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 | 0.65 | 0.30 | - | 18,60,000 | 5,40,000 | 10,24,000 | |||
| 4 Jul | 151.05 | 0.35 | - | 1,84,000 | 1,64,000 | 4,84,000 | ||||
| 3 Jul | 151.62 | 0.4 | - | 52,000 | 4,000 | 3,20,000 | ||||
| 2 Jul | 146.68 | 0.35 | - | 40,000 | 24,000 | 3,12,000 | ||||
| 1 Jul | 149.06 | 0.45 | - | 2,64,000 | 2,00,000 | 2,88,000 | ||||
| 28 Jun | 148.65 | 0.6 | - | 1,52,000 | 88,000 | 88,000 | ||||
| 26 Jun | 143.97 | 1 | - | 0 | 24,000 | 0 | ||||
| 25 Jun | 147.01 | 1 | - | 0 | 24,000 | 0 | ||||
| 24 Jun | 149.85 | 1 | - | 60,000 | 20,000 | 48,000 | ||||
| 21 Jun | 155.44 | 1.60 | - | 44,000 | 24,000 | 24,000 | ||||
| 7 Jun | 152.75 | 10.30 | - | 0 | 0 | 0 | ||||
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| 4 Jun | 133.05 | 10.30 | - | 0 | 0 | 0 | ||||
| 31 May | 158.50 | 10.30 | - | 0 | 0 | 0 | ||||
For STEEL AUTHORITY OF INDIA - strike price 185 expiring on 25JUL2024
Delta for 185 CE is -
Historical price for 185 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.65, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 540000 which increased total open position to 1024000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 164000 which increased total open position to 484000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.4, 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 2 Jul SAIL was trading at 146.68. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 312000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 200000 which increased total open position to 288000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 88000
On 26 Jun SAIL was trading at 143.97. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 0
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 20000 which increased total open position to 48000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 24000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 10.30, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 10.30, 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 31 May SAIL was trading at 158.50. The strike last trading price was 10.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 27.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 151.05 | 27.05 | - | 0 | 0 | 0 | |
| 3 Jul | 151.62 | 27.05 | - | 0 | 0 | 0 | |
| 2 Jul | 146.68 | 27.05 | - | 0 | 0 | 0 | |
| 1 Jul | 149.06 | 27.05 | - | 0 | 0 | 0 | |
| 28 Jun | 148.65 | 27.05 | - | 0 | 0 | 0 | |
| 26 Jun | 143.97 | 27.05 | - | 0 | 0 | 0 | |
| 25 Jun | 147.01 | 27.05 | - | 0 | 0 | 0 | |
| 24 Jun | 149.85 | 27.05 | - | 0 | 0 | 0 | |
| 21 Jun | 155.44 | 27.05 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 27.05 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 27.05 | - | 0 | 0 | 0 | |
| 31 May | 158.50 | 27.05 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 185 expiring on 25JUL2024
Delta for 185 PE is -
Historical price for 185 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 27.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 27.05, 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 Jul SAIL was trading at 151.62. The strike last trading price was 27.05, 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 2 Jul SAIL was trading at 146.68. The strike last trading price was 27.05, 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 1 Jul SAIL was trading at 149.06. The strike last trading price was 27.05, 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 28 Jun SAIL was trading at 148.65. The strike last trading price was 27.05, 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 26 Jun SAIL was trading at 143.97. The strike last trading price was 27.05, 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 25 Jun SAIL was trading at 147.01. The strike last trading price was 27.05, 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 24 Jun SAIL was trading at 149.85. The strike last trading price was 27.05, 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 21 Jun SAIL was trading at 155.44. The strike last trading price was 27.05, 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 27.05, 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 27.05, 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 27.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0