SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 125 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.04
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 11.35 | -0.3 | 48.53 | 57 | -34 | 310 | |||||||||
| 21 Sept | 136.20 | 11.45 | 2.05 | 38.30 | 161 | -15 | 344 | |||||||||
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| 18 Sept | 133.18 | 9.5 | 1 | 35.30 | 405 | -13 | 360 | |||||||||
| 14 Sept | 132.26 | 8.4 | 0.05 | 28.64 | 52 | -12 | 391 | |||||||||
| 17 Aug | 120.37 | 3 | -1.65 | 24.86 | 34 | 9 | 66 | |||||||||
For Steel Authority Of India - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.88
Historical price for 125 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 11.35, which was -0.3 lower than the previous day. The implied volatity was 48.53, the open interest changed by -34 which decreased total open position to 310
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 11.45, which was 2.05 higher than the previous day. The implied volatity was 38.30, the open interest changed by -15 which decreased total open position to 344
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 9.5, which was 1 higher than the previous day. The implied volatity was 35.30, the open interest changed by -13 which decreased total open position to 360
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 8.4, which was 0.05 higher than the previous day. The implied volatity was 28.64, the open interest changed by -12 which decreased total open position to 391
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 3, which was -1.65 lower than the previous day. The implied volatity was 24.86, the open interest changed by 9 which increased total open position to 66
| SAIL 30SEP2025 125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.02
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.2 | -0.05 | 36.89 | 320 | 27 | 534 |
| 21 Sept | 136.20 | 0.2 | -0.2 | 32.05 | 447 | 43 | 507 |
| 18 Sept | 133.18 | 0.35 | -0.15 | 30.23 | 335 | 50 | 460 |
| 14 Sept | 132.26 | 0.65 | -0.15 | 27.03 | 260 | 31 | 455 |
| 17 Aug | 120.37 | 7.9 | 2 | 36.05 | 17 | 12 | 28 |
For Steel Authority Of India - strike price 125 expiring on 30SEP2025
Delta for 125 PE is -0.06
Historical price for 125 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 36.89, the open interest changed by 27 which increased total open position to 534
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 32.05, the open interest changed by 43 which increased total open position to 507
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.23, the open interest changed by 50 which increased total open position to 460
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 27.03, the open interest changed by 31 which increased total open position to 455
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 7.9, which was 2 higher than the previous day. The implied volatity was 36.05, the open interest changed by 12 which increased total open position to 28
