SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 100 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 19.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 136.20 | 19.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 132.26 | 19.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 100 expiring on 30SEP2025
Delta for 100 CE is 0.00
Historical price for 100 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 19.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 19.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 19.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SAIL 30SEP2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.05 | 0 | - | 118 | 20 | 168 |
| 21 Sept | 136.20 | 0.05 | 0 | - | 1 | -1 | 149 |
| 14 Sept | 132.26 | 0.05 | 0 | - | 38 | 0 | 149 |
For Steel Authority Of India - strike price 100 expiring on 30SEP2025
Delta for 100 PE is -
Historical price for 100 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 168
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 149
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149
