`
[--[65.84.65.76]--]
SAIL
Steel Authority Of India

108.34 3.37 (3.21%)

Back to Option Chain


Historical option data for SAIL

11 Apr 2025 04:11 PM IST
SAIL 24APR2025 87.5 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 108.34 21.1 0 - 0 0 0
9 Apr 104.97 21.1 0 - 0 0 0
8 Apr 105.05 21.1 0 - 0 0 0
7 Apr 104.63 0 0 - 0 0 0
4 Apr 112.60 0 0 0.00 0 0 0
3 Apr 118.54 0 0 0.00 0 0 0
2 Apr 118.70 0 0 0.00 0 0 0
1 Apr 116.88 0 0 0.00 0 0 0
28 Mar 115.18 0 0 0.00 0 0 0
26 Mar 113.29 0 0 0.00 0 0 0
25 Mar 114.70 0 0 0.00 0 0 0
20 Mar 113.96 0 0 0.00 0 0 0
19 Mar 113.23 0 0 0.00 0 0 0
18 Mar 108.91 0 0 0.00 0 0 0
17 Mar 106.14 0 0 0.00 0 0 0
13 Mar 105.89 0 0 0.00 0 0 0
12 Mar 106.66 0 0 0.00 0 0 0
11 Mar 108.13 0 0 0.00 0 0 0
10 Mar 107.27 0 0 0.00 0 0 0
7 Mar 110.91 0 0 0.00 0 0 0
6 Mar 111.97 0 0 0.00 0 0 0
5 Mar 112.53 0 0 0.00 0 0 0
4 Mar 107.66 0 0 0.00 0 0 0
3 Mar 106.36 0 0 0.00 0 0 0


For Steel Authority Of India - strike price 87.5 expiring on 24APR2025

Delta for 87.5 CE is -

Historical price for 87.5 CE is as follows

On 11 Apr SAIL was trading at 108.34. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr SAIL was trading at 104.97. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr SAIL was trading at 105.05. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr SAIL was trading at 104.63. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Apr SAIL was trading at 112.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Apr SAIL was trading at 118.54. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Apr SAIL was trading at 118.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SAIL was trading at 116.88. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar SAIL was trading at 115.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Mar SAIL was trading at 113.29. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Mar SAIL was trading at 114.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Mar SAIL was trading at 113.96. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SAIL was trading at 113.23. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Mar SAIL was trading at 108.91. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Mar SAIL was trading at 106.14. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SAIL was trading at 105.89. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Mar SAIL was trading at 106.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Mar SAIL was trading at 110.91. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Mar SAIL was trading at 107.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Mar SAIL was trading at 106.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SAIL 24APR2025 87.5 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Apr 108.34 0.2 -0.4 - 53 -15 27
9 Apr 104.97 0.65 0 71.79 83 27 41
8 Apr 105.05 0.65 -1 - 50 15 15
7 Apr 104.63 1.65 0 25.04 0 0 0
4 Apr 112.60 0 0 0.00 0 0 0
3 Apr 118.54 0 0 0.00 0 0 0
2 Apr 118.70 0 0 0.00 0 0 0
1 Apr 116.88 0 0 0.00 0 0 0
28 Mar 115.18 0 0 0.00 0 0 0
26 Mar 113.29 0 0 0.00 0 0 0
25 Mar 114.70 0 0 0.00 0 0 0
20 Mar 113.96 0 0 0.00 0 0 0
19 Mar 113.23 0 0 0.00 0 0 0
18 Mar 108.91 0 0 0.00 0 0 0
17 Mar 106.14 0 0 0.00 0 0 0
13 Mar 105.89 0 0 0.00 0 0 0
12 Mar 106.66 0 0 0.00 0 0 0
11 Mar 108.13 0 0 0.00 0 0 0
10 Mar 107.27 0 0 0.00 0 0 0
7 Mar 110.91 0 0 0.00 0 0 0
6 Mar 111.97 0 0 0.00 0 0 0
5 Mar 112.53 0 0 0.00 0 0 0
4 Mar 107.66 0 0 0.00 0 0 0
3 Mar 106.36 0 0 0.00 0 0 0


For Steel Authority Of India - strike price 87.5 expiring on 24APR2025

Delta for 87.5 PE is -

Historical price for 87.5 PE is as follows

On 11 Apr SAIL was trading at 108.34. The strike last trading price was 0.2, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 27


On 9 Apr SAIL was trading at 104.97. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 71.79, the open interest changed by 27 which increased total open position to 41


On 8 Apr SAIL was trading at 105.05. The strike last trading price was 0.65, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15


On 7 Apr SAIL was trading at 104.63. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 0


On 4 Apr SAIL was trading at 112.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Apr SAIL was trading at 118.54. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Apr SAIL was trading at 118.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SAIL was trading at 116.88. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Mar SAIL was trading at 115.18. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Mar SAIL was trading at 113.29. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Mar SAIL was trading at 114.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Mar SAIL was trading at 113.96. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SAIL was trading at 113.23. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Mar SAIL was trading at 108.91. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Mar SAIL was trading at 106.14. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SAIL was trading at 105.89. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Mar SAIL was trading at 106.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Mar SAIL was trading at 108.13. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Mar SAIL was trading at 107.27. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Mar SAIL was trading at 110.91. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Mar SAIL was trading at 111.97. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Mar SAIL was trading at 112.53. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Mar SAIL was trading at 107.66. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Mar SAIL was trading at 106.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0