SAIL
STEEL AUTHORITY OF INDIA
153.06
1.44 (0.95%)
Option Chain for SAIL
04 Jul 2024 11:51 AM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 0 | 0 | 48.65 | 0.00 | 120 | 0.00 | 0.25 | 28,000 | 16,000 | 3,48,000 |
| 0 | 0 | 0 | 37.75 | 0.00 | 122.5 | 0.00 | 1 | 0 | 0 | 0 |
| 0 | 0 | 0 | 44.35 | 0.00 | 125 | 0.00 | 0.3 | 0 | 24,000 | 0 |
| 0 | 0 | 0 | 33.4 | 0.00 | 127.5 | 0.00 | 0.75 | 0 | 0 | 0 |
| 1,28,000 | -4,000 | 4,000 | 24 | 1.15 | 130 | -0.10 | 0.45 | 3,52,000 | -68,000 | 19,84,000 |
| 0 | 12,000 | 0 | 17.95 | 0.00 | 132.5 | -0.15 | 0.55 | 20,000 | 0 | 2,56,000 |
| 60,000 | 4,000 | 4,000 | 19.4 | 0.95 | 135 | -0.20 | 0.7 | 8,12,000 | -68,000 | 20,60,000 |
| 0 | 32,000 | 0 | 12.65 | 0.00 | 137.5 | -0.10 | 1.1 | 1,40,000 | 24,000 | 3,52,000 |
| 8,44,000 | -40,000 | 2,40,000 | 15.3 | 1.00 | 140 | -0.45 | 1.25 | 6,64,000 | -40,000 | 38,00,000 |
| 56,000 | -4,000 | 4,000 | 12.4 | -0.10 | 142.5 | -0.10 | 2.1 | 36,000 | 0 | 2,28,000 |
| 8,60,000 | 0 | 4,24,000 | 11.4 | 0.70 | 145 | -0.60 | 2.4 | 6,76,000 | 76,000 | 29,76,000 |
| 3,44,000 | -68,000 | 4,00,000 | 9.1 | 0.00 | 147.5 | -0.75 | 3.25 | 2,60,000 | -32,000 | 5,28,000 |
| 86,16,000 | -4,76,000 | 66,44,000 | 8.35 | 0.65 | 150 | -0.90 | 4.15 | 23,28,000 | 1,44,000 | 59,32,000 |
| 11,68,000 | 88,000 | 25,64,000 | 7.05 | 0.50 | 152.5 | -0.95 | 5.4 | 3,00,000 | 60,000 | 3,32,000 |
| 44,76,000 | 4,72,000 | 57,16,000 | 5.9 | 0.45 | 155 | -1.00 | 6.7 | 7,96,000 | 1,28,000 | 10,12,000 |
| 15,00,000 | 1,60,000 | 9,60,000 | 4.8 | 0.30 | 157.5 | -0.10 | 9.4 | 1,24,000 | 36,000 | 40,000 |
| 1,01,52,000 | 3,72,000 | 63,36,000 | 4 | 0.35 | 160 | 0.00 | 10.9 | 3,20,000 | 84,000 | 14,92,000 |
| 4,08,000 | 92,000 | 3,24,000 | 3.2 | 0.30 | 162.5 | 0.00 | 12.65 | 0 | 8,000 | 0 |
| 27,48,000 | 1,72,000 | 16,16,000 | 2.55 | 0.15 | 165 | 0.00 | 14.8 | 0 | 24,000 | 0 |
| 4,20,000 | 8,000 | 1,60,000 | 1.9 | 0.00 | 167.5 | 0.00 | 16.95 | 0 | 0 | 0 |
| 52,20,000 | 2,44,000 | 22,60,000 | 1.6 | 0.10 | 170 | 0.55 | 19.1 | 4,000 | 4,000 | 12,80,000 |
| 1,08,000 | 4,000 | 60,000 | 1.25 | 0.05 | 172.5 | 0.00 | 20.25 | 0 | 0 | 0 |
| 17,72,000 | 12,000 | 6,40,000 | 1.05 | 0.10 | 175 | -3.80 | 23.2 | 16,000 | -8,000 | 1,52,000 |
| 0 | 0 | 0 | 2.25 | 0.00 | 177.5 | 0.00 | 23.8 | 0 | 0 | 0 |
| 16,88,000 | 52,000 | 3,64,000 | 0.65 | 0.00 | 180 | -1.80 | 27.5 | 4,000 | 0 | 3,68,000 |
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| 44,000 | 8,000 | 28,000 | 0.5 | 0.00 | 182.5 | 0.00 | 27.55 | 0 | 0 | 0 |
| 4,44,000 | 1,24,000 | 1,76,000 | 0.4 | 0.00 | 185 | 0.00 | 27.05 | 0 | 0 | 0 |
| 0 | 0 | 0 | 3.85 | 0.00 | 187.5 | -3.00 | 33 | 4,000 | 8,000 | 8,000 |
| 11,32,000 | 80,000 | 2,28,000 | 0.3 | 0.00 | 190 | 0.00 | 30.55 | 0 | 0 | 0 |
| 4,21,88,000 | 2,31,48,000 | |||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.