 | 8,000 | 0 | ||||
| 5 Jun | 145.55 | 12.80 | - | 0 | 8,000 | 8,000 | ||||
| 4 Jun | 133.05 | 12.80 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 12.80 | - | 4,000 | 0 | 8,000 | ||||
| 31 May | 158.50 | 11.30 | - | 16,000 | 8,000 | 8,000 | ||||
For STEEL AUTHORITY OF INDIA - strike price 165 expiring on 25JUL2024
Delta for 165 CE is -
Historical price for 165 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 3, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 312000 which increased total open position to 3144000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 256000 which increased total open position to 2832000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 632000 which increased total open position to 2576000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 316000 which increased total open position to 1952000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 384000 which increased total open position to 1636000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 592000 which increased total open position to 1252000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 660000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 680000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 700000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 252000 which increased total open position to 704000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 444000 which increased total open position to 452000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 12.80, 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 12.80, 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 18 Jun SAIL was trading at 153.41. The strike last trading price was 12.80, 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 14 Jun SAIL was trading at 153.63. The strike last trading price was 12.80, 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 13 Jun SAIL was trading at 149.63. The strike last trading price was 12.80, 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 12 Jun SAIL was trading at 151.01. The strike last trading price was 12.80, 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 11 Jun SAIL was trading at 151.01. The strike last trading price was 12.80, 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 10 Jun SAIL was trading at 150.60. The strike last trading price was 12.80, 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 7 Jun SAIL was trading at 152.75. The strike last trading price was 12.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 12.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 0
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 12.80, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 12.80, 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 12.80, 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 11.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000
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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 | 11.85 | -2.25 | - | 5,04,000 | 1,64,000 | 5,08,000 |
| 4 Jul | 151.05 | 14.1 | - | 16,000 | 4,000 | 3,44,000 | |
| 3 Jul | 151.62 | 14.8 | - | 40,000 | 24,000 | 3,40,000 | |
| 2 Jul | 146.68 | 18.95 | - | 24,000 | 8,000 | 3,16,000 | |
| 1 Jul | 149.06 | 17 | - | 1,08,000 | 60,000 | 3,08,000 | |
| 28 Jun | 148.65 | 16.8 | - | 2,76,000 | 2,00,000 | 2,48,000 | |
| 27 Jun | 142.88 | 22.5 | - | 8,000 | 0 | 48,000 | |
| 26 Jun | 143.97 | 16 | - | 0 | 0 | 48,000 | |
| 25 Jun | 147.01 | 16 | - | 0 | 0 | 48,000 | |
| 24 Jun | 149.85 | 16 | - | 12,000 | 4,000 | 44,000 | |
| 21 Jun | 155.44 | 13.00 | - | 48,000 | 32,000 | 32,000 | |
| 20 Jun | 154.03 | 15.00 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 15.00 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 15.00 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 15.00 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 15.00 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 15.00 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 15.00 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 15.00 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 15.00 | - | 0 | 0 | 0 | |
| 6 Jun | 146.90 | 15.00 | - | 0 | 0 | 0 | |
| 5 Jun | 145.55 | 15.00 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 15.00 | - | 0 | 0 | 0 | |
| 3 Jun | 166.35 | 15.00 | - | 0 | 0 | 0 | |
| 31 May | 158.50 | 15.00 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 165 expiring on 25JUL2024
Delta for 165 PE is -
Historical price for 165 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 11.85, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 164000 which increased total open position to 508000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 14.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 344000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 340000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 316000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 308000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 248000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 44000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 32000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, 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 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0