SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 122.5 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.04
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 14 | -0.3 | 60.95 | 3 | 0 | 240 | |||||||||
| 21 Sept | 136.20 | 14.3 | 2.45 | 53.52 | 3 | 0 | 240 | |||||||||
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| 18 Sept | 133.18 | 11.9 | 1.05 | 40.25 | 39 | 0 | 240 | |||||||||
| 14 Sept | 132.26 | 10.85 | 0.2 | 34.19 | 10 | 0 | 291 | |||||||||
| 17 Aug | 120.37 | 3.9 | -1.1 | 24.09 | 2 | 1 | 2 | |||||||||
For Steel Authority Of India - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 CE is 0.88
Historical price for 122.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 14, which was -0.3 lower than the previous day. The implied volatity was 60.95, the open interest changed by 0 which decreased total open position to 240
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 14.3, which was 2.45 higher than the previous day. The implied volatity was 53.52, the open interest changed by 0 which decreased total open position to 240
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 11.9, which was 1.05 higher than the previous day. The implied volatity was 40.25, the open interest changed by 0 which decreased total open position to 240
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 10.85, which was 0.2 higher than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 291
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 3.9, which was -1.1 lower than the previous day. The implied volatity was 24.09, the open interest changed by 1 which increased total open position to 2
| SAIL 30SEP2025 122.5 PE | |||||||
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Delta: -0.04
Vega: 0.02
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.15 | -0.05 | 41.35 | 133 | -18 | 204 |
| 21 Sept | 136.20 | 0.15 | -0.1 | 35.81 | 142 | -21 | 223 |
| 18 Sept | 133.18 | 0.2 | -0.15 | 32.05 | 64 | 27 | 244 |
| 14 Sept | 132.26 | 0.45 | -0.05 | 29.52 | 61 | -4 | 210 |
| 17 Aug | 120.37 | 8.05 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 PE is -0.04
Historical price for 122.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.35, the open interest changed by -18 which decreased total open position to 204
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 35.81, the open interest changed by -21 which decreased total open position to 223
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 32.05, the open interest changed by 27 which increased total open position to 244
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 29.52, the open interest changed by -4 which decreased total open position to 210
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 8.05, 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
