SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 90 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 116.10 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 119.81 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 123.61 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 124.76 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 126.95 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 122.47 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 122.79 | 51.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 119.08 | 51.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 117.11 | 51.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 116.28 | 51.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 116.26 | 51.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 115.83 | 51.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 114.09 | 51.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 51.45 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 90 expiring on 26DEC2024
Delta for 90 CE is 0.00
Historical price for 90 CE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 119.81. The strike last trading price was 51.45, which was 0.00 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 124.76. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 129.26. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 126.95. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 126.81. The strike last trading price was 51.45, which was 0.00 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 122.47. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 122.79. The strike last trading price was 51.45, which was 0.00 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 Dec SAIL was trading at 119.08. The strike last trading price was 51.45, 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 29 Nov SAIL was trading at 117.11. The strike last trading price was 51.45, 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 28 Nov SAIL was trading at 116.28. The strike last trading price was 51.45, 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 27 Nov SAIL was trading at 116.26. The strike last trading price was 51.45, 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 26 Nov SAIL was trading at 115.83. The strike last trading price was 51.45, 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 25 Nov SAIL was trading at 114.09. The strike last trading price was 51.45, 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 22 Nov SAIL was trading at 112.83. The strike last trading price was 51.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAIL 26DEC2024 90 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 116.10 | 0.05 | 0.00 | - | 2 | 0 | 80 |
| 18 Dec | 119.81 | 0.05 | 0.00 | - | 2 | -1 | 81 |
| 16 Dec | 123.61 | 0.05 | 0.00 | - | 3 | -2 | 83 |
| 13 Dec | 124.76 | 0.05 | 0.00 | - | 11 | 2 | 85 |
| 12 Dec | 129.26 | 0.05 | 0.00 | - | 2 | 0 | 85 |
| 11 Dec | 126.95 | 0.05 | -0.05 | - | 3 | -1 | 87 |
| 10 Dec | 126.81 | 0.1 | 0.00 | - | 1 | 0 | 88 |
| 9 Dec | 126.13 | 0.1 | 0.00 | - | 3 | 2 | 87 |
| 5 Dec | 122.47 | 0.1 | 0.00 | - | 1 | 0 | 85 |
| 3 Dec | 122.79 | 0.1 | 0.00 | - | 2 | 0 | 84 |
| 2 Dec | 119.08 | 0.1 | 0.00 | 53.75 | 47 | 4 | 85 |
| 29 Nov | 117.11 | 0.1 | -0.15 | 48.42 | 92 | 65 | 81 |
| 28 Nov | 116.28 | 0.25 | 0.05 | 55.18 | 8 | 3 | 12 |
| 27 Nov | 116.26 | 0.2 | 0.05 | 51.43 | 4 | 3 | 8 |
| 26 Nov | 115.83 | 0.15 | -0.05 | 47.64 | 2 | 0 | 5 |
| 25 Nov | 114.09 | 0.2 | -0.25 | 46.95 | 3 | 4 | 4 |
| 22 Nov | 112.83 | 0.45 | 51.50 | 2 | 1 | 1 | |
For Steel Authority Of India - strike price 90 expiring on 26DEC2024
Delta for 90 PE is -
Historical price for 90 PE is as follows
On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.05, 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 80
On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 81
On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 83
On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 85
On 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.05, 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 85
On 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 87
On 10 Dec SAIL was trading at 126.81. The strike last trading price was 0.1, 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 88
On 9 Dec SAIL was trading at 126.13. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 87
On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.1, 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 85
On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.1, 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 84
On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 53.75, the open interest changed by 4 which increased total open position to 85
On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 48.42, the open interest changed by 65 which increased total open position to 81
On 28 Nov SAIL was trading at 116.28. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 55.18, the open interest changed by 3 which increased total open position to 12
On 27 Nov SAIL was trading at 116.26. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 51.43, the open interest changed by 3 which increased total open position to 8
On 26 Nov SAIL was trading at 115.83. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 47.64, the open interest changed by 0 which decreased total open position to 5
On 25 Nov SAIL was trading at 114.09. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 46.95, the open interest changed by 4 which increased total open position to 4
On 22 Nov SAIL was trading at 112.83. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 51.50, the open interest changed by 1 which increased total open position to 1
