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 | 1.35 | 0.50 | - | 40,52,000 | 3,24,000 | 19,76,000 | |||
| 4 Jul | 151.05 | 0.85 | - | 12,72,000 | -1,08,000 | 16,52,000 | ||||
| 3 Jul | 151.62 | 0.95 | - | 13,60,000 | 3,60,000 | 17,60,000 | ||||
| 2 Jul | 146.68 | 0.8 | - | 6,16,000 | 2,24,000 | 13,96,000 | ||||
| 1 Jul | 149.06 | 1 | - | 8,88,000 | 3,48,000 | 11,72,000 | ||||
| 28 Jun | 148.65 | 1.15 | - | 12,28,000 | 8,24,000 | 8,24,000 | ||||
| 27 Jun | 142.88 | 0.8 | - | 0 | -8,000 | 0 | ||||
| 26 Jun | 143.97 | 0.8 | - | 8,000 | 2,60,000 | 2,60,000 | ||||
| 25 Jun | 147.01 | 1.75 | - | 0 | 32,000 | 0 | ||||
| 24 Jun | 149.85 | 1.75 | - | 1,20,000 | 28,000 | 2,60,000 | ||||
| 21 Jun | 155.44 | 2.95 | - | 4,92,000 | 2,20,000 | 2,24,000 | ||||
| 20 Jun | 154.03 | 1.70 | - | 0 | 0 | 4,000 | ||||
| 19 Jun | 149.95 | 1.70 | - | 0 | 0 | 4,000 | ||||
| 18 Jun | 153.41 | 1.70 | - | 0 | 0 | 4,000 | ||||
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| 14 Jun | 153.63 | 1.70 | - | 0 | 0 | 4,000 | ||||
| 13 Jun | 149.63 | 1.70 | - | 0 | 0 | 4,000 | ||||
| 12 Jun | 151.01 | 1.70 | - | 0 | 0 | 4,000 | ||||
| 11 Jun | 151.01 | 1.70 | - | 0 | 0 | 4,000 | ||||
| 10 Jun | 150.60 | 1.70 | - | 0 | 0 | 4,000 | ||||
| 7 Jun | 152.75 | 1.70 | - | 0 | 0 | 0 | ||||
| 5 Jun | 145.55 | 1.70 | - | 4,000 | 0 | 0 | ||||
| 4 Jun | 133.05 | 13.70 | - | 0 | 0 | 0 | ||||
| 3 Jun | 166.35 | 13.70 | - | 0 | 0 | 0 | ||||
| 31 May | 158.50 | 13.70 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 175 expiring on 25JUL2024
Delta for 175 CE is -
Historical price for 175 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 1.35, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 324000 which increased total open position to 1976000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -108000 which decreased total open position to 1652000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 360000 which increased total open position to 1760000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 224000 which increased total open position to 1396000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 348000 which increased total open position to 1172000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 824000 which increased total open position to 824000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 0
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 260000 which increased total open position to 260000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 32000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 260000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 220000 which increased total open position to 224000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 19 Jun SAIL was trading at 149.95. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 18 Jun SAIL was trading at 153.41. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 12 Jun SAIL was trading at 151.01. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 11 Jun SAIL was trading at 151.01. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 10 Jun SAIL was trading at 150.60. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 1.70, 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 5 Jun SAIL was trading at 145.55. The strike last trading price was 1.70, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 13.70, 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 3 Jun SAIL was trading at 166.35. The strike last trading price was 13.70, 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 31 May SAIL was trading at 158.50. The strike last trading price was 13.70, 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 | 20.1 | -3.10 | - | 1,88,000 | 1,56,000 | 3,08,000 |
| 4 Jul | 151.05 | 23.2 | - | 16,000 | -8,000 | 1,52,000 | |
| 3 Jul | 151.62 | 27 | - | 20,000 | 0 | 1,60,000 | |
| 2 Jul | 146.68 | 24.95 | - | 0 | 1,56,000 | 0 | |
| 1 Jul | 149.06 | 24.95 | - | 68,000 | 1,56,000 | 1,56,000 | |
| 28 Jun | 148.65 | 26 | - | 0 | 0 | 0 | |
| 27 Jun | 142.88 | 26 | - | 0 | 0 | 0 | |
| 26 Jun | 143.97 | 26 | - | 0 | 0 | 1,36,000 | |
| 25 Jun | 147.01 | 26 | - | 0 | 0 | 1,36,000 | |
| 24 Jun | 149.85 | 26 | - | 8,000 | 0 | 1,28,000 | |
| 21 Jun | 155.44 | 19.40 | - | 1,36,000 | 1,24,000 | 1,24,000 | |
| 20 Jun | 154.03 | 20.60 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 20.60 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 20.60 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 20.60 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 20.60 | - | 0 | 0 | 0 | |
| 12 Jun | 151.01 | 20.60 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 20.60 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 20.60 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 20.60 | - | 0 | 0 | 0 | |
| 5 Jun | 145.55 | 20.60 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 20.60 | - | 0 | 0 | 0 | |
| 3 Jun | 166.35 | 20.60 | - | 0 | 0 | 0 | |
| 31 May | 158.50 | 20.60 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 175 expiring on 25JUL2024
Delta for 175 PE is -
Historical price for 175 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 20.1, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 156000 which increased total open position to 308000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 152000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 156000 which increased total open position to 0
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 156000 which increased total open position to 156000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 26, 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 26, 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 26, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 26, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 26, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 19.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 124000 which increased total open position to 124000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, 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 20.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0