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STEEL AUTHORITY OF INDIA Option Chain

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₹ 116.1
118.91
settings
LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

95PCR: --

0.05

lock
****

3.96

0.00

62.50%

-0.005

0.002

-0.011

0.002

0.050

-1.165

0.008

0.726

281.25%

0.00

1.44

lock
****

25.00

100PCR: 12.78

0.05

lock
****

18.40

392.00

31.25%

-0.000

0.000

-0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

102.50PCR: --

0.05

lock
****

5.48

0.00

31.25%

-0.001

0.000

-0.001

0.000

0.053

-1.114

0.009

0.683

251.95%

0.00

0.24

lock
****

20.50

105PCR: 33.33

0.05

lock
****

8.00

60.00

31.25%

-0.009

0.005

-0.009

0.004

0.054

-0.875

0.013

0.669

194.34%

0.00

0.08

lock
****

16.00

107.50PCR: 92.00

0.15

lock
****

7.36

60.00

39.06%

-0.056

0.019

-0.055

0.017

0.037

-0.146

0.036

0.832

46.88%

16.00

13.08

lock
****

7.00

110PCR: 2.11

0.15

lock
****

27.56

832.00

31.25%

-0.078

0.031

-0.057

0.022

0.056

-0.449

0.026

0.631

95.70%

4.00

4.28

lock
****

7.70

112.50PCR: 2.10

0.50

lock
****

9.00

84.00

27.34%

-0.221

0.073

-0.100

0.044

0.058

-0.187

0.066

0.601

39.06%

52.00

16.04

lock
****

3.00

115PCR: 2.02

1.20

lock
****

32.40

948.00

30.27%

-0.375

0.084

-0.143

0.057

0.057

-0.121

0.101

0.387

25.39%

188.00

16.32

lock
****

1.10

117.50PCR: 0.99

2.95

lock
****

16.08

408.00

39.06%

-0.569

0.067

-0.191

0.059

0.045

-0.117

0.065

0.226

31.25%

388.00

35.16

lock
****

0.60

120PCR: 0.92

5.00

lock
****

32.40

452.00

46.88%

-0.686

0.051

-0.207

0.053

0.036

-0.130

0.038

0.161

42.97%

144.00

16.52

lock
****

0.50

122.50PCR: 1.08

6.00

lock
****

17.88

12.00

0.00%

-1.000

0.000

0.000

0.000

0.034

-0.142

0.030

0.142

50.78%

580.00

62.08

lock
****

0.50

125PCR: 0.73

9.95

lock
****

45.16

148.00

70.31%

-0.774

0.029

-0.263

0.045

0.004

-0.009

0.005

0.009

31.25%

256.00

22.00

lock
****

0.05

127.50PCR: 0.57

9.15

lock
****

12.48

100.00

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.003

0.002

0.003

31.25%

660.00

81.20

lock
****

0.05

130PCR: 0.27

12.00

lock
****

21.92

256.00

0.00%

-1.000

0.000

0.000

0.000

0.000

-0.001

0.000

0.000

31.25%

216.00

16.48

lock
****

0.05

132.50PCR: 0.24

8.25

lock
****

3.88

0.00

0.00%

-1.000

0.000

0.000

0.000

0.009

-0.049

0.007

0.028

62.50%

624.00

35.24

lock
****

0.10

135PCR: 0.22

16.75

lock
****

7.92

60.00

0.00%

-1.000

0.000

0.000

0.000

0.006

-0.034

0.005

0.018

62.50%

216.00

9.16

lock
****

0.05

137.50PCR: 0.02

15.55

lock
****

0.20

0.00

0.00%

-1.000

0.000

0.000

0.000

0.004

-0.021

0.003

0.010

62.50%

100.00

33.88

lock
****

0.05

140PCR: 0.29

15.40

lock
****

9.76

0.00

0.00%

-1.000

0.000

0.000

0.000

0.006

-0.029

0.004

0.015

62.50%

8.00

0.84

lock
****

0.05

142.50PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.007

0.001

0.003

62.50%

24.00

41.16

lock
****

0.05

145PCR: 0.96

37.45

lock
****

39.56

36.00

300.78%

-0.648

0.008

-1.386

0.055

0.001

-0.006

0.001

0.002

62.50%

0.00

0.64

lock
****

0.05

150PCR: 0.06

24.50

lock
****

0.04

0.00

0.00%

-1.000

0.000

0.000

0.000

STEEL AUTHORITY OF INDIA - Statistics

Day Range
₹115.20 - ₹120.86
52w Range
₹107.50 - ₹175.35
Volume
17,911,163

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Underlying Assets & Securities

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STEEL AUTHORITY OF INDIA

116.10

-2.81 (-2.36%)

STEEL AUTHORITY OF INDIA Options

SAIL 115 PE 26 DEC 24

₹1.20

+0.40 (50.00%)

SAIL 110 PE 26 DEC 24

₹0.15

-0.25 (-62.50%)

SAIL 130 CE 26 DEC 24

₹0.05

-0.05 (-50.00%)

SAIL 135 CE 26 DEC 24

₹0.10

-0.05 (-33.33%)

STEEL AUTHORITY OF INDIA Futures

SAIL FUT 27 FEB 25

₹115.43

-7.36 (-5.99%)

SAIL FUT 30 JAN 25

₹117.43

-2.57 (-2.14%)

SAIL FUT 26 DEC 24

₹116.30

-3.15 (-2.64%)

Frequently Asked Questions

What is the current spot price for STEEL AUTHORITY OF INDIA?chevron-up

The current spot price for STEEL AUTHORITY OF INDIA is ₹116.10.

What is the minimum option lot size for STEEL AUTHORITY OF INDIA?chevron-up

The minimum lot size for STEEL AUTHORITY OF INDIA is 4,000.

Which STEEL AUTHORITY OF INDIA call and put option contract has the highest open interest?chevron-up

The 130.00 strike for STEEL AUTHORITY OF INDIA call options have an OI of 81.20 Lakhs. The 125.00 strike for STEEL AUTHORITY OF INDIA put options has an OI of 45.16 Lakhs

What is the current at-the-money (ATM) strike for STEEL AUTHORITY OF INDIA and what is its price?chevron-up

The current ATM strike for STEEL AUTHORITY OF INDIA is 115.00. The call price is ₹3.00 and the put price is ₹1.20.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for STEEL AUTHORITY OF INDIA?chevron-up

The PCR for the 115.00 strike is 2.02.

What is the implied volatility of STEEL AUTHORITY OF INDIA?chevron-up

The implied volatility (IV) of at-the-money STEEL AUTHORITY OF INDIA call is 39.06% and 30.27% for puts.

How much will the price change of the at-the-money (ATM) strike for STEEL AUTHORITY OF INDIA call options if STEEL AUTHORITY OF INDIA moves up in price by ₹1?chevron-up

The ATM strike is 115.00 and the call option is priced at ₹3.00. If STEEL AUTHORITY OF INDIA moves up by ₹1, then the approximate change in price for the option is +₹0.6012. The value of 0.6012 is the option's 'Delta'.