SAIL
Steel Authority Of India
Historical option data for SAIL
14 Nov 2024 04:11 PM IST
| SAIL 28NOV2024 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 | |||
| 14 Nov | 111.84 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 111.69 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 114.17 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 115.89 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 118.21 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 123.36 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 123.89 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 118.53 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 113.90 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 117.75 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 115.75 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 116.03 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 115.71 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 114.67 | 36.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 111.48 | 36.35 | - | 0 | 0 | 0 | ||||
For Steel Authority Of India - strike price 97.5 expiring on 28NOV2024
Delta for 97.5 CE is 0.00
Historical price for 97.5 CE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 36.35, 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 Nov SAIL was trading at 111.69. The strike last trading price was 36.35, 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 Nov SAIL was trading at 114.17. The strike last trading price was 36.35, 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 Nov SAIL was trading at 115.89. The strike last trading price was 36.35, 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 36.35, 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 7 Nov SAIL was trading at 123.36. The strike last trading price was 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SAIL 28NOV2024 97.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 111.84 | 0.2 | -0.10 | 43.89 | 47 | -6 | 77 |
| 13 Nov | 111.69 | 0.3 | 0.15 | 47.65 | 66 | 18 | 83 |
| 12 Nov | 114.17 | 0.15 | 0.10 | 44.20 | 8 | 0 | 69 |
| 11 Nov | 115.89 | 0.05 | -0.20 | 38.66 | 2 | 0 | 69 |
| 8 Nov | 118.21 | 0.25 | 0.00 | 50.35 | 8 | 0 | 68 |
| 7 Nov | 123.36 | 0.25 | 0.00 | - | 3 | 0 | 67 |
| 6 Nov | 123.89 | 0.25 | -0.20 | 56.68 | 36 | 0 | 66 |
| 5 Nov | 118.53 | 0.45 | -0.50 | 54.35 | 39 | -3 | 65 |
| 4 Nov | 113.90 | 0.95 | 0.30 | 55.94 | 106 | 73 | 73 |
| 1 Nov | 117.75 | 0.65 | 0.00 | 21.30 | 0 | 0 | 0 |
| 31 Oct | 115.75 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 116.03 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 115.71 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 114.67 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 111.48 | 0.65 | - | 0 | 0 | 0 | |
For Steel Authority Of India - strike price 97.5 expiring on 28NOV2024
Delta for 97.5 PE is -0.05
Historical price for 97.5 PE is as follows
On 14 Nov SAIL was trading at 111.84. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 43.89, the open interest changed by -6 which decreased total open position to 77
On 13 Nov SAIL was trading at 111.69. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 47.65, the open interest changed by 18 which increased total open position to 83
On 12 Nov SAIL was trading at 114.17. The strike last trading price was 0.15, which was 0.10 higher than the previous day. The implied volatity was 44.20, the open interest changed by 0 which decreased total open position to 69
On 11 Nov SAIL was trading at 115.89. The strike last trading price was 0.05, which was -0.20 lower than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 69
On 8 Nov SAIL was trading at 118.21. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 50.35, the open interest changed by 0 which decreased total open position to 68
On 7 Nov SAIL was trading at 123.36. The strike last trading price was 0.25, 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 67
On 6 Nov SAIL was trading at 123.89. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 56.68, the open interest changed by 0 which decreased total open position to 66
On 5 Nov SAIL was trading at 118.53. The strike last trading price was 0.45, which was -0.50 lower than the previous day. The implied volatity was 54.35, the open interest changed by -3 which decreased total open position to 65
On 4 Nov SAIL was trading at 113.90. The strike last trading price was 0.95, which was 0.30 higher than the previous day. The implied volatity was 55.94, the open interest changed by 73 which increased total open position to 73
On 1 Nov SAIL was trading at 117.75. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 21.30, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
