SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 130 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.05
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 135.49 | 6.5 | -0.4 | 34.07 | 426 | -96 | 485 | |||||||||
| 21 Sept | 136.20 | 6.85 | 1.85 | 31.18 | 935 | -188 | 586 | |||||||||
| 18 Sept | 133.18 | 5.25 | 0.7 | 30.16 | 772 | -34 | 762 | |||||||||
| 14 Sept | 132.26 | 4.55 | 0 | 26.23 | 842 | -55 | 868 | |||||||||
| 17 Aug | 120.37 | 1.7 | -0.9 | 26.00 | 42 | 15 | 126 | |||||||||
For Steel Authority Of India - strike price 130 expiring on 30SEP2025
Delta for 130 CE is 0.81
Historical price for 130 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 6.5, which was -0.4 lower than the previous day. The implied volatity was 34.07, the open interest changed by -96 which decreased total open position to 485
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 6.85, which was 1.85 higher than the previous day. The implied volatity was 31.18, the open interest changed by -188 which decreased total open position to 586
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 5.25, which was 0.7 higher than the previous day. The implied volatity was 30.16, the open interest changed by -34 which decreased total open position to 762
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 26.23, the open interest changed by -55 which decreased total open position to 868
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 1.7, which was -0.9 lower than the previous day. The implied volatity was 26.00, the open interest changed by 15 which increased total open position to 126
| SAIL 30SEP2025 130 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.05
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.45 | -0.15 | 28.79 | 950 | -117 | 992 |
| 21 Sept | 136.20 | 0.55 | -0.6 | 27.10 | 1,306 | 85 | 1,116 |
| 18 Sept | 133.18 | 1.05 | -0.45 | 26.76 | 1,130 | 3 | 1,002 |
| 14 Sept | 132.26 | 1.75 | -0.25 | 24.94 | 633 | 7 | 668 |
| 17 Aug | 120.37 | 11.65 | 8.05 | 39.22 | 9 | 9 | 8 |
For Steel Authority Of India - strike price 130 expiring on 30SEP2025
Delta for 130 PE is -0.15
Historical price for 130 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 28.79, the open interest changed by -117 which decreased total open position to 992
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was 27.10, the open interest changed by 85 which increased total open position to 1116
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 1002
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 24.94, the open interest changed by 7 which increased total open position to 668
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 11.65, which was 8.05 higher than the previous day. The implied volatity was 39.22, the open interest changed by 9 which increased total open position to 8
