SAIL
Steel Authority Of India
Historical option data for SAIL
11 Apr 2025 04:11 PM IST
| SAIL 24APR2025 97.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 11 Apr | 108.34 | 10 | 0.2 | 0.00 | 0 | 38 | 0 | |||
| 9 Apr | 104.97 | 10 | -3.85 | 61.45 | 97 | 39 | 39 | |||
| 8 Apr | 105.05 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 104.63 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 112.60 | 13.85 | 0 | - | 0 | 0 | 0 | |||
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| 3 Apr | 118.54 | 13.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 118.70 | 13.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 116.88 | 13.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 115.18 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 113.88 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 113.29 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 114.70 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 117.24 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 115.30 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 113.96 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 113.23 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 108.91 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 106.14 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 105.89 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 106.66 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 108.13 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 107.27 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 110.91 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 111.97 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 112.53 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 107.66 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 106.36 | 13.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 105.02 | 13.85 | 0 | - | 0 | 0 | 0 | |||
For Steel Authority Of India - strike price 97.5 expiring on 24APR2025
Delta for 97.5 CE is 0.00
Historical price for 97.5 CE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 10, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 38 which increased total open position to 0
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 10, which was -3.85 lower than the previous day. The implied volatity was 61.45, the open interest changed by 39 which increased total open position to 39
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 13.85, which was 0 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 2 Apr SAIL was trading at 118.70. The strike last trading price was 13.85, which was 0 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 1 Apr SAIL was trading at 116.88. The strike last trading price was 13.85, which was 0 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 28 Mar SAIL was trading at 115.18. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar SAIL was trading at 113.29. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SAIL was trading at 114.70. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SAIL was trading at 117.24. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SAIL was trading at 113.96. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SAIL was trading at 106.36. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAIL 24APR2025 97.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.04
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.34 | 0.75 | -1.3 | 53.47 | 498 | -53 | 233 |
| 9 Apr | 104.97 | 2 | -0.15 | 61.44 | 727 | 122 | 286 |
| 8 Apr | 105.05 | 2.1 | -0.85 | 60.87 | 583 | 55 | 185 |
| 7 Apr | 104.63 | 3 | 2.4 | 70.35 | 1,073 | 62 | 131 |
| 4 Apr | 112.60 | 0.6 | 0.25 | 50.48 | 47 | 13 | 75 |
| 3 Apr | 118.54 | 0.35 | 0 | 0.00 | 0 | -5 | 0 |
| 2 Apr | 118.70 | 0.35 | 0 | 52.36 | 15 | -6 | 61 |
| 1 Apr | 116.88 | 0.35 | -0.1 | 48.34 | 4 | 0 | 66 |
| 28 Mar | 115.18 | 0.45 | -0.2 | 43.60 | 48 | 34 | 66 |
| 27 Mar | 113.88 | 0.65 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 113.29 | 0.65 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 114.70 | 0.65 | 0 | 0.00 | 0 | -1 | 0 |
| 24 Mar | 117.24 | 0.65 | -2 | 49.56 | 4 | -1 | 32 |
| 21 Mar | 115.30 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 113.96 | 2.65 | 0.65 | 0.00 | 26 | 0 | 33 |
| 19 Mar | 113.23 | 2.65 | 0.65 | 0.00 | 26 | 0 | 33 |
| 18 Mar | 108.91 | 2.65 | 0.65 | 0.00 | 26 | 0 | 33 |
| 17 Mar | 106.14 | 2.65 | 0.65 | 0.00 | 26 | 0 | 33 |
| 13 Mar | 105.89 | 2.65 | 0.65 | 0.00 | 26 | 0 | 33 |
| 12 Mar | 106.66 | 2.65 | 0.65 | 0.00 | 26 | 0 | 33 |
| 11 Mar | 108.13 | 2.65 | 0.65 | 51.03 | 26 | 5 | 35 |
| 10 Mar | 107.27 | 2 | 0.15 | 41.14 | 2 | 1 | 30 |
| 7 Mar | 110.91 | 1.85 | 0.15 | 45.14 | 376 | 3 | 29 |
| 6 Mar | 111.97 | 1.7 | -2.6 | 44.40 | 349 | 26 | 26 |
| 5 Mar | 112.53 | 4.3 | 0 | 13.22 | 0 | 0 | 0 |
| 4 Mar | 107.66 | 4.3 | 0 | 9.48 | 0 | 0 | 0 |
| 3 Mar | 106.36 | 4.3 | 0 | 8.96 | 0 | 0 | 0 |
| 28 Feb | 105.02 | 4.3 | 0 | 7.23 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 97.5 expiring on 24APR2025
Delta for 97.5 PE is -0.13
Historical price for 97.5 PE is as follows
On 11 Apr SAIL was trading at 108.34. The strike last trading price was 0.75, which was -1.3 lower than the previous day. The implied volatity was 53.47, the open interest changed by -53 which decreased total open position to 233
On 9 Apr SAIL was trading at 104.97. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 61.44, the open interest changed by 122 which increased total open position to 286
On 8 Apr SAIL was trading at 105.05. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 60.87, the open interest changed by 55 which increased total open position to 185
On 7 Apr SAIL was trading at 104.63. The strike last trading price was 3, which was 2.4 higher than the previous day. The implied volatity was 70.35, the open interest changed by 62 which increased total open position to 131
On 4 Apr SAIL was trading at 112.60. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 50.48, the open interest changed by 13 which increased total open position to 75
On 3 Apr SAIL was trading at 118.54. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 2 Apr SAIL was trading at 118.70. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 52.36, the open interest changed by -6 which decreased total open position to 61
On 1 Apr SAIL was trading at 116.88. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 48.34, the open interest changed by 0 which decreased total open position to 66
On 28 Mar SAIL was trading at 115.18. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 43.60, the open interest changed by 34 which increased total open position to 66
On 27 Mar SAIL was trading at 113.88. The strike last trading price was 0.65, which was 0 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 26 Mar SAIL was trading at 113.29. The strike last trading price was 0.65, which was 0 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 25 Mar SAIL was trading at 114.70. The strike last trading price was 0.65, which was 0 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 24 Mar SAIL was trading at 117.24. The strike last trading price was 0.65, which was -2 lower than the previous day. The implied volatity was 49.56, the open interest changed by -1 which decreased total open position to 32
On 21 Mar SAIL was trading at 115.30. The strike last trading price was 2.65, which was 0 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 20 Mar SAIL was trading at 113.96. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 33
On 19 Mar SAIL was trading at 113.23. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 33
On 18 Mar SAIL was trading at 108.91. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 33
On 17 Mar SAIL was trading at 106.14. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 33
On 13 Mar SAIL was trading at 105.89. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 33
On 12 Mar SAIL was trading at 106.66. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 33
On 11 Mar SAIL was trading at 108.13. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 51.03, the open interest changed by 5 which increased total open position to 35
On 10 Mar SAIL was trading at 107.27. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 41.14, the open interest changed by 1 which increased total open position to 30
On 7 Mar SAIL was trading at 110.91. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 45.14, the open interest changed by 3 which increased total open position to 29
On 6 Mar SAIL was trading at 111.97. The strike last trading price was 1.7, which was -2.6 lower than the previous day. The implied volatity was 44.40, the open interest changed by 26 which increased total open position to 26
On 5 Mar SAIL was trading at 112.53. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SAIL was trading at 107.66. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SAIL was trading at 106.36. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 8.96, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SAIL was trading at 105.02. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0
