SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 145 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.03
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 0.3 | -0.1 | 33.46 | 913 | 69 | 615 | |||||||||
| 21 Sept | 136.20 | 0.35 | 0.1 | 29.09 | 839 | -21 | 544 | |||||||||
| 18 Sept | 133.18 | 0.25 | 0 | 30.11 | 289 | 94 | 566 | |||||||||
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| 14 Sept | 132.26 | 0.35 | 0 | 29.22 | 296 | 99 | 371 | |||||||||
For Steel Authority Of India - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.10
Historical price for 145 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 33.46, the open interest changed by 69 which increased total open position to 615
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 29.09, the open interest changed by -21 which decreased total open position to 544
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 30.11, the open interest changed by 94 which increased total open position to 566
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 29.22, the open interest changed by 99 which increased total open position to 371
| SAIL 30SEP2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.02
Theta: 0.00
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 9.3 | 0.25 | 26.97 | 62 | -4 | 74 |
| 21 Sept | 136.20 | 9 | -3.5 | 21.57 | 51 | -7 | 76 |
| 18 Sept | 133.18 | 12.5 | 0 | 0.00 | 0 | 4 | 0 |
| 14 Sept | 132.26 | 12.3 | -0.2 | 18.71 | 6 | -3 | 79 |
For Steel Authority Of India - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.95
Historical price for 145 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 9.3, which was 0.25 higher than the previous day. The implied volatity was 26.97, the open interest changed by -4 which decreased total open position to 74
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 9, which was -3.5 lower than the previous day. The implied volatity was 21.57, the open interest changed by -7 which decreased total open position to 76
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 12.3, which was -0.2 lower than the previous day. The implied volatity was 18.71, the open interest changed by -3 which decreased total open position to 79
