SAIL
Steel Authority Of India
115.53
-2.06 (-1.75%)
Option Chain for SAIL
27 Dec 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 | - | 25.85 | 0.00 | 95 | -0.15 | 0.20 | 38.54 | 89 | 77 | 82 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 97.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.96 | 3 | 1 | 3 | 30.20 | 16.70 | -1.65 | 100 | -0.10 | 0.40 | 35.41 | 272 | 80 | 471 | -0.07 |
| - | 0 | 0 | 0 | - | 18.90 | 0.00 | 102.5 | -0.30 | 0.55 | 33.64 | 218 | 61 | 65 | -0.09 |
| - | 0 | 0 | 0 | - | 19.15 | 0.00 | 105 | 0.00 | 0.85 | 33.10 | 413 | -17 | 329 | -0.14 |
| - | 0 | 0 | 0 | - | 15.65 | 0.00 | 107.5 | 0.05 | 1.20 | 31.81 | 660 | 271 | 350 | -0.19 |
| 0.76 | 126 | 14 | 66 | 29.85 | 8.20 | -2.05 | 110 | 0.30 | 1.80 | 31.63 | 996 | 150 | 575 | -0.26 |
| 0.67 | 35 | 14 | 34 | 29.39 | 6.45 | -1.85 | 112.5 | 0.40 | 2.55 | 31.13 | 449 | 45 | 203 | -0.33 |
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| 0.58 | 253 | 137 | 646 | 29.89 | 5.05 | -1.75 | 115 | 0.70 | 3.55 | 30.95 | 1,114 | 127 | 492 | -0.42 |
| 0.49 | 291 | 129 | 503 | 29.41 | 3.75 | -1.50 | 117.5 | 1.00 | 4.85 | 31.32 | 728 | 142 | 268 | -0.51 |
| 0.40 | 1,174 | 345 | 2,162 | 29.79 | 2.80 | -1.25 | 120 | 1.40 | 6.30 | 31.21 | 508 | 116 | 580 | -0.60 |
| 0.31 | 330 | 199 | 620 | 29.72 | 2.00 | -0.90 | 122.5 | 1.60 | 7.95 | 31.05 | 76 | 27 | 165 | -0.68 |
| 0.24 | 766 | 219 | 846 | 29.76 | 1.40 | -0.75 | 125 | 1.95 | 9.85 | 31.47 | 119 | 52 | 541 | -0.75 |
| 0.18 | 468 | 328 | 645 | 29.73 | 0.95 | -0.50 | 127.5 | 0.00 | 10.20 | 0.00 | 0 | 49 | 0 | 0.00 |
| 0.13 | 846 | 207 | 854 | 30.69 | 0.70 | -0.35 | 130 | 2.30 | 14.20 | 34.18 | 169 | 132 | 456 | -0.84 |
| 0.09 | 121 | 104 | 212 | 30.49 | 0.45 | -0.30 | 132.5 | 0.00 | 19.65 | - | 0 | 0 | 0 | - |
| 0.07 | 259 | 93 | 263 | 30.74 | 0.30 | -0.25 | 135 | 0.00 | 16.60 | 0.00 | 0 | 7 | 0 | 0.00 |
| 0.05 | 49 | 18 | 62 | 31.06 | 0.20 | -0.10 | 137.5 | 0.00 | 23.45 | - | 0 | 0 | 0 | - |
| 0.04 | 551 | 74 | 627 | 33.74 | 0.20 | -0.10 | 140 | 0.95 | 22.25 | - | 47 | 3 | 153 | - |
| 0.00 | 0 | 0 | 0 | 19.21 | 3.00 | 0.00 | 142.5 | 0.00 | 21.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 838 | -12 | 360 | 34.69 | 0.10 | -0.05 | 145 | 2.50 | 27.50 | - | 1 | 0 | 965 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 147.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 65 | 2 | 20 | 39.19 | 0.10 | 0.00 | 150 | 0.45 | 30.50 | - | 1 | 0 | 5 | - |
| 6,175 | 5,700 | |||||||||||||
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.
