SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 0.1 | -0.05 | 36.58 | 111 | 9 | 128 | |||||||||
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| 21 Sept | 136.20 | 0.1 | -0.05 | 30.69 | 186 | 7 | 119 | |||||||||
| 18 Sept | 133.18 | 0.15 | 0 | 35.71 | 21 | 1 | 112 | |||||||||
| 14 Sept | 132.26 | 0.15 | -0.05 | 30.95 | 5 | 2 | 95 | |||||||||
For Steel Authority Of India - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.04
Historical price for 150 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.58, the open interest changed by 9 which increased total open position to 128
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.69, the open interest changed by 7 which increased total open position to 119
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 35.71, the open interest changed by 1 which increased total open position to 112
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 30.95, the open interest changed by 2 which increased total open position to 95
| SAIL 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 135.49 | 13.85 | -0.1 | 0.00 | 0 | 1 | 0 |
| 21 Sept | 136.20 | 13.85 | -2.5 | - | 2 | 1 | 4 |
| 18 Sept | 133.18 | 16.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 132.26 | 23.2 | 0 | 0.00 | 0 | 0 | 0 |
For Steel Authority Of India - strike price 150 expiring on 30SEP2025
Delta for 150 PE is 0.00
Historical price for 150 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 13.85, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 13.85, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 18 Sept SAIL was trading at 133.18. The strike last trading price was 16.35, 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 23.2, 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
