SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 135 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.08
Theta: -0.16
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 2.65 | -0.55 | 27.95 | 3,053 | -290 | 842 | |||||||||
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| 21 Sept | 136.20 | 3.1 | 1.05 | 27.05 | 5,912 | -488 | 1,146 | |||||||||
| 18 Sept | 133.18 | 2.15 | 0.3 | 27.10 | 2,367 | 173 | 1,648 | |||||||||
| 14 Sept | 132.26 | 2 | -0.05 | 25.58 | 1,978 | 210 | 1,324 | |||||||||
| 17 Aug | 120.37 | 1.05 | -0.3 | 28.11 | 19 | 10 | 135 | |||||||||
For Steel Authority Of India - strike price 135 expiring on 30SEP2025
Delta for 135 CE is 0.56
Historical price for 135 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 27.95, the open interest changed by -290 which decreased total open position to 842
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 3.1, which was 1.05 higher than the previous day. The implied volatity was 27.05, the open interest changed by -488 which decreased total open position to 1146
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 2.15, which was 0.3 higher than the previous day. The implied volatity was 27.10, the open interest changed by 173 which increased total open position to 1648
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by 210 which increased total open position to 1324
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 28.11, the open interest changed by 10 which increased total open position to 135
| SAIL 30SEP2025 135 PE | |||||||
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Delta: -0.43
Vega: 0.08
Theta: -0.11
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 1.75 | -0.05 | 26.63 | 2,338 | -26 | 859 |
| 21 Sept | 136.20 | 1.75 | -1.35 | 23.97 | 2,128 | 225 | 886 |
| 18 Sept | 133.18 | 2.85 | -0.95 | 23.78 | 439 | -5 | 658 |
| 14 Sept | 132.26 | 4.15 | -0.3 | 24.10 | 151 | 7 | 582 |
| 17 Aug | 120.37 | 12.6 | 0 | 0.00 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 135 expiring on 30SEP2025
Delta for 135 PE is -0.43
Historical price for 135 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 26.63, the open interest changed by -26 which decreased total open position to 859
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 1.75, which was -1.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by 225 which increased total open position to 886
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 2.85, which was -0.95 lower than the previous day. The implied volatity was 23.78, the open interest changed by -5 which decreased total open position to 658
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 4.15, which was -0.3 lower than the previous day. The implied volatity was 24.10, the open interest changed by 7 which increased total open position to 582
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 12.6, 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
