SAIL
Steel Authority Of India
Historical option data for SAIL
20 Dec 2024 04:11 PM IST
| SAIL 26DEC2024 95 CE | ||||||||||
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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 | 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 | |||
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| 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 | |||||||
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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 | 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
