SAIL
Steel Authority Of India
112.68
0.99 (0.89%)
Option Chain for SAIL
14 Nov 2024 09:21 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 4000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 42.50 | 0.00 | 95 | -0.05 | 0.15 | 49.13 | 3 | 0 | 217 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 36.35 | 0.00 | 97.5 | 0.00 | 0.30 | 49.73 | 2 | 0 | 83 | -0.06 |
| 0.00 | 0 | 5 | 0 | 0.00 | 12.70 | 0.00 | 100 | -0.05 | 0.35 | 44.32 | 78 | -1 | 681 | -0.08 |
| - | 0 | 0 | 0 | - | 39.00 | 0.00 | 102.5 | -0.20 | 0.50 | 41.35 | 20 | 2 | 168 | -0.11 |
| 0.76 | 18 | 0 | 9 | 56.39 | 9.75 | 1.15 | 105 | -0.15 | 0.80 | 39.44 | 114 | 9 | 806 | -0.17 |
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| 0.00 | 0 | 19 | 0 | 0.00 | 6.55 | 0.00 | 107.5 | -0.20 | 1.30 | 38.83 | 73 | 2 | 529 | -0.24 |
| 0.65 | 625 | 4 | 103 | 37.10 | 4.90 | 0.05 | 110 | 0.00 | 2.15 | 39.00 | 105 | -2 | 1,017 | -0.35 |
| 0.54 | 362 | -17 | 95 | 36.47 | 3.50 | 0.15 | 112.5 | -0.05 | 3.25 | 38.73 | 98 | 20 | 474 | -0.47 |
| 0.42 | 1,054 | 17 | 301 | 36.73 | 2.40 | 0.15 | 115 | -0.45 | 4.10 | 32.89 | 52 | 3 | 1,190 | -0.60 |
| 0.31 | 674 | 7 | 69 | 36.59 | 1.55 | 0.05 | 117.5 | -0.30 | 6.00 | 36.56 | 24 | -7 | 244 | -0.69 |
| 0.22 | 2,266 | -62 | 211 | 38.10 | 1.05 | 0.00 | 120 | -0.05 | 8.25 | 40.41 | 10 | 0 | 1,082 | -0.77 |
| 0.16 | 365 | 8 | 19 | 39.16 | 0.70 | 0.05 | 122.5 | -0.65 | 9.80 | 32.23 | 16 | 7 | 163 | -0.89 |
| 0.12 | 1,457 | 22 | 70 | 41.49 | 0.50 | 0.00 | 125 | -0.65 | 12.05 | 19.97 | 15 | 7 | 411 | -0.99 |
| 0.00 | 0 | -33 | 0 | 0.00 | 0.40 | 0.00 | 127.5 | 0.00 | 15.55 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.08 | 2,271 | 1 | 3 | 48.15 | 0.35 | 0.05 | 130 | 0.00 | 17.40 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.00 | 0 | 12 | 0 | 0.00 | 0.25 | 0.00 | 132.5 | 0.00 | 14.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -29 | 0 | 0.00 | 0.20 | 0.00 | 135 | 0.00 | 22.60 | 0.00 | 0 | -6 | 0 | 0.00 |
| 0.00 | 0 | -4 | 0 | 0.00 | 0.15 | 0.00 | 137.5 | 0.00 | 14.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 1,003 | -5 | 11 | 56.87 | 0.15 | 0.00 | 140 | 0.00 | 28.00 | 0.00 | 0 | -4 | 0 | 0.00 |
| 10,095 | 7,065 | |||||||||||||
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.
