SAIL
Steel Authority Of India
110.59
-0.86 (-0.77%)
Option Chain for SAIL
21 Nov 2024 04:11 PM 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 | - | 46.85 | 0.00 | 90 | 0.05 | 0.10 | - | 2 | -1 | 76 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 92.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 42.50 | 0.00 | 95 | -0.05 | 0.05 | - | 78 | -7 | 176 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 36.35 | 0.00 | 97.5 | 0.15 | 0.20 | 58.55 | 33 | 8 | 57 | -0.05 |
| - | 17 | 3 | 4 | - | 9.30 | -5.05 | 100 | 0.00 | 0.25 | 51.76 | 360 | -31 | 637 | -0.07 |
| - | 0 | 0 | 0 | - | 39.00 | 0.00 | 102.5 | 0.00 | 0.40 | 47.73 | 160 | 22 | 136 | -0.11 |
| 0.85 | 57 | 32 | 203 | 38.36 | 6.35 | -0.55 | 105 | -0.05 | 0.60 | 42.46 | 1,224 | -36 | 676 | -0.17 |
| 0.75 | 124 | 11 | 133 | 34.31 | 4.20 | -0.70 | 107.5 | -0.10 | 1.00 | 38.46 | 1,236 | 33 | 488 | -0.27 |
| 0.58 | 792 | 91 | 2,569 | 35.54 | 2.65 | -0.70 | 110 | -0.10 | 1.90 | 38.21 | 2,557 | 53 | 983 | -0.43 |
| 0.40 | 695 | 193 | 2,186 | 35.76 | 1.50 | -0.65 | 112.5 | 0.00 | 3.25 | 38.55 | 758 | 16 | 324 | -0.59 |
| 0.25 | 1,734 | 47 | 3,386 | 36.66 | 0.80 | -0.45 | 115 | 0.20 | 5.00 | 39.12 | 598 | -90 | 994 | -0.74 |
| 0.16 | 597 | -101 | 1,239 | 40.40 | 0.50 | -0.25 | 117.5 | 0.35 | 7.15 | 42.38 | 40 | 13 | 166 | -0.83 |
| 0.10 | 2,131 | -143 | 1,932 | 43.13 | 0.30 | -0.20 | 120 | 0.70 | 9.50 | 47.59 | 266 | -90 | 812 | -0.88 |
| 0.08 | 346 | -138 | 389 | 49.00 | 0.25 | -0.05 | 122.5 | 1.50 | 12.35 | 67.04 | 4 | -2 | 158 | -0.85 |
| 0.06 | 1,424 | -168 | 905 | 53.76 | 0.20 | -0.05 | 125 | 0.75 | 14.50 | 64.49 | 23 | -3 | 391 | -0.90 |
| 0.03 | 200 | -59 | 181 | 53.32 | 0.10 | -0.10 | 127.5 | 0.00 | 15.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 2,199 | -34 | 400 | - | 0.10 | -0.05 | 130 | 0.20 | 19.00 | - | 16 | -13 | 516 | - |
| - | 186 | -36 | 87 | - | 0.10 | -0.05 | 132.5 | 0.00 | 14.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 606 | -20 | 73 | - | 0.05 | -0.05 | 135 | 2.20 | 23.70 | - | 1 | 0 | 176 | - |
| - | 152 | -2 | 6 | - | 0.10 | 0.00 | 137.5 | 0.00 | 14.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 850 | -20 | 37 | - | 0.05 | -0.05 | 140 | 2.00 | 28.10 | - | 1 | 0 | 314 | - |
| 0.00 | 0 | -3 | 0 | 0.00 | 0.05 | 0.00 | 142.5 | 0.00 | 19.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 224 | -6 | 10 | - | 0.05 | -0.05 | 145 | 0.00 | 33.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.10 | 0.00 | 147.5 | 0.00 | 16.45 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
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| - | 882 | -16 | 22 | - | 0.05 | 0.00 | 150 | 4.70 | 40.70 | - | 1 | 0 | 612 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.25 | 0.00 | 152.5 | 0.00 | 19.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 144 | 0 | 2 | - | 0.05 | 0.00 | 155 | 2.95 | 44.15 | - | 36 | -33 | 91 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 157.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 363 | -3 | 22 | - | 0.10 | 0.05 | 160 | 15.75 | 49.75 | - | 27 | -5 | 244 | - |
| 13,723 | 8,027 | |||||||||||||
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.
