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 | 0.40 | - | 63,56,000 | 11,12,000 | 28,32,000 | |||
| 4 Jul | 151.05 | 0.6 | - | 8,04,000 | 84,000 | 17,20,000 | ||||
| 3 Jul | 151.62 | 0.65 | - | 16,00,000 | 2,28,000 | 16,36,000 | ||||
| 2 Jul | 146.68 | 0.55 | - | 7,40,000 | 68,000 | 14,20,000 | ||||
| 1 Jul | 149.06 | 0.75 | - | 15,52,000 | -2,88,000 | 13,52,000 | ||||
| 28 Jun | 148.65 | 0.85 | - | 15,28,000 | 5,96,000 | 16,40,000 | ||||
| 27 Jun | 142.88 | 0.4 | - | 20,000 | -12,000 | 10,44,000 | ||||
| 26 Jun | 143.97 | 0.6 | - | 20,000 | -20,000 | 10,60,000 | ||||
| 25 Jun | 147.01 | 0.5 | - | 28,000 | -24,000 | 10,80,000 | ||||
| 24 Jun | 149.85 | 1.35 | - | 7,52,000 | 2,04,000 | 11,04,000 | ||||
| 21 Jun | 155.44 | 2.20 | - | 16,36,000 | 6,72,000 | 9,00,000 | ||||
| 20 Jun | 154.03 | 1.50 | - | 0 | 0 | 0 | ||||
| 19 Jun | 149.95 | 1.50 | - | 0 | 0 | 0 | ||||
| 18 Jun | 153.41 | 1.50 | - | 0 | -4,000 | 0 | ||||
| 14 Jun | 153.63 | 1.50 | - | 4,000 | 0 | 2,32,000 | ||||
| 13 Jun | 149.63 | 3.00 | - | 0 | 0 | 0 | ||||
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| 11 Jun | 151.01 | 3.00 | - | 0 | 0 | 0 | ||||
| 10 Jun | 150.60 | 3.00 | - | 0 | 2,00,000 | 0 | ||||
| 7 Jun | 152.75 | 3.00 | - | 2,28,000 | 2,32,000 | 2,32,000 | ||||
| 5 Jun | 145.55 | 2.40 | - | 40,000 | 4,000 | 32,000 | ||||
| 4 Jun | 133.05 | 3.90 | - | 24,000 | 0 | 28,000 | ||||
| 3 Jun | 166.35 | 7.00 | - | 24,000 | 12,000 | 28,000 | ||||
| 31 May | 158.50 | 5.75 | - | 12,000 | 12,000 | 12,000 | ||||
| 27 May | 169.50 | 12.00 | - | 12,000 | 4,000 | 8,000 | ||||
| 24 May | 169.50 | 12.00 | - | 12,000 | 0 | 8,000 | ||||
| 23 May | 169.05 | 12.00 | - | 12,000 | 8,000 | 8,000 | ||||
| 22 May | 169.05 | 12.00 | - | 12,000 | 8,000 | 8,000 | ||||
For STEEL AUTHORITY OF INDIA - strike price 180 expiring on 25JUL2024
Delta for 180 CE is -
Historical price for 180 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 1, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 1112000 which increased total open position to 2832000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 1720000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 228000 which increased total open position to 1636000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 68000 which increased total open position to 1420000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -288000 which decreased total open position to 1352000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 596000 which increased total open position to 1640000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 1044000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -20000 which decreased total open position to 1060000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 1080000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 204000 which increased total open position to 1104000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 672000 which increased total open position to 900000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 1.50, 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 1.50, 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 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 0
On 14 Jun SAIL was trading at 153.63. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232000
On 13 Jun SAIL was trading at 149.63. The strike last trading price was 3.00, 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 3.00, 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 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 0
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 232000 which increased total open position to 232000
On 5 Jun SAIL was trading at 145.55. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 32000
On 4 Jun SAIL was trading at 133.05. The strike last trading price was 3.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28000
On 3 Jun SAIL was trading at 166.35. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 28000
On 31 May SAIL was trading at 158.50. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000
On 27 May SAIL was trading at 169.50. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 8000
On 24 May SAIL was trading at 169.50. The strike last trading price was 12.00, 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 23 May SAIL was trading at 169.05. The strike last trading price was 12.00, 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 22 May SAIL was trading at 169.05. The strike last trading price was 12.00, 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 | 24.5 | -2.00 | - | 1,92,000 | 1,40,000 | 5,04,000 |
| 4 Jul | 151.05 | 26.5 | - | 8,000 | -4,000 | 3,64,000 | |
| 3 Jul | 151.62 | 29.3 | - | 4,000 | 0 | 3,68,000 | |
| 2 Jul | 146.68 | 30.4 | - | 8,000 | 3,68,000 | 3,68,000 | |
| 1 Jul | 149.06 | 30.5 | - | 0 | 3,64,000 | 0 | |
| 28 Jun | 148.65 | 30.5 | - | 4,000 | 3,64,000 | 3,64,000 | |
| 27 Jun | 142.88 | 30 | - | 0 | 0 | 0 | |
| 26 Jun | 143.97 | 30 | - | 0 | 0 | 3,64,000 | |
| 25 Jun | 147.01 | 30 | - | 0 | 0 | 3,64,000 | |
| 24 Jun | 149.85 | 30 | - | 48,000 | 4,000 | 3,20,000 | |
| 21 Jun | 155.44 | 24.60 | - | 3,36,000 | 3,04,000 | 3,04,000 | |
| 20 Jun | 154.03 | 23.70 | - | 0 | 0 | 0 | |
| 19 Jun | 149.95 | 23.70 | - | 0 | 0 | 0 | |
| 18 Jun | 153.41 | 23.70 | - | 0 | 0 | 0 | |
| 14 Jun | 153.63 | 23.70 | - | 0 | 0 | 0 | |
| 13 Jun | 149.63 | 23.70 | - | 0 | 0 | 0 | |
| 11 Jun | 151.01 | 23.70 | - | 0 | 0 | 0 | |
| 10 Jun | 150.60 | 23.70 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 23.70 | - | 0 | 0 | 0 | |
| 5 Jun | 145.55 | 23.70 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 23.70 | - | 0 | 0 | 0 | |
| 3 Jun | 166.35 | 23.70 | - | 0 | 0 | 0 | |
| 31 May | 158.50 | 23.70 | - | 0 | 0 | 0 | |
| 27 May | 169.50 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 169.50 | 0.00 | - | 0 | 0 | 0 | |
| 23 May | 169.05 | 0.00 | - | 0 | 0 | 0 | |
| 22 May | 169.05 | 0.00 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 180 expiring on 25JUL2024
Delta for 180 PE is -
Historical price for 180 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 24.5, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 140000 which increased total open position to 504000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 26.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 364000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 29.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 368000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 30.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 368000 which increased total open position to 368000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 364000 which increased total open position to 0
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 364000 which increased total open position to 364000
On 27 Jun SAIL was trading at 142.88. The strike last trading price was 30, 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 30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 364000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 364000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 320000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 24.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 304000 which increased total open position to 304000
On 20 Jun SAIL was trading at 154.03. The strike last trading price was 23.70, 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 19 Jun SAIL was trading at 149.95. The strike last trading price was 23.70, 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 18 Jun SAIL was trading at 153.41. The strike last trading price was 23.70, 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 14 Jun SAIL was trading at 153.63. The strike last trading price was 23.70, 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 13 Jun SAIL was trading at 149.63. The strike last trading price was 23.70, 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 11 Jun SAIL was trading at 151.01. The strike last trading price was 23.70, 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 10 Jun SAIL was trading at 150.60. The strike last trading price was 23.70, 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 7 Jun SAIL was trading at 152.75. The strike last trading price was 23.70, 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 23.70, 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 23.70, 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 23.70, 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 23.70, 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 27 May SAIL was trading at 169.50. The strike last trading price was 0.00, 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 24 May SAIL was trading at 169.50. The strike last trading price was 0.00, 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 23 May SAIL was trading at 169.05. The strike last trading price was 0.00, 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 22 May SAIL was trading at 169.05. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0