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 | 2.05 | 0.80 | - | 2,01,88,000 | 11,40,000 | 64,92,000 | |||
| 4 Jul | 151.05 | 1.25 | - | 45,36,000 | 3,76,000 | 53,52,000 | ||||
| 3 Jul | 151.62 | 1.5 | - | 38,36,000 | 2,80,000 | 49,76,000 | ||||
| 2 Jul | 146.68 | 1.1 | - | 22,04,000 | 5,28,000 | 45,72,000 | ||||
| 1 Jul | 149.06 | 1.6 | - | 21,12,000 | 52,000 | 40,44,000 | ||||
| 28 Jun | 148.65 | 1.7 | - | 71,80,000 | 11,08,000 | 39,92,000 | ||||
| 27 Jun | 142.88 | 1.4 | - | 96,000 | -28,000 | 28,84,000 | ||||
| 26 Jun | 143.97 | 1.15 | - | 1,12,000 | -88,000 | 29,40,000 | ||||
| 25 Jun | 147.01 | 1.9 | - | 48,000 | -44,000 | 30,28,000 | ||||
| 24 Jun | 149.85 | 2.5 | - | 30,08,000 | 3,16,000 | 30,68,000 | ||||
| 21 Jun | 155.44 | 3.85 | - | 67,16,000 | 24,72,000 | 27,96,000 | ||||
| 20 Jun | 154.03 | 5.15 | - | 0 | 0 | 0 | ||||
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| 19 Jun | 149.95 | 5.15 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 5.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 153.63 | 5.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 149.63 | 5.15 | - | 0 | 0 | 0 | ||||
| 12 Jun | 151.01 | 5.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 151.01 | 5.15 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 5.15 | - | 0 | 64,000 | 0 | ||||
| 7 Jun | 152.75 | 5.15 | - | 2,16,000 | 60,000 | 3,20,000 | ||||
| 6 Jun | 146.90 | 3.90 | - | 4,44,000 | 1,72,000 | 2,60,000 | ||||
| 5 Jun | 145.55 | 4.10 | - | 64,000 | 0 | 88,000 | ||||
| 4 Jun | 133.05 | 3.15 | - | 1,00,000 | 44,000 | 88,000 | ||||
| 3 Jun | 166.35 | 11.45 | - | 56,000 | 44,000 | 44,000 | ||||
| 31 May | 158.50 | 15.70 | - | 0 | 0 | 0 | ||||
| 30 May | 157.75 | 15.70 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 170 expiring on 25JUL2024
Delta for 170 CE is -
Historical price for 170 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 2.05, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 1140000 which increased total open position to 6492000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 376000 which increased total open position to 5352000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 280000 which increased total open position to 4976000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 528000 which increased total open position to 4572000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 52000 which increased total open position to 4044000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1108000 which increased total open position to 3992000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -28000 which decreased total open position to 2884000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -88000 which decreased total open position to 2940000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -44000 which decreased total open position to 3028000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 316000 which increased total open position to 3068000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2472000 which increased total open position to 2796000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, 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 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 64000 which increased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 320000
On 6 Jun SAIL was trading at 146.90. The strike last trading price was 3.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 172000 which increased total open position to 260000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 88000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 44000
On 31 May SAIL was trading at 158.50. The strike last trading price was 15.70, 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 30 May SAIL was trading at 157.75. The strike last trading price was 15.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 15.8 | -2.45 | - | 3,56,000 | 1,12,000 | 13,92,000 |
| 4 Jul | 151.05 | 18.25 | - | 32,000 | 4,000 | 12,80,000 | |
| 3 Jul | 151.62 | 18.55 | - | 52,000 | 28,000 | 12,76,000 | |
| 2 Jul | 146.68 | 21.25 | - | 0 | 12,000 | 0 | |
| 1 Jul | 149.06 | 21.25 | - | 12,000 | 12,000 | 12,44,000 | |
| 28 Jun | 148.65 | 21 | - | 3,04,000 | 2,20,000 | 12,32,000 | |
| 27 Jun | 142.88 | 25 | - | 36,000 | 32,000 | 10,12,000 | |
| 26 Jun | 143.97 | 21 | - | 0 | 1,08,000 | 0 | |
| 25 Jun | 147.01 | 21 | - | 0 | 1,08,000 | 0 | |
| 24 Jun | 149.85 | 21 | - | 1,92,000 | 1,08,000 | 9,80,000 | |
| 21 Jun | 155.44 | 17.20 | - | 8,96,000 | 8,48,000 | 8,64,000 | |
| 20 Jun | 154.03 | 15.00 | - | 0 | 0 | 16,000 | |
| 19 Jun | 149.95 | 15.00 | - | 0 | 0 | 16,000 | |
| 18 Jun | 153.41 | 15.00 | - | 0 | 0 | 16,000 | |
| 14 Jun | 153.63 | 15.00 | - | 0 | 0 | 16,000 | |
| 13 Jun | 149.63 | 15.00 | - | 0 | 0 | 16,000 | |
| 12 Jun | 151.01 | 15.00 | - | 0 | 0 | 16,000 | |
| 11 Jun | 151.01 | 15.00 | - | 0 | 0 | 16,000 | |
| 10 Jun | 150.60 | 15.00 | - | 0 | 0 | 16,000 | |
| 7 Jun | 152.75 | 15.00 | - | 0 | 16,000 | 0 | |
| 6 Jun | 146.90 | 15.00 | - | 0 | 16,000 | 0 | |
| 5 Jun | 145.55 | 15.00 | - | 0 | 16,000 | 16,000 | |
| 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 | 16,000 | 0 | |
| 30 May | 157.75 | 15.00 | - | 0 | 16,000 | 16,000 | |
For STEEL AUTHORITY OF INDIA - strike price 170 expiring on 25JUL2024
Delta for 170 PE is -
Historical price for 170 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 15.8, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 1392000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 18.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 1280000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 1276000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 0
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 1244000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 220000 which increased total open position to 1232000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 1012000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 108000 which increased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 108000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 108000 which increased total open position to 980000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 848000 which increased total open position to 864000
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 16000
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 16000
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 16000
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 16000
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 16000
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 16000
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 16000
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 16000
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 16000 which increased 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 16000 which increased 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 16000 which increased total open position to 16000
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 16000 which increased total open position to 0
On 30 May SAIL was trading at 157.75. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 16000