SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 28OCT2025 135 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.17
Theta: -0.09
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 5.9 | -0.25 | 29.27 | 259 | 94 | 286 | |||||||||
| 21 Sept | 136.20 | 6.1 | 1.35 | 28.40 | 194 | 19 | 192 | |||||||||
| 18 Sept | 133.18 | 5 | 0.7 | 28.45 | 64 | 17 | 171 | |||||||||
| 14 Sept | 132.26 | 4.3 | 0.1 | 26.19 | 30 | -4 | 69 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 120.37 | 8.05 | 0 | 6.62 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 135 expiring on 28OCT2025
Delta for 135 CE is 0.58
Historical price for 135 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 5.9, which was -0.25 lower than the previous day. The implied volatity was 29.27, the open interest changed by 94 which increased total open position to 286
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 6.1, which was 1.35 higher than the previous day. The implied volatity was 28.40, the open interest changed by 19 which increased total open position to 192
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 5, which was 0.7 higher than the previous day. The implied volatity was 28.45, the open interest changed by 17 which increased total open position to 171
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 26.19, the open interest changed by -4 which decreased total open position to 69
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 6.62, the open interest changed by 0 which decreased total open position to 0
| SAIL 28OCT2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.17
Theta: -0.05
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 4.1 | 0.15 | 29.42 | 101 | 24 | 154 |
| 21 Sept | 136.20 | 4 | -1 | 28.37 | 77 | 26 | 130 |
| 18 Sept | 133.18 | 4.85 | -0.75 | 27.43 | 23 | 10 | 103 |
| 14 Sept | 132.26 | 5.7 | 0 | 26.78 | 3 | 3 | 9 |
| 17 Aug | 120.37 | 0 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 135 expiring on 28OCT2025
Delta for 135 PE is -0.42
Historical price for 135 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 4.1, which was 0.15 higher than the previous day. The implied volatity was 29.42, the open interest changed by 24 which increased total open position to 154
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 28.37, the open interest changed by 26 which increased total open position to 130
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 4.85, which was -0.75 lower than the previous day. The implied volatity was 27.43, the open interest changed by 10 which increased total open position to 103
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 26.78, the open interest changed by 3 which increased total open position to 9
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 0, 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
