SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 115 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 | 21 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 136.20 | 21 | 2.45 | - | 1 | 0 | 76 | |||||||||
| 18 Sept | 133.18 | 18.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 132.26 | 15.5 | 0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 120.37 | 25.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 115 expiring on 30SEP2025
Delta for 115 CE is 0.00
Historical price for 115 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 21, 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 21, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 18.55, 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 15.5, which was 0.1 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 25.2, 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 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.01
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.1 | 0.05 | 57.28 | 9 | -8 | 279 |
| 21 Sept | 136.20 | 0.05 | -0.05 | 44.50 | 42 | -11 | 287 |
| 18 Sept | 133.18 | 0.1 | -0.05 | 43.60 | 12 | -2 | 297 |
| 14 Sept | 132.26 | 0.15 | 0 | 36.26 | 106 | -27 | 318 |
| 17 Aug | 120.37 | 4.75 | 0 | 5.33 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 115 expiring on 30SEP2025
Delta for 115 PE is -0.02
Historical price for 115 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 57.28, the open interest changed by -8 which decreased total open position to 279
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.50, the open interest changed by -11 which decreased total open position to 287
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.60, the open interest changed by -2 which decreased total open position to 297
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 36.26, the open interest changed by -27 which decreased total open position to 318
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
