SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 142.5 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.05
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 0.45 | -0.2 | 30.31 | 753 | 15 | 208 | |||||||||
| 21 Sept | 136.20 | 0.6 | 0.25 | 27.71 | 629 | 38 | 195 | |||||||||
| 18 Sept | 133.18 | 0.4 | 0.05 | 28.50 | 226 | 58 | 156 | |||||||||
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| 14 Sept | 132.26 | 0.5 | 0 | 27.53 | 150 | 4 | 64 | |||||||||
For Steel Authority Of India - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 CE is 0.15
Historical price for 142.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 30.31, the open interest changed by 15 which increased total open position to 208
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 27.71, the open interest changed by 38 which increased total open position to 195
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 28.50, the open interest changed by 58 which increased total open position to 156
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 27.53, the open interest changed by 4 which increased total open position to 64
| SAIL 30SEP2025 142.5 PE | |||||||
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Delta: -0.88
Vega: 0.04
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 7 | 0.25 | 27.10 | 78 | -3 | 29 |
| 21 Sept | 136.20 | 6.75 | -2 | 23.00 | 56 | 7 | 32 |
| 18 Sept | 133.18 | 8.6 | -1.75 | 19.01 | 35 | -3 | 29 |
| 14 Sept | 132.26 | 10.4 | -0.15 | 29.43 | 9 | 2 | 29 |
For Steel Authority Of India - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 PE is -0.88
Historical price for 142.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 27.10, the open interest changed by -3 which decreased total open position to 29
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 6.75, which was -2 lower than the previous day. The implied volatity was 23.00, the open interest changed by 7 which increased total open position to 32
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 8.6, which was -1.75 lower than the previous day. The implied volatity was 19.01, the open interest changed by -3 which decreased total open position to 29
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 10.4, which was -0.15 lower than the previous day. The implied volatity was 29.43, the open interest changed by 2 which increased total open position to 29
