SAIL
Steel Authority Of India
Historical option data for SAIL
21 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 90 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 110.59 | 46.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 46.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 46.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 46.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 46.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 111.69 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 46.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 46.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 46.85 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 90 expiring on 28NOV2024
Delta for 90 CE is -
Historical price for 90 CE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 46.85, 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 20 Nov SAIL was trading at 111.45. The strike last trading price was 46.85, 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 19 Nov SAIL was trading at 111.45. The strike last trading price was 46.85, 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 18 Nov SAIL was trading at 112.77. The strike last trading price was 46.85, 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 14 Nov SAIL was trading at 111.84. The strike last trading price was 46.85, 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 13 Nov SAIL was trading at 111.69. The strike last trading price was 46.85, 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 Nov SAIL was trading at 114.17. The strike last trading price was 46.85, 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 Nov SAIL was trading at 115.89. The strike last trading price was 46.85, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 46.85, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 46.85, 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 6 Nov SAIL was trading at 123.89. The strike last trading price was 46.85, 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 Nov SAIL was trading at 118.53. The strike last trading price was 46.85, 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 Nov SAIL was trading at 113.90. The strike last trading price was 46.85, 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 28NOV2024 90 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 110.59 | 0.1 | 0.05 | - | 2 | -1 | 76 |
| 20 Nov | 111.45 | 0.05 | 0.00 | - | 13 | -1 | 77 |
| 19 Nov | 111.45 | 0.05 | 0.00 | - | 13 | -1 | 77 |
| 18 Nov | 112.77 | 0.05 | -0.05 | - | 15 | -8 | 79 |
| 14 Nov | 111.84 | 0.1 | -0.05 | 56.56 | 10 | 3 | 86 |
| 13 Nov | 111.69 | 0.15 | 0.05 | - | 3 | 1 | 83 |
| 12 Nov | 114.17 | 0.1 | 0.00 | - | 5 | 4 | 83 |
| 11 Nov | 115.89 | 0.1 | 0.05 | - | 1 | 0 | 78 |
| 8 Nov | 118.21 | 0.05 | -0.15 | - | 44 | 1 | 88 |
| 7 Nov | 123.36 | 0.2 | 0.05 | - | 35 | 20 | 87 |
| 6 Nov | 123.89 | 0.15 | -0.05 | - | 31 | -2 | 68 |
| 5 Nov | 118.53 | 0.2 | -0.25 | - | 64 | 31 | 70 |
| 4 Nov | 113.90 | 0.45 | - | 45 | 39 | 39 | |
For Steel Authority Of India - strike price 90 expiring on 28NOV2024
Delta for 90 PE is -
Historical price for 90 PE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 76
On 20 Nov SAIL was trading at 111.45. 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 77
On 19 Nov SAIL was trading at 111.45. 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 77
On 18 Nov SAIL was trading at 112.77. 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 -8 which decreased total open position to 79
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 56.56, the open interest changed by 3 which increased total open position to 86
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 83
On 12 Nov SAIL was trading at 114.17. 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 4 which increased total open position to 83
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 88
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 87
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 68
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 70
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 39
