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

116.1 -2.81 (-2.36%)

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Historical option data for SAIL

20 Dec 2024 04:11 PM IST
SAIL 26DEC2024 97.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 21.75 0.00 0.00 0 0 0
19 Dec 118.91 21.75 0.00 0.00 0 0 0
18 Dec 119.81 21.75 0.00 0.00 0 0 0
17 Dec 121.11 21.75 0.00 0.00 0 0 0
16 Dec 123.61 21.75 0.00 0.00 0 0 0
13 Dec 124.76 21.75 0.00 0.00 0 0 0
12 Dec 129.26 21.75 0.00 0.00 0 0 0
11 Dec 126.95 21.75 0.00 0.00 0 0 0
10 Dec 126.81 21.75 0.00 0.00 0 0 0
9 Dec 126.13 21.75 0.00 0.00 0 0 0
6 Dec 123.89 21.75 0.00 0.00 0 0 0
5 Dec 122.47 21.75 0.00 0.00 0 0 0
4 Dec 122.17 21.75 0.00 0.00 0 0 0
3 Dec 122.79 21.75 0.00 0.00 0 0 0
2 Dec 119.08 21.75 0.00 - 0 0 0
29 Nov 117.11 21.75 0.00 - 0 0 0
28 Nov 116.28 21.75 0.00 - 0 0 0
27 Nov 116.26 21.75 0.00 - 0 0 0
26 Nov 115.83 21.75 0.00 - 0 0 0
25 Nov 114.09 21.75 0.00 - 0 0 0
22 Nov 112.83 21.75 21.75 - 0 0 0
21 Nov 110.59 0 0.00 0.00 0 0 0
20 Nov 111.45 0 0.00 0.00 0 0 0
19 Nov 111.45 0 0.00 0.00 0 0 0
6 Nov 123.89 0 0.00 0 0 0


For Steel Authority Of India - strike price 97.5 expiring on 26DEC2024

Delta for 97.5 CE is 0.00

Historical price for 97.5 CE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 21.75, 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 19 Dec SAIL was trading at 118.91. The strike last trading price was 21.75, 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 18 Dec SAIL was trading at 119.81. The strike last trading price was 21.75, 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 17 Dec SAIL was trading at 121.11. The strike last trading price was 21.75, 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 16 Dec SAIL was trading at 123.61. The strike last trading price was 21.75, 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 13 Dec SAIL was trading at 124.76. The strike last trading price was 21.75, 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 12 Dec SAIL was trading at 129.26. The strike last trading price was 21.75, 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 11 Dec SAIL was trading at 126.95. The strike last trading price was 21.75, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 21.75, 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 21.75, 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 6 Dec SAIL was trading at 123.89. The strike last trading price was 21.75, 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 Dec SAIL was trading at 122.47. The strike last trading price was 21.75, 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 Dec SAIL was trading at 122.17. The strike last trading price was 21.75, 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 3 Dec SAIL was trading at 122.79. The strike last trading price was 21.75, 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 2 Dec SAIL was trading at 119.08. The strike last trading price was 21.75, 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 21.75, 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 21.75, 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 21.75, 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 21.75, 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 21.75, 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 21.75, which was 21.75 higher 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 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 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 0.00, 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 0.00, 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 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 26DEC2024 97.5 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 116.10 0.15 0.00 0.00 0 0 54
19 Dec 118.91 0.15 0.00 0.00 0 0 54
18 Dec 119.81 0.15 0.00 0.00 0 0 54
17 Dec 121.11 0.15 0.00 0.00 0 0 54
16 Dec 123.61 0.15 0.00 0.00 0 0 54
13 Dec 124.76 0.15 0.00 0.00 0 0 0
12 Dec 129.26 0.15 0.00 0.00 0 0 0
11 Dec 126.95 0.15 0.00 0.00 0 0 0
10 Dec 126.81 0.15 0.00 0.00 0 0 0
9 Dec 126.13 0.15 0.00 0.00 0 0 0
6 Dec 123.89 0.15 0.00 0.00 0 0 0
5 Dec 122.47 0.15 0.00 0.00 0 0 0
4 Dec 122.17 0.15 0.00 0.00 0 0 0
3 Dec 122.79 0.15 -0.15 49.60 10 0 54
2 Dec 119.08 0.3 0.00 0.00 0 54 0
29 Nov 117.11 0.3 -2.10 43.66 217 55 55
28 Nov 116.28 2.4 0.00 19.51 0 0 0
27 Nov 116.26 2.4 0.00 19.26 0 0 0
26 Nov 115.83 2.4 0.00 18.55 0 0 0
25 Nov 114.09 2.4 0.00 17.64 0 0 0
22 Nov 112.83 2.4 2.40 15.10 0 0 0
21 Nov 110.59 0 0.00 0.00 0 0 0
20 Nov 111.45 0 0.00 0.00 0 0 0
19 Nov 111.45 0 0.00 0.00 0 0 0
6 Nov 123.89 0 0.00 0 0 0


For Steel Authority Of India - strike price 97.5 expiring on 26DEC2024

Delta for 97.5 PE is 0.00

Historical price for 97.5 PE is as follows

On 20 Dec SAIL was trading at 116.10. The strike last trading price was 0.15, 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 54


On 19 Dec SAIL was trading at 118.91. The strike last trading price was 0.15, 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 54


On 18 Dec SAIL was trading at 119.81. The strike last trading price was 0.15, 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 54


On 17 Dec SAIL was trading at 121.11. The strike last trading price was 0.15, 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 54


On 16 Dec SAIL was trading at 123.61. The strike last trading price was 0.15, 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 54


On 13 Dec SAIL was trading at 124.76. The strike last trading price was 0.15, 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 12 Dec SAIL was trading at 129.26. The strike last trading price was 0.15, 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 11 Dec SAIL was trading at 126.95. The strike last trading price was 0.15, 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 10 Dec SAIL was trading at 126.81. The strike last trading price was 0.15, 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 9 Dec SAIL was trading at 126.13. The strike last trading price was 0.15, 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 6 Dec SAIL was trading at 123.89. The strike last trading price was 0.15, 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 Dec SAIL was trading at 122.47. The strike last trading price was 0.15, 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 Dec SAIL was trading at 122.17. The strike last trading price was 0.15, 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 3 Dec SAIL was trading at 122.79. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 49.60, the open interest changed by 0 which decreased total open position to 54


On 2 Dec SAIL was trading at 119.08. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 54 which increased total open position to 0


On 29 Nov SAIL was trading at 117.11. The strike last trading price was 0.3, which was -2.10 lower than the previous day. The implied volatity was 43.66, the open interest changed by 55 which increased total open position to 55


On 28 Nov SAIL was trading at 116.28. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 19.51, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 19.26, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 18.55, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 17.64, 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 2.4, which was 2.40 higher than the previous day. The implied volatity was 15.10, 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 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 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 0.00, 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 0.00, 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 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