SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 112.5 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 | 16.3 | 0.2 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 136.20 | 16.3 | 0.2 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 133.18 | 16.3 | 0.2 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 132.26 | 16.3 | 0.2 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 120.37 | 16.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 112.5 expiring on 30SEP2025
Delta for 112.5 CE is 0.00
Historical price for 112.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 16.3, which was 0.2 higher 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 16.3, which was 0.2 higher 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 16.3, which was 0.2 higher 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 16.3, which was 0.2 higher 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 16.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SAIL 30SEP2025 112.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.1 | 0 | 0.00 | 0 | 8 | 0 |
| 21 Sept | 136.20 | 0.1 | 0 | - | 11 | 8 | 60 |
| 18 Sept | 133.18 | 0.1 | 0 | 0.00 | 0 | -15 | 0 |
| 14 Sept | 132.26 | 0.1 | 0 | 38.11 | 2 | -1 | 72 |
| 17 Aug | 120.37 | 4.05 | 0 | 7.13 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 112.5 expiring on 30SEP2025
Delta for 112.5 PE is 0.00
Historical price for 112.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 60
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.11, the open interest changed by -1 which decreased total open position to 72
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
