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Related Pages for SAIL
[--[65.84.65.76]--]
SAIL
Steel Authority Of India
104.63 -7.97 (-7.08%)

Option Chain for SAIL

07 Apr 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 4000
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 28.05 0.00 80 0.40 0.55 - 338 5 115 -
0.00 0 0 0 0.00 0.00 0.00 82.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 24.00 0.00 85 0.70 0.85 - 301 93 149 -
- 0 0 0 - 0.00 0.00 87.5 0.00 1.65 25.04 0 0 0 -0.00
0.87 18 12 17 69.36 16.30 -13.65 90 1.20 1.50 77.19 1,608 220 383 -0.15
- 0 0 0 - 17.25 0.00 92.5 1.60 1.90 74.82 271 92 139 -0.19
0.76 1 1 6 78.04 13.00 -3.90 95 2.00 2.40 72.62 914 76 227 -0.23
- 0 0 0 - 13.85 0.00 97.5 2.40 3.00 70.35 1,073 62 131 -0.28
0.67 174 105 559 62.40 8.50 -4.90 100 3.00 3.80 69.03 4,558 589 1,121 -0.34
0.60 73 73 216 63.12 7.10 -3.80 102.5 3.50 4.65 66.63 1,597 52 201 -0.40
0.53 548 462 2,405 60.69 5.60 -4.00 105 4.15 5.75 65.35 2,494 96 631 -0.46
0.46 259 34 1,092 60.25 4.45 -3.05 107.5 4.55 6.85 62.25 560 -63 566 -0.54
0.39 803 392 2,132 58.38 3.35 -2.65 110 5.30 8.45 62.87 1,755 -254 1,198 -0.60
0.32 280 46 888 57.96 2.55 -2.10 112.5 5.70 10.00 61.07 393 -29 258 -0.67
0.26 1,002 123 2,233 58.20 1.95 -1.50 115 6.40 11.90 61.75 430 -112 590 -0.72
0.21 439 -16 1,169 58.05 1.45 -1.10 117.5 6.95 13.90 62.21 53 -20 334 -0.77
0.17 2,582 153 2,968 58.61 1.10 -0.75 120 7.25 16.05 63.52 103 -11 645 -0.81
0.13 417 -25 551 58.56 0.80 -0.50 122.5 8.15 18.75 73.15 2 0 84 -0.81
0.10 1,226 -121 734 59.13 0.60 -0.30 125 -0.05 12.70 0.00 0 19 0 0.00
0.07 146 -85 223 58.21 0.40 -0.20 127.5 0.00 12.85 0.00 0 1 0 0.00
- 902 -180 800 - 0.35 -0.05 130 0.00 11.90 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 132.5 0.00 0.00 0.00 0 0 0 0.00
- 885 -81 668 - 0.15 0.00 135 9.10 29.95 - 7 -4 892 -
9,755 7,664
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.