SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 127.5 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.04
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 8.65 | -0.55 | 35.07 | 68 | -30 | 251 | |||||||||
| 21 Sept | 136.20 | 9.1 | 2.05 | 34.54 | 115 | -5 | 281 | |||||||||
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| 18 Sept | 133.18 | 7.35 | 0.9 | 33.49 | 82 | -9 | 286 | |||||||||
| 14 Sept | 132.26 | 6.4 | 0.2 | 27.80 | 47 | 0 | 313 | |||||||||
| 17 Aug | 120.37 | 3.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 CE is 0.89
Historical price for 127.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 8.65, which was -0.55 lower than the previous day. The implied volatity was 35.07, the open interest changed by -30 which decreased total open position to 251
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 9.1, which was 2.05 higher than the previous day. The implied volatity was 34.54, the open interest changed by -5 which decreased total open position to 281
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 7.35, which was 0.9 higher than the previous day. The implied volatity was 33.49, the open interest changed by -9 which decreased total open position to 286
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 6.4, which was 0.2 higher than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 313
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 3.1, 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
| SAIL 30SEP2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.03
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.3 | -0.05 | 33.06 | 199 | -7 | 300 |
| 21 Sept | 136.20 | 0.3 | -0.35 | 28.85 | 378 | 5 | 307 |
| 18 Sept | 133.18 | 0.6 | -0.35 | 28.30 | 288 | 3 | 305 |
| 14 Sept | 132.26 | 1.05 | -0.25 | 25.58 | 244 | 16 | 286 |
| 17 Aug | 120.37 | 9.4 | -1.3 | 35.72 | 1 | 1 | 0 |
For Steel Authority Of India - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 PE is -0.09
Historical price for 127.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.06, the open interest changed by -7 which decreased total open position to 300
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 28.85, the open interest changed by 5 which increased total open position to 307
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 28.30, the open interest changed by 3 which increased total open position to 305
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 25.58, the open interest changed by 16 which increased total open position to 286
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 9.4, which was -1.3 lower than the previous day. The implied volatity was 35.72, the open interest changed by 1 which increased total open position to 0
