SAIL
Steel Authority Of India
Historical option data for SAIL
21 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 95 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 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 112.77 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 123.89 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 117.75 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 115.75 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 116.03 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 115.71 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 114.67 | 42.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 111.48 | 42.5 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 95 expiring on 28NOV2024
Delta for 95 CE is -
Historical price for 95 CE is as follows
On 21 Nov SAIL was trading at 110.59. The strike last trading price was 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 42.5, 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 Nov SAIL was trading at 114.17. The strike last trading price was 42.5, 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 Nov SAIL was trading at 115.89. The strike last trading price was 42.5, 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 42.5, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 42.5, 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 42.5, 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 Nov SAIL was trading at 118.53. The strike last trading price was 42.5, 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 42.5, 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 1 Nov SAIL was trading at 117.75. The strike last trading price was 42.5, 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 31 Oct SAIL was trading at 115.75. The strike last trading price was 42.5, 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 30 Oct SAIL was trading at 116.03. The strike last trading price was 42.5, 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 29 Oct SAIL was trading at 115.71. The strike last trading price was 42.5, 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 28 Oct SAIL was trading at 114.67. The strike last trading price was 42.5, 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 25 Oct SAIL was trading at 111.48. The strike last trading price was 42.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 95 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 110.59 | 0.05 | -0.05 | - | 78 | -7 | 176 |
| 20 Nov | 111.45 | 0.1 | 0.00 | 54.79 | 47 | -16 | 183 |
| 19 Nov | 111.45 | 0.1 | 0.05 | 54.79 | 47 | -16 | 183 |
| 18 Nov | 112.77 | 0.05 | -0.15 | 48.97 | 50 | -15 | 199 |
| 14 Nov | 111.84 | 0.2 | 0.00 | 50.46 | 51 | -2 | 215 |
| 13 Nov | 111.69 | 0.2 | 0.10 | 49.95 | 127 | 16 | 221 |
| 12 Nov | 114.17 | 0.1 | -0.05 | 46.52 | 104 | -18 | 208 |
| 11 Nov | 115.89 | 0.15 | 0.00 | 51.61 | 65 | 11 | 224 |
| 8 Nov | 118.21 | 0.15 | -0.10 | 50.63 | 268 | 0 | 214 |
| 7 Nov | 123.36 | 0.25 | 0.05 | - | 99 | 32 | 214 |
| 6 Nov | 123.89 | 0.2 | -0.10 | - | 154 | 38 | 182 |
| 5 Nov | 118.53 | 0.3 | -0.45 | 54.95 | 100 | -21 | 147 |
| 4 Nov | 113.90 | 0.75 | 0.25 | 58.26 | 169 | 73 | 168 |
| 1 Nov | 117.75 | 0.5 | -0.10 | 56.48 | 11 | 7 | 94 |
| 31 Oct | 115.75 | 0.6 | 0.10 | - | 49 | 4 | 83 |
| 30 Oct | 116.03 | 0.5 | -0.20 | - | 70 | 29 | 82 |
| 29 Oct | 115.71 | 0.7 | -0.40 | - | 92 | 18 | 51 |
| 28 Oct | 114.67 | 1.1 | -0.50 | - | 54 | 23 | 32 |
| 25 Oct | 111.48 | 1.6 | - | 10 | 9 | 9 | |
For Steel Authority Of India - strike price 95 expiring on 28NOV2024
Delta for 95 PE is -
Historical price for 95 PE is as follows
On 21 Nov SAIL was trading at 110.59. 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 -7 which decreased total open position to 176
On 20 Nov SAIL was trading at 111.45. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 54.79, the open interest changed by -16 which decreased total open position to 183
On 19 Nov SAIL was trading at 111.45. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 54.79, the open interest changed by -16 which decreased total open position to 183
On 18 Nov SAIL was trading at 112.77. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 48.97, the open interest changed by -15 which decreased total open position to 199
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 50.46, the open interest changed by -2 which decreased total open position to 215
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 49.95, the open interest changed by 16 which increased total open position to 221
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 46.52, the open interest changed by -18 which decreased total open position to 208
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 51.61, the open interest changed by 11 which increased total open position to 224
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 50.63, the open interest changed by 0 which decreased total open position to 214
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 214
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 182
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was 54.95, the open interest changed by -21 which decreased total open position to 147
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 58.26, the open interest changed by 73 which increased total open position to 168
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 56.48, the open interest changed by 7 which increased total open position to 94
On 31 Oct SAIL was trading at 115.75. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SAIL was trading at 116.03. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SAIL was trading at 115.71. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SAIL was trading at 114.67. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SAIL was trading at 111.48. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
