SAIL
Steel Authority Of India
Historical option data for SAIL
27 Dec 2024 04:11 PM IST
| SAIL 30JAN2025 95 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 115.53 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 117.59 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 119.06 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 124.76 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 129.26 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.81 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 126.13 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 122.17 | 25.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 122.79 | 25.85 | 25.85 | - | 0 | 0 | 0 | |||
| 28 Nov | 116.28 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 116.26 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 112.83 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 111.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 111.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 111.84 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Nov | 118.53 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 95 expiring on 30JAN2025
Delta for 95 CE is -
Historical price for 95 CE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 25.85, 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 Dec SAIL was trading at 117.59. The strike last trading price was 25.85, 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 24 Dec SAIL was trading at 119.06. The strike last trading price was 25.85, 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 25.85, 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 25.85, 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 25.85, 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 25.85, 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 25.85, 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 25.85, which was 25.85 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0.00 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 0, which was 0.00 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 5 Nov SAIL was trading at 118.53. The strike last trading price was 0, which was 0.00 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 4 Nov SAIL was trading at 113.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SAIL 30JAN2025 95 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.03
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 115.53 | 0.2 | -0.15 | 38.54 | 89 | 77 | 82 |
| 26 Dec | 117.59 | 0.35 | -3.05 | 45.81 | 5 | 2 | 2 |
| 24 Dec | 119.06 | 3.4 | 0.00 | 22.11 | 0 | 0 | 0 |
| 13 Dec | 124.76 | 3.4 | 0.00 | 22.54 | 0 | 0 | 0 |
| 12 Dec | 129.26 | 3.4 | 0.00 | 25.09 | 0 | 0 | 0 |
| 10 Dec | 126.81 | 3.4 | 0.00 | 22.79 | 0 | 0 | 0 |
| 9 Dec | 126.13 | 3.4 | 0.00 | 22.58 | 0 | 0 | 0 |
| 4 Dec | 122.17 | 3.4 | 0.00 | 19.41 | 0 | 0 | 0 |
| 3 Dec | 122.79 | 3.4 | 0.00 | 19.49 | 0 | 0 | 0 |
| 28 Nov | 116.28 | 3.4 | 0.00 | 15.63 | 0 | 0 | 0 |
| 27 Nov | 116.26 | 3.4 | 0.00 | 15.41 | 0 | 0 | 0 |
| 22 Nov | 112.83 | 3.4 | 0.00 | 12.51 | 0 | 0 | 0 |
| 20 Nov | 111.45 | 3.4 | 0.00 | 11.67 | 0 | 0 | 0 |
| 19 Nov | 111.45 | 3.4 | 3.40 | 11.67 | 0 | 0 | 0 |
| 14 Nov | 111.84 | 0 | 0.00 | 11.73 | 0 | 0 | 0 |
| 12 Nov | 114.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 118.21 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 118.53 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 113.90 | 0 | 0.00 | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 95 expiring on 30JAN2025
Delta for 95 PE is -0.04
Historical price for 95 PE is as follows
On 27 Dec SAIL was trading at 115.53. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 38.54, the open interest changed by 77 which increased total open position to 82
On 26 Dec SAIL was trading at 117.59. The strike last trading price was 0.35, which was -3.05 lower than the previous day. The implied volatity was 45.81, the open interest changed by 2 which increased total open position to 2
On 24 Dec SAIL was trading at 119.06. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 22.11, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 22.54, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 25.09, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 22.79, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 22.58, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 19.41, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 19.49, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 15.63, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 15.41, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 12.51, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 11.67, 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 3.4, which was 3.40 higher than the previous day. The implied volatity was 11.67, 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 0, which was 0.00 lower than the previous day. The implied volatity was 11.73, 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 0, which was 0.00 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 8 Nov SAIL was trading at 118.21. The strike last trading price was 0, which was 0.00 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 5 Nov SAIL was trading at 118.53. The strike last trading price was 0, which was 0.00 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 4 Nov SAIL was trading at 113.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
