SAIL
Steel Authority Of India
Historical option data for SAIL
22 Sep 2025 08:01 PM IST
| SAIL 30SEP2025 152.5 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 135.49 | 0.05 | -0.05 | 37.23 | 9 | -2 | 88 | |||||||||
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| 21 Sept | 136.20 | 0.1 | 0.05 | 34.85 | 14 | -1 | 90 | |||||||||
| 14 Sept | 132.26 | 0.15 | 0.05 | 34.30 | 1 | 0 | 90 | |||||||||
For Steel Authority Of India - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 CE is 0.02
Historical price for 152.5 CE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 37.23, the open interest changed by -2 which decreased total open position to 88
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 34.85, the open interest changed by -1 which decreased total open position to 90
On 14 Sept SAIL was trading at 132.26. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 34.30, the open interest changed by 0 which decreased total open position to 90
| SAIL 30SEP2025 152.5 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 | 28.95 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 136.20 | 28.95 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 132.26 | 28.95 | 0 | - | 0 | 0 | 0 |
For Steel Authority Of India - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 PE is -
Historical price for 152.5 PE is as follows
On 22 Sept SAIL was trading at 135.49. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Sept SAIL was trading at 136.20. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was -, 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 28.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
