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 | 0.5 | 0.20 | - | 19,96,000 | 2,64,000 | 13,76,000 | |||
| 4 Jul | 151.05 | 0.3 | - | 3,84,000 | 60,000 | 11,12,000 | ||||
| 3 Jul | 151.62 | 0.3 | - | 2,76,000 | 68,000 | 10,52,000 | ||||
| 2 Jul | 146.68 | 0.3 | - | 2,00,000 | 0 | 9,88,000 | ||||
| 1 Jul | 149.06 | 0.35 | - | 6,40,000 | 12,000 | 9,88,000 | ||||
| 28 Jun | 148.65 | 0.4 | - | 7,44,000 | 9,76,000 | 9,76,000 | ||||
| 25 Jun | 147.01 | 0.85 | - | 32,000 | -28,000 | 5,80,000 | ||||
| 24 Jun | 149.85 | 0.7 | - | 3,32,000 | 8,000 | 6,04,000 | ||||
| 21 Jun | 155.44 | 1.10 | - | 10,68,000 | 5,68,000 | 5,96,000 | ||||
| 7 Jun | 152.75 | 1.75 | - | 16,000 | 24,000 | 24,000 | ||||
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| 4 Jun | 133.05 | 1.80 | - | 12,000 | 12,000 | 12,000 | ||||
| 31 May | 158.50 | 3.55 | - | 8,000 | 12,000 | 12,000 | ||||
| 21 May | 174.35 | 9.95 | - | 0 | 0 | 8,000 | ||||
| 18 May | 166.90 | 9.95 | - | 0 | 0 | 8,000 | ||||
| 17 May | 166.90 | 9.95 | - | 0 | 8,000 | 8,000 | ||||
| 16 May | 166.40 | 9.95 | - | 0 | 0 | 8,000 | ||||
| 15 May | 166.40 | 9.95 | - | 0 | 0 | 8,000 | ||||
| 14 May | 164.65 | 9.95 | - | 0 | 0 | 8,000 | ||||
| 13 May | 157.05 | 9.95 | - | 0 | 0 | 8,000 | ||||
For STEEL AUTHORITY OF INDIA - strike price 190 expiring on 25JUL2024
Delta for 190 CE is -
Historical price for 190 CE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 264000 which increased total open position to 1376000
On 4 Jul SAIL was trading at 151.05. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 60000 which increased total open position to 1112000
On 3 Jul SAIL was trading at 151.62. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 68000 which increased total open position to 1052000
On 2 Jul SAIL was trading at 146.68. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 988000
On 1 Jul SAIL was trading at 149.06. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 988000
On 28 Jun SAIL was trading at 148.65. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 976000 which increased total open position to 976000
On 25 Jun SAIL was trading at 147.01. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -28000 which decreased total open position to 580000
On 24 Jun SAIL was trading at 149.85. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 604000
On 21 Jun SAIL was trading at 155.44. The strike last trading price was 1.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 568000 which increased total open position to 596000
On 7 Jun SAIL was trading at 152.75. The strike last trading price was 1.75, 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 4 Jun SAIL was trading at 133.05. The strike last trading price was 1.80, 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 31 May SAIL was trading at 158.50. The strike last trading price was 3.55, 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 21 May SAIL was trading at 174.35. The strike last trading price was 9.95, 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 May SAIL was trading at 166.90. The strike last trading price was 9.95, 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 17 May SAIL was trading at 166.90. The strike last trading price was 9.95, 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 16 May SAIL was trading at 166.40. The strike last trading price was 9.95, 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 15 May SAIL was trading at 166.40. The strike last trading price was 9.95, 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 May SAIL was trading at 164.65. The strike last trading price was 9.95, 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 May SAIL was trading at 157.05. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased 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 | 30.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 151.05 | 30.55 | - | 0 | 0 | 0 | |
| 3 Jul | 151.62 | 30.55 | - | 0 | 0 | 0 | |
| 2 Jul | 146.68 | 30.55 | - | 0 | 0 | 0 | |
| 1 Jul | 149.06 | 30.55 | - | 0 | 0 | 0 | |
| 28 Jun | 148.65 | 30.55 | - | 0 | 0 | 0 | |
| 25 Jun | 147.01 | 30.55 | - | 0 | 0 | 0 | |
| 24 Jun | 149.85 | 30.55 | - | 0 | 0 | 0 | |
| 21 Jun | 155.44 | 30.55 | - | 0 | 0 | 0 | |
| 7 Jun | 152.75 | 30.55 | - | 0 | 0 | 0 | |
| 4 Jun | 133.05 | 30.55 | - | 0 | 0 | 0 | |
| 31 May | 158.50 | 30.55 | - | 0 | 0 | 0 | |
| 21 May | 174.35 | 0.00 | - | 0 | 0 | 0 | |
| 18 May | 166.90 | 0.00 | - | 0 | 0 | 0 | |
| 17 May | 166.90 | 0.00 | - | 0 | 0 | 0 | |
| 16 May | 166.40 | 0.00 | - | 0 | 0 | 0 | |
| 15 May | 166.40 | 0.00 | - | 0 | 0 | 0 | |
| 14 May | 164.65 | 0.00 | - | 0 | 0 | 0 | |
| 13 May | 157.05 | 0.00 | - | 0 | 0 | 0 | |
For STEEL AUTHORITY OF INDIA - strike price 190 expiring on 25JUL2024
Delta for 190 PE is -
Historical price for 190 PE is as follows
On 5 Jul SAIL was trading at 155.61. The strike last trading price was 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 30.55, 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 May SAIL was trading at 174.35. 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 18 May SAIL was trading at 166.90. 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 17 May SAIL was trading at 166.90. 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 16 May SAIL was trading at 166.40. 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 15 May SAIL was trading at 166.40. 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 14 May SAIL was trading at 164.65. 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 13 May SAIL was trading at 157.05. 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