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

116.1 -2.81 (-2.36%)

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Historical option data for SAIL

20 Dec 2024 04:11 PM IST
SAIL 26DEC2024 95 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 46.95 0.00 - 0 0 0
19 Dec 118.91 46.95 0.00 - 0 0 0
18 Dec 119.81 46.95 0.00 - 0 0 0
17 Dec 121.11 46.95 0.00 - 0 0 0
16 Dec 123.61 46.95 0.00 - 0 0 0
13 Dec 124.76 46.95 0.00 - 0 0 0
12 Dec 129.26 46.95 0.00 - 0 0 0
11 Dec 126.95 46.95 0.00 - 0 0 0
10 Dec 126.81 46.95 0.00 - 0 0 0
9 Dec 126.13 46.95 0.00 - 0 0 0
6 Dec 123.89 46.95 0.00 - 0 0 0
5 Dec 122.47 46.95 0.00 - 0 0 0
4 Dec 122.17 46.95 0.00 - 0 0 0
3 Dec 122.79 46.95 0.00 - 0 0 0
2 Dec 119.08 46.95 0.00 - 0 0 0
29 Nov 117.11 46.95 0.00 - 0 0 0
28 Nov 116.28 46.95 0.00 - 0 0 0
27 Nov 116.26 46.95 0.00 - 0 0 0
26 Nov 115.83 46.95 0.00 - 0 0 0
25 Nov 114.09 46.95 0.00 - 0 0 0
22 Nov 112.83 46.95 0.00 - 0 0 0
21 Nov 110.59 46.95 0.00 - 0 0 0
20 Nov 111.45 46.95 0.00 - 0 0 0
19 Nov 111.45 46.95 0.00 - 0 0 0
6 Nov 123.89 46.95 46.95 - 0 0 0
31 Oct 115.75 0 0.00 - 0 0 0
24 Oct 117.13 0 - 0 0 0


For Steel Authority Of India - strike price 95 expiring on 26DEC2024

Delta for 95 CE is -

Historical price for 95 CE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 46.95, 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 Dec SAIL was trading at 118.91. The strike last trading price was 46.95, 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 Dec SAIL was trading at 119.81. The strike last trading price was 46.95, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 46.95, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 46.95, 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 Dec SAIL was trading at 124.76. The strike last trading price was 46.95, 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 12 Dec SAIL was trading at 129.26. The strike last trading price was 46.95, 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 11 Dec SAIL was trading at 126.95. The strike last trading price was 46.95, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 46.95, 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 46.95, 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 6 Dec SAIL was trading at 123.89. The strike last trading price was 46.95, 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 5 Dec SAIL was trading at 122.47. The strike last trading price was 46.95, 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 Dec SAIL was trading at 122.17. The strike last trading price was 46.95, 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 3 Dec SAIL was trading at 122.79. The strike last trading price was 46.95, 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 2 Dec SAIL was trading at 119.08. The strike last trading price was 46.95, 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 46.95, 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 46.95, 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 46.95, 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 46.95, 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 46.95, 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 46.95, 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 21 Nov SAIL was trading at 110.59. The strike last trading price was 46.95, 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 46.95, 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 46.95, 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 6 Nov SAIL was trading at 123.89. The strike last trading price was 46.95, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SAIL was trading at 117.13. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SAIL 26DEC2024 95 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 0.05 0.00 0.00 0 -2 0
19 Dec 118.91 0.05 0.00 - 2 -1 99
18 Dec 119.81 0.05 0.00 0.00 0 -1 0
17 Dec 121.11 0.05 -0.05 - 1 0 101
16 Dec 123.61 0.1 0.00 0.00 0 -17 0
13 Dec 124.76 0.1 0.05 - 18 -17 101
12 Dec 129.26 0.05 0.00 - 3 0 120
11 Dec 126.95 0.05 0.00 - 58 -10 122
10 Dec 126.81 0.05 0.00 - 5 0 134
9 Dec 126.13 0.05 -0.05 - 97 0 168
6 Dec 123.89 0.1 -0.05 - 23 -14 168
5 Dec 122.47 0.15 0.05 56.27 2 -1 181
4 Dec 122.17 0.1 -0.05 52.10 23 -13 182
3 Dec 122.79 0.15 0.00 - 27 -10 198
2 Dec 119.08 0.15 -0.05 47.82 17 4 208
29 Nov 117.11 0.2 -0.25 44.94 75 17 205
28 Nov 116.28 0.45 0.15 51.80 174 146 188
27 Nov 116.26 0.3 0.00 45.61 26 13 43
26 Nov 115.83 0.3 -0.10 44.23 18 0 31
25 Nov 114.09 0.4 -0.20 44.30 13 15 31
22 Nov 112.83 0.6 -0.30 44.56 32 15 31
21 Nov 110.59 0.9 0.30 45.73 24 6 17
20 Nov 111.45 0.6 0.00 40.51 2 2 9
19 Nov 111.45 0.6 -0.35 40.51 2 0 9
6 Nov 123.89 0.95 -0.10 56.11 38 9 9
31 Oct 115.75 1.05 1.05 - 0 0 0
24 Oct 117.13 0 - 0 0 0


For Steel Authority Of India - strike price 95 expiring on 26DEC2024

Delta for 95 PE is 0.00

Historical price for 95 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 0.00, the open interest changed by -2 which decreased total open position to 0


On 19 Dec SAIL was trading at 118.91. 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 99


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 0.00, the open interest changed by -1 which decreased total open position to 0


On 17 Dec SAIL was trading at 121.11. 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 0 which decreased total open position to 101


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0


On 13 Dec SAIL was trading at 124.76. 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 -17 which decreased total open position to 101


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 120


On 11 Dec SAIL was trading at 126.95. 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 -10 which decreased total open position to 122


On 10 Dec SAIL was trading at 126.81. 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 0 which decreased total open position to 134


On 9 Dec SAIL was trading at 126.13. 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 0 which decreased total open position to 168


On 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 168


On 5 Dec SAIL was trading at 122.47. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 56.27, the open interest changed by -1 which decreased total open position to 181


On 4 Dec SAIL was trading at 122.17. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 52.10, the open interest changed by -13 which decreased total open position to 182


On 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 198


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 47.82, the open interest changed by 4 which increased total open position to 208


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 44.94, the open interest changed by 17 which increased total open position to 205


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 51.80, the open interest changed by 146 which increased total open position to 188


On 27 Nov SAIL was trading at 116.26. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.61, the open interest changed by 13 which increased total open position to 43


On 26 Nov SAIL was trading at 115.83. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 44.23, the open interest changed by 0 which decreased total open position to 31


On 25 Nov SAIL was trading at 114.09. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 44.30, the open interest changed by 15 which increased total open position to 31


On 22 Nov SAIL was trading at 112.83. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 44.56, the open interest changed by 15 which increased total open position to 31


On 21 Nov SAIL was trading at 110.59. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 45.73, the open interest changed by 6 which increased total open position to 17


On 20 Nov SAIL was trading at 111.45. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.51, the open interest changed by 2 which increased total open position to 9


On 19 Nov SAIL was trading at 111.45. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 9


On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 56.11, the open interest changed by 9 which increased total open position to 9


On 31 Oct SAIL was trading at 115.75. The strike last trading price was 1.05, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SAIL was trading at 117.13. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to