SAIL
Steel Authority Of India
Historical option data for SAIL
11 Apr 2025 04:11 PM IST
| SAIL 24APR2025 92.5 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 108.34 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 9 Apr | 104.97 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 8 Apr | 105.05 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 104.63 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 112.60 | 17.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 118.54 | 17.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 118.70 | 17.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 116.88 | 17.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 115.18 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 113.88 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 113.29 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 114.70 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 117.24 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 115.30 | 17.25 | 0 | - | 0 | 0 | 0 | |||
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| 20 Mar | 113.96 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 113.23 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 108.91 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 106.14 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 105.89 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 106.66 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 108.13 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 107.27 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 110.91 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 111.97 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 112.53 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 107.66 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 106.36 | 17.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 105.02 | 17.25 | 0 | - | 0 | 0 | 0 | |||
For Steel Authority Of India - strike price 92.5 expiring on 24APR2025
Delta for 92.5 CE is -
Historical price for 92.5 CE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 17.25, 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 27 Mar SAIL was trading at 113.88. The strike last trading price was 17.25, 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 26 Mar SAIL was trading at 113.29. The strike last trading price was 17.25, 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 25 Mar SAIL was trading at 114.70. The strike last trading price was 17.25, 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 24 Mar SAIL was trading at 117.24. The strike last trading price was 17.25, 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 21 Mar SAIL was trading at 115.30. The strike last trading price was 17.25, 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 20 Mar SAIL was trading at 113.96. The strike last trading price was 17.25, 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 19 Mar SAIL was trading at 113.23. The strike last trading price was 17.25, 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 18 Mar SAIL was trading at 108.91. The strike last trading price was 17.25, 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 17 Mar SAIL was trading at 106.14. The strike last trading price was 17.25, 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 13 Mar SAIL was trading at 105.89. The strike last trading price was 17.25, 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 12 Mar SAIL was trading at 106.66. The strike last trading price was 17.25, 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 11 Mar SAIL was trading at 108.13. The strike last trading price was 17.25, 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 10 Mar SAIL was trading at 107.27. The strike last trading price was 17.25, 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 Mar SAIL was trading at 110.91. The strike last trading price was 17.25, 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 6 Mar SAIL was trading at 111.97. The strike last trading price was 17.25, 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 5 Mar SAIL was trading at 112.53. The strike last trading price was 17.25, 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 Mar SAIL was trading at 107.66. The strike last trading price was 17.25, 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 3 Mar SAIL was trading at 106.36. The strike last trading price was 17.25, 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 28 Feb SAIL was trading at 105.02. The strike last trading price was 17.25, 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
| SAIL 24APR2025 92.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.34 | 0.35 | -0.75 | 58.26 | 263 | -78 | 160 |
| 9 Apr | 104.97 | 1.05 | -0.15 | 64.42 | 355 | 35 | 239 |
| 8 Apr | 105.05 | 1.2 | -0.65 | 65.29 | 342 | 67 | 207 |
| 7 Apr | 104.63 | 1.9 | 1.6 | 74.82 | 271 | 92 | 139 |
| 4 Apr | 112.60 | 0.3 | 0.05 | 54.13 | 5 | 0 | 43 |
| 3 Apr | 118.54 | 0.25 | 0 | 60.00 | 1 | 0 | 44 |
| 2 Apr | 118.70 | 0.25 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 116.88 | 0.25 | 0 | 55.31 | 2 | 0 | 44 |
| 28 Mar | 115.18 | 0.25 | -0.35 | 48.31 | 2 | 0 | 44 |
| 27 Mar | 113.88 | 0.6 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 113.29 | 0.6 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 114.70 | 0.6 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Mar | 117.24 | 0.6 | -0.7 | 58.73 | 2 | 0 | 43 |
| 21 Mar | 115.30 | 1.3 | 0 | 0.00 | 0 | 0 | 43 |
| 20 Mar | 113.96 | 1.3 | 0.1 | 0.00 | 130 | 0 | 43 |
| 19 Mar | 113.23 | 1.3 | 0.1 | 0.00 | 130 | 0 | 43 |
| 18 Mar | 108.91 | 1.3 | 0.1 | 0.00 | 130 | 0 | 43 |
| 17 Mar | 106.14 | 1.3 | 0.1 | 0.00 | 130 | 0 | 43 |
| 13 Mar | 105.89 | 1.3 | 0.1 | 0.00 | 130 | 0 | 43 |
| 12 Mar | 106.66 | 1.3 | 0.1 | 0.00 | 130 | 0 | 43 |
| 11 Mar | 108.13 | 1.3 | 0.1 | 48.40 | 130 | 13 | 43 |
| 10 Mar | 107.27 | 1.2 | -0.05 | 43.99 | 2 | 1 | 31 |
| 7 Mar | 110.91 | 1.25 | 0.2 | 48.74 | 95 | 9 | 30 |
| 6 Mar | 111.97 | 1.05 | -1.7 | 46.72 | 100 | 21 | 21 |
| 5 Mar | 112.53 | 2.75 | 0 | 16.18 | 0 | 0 | 0 |
| 4 Mar | 107.66 | 2.75 | 0 | 13.84 | 0 | 0 | 0 |
| 3 Mar | 106.36 | 2.75 | 0 | 11.58 | 0 | 0 | 0 |
| 28 Feb | 105.02 | 2.75 | 0 | 10.80 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 92.5 expiring on 24APR2025
Delta for 92.5 PE is -0.06
Historical price for 92.5 PE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 0.35, which was -0.75 lower than the previous day. The implied volatity was 58.26, the open interest changed by -78 which decreased total open position to 160
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 64.42, the open interest changed by 35 which increased total open position to 239
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 65.29, the open interest changed by 67 which increased total open position to 207
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 1.9, which was 1.6 higher than the previous day. The implied volatity was 74.82, the open interest changed by 92 which increased total open position to 139
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 54.13, the open interest changed by 0 which decreased total open position to 43
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 60.00, the open interest changed by 0 which decreased total open position to 44
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 0.25, 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 0.25, which was 0 lower than the previous day. The implied volatity was 55.31, the open interest changed by 0 which decreased total open position to 44
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 44
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 0.6, 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 0.6, 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 0.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 0.6, which was -0.7 lower than the previous day. The implied volatity was 58.73, the open interest changed by 0 which decreased total open position to 43
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 1.3, 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 43
On 20 Mar SAIL was trading at 113.96. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 43
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 43
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 43
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 43
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 43
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 43
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 48.40, the open interest changed by 13 which increased total open position to 43
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 43.99, the open interest changed by 1 which increased total open position to 31
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 48.74, the open interest changed by 9 which increased total open position to 30
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 1.05, which was -1.7 lower than the previous day. The implied volatity was 46.72, the open interest changed by 21 which increased total open position to 21
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 16.18, 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 2.75, which was 0 lower than the previous day. The implied volatity was 13.84, 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 2.75, which was 0 lower than the previous day. The implied volatity was 11.58, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 10.80, the open interest changed by 0 which decreased total open position to 0
