SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 117.5 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 | 15.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 136.20 | 15.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 133.18 | 15.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 132.26 | 15.6 | 0.5 | 41.52 | 7 | -5 | 69 | |||||||||
| 17 Aug | 120.37 | 13.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 CE is 0.00
Historical price for 117.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 15.4, 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 15.4, 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 15.4, 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 15.6, which was 0.5 higher than the previous day. The implied volatity was 41.52, the open interest changed by -5 which decreased total open position to 69
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 13.75, 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 117.5 PE | |||||||
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Delta: -0.03
Vega: 0.01
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.1 | 0.05 | 50.95 | 7 | 0 | 213 |
| 21 Sept | 136.20 | 0.05 | -0.1 | 39.60 | 17 | -11 | 213 |
| 18 Sept | 133.18 | 0.15 | 0 | 41.21 | 6 | -2 | 224 |
| 14 Sept | 132.26 | 0.2 | -0.05 | 33.56 | 119 | -3 | 256 |
| 17 Aug | 120.37 | 5.85 | 0 | 3.46 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 PE is -0.03
Historical price for 117.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 50.95, the open interest changed by 0 which decreased total open position to 213
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 39.60, the open interest changed by -11 which decreased total open position to 213
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 41.21, the open interest changed by -2 which decreased total open position to 224
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by -3 which decreased total open position to 256
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
