SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 110 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 | |||||||||
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| 22 Sept | 135.49 | 22.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 136.20 | 22.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 133.18 | 22.1 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 14 Sept | 132.26 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 120.37 | 13 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 110 expiring on 30SEP2025
Delta for 110 CE is 0.00
Historical price for 110 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 22.1, 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 22.1, 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 18 Sept SAIL was trading at 133.18. The strike last trading price was 22.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 20, 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 17 Aug SAIL was trading at 120.37. The strike last trading price was 13, 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 110 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 | - | 7 | -4 | 191 |
| 21 Sept | 136.20 | 0.05 | 0 | - | 24 | -21 | 199 |
| 18 Sept | 133.18 | 0.05 | -0.05 | 49.16 | 8 | -2 | 219 |
| 14 Sept | 132.26 | 0.1 | -0.05 | 42.50 | 86 | -53 | 240 |
| 17 Aug | 120.37 | 1.35 | 0.45 | 32.27 | 34 | 15 | 35 |
For Steel Authority Of India - strike price 110 expiring on 30SEP2025
Delta for 110 PE is -
Historical price for 110 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 -4 which decreased total open position to 191
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 -21 which decreased total open position to 199
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 49.16, the open interest changed by -2 which decreased total open position to 219
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.50, the open interest changed by -53 which decreased total open position to 240
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 32.27, the open interest changed by 15 which increased total open position to 35
