SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 140 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.06
Theta: -0.12
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 0.75 | -0.35 | 27.72 | 3,572 | -23 | 1,147 | |||||||||
| 21 Sept | 136.20 | 1.05 | 0.4 | 26.69 | 3,021 | 90 | 1,179 | |||||||||
| 18 Sept | 133.18 | 0.7 | 0.1 | 27.51 | 1,084 | 17 | 1,105 | |||||||||
| 14 Sept | 132.26 | 0.7 | -0.1 | 25.45 | 886 | 40 | 959 | |||||||||
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| 17 Aug | 120.37 | 0.65 | -0.2 | 29.91 | 17 | 3 | 60 | |||||||||
For Steel Authority Of India - strike price 140 expiring on 30SEP2025
Delta for 140 CE is 0.24
Historical price for 140 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 27.72, the open interest changed by -23 which decreased total open position to 1147
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 1.05, which was 0.4 higher than the previous day. The implied volatity was 26.69, the open interest changed by 90 which increased total open position to 1179
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 27.51, the open interest changed by 17 which increased total open position to 1105
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 25.45, the open interest changed by 40 which increased total open position to 959
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 29.91, the open interest changed by 3 which increased total open position to 60
| SAIL 30SEP2025 140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.06
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 4.8 | 0.1 | 25.33 | 787 | 27 | 294 |
| 21 Sept | 136.20 | 4.7 | -1.95 | 24.08 | 334 | 53 | 267 |
| 18 Sept | 133.18 | 6.4 | -1.1 | 21.87 | 65 | -1 | 216 |
| 14 Sept | 132.26 | 7.8 | -0.1 | 22.82 | 15 | 3 | 224 |
| 17 Aug | 120.37 | 19.7 | 1.8 | 41.97 | 29 | 29 | 64 |
For Steel Authority Of India - strike price 140 expiring on 30SEP2025
Delta for 140 PE is -0.79
Historical price for 140 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 4.8, which was 0.1 higher than the previous day. The implied volatity was 25.33, the open interest changed by 27 which increased total open position to 294
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 4.7, which was -1.95 lower than the previous day. The implied volatity was 24.08, the open interest changed by 53 which increased total open position to 267
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 6.4, which was -1.1 lower than the previous day. The implied volatity was 21.87, the open interest changed by -1 which decreased total open position to 216
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 7.8, which was -0.1 lower than the previous day. The implied volatity was 22.82, the open interest changed by 3 which increased total open position to 224
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 19.7, which was 1.8 higher than the previous day. The implied volatity was 41.97, the open interest changed by 29 which increased total open position to 64
