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

111.84 0.15 (0.13%)

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Historical option data for SAIL

14 Nov 2024 04:11 PM IST
SAIL 28NOV2024 95 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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
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 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: -0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.04

Historical price for 95 PE is as follows

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