SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 135.49 | 17 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 136.20 | 17 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 133.18 | 17 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 132.26 | 17 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 105 expiring on 30SEP2025
Delta for 105 CE is 0.00
Historical price for 105 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 17, which was -0.05 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 17, which was -0.05 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 18 Sept SAIL was trading at 133.18. The strike last trading price was 17, which was -0.05 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 17, which was -0.05 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 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.05 | 0 | 0.00 | 0 | -3 | 0 |
| 21 Sept | 136.20 | 0.05 | 0 | - | 3 | -3 | 76 |
| 18 Sept | 133.18 | 0.05 | -0.05 | - | 38 | -31 | 78 |
| 14 Sept | 132.26 | 0.05 | -0.05 | 46.87 | 3 | 0 | 71 |
For Steel Authority Of India - strike price 105 expiring on 30SEP2025
Delta for 105 PE is 0.00
Historical price for 105 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 0.00, the open interest changed by -3 which decreased total open position to 0
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 -3 which decreased total open position to 76
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 78
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 46.87, the open interest changed by 0 which decreased total open position to 71
