SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 147.5 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.02
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 0.15 | -0.1 | 34.06 | 73 | 4 | 67 | |||||||||
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| 21 Sept | 136.20 | 0.2 | 0.05 | 30.25 | 77 | 53 | 62 | |||||||||
| 18 Sept | 133.18 | 0.15 | 0 | 31.48 | 1 | 0 | 11 | |||||||||
| 14 Sept | 132.26 | 0.2 | 0 | 29.41 | 9 | 0 | 14 | |||||||||
For Steel Authority Of India - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 CE is 0.05
Historical price for 147.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 34.06, the open interest changed by 4 which increased total open position to 67
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 30.25, the open interest changed by 53 which increased total open position to 62
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 11
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 14
| SAIL 30SEP2025 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 11.6 | 0.1 | - | 19 | 2 | 9 |
| 21 Sept | 136.20 | 11.35 | -3.4 | - | 4 | 2 | 7 |
| 18 Sept | 133.18 | 14.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 132.26 | 16.65 | 0 | 0.00 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 PE is -
Historical price for 147.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 11.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 11.35, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 14.75, 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
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 16.65, 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
