SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 137.5 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.08
Theta: -0.15
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 1.5 | -0.45 | 27.92 | 3,587 | 141 | 708 | |||||||||
| 21 Sept | 136.20 | 1.9 | 0.75 | 27.01 | 2,239 | 198 | 569 | |||||||||
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| 18 Sept | 133.18 | 1.3 | 0.2 | 27.73 | 399 | 18 | 366 | |||||||||
| 14 Sept | 132.26 | 1.25 | -0.05 | 25.81 | 332 | 34 | 323 | |||||||||
| 17 Aug | 120.37 | 5.2 | 0 | 10.06 | 0 | 0 | 0 | |||||||||
For Steel Authority Of India - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 CE is 0.39
Historical price for 137.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 27.92, the open interest changed by 141 which increased total open position to 708
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 1.9, which was 0.75 higher than the previous day. The implied volatity was 27.01, the open interest changed by 198 which increased total open position to 569
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 1.3, which was 0.2 higher than the previous day. The implied volatity was 27.73, the open interest changed by 18 which increased total open position to 366
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 25.81, the open interest changed by 34 which increased total open position to 323
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 0
| SAIL 30SEP2025 137.5 PE | |||||||
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Delta: -0.62
Vega: 0.08
Theta: -0.10
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 3 | -0.1 | 25.32 | 1,374 | 68 | 271 |
| 21 Sept | 136.20 | 3 | -1.6 | 23.45 | 476 | 79 | 207 |
| 18 Sept | 133.18 | 4.6 | -1.1 | 25.11 | 82 | -1 | 116 |
| 14 Sept | 132.26 | 5.9 | 0.05 | 24.22 | 13 | -2 | 111 |
| 17 Aug | 120.37 | 17.1 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 PE is -0.62
Historical price for 137.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 3, which was -0.1 lower than the previous day. The implied volatity was 25.32, the open interest changed by 68 which increased total open position to 271
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 3, which was -1.6 lower than the previous day. The implied volatity was 23.45, the open interest changed by 79 which increased total open position to 207
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 4.6, which was -1.1 lower than the previous day. The implied volatity was 25.11, the open interest changed by -1 which decreased total open position to 116
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 5.9, which was 0.05 higher than the previous day. The implied volatity was 24.22, the open interest changed by -2 which decreased total open position to 111
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 17.1, 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
