SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 120 CE | ||||||||||||||||
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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 | 15.75 | -0.7 | - | 12 | -5 | 381 | |||||||||
| 21 Sept | 136.20 | 16.45 | 2.45 | 52.01 | 9 | -6 | 387 | |||||||||
| 18 Sept | 133.18 | 14.25 | 0.95 | 43.08 | 473 | 69 | 441 | |||||||||
| 14 Sept | 132.26 | 13 | 0.05 | 33.67 | 21 | -7 | 383 | |||||||||
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| 17 Aug | 120.37 | 5 | -1.2 | 23.15 | 81 | 73 | 85 | |||||||||
For Steel Authority Of India - strike price 120 expiring on 30SEP2025
Delta for 120 CE is -
Historical price for 120 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 15.75, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 381
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 16.45, which was 2.45 higher than the previous day. The implied volatity was 52.01, the open interest changed by -6 which decreased total open position to 387
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 14.25, which was 0.95 higher than the previous day. The implied volatity was 43.08, the open interest changed by 69 which increased total open position to 441
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was 33.67, the open interest changed by -7 which decreased total open position to 383
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 5, which was -1.2 lower than the previous day. The implied volatity was 23.15, the open interest changed by 73 which increased total open position to 85
| SAIL 30SEP2025 120 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 | 44.63 | 26 | -2 | 597 |
| 21 Sept | 136.20 | 0.1 | -0.1 | 38.57 | 416 | -48 | 599 |
| 18 Sept | 133.18 | 0.15 | -0.1 | 35.76 | 76 | -8 | 633 |
| 14 Sept | 132.26 | 0.25 | -0.1 | 30.25 | 262 | 26 | 745 |
| 17 Aug | 120.37 | 4.85 | 1.15 | 33.75 | 24 | 15 | 37 |
For Steel Authority Of India - strike price 120 expiring on 30SEP2025
Delta for 120 PE is -0.03
Historical price for 120 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 44.63, the open interest changed by -2 which decreased total open position to 597
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 38.57, the open interest changed by -48 which decreased total open position to 599
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 35.76, the open interest changed by -8 which decreased total open position to 633
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 30.25, the open interest changed by 26 which increased total open position to 745
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 4.85, which was 1.15 higher than the previous day. The implied volatity was 33.75, the open interest changed by 15 which increased total open position to 37
