SAIL
Steel Authority Of India
116.1
-2.81 (-2.36%)
Option Chain for SAIL
20 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 51.45 | 0.00 | 90 | 0.00 | 0.05 | - | 2 | 0 | 80 | - |
| 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 | - | 46.95 | 0.00 | 95 | 0.00 | 0.05 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 21.75 | 0.00 | 97.5 | 0.00 | 0.15 | 0.00 | 0 | 0 | 54 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 25.00 | 0.00 | 100 | -0.05 | 0.05 | 54.47 | 98 | -97 | 460 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 18.10 | 0.00 | 102.5 | 0.00 | 0.05 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 20.50 | 0.00 | 105 | -0.05 | 0.05 | 39.60 | 15 | -9 | 200 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 16.00 | 0.00 | 107.5 | 0.00 | 0.15 | 37.61 | 15 | -12 | 184 | -0.06 |
| 0.88 | 327 | 0 | 4 | 40.14 | 7.00 | -5.05 | 110 | -0.25 | 0.15 | 31.64 | 208 | -163 | 689 | -0.07 |
| 0.64 | 107 | 0 | 1 | 91.70 | 7.70 | -3.80 | 112.5 | 0.15 | 0.50 | 27.17 | 21 | -12 | 225 | -0.21 |
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| 0.63 | 401 | -6 | 13 | 35.15 | 3.00 | -0.05 | 115 | 0.40 | 1.20 | 32.48 | 237 | -23 | 810 | -0.36 |
| 0.42 | 408 | -11 | 47 | 24.92 | 1.10 | -3.90 | 117.5 | 1.95 | 2.95 | 41.79 | 102 | -1 | 402 | -0.54 |
| 0.22 | 879 | -22 | 97 | 32.35 | 0.60 | -1.00 | 120 | 3.20 | 5.00 | 50.23 | 113 | -59 | 810 | -0.66 |
| 0.17 | 413 | -20 | 36 | 38.57 | 0.50 | -0.05 | 122.5 | 2.05 | 6.00 | - | 3 | -2 | 447 | - |
| 0.14 | 1,552 | -117 | 145 | 48.34 | 0.50 | 0.05 | 125 | 3.95 | 9.95 | 75.10 | 37 | -23 | 1,129 | -0.75 |
| 0.02 | 550 | -37 | 64 | 37.58 | 0.05 | -0.10 | 127.5 | 1.65 | 9.15 | - | 25 | -20 | 312 | - |
| 0.02 | 2,030 | -105 | 165 | 44.39 | 0.05 | 0.00 | 130 | 0.75 | 12.00 | - | 64 | -56 | 548 | - |
| 0.02 | 412 | -41 | 54 | 50.71 | 0.05 | 0.00 | 132.5 | 0.00 | 8.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 881 | -148 | 156 | - | 0.10 | 0.00 | 135 | 6.30 | 16.75 | - | 15 | 0 | 198 | - |
| - | 229 | -41 | 54 | - | 0.05 | -0.05 | 137.5 | 0.00 | 15.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 847 | -22 | 25 | - | 0.05 | 0.00 | 140 | 0.00 | 15.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 21 | 0 | 2 | - | 0.05 | -0.20 | 142.5 | 0.00 | 27.75 | - | 0 | 0 | 0 | - |
| - | 1,029 | -4 | 6 | - | 0.05 | 0.00 | 145 | 17.45 | 37.45 | - | 9 | -7 | 989 | - |
| 10,086 | 7,537 | |||||||||||||
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.
