SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 132.5 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.07
Theta: -0.15
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 4.4 | -0.5 | 30.43 | 521 | -74 | 308 | |||||||||
| 21 Sept | 136.20 | 4.8 | 1.55 | 28.58 | 1,063 | -115 | 383 | |||||||||
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| 18 Sept | 133.18 | 3.6 | 0.5 | 29.41 | 1,261 | 33 | 518 | |||||||||
| 14 Sept | 132.26 | 3.1 | 0 | 25.78 | 888 | 58 | 475 | |||||||||
| 17 Aug | 120.37 | 6.75 | 0 | 7.20 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 CE is 0.72
Historical price for 132.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 4.4, which was -0.5 lower than the previous day. The implied volatity was 30.43, the open interest changed by -74 which decreased total open position to 308
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 4.8, which was 1.55 higher than the previous day. The implied volatity was 28.58, the open interest changed by -115 which decreased total open position to 383
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was 29.41, the open interest changed by 33 which increased total open position to 518
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 25.78, the open interest changed by 58 which increased total open position to 475
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 0
| SAIL 30SEP2025 132.5 PE | |||||||
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Delta: -0.26
Vega: 0.07
Theta: -0.10
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 0.9 | -0.15 | 27.30 | 996 | -1 | 334 |
| 21 Sept | 136.20 | 0.95 | -0.95 | 24.87 | 974 | 18 | 336 |
| 18 Sept | 133.18 | 1.8 | -0.7 | 25.52 | 514 | 17 | 317 |
| 14 Sept | 132.26 | 2.7 | -0.35 | 23.83 | 394 | 41 | 265 |
| 17 Aug | 120.37 | 13.7 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 PE is -0.26
Historical price for 132.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 27.30, the open interest changed by -1 which decreased total open position to 334
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by 18 which increased total open position to 336
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 25.52, the open interest changed by 17 which increased total open position to 317
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 23.83, the open interest changed by 41 which increased total open position to 265
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 13.7, 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
