STEEL AUTHORITY OF INDIA Option Chain

Call		Put
	Last Updated now
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	80PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	85PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	87.50PCR: --	0.00	****	0.00	0.00	0.00%	0.000	0.000	0.000	0.000	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.80	****	15.65	90PCR: 17.15	0.05	****	13.72	148.00	62.50%	-0.019	0.004	-0.028	0.008	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.04	****	13.30	92.50PCR: 68.00	0.10	****	2.72	128.00	54.69%	-0.021	0.005	-0.026	0.009	Login To Trade
0.000	0.000	0.000	1.000	0.00%	0.00	0.00	****	0.00	95PCR: --	0.05	****	10.36	508.00	31.25%	-0.002	0.001	-0.002	0.001	Login To Trade
0.025	-0.076	0.015	0.923	54.69%	4.00	0.88	****	12.60	97.50PCR: 8.14	0.10	****	7.16	456.00	39.06%	-0.025	0.009	-0.022	0.010	Login To Trade
0.029	-0.077	0.021	0.904	46.88%	304.00	7.32	****	10.15	100PCR: 6.11	0.30	****	44.72	3,088.00	42.97%	-0.081	0.020	-0.061	0.026	Login To Trade
0.012	-0.015	0.017	0.970	23.44%	376.00	8.36	****	7.35	102.50PCR: 2.61	0.50	****	21.84	4,460.00	41.02%	-0.137	0.031	-0.086	0.038	Login To Trade
0.049	-0.095	0.047	0.797	35.16%	3,364.00	15.72	****	5.50	105PCR: 2.74	0.90	****	43.08	8,796.00	39.06%	-0.225	0.045	-0.112	0.052	Login To Trade
0.063	-0.124	0.061	0.658	35.16%	5,520.00	14.40	****	3.70	107.50PCR: 2.11	1.55	****	30.32	15,848.00	37.11%	-0.355	0.058	-0.132	0.064	Login To Trade
0.069	-0.142	0.062	0.491	37.11%	22,684.00	70.48	****	2.30	110PCR: 0.52	2.65	****	36.56	13,004.00	37.11%	-0.503	0.062	-0.142	0.069	Login To Trade
0.064	-0.131	0.058	0.347	37.11%	12,060.00	26.00	****	1.45	112.50PCR: 0.49	4.25	****	12.76	5,380.00	39.06%	-0.644	0.055	-0.139	0.064	Login To Trade
0.053	-0.115	0.045	0.233	39.06%	10,716.00	68.76	****	0.90	115PCR: 0.22	6.05	****	15.16	984.00	37.11%	-0.779	0.046	-0.105	0.051	Login To Trade
0.041	-0.093	0.033	0.153	41.02%	2,960.00	36.72	****	0.55	117.50PCR: 0.26	8.45	****	9.64	152.00	44.92%	-0.824	0.034	-0.111	0.045	Login To Trade
0.032	-0.081	0.024	0.110	44.92%	5,076.00	81.00	****	0.40	120PCR: 0.25	10.40	****	20.56	376.00	35.16%	-0.944	0.019	-0.038	0.019	Login To Trade
0.019	-0.046	0.015	0.056	42.97%	488.00	13.08	****	0.25	122.50PCR: 0.54	13.15	****	7.04	0.00	52.73%	-0.900	0.019	-0.088	0.030	Login To Trade
0.015	-0.040	0.011	0.042	46.88%	1,540.00	25.96	****	0.15	125PCR: 0.78	14.90	****	20.12	0.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.016	-0.049	0.010	0.044	54.69%	168.00	16.28	****	0.15	127.50PCR: 0.28	22.55	****	4.52	0.00	156.25%	-0.687	0.013	-0.530	0.061	Login To Trade
0.000	-0.000	0.000	0.000	31.25%	204.00	38.88	****	0.05	130PCR: 0.47	20.20	****	18.32	32.00	31.25%	-1.000	0.000	-0.000	0.000	Login To Trade
0.008	-0.028	0.004	0.019	62.50%	216.00	17.04	****	0.05	135PCR: 0.12	24.25	****	2.04	4.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.004	-0.013	0.002	0.008	62.50%	96.00	23.84	****	0.05	140PCR: 0.20	28.75	****	4.80	12.00	0.00%	-1.000	0.000	0.000	0.000	Login To Trade
0.001	-0.005	0.001	0.003	62.50%	0.00	30.64	****	0.05	145PCR: 1.16	35.60	****	35.48	0.00	101.56%	-0.952	0.006	-0.097	0.017	Login To Trade
0.001	-0.002	0.000	0.001	62.50%	24.00	2.72	****	0.05	150PCR: 0.15	40.85	****	0.40	4.00	125.00%	-0.932	0.006	-0.157	0.023	Login To Trade

Call

Put

Vega

Theta

Gamma

Delta

Imp Vol

Vol (k)

OI (lakhs)

PoP

LTP

Strike

LTP

PoP

OI (lakhs)

Vol (k)

Imp Vol

Delta

Gamma

Theta

Vega

Last Updated now

0.000

1.000

0.00%

0.00

****

0.00

80PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

85PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

****

0.00

87.50PCR: --

0.00

****

0.00

0.00%

0.000

1.000

0.00%

0.00

0.80

****

15.65

90PCR: 17.15

0.05

****

13.72

148.00

62.50%

-0.019

0.004

-0.028

0.008

0.000

1.000

0.00%

0.00

0.04

****

13.30

92.50PCR: 68.00

0.10

****

2.72

128.00

54.69%

-0.021

0.005

-0.026

0.009

0.000

1.000

0.00%

0.00

****

0.00

95PCR: --

0.05

****

10.36

508.00

31.25%

-0.002

0.001

-0.002

0.001

0.025

-0.076

0.015

0.923

54.69%

4.00

0.88

****

12.60

97.50PCR: 8.14

0.10

****

7.16

456.00

39.06%

-0.025

0.009

-0.022

0.010

0.029

-0.077

0.021

0.904

46.88%

304.00

7.32

****

10.15

100PCR: 6.11

0.30

****

44.72

3,088.00

42.97%

-0.081

0.020

-0.061

0.026

0.012

-0.015

0.017

0.970

23.44%

376.00

8.36

****

7.35

102.50PCR: 2.61

0.50

****

21.84

4,460.00

41.02%

-0.137

0.031

-0.086

0.038

0.049

-0.095

0.047

0.797

35.16%

3,364.00

15.72

****

5.50

105PCR: 2.74

0.90

****

43.08

8,796.00

39.06%

-0.225

0.045

-0.112

0.052

0.063

-0.124

0.061

0.658

35.16%

5,520.00

14.40

****

3.70

107.50PCR: 2.11

1.55

****

30.32

15,848.00

37.11%

-0.355

0.058

-0.132

0.064

0.069

-0.142

0.062

0.491

37.11%

22,684.00

70.48

****

2.30

110PCR: 0.52

2.65

****

36.56

13,004.00

37.11%

-0.503

0.062

-0.142

0.069

0.064

-0.131

0.058

0.347

37.11%

12,060.00

26.00

****

1.45

112.50PCR: 0.49

4.25

****

12.76

5,380.00

39.06%

-0.644

0.055

-0.139

0.064

0.053

-0.115

0.045

0.233

39.06%

10,716.00

68.76

****

0.90

115PCR: 0.22

6.05

****

15.16

984.00

37.11%

-0.779

0.046

-0.105

0.051

0.041

-0.093

0.033

0.153

41.02%

2,960.00

36.72

****

0.55

117.50PCR: 0.26

8.45

****

9.64

152.00

44.92%

-0.824

0.034

-0.111

0.045

0.032

-0.081

0.024

0.110

44.92%

5,076.00

81.00

****

0.40

120PCR: 0.25

10.40

****

20.56

376.00

35.16%

-0.944

0.019

-0.038

0.019

-0.046

0.015

0.056

42.97%

488.00

13.08

****

0.25

122.50PCR: 0.54

13.15

****

7.04

0.00

52.73%

-0.900

0.019

-0.088

0.030

0.015

-0.040

0.011

0.042

46.88%

1,540.00

25.96

****

0.15

125PCR: 0.78

14.90

****

20.12

0.00

0.00%

-1.000

0.000

0.016

-0.049

0.010

0.044

54.69%

168.00

16.28

****

0.15

127.50PCR: 0.28

22.55

****

4.52

0.00

156.25%

-0.687

0.013

-0.530

0.061

0.000

-0.000

0.000

31.25%

204.00

38.88

****

0.05

130PCR: 0.47

20.20

****

18.32

32.00

31.25%

-1.000

0.000

-0.000

0.000

0.008

-0.028

0.004

0.019

62.50%

216.00

17.04

****

0.05

135PCR: 0.12

24.25

****

2.04

4.00

0.00%

-1.000

0.000

0.004

-0.013

0.002

0.008

62.50%

96.00

23.84

****

0.05

140PCR: 0.20

28.75

****

4.80

12.00

0.00%

-1.000

0.000

0.001

-0.005

0.001

0.003

62.50%

0.00

30.64

****

0.05

145PCR: 1.16

35.60

****

35.48

0.00

101.56%

-0.952

0.006

-0.097

0.017

0.001

-0.002

0.000

0.001

62.50%

24.00

2.72

****

0.05

150PCR: 0.15

40.85

****

0.40

4.00

125.00%

-0.932

0.006

-0.157

0.023

STEEL AUTHORITY OF INDIA - Statistics

Day Range

₹108.20 - ₹111.57

52w Range

₹99.66 - ₹175.35

Volume

17,016,648

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Underlying Assets & Securities

STEEL AUTHORITY OF INDIA

109.88

+0.01 (0.01%)

STEEL AUTHORITY OF INDIA Options

SAIL 110 CE 30 JAN 25

₹2.30

-0.40 (-14.81%)

SAIL 107.5 PE 30 JAN 25

₹1.55

-0.10 (-6.06%)

SAIL 110 PE 30 JAN 25

₹2.65

-0.05 (-1.85%)

SAIL 112.5 CE 30 JAN 25

₹1.45

-0.25 (-14.71%)

STEEL AUTHORITY OF INDIA Futures

SAIL FUT 27 MAR 25

₹110.20

-0.40 (-0.36%)

SAIL FUT 27 FEB 25

₹110.12

-0.50 (-0.45%)

SAIL FUT 30 JAN 25

₹109.68

-0.27 (-0.25%)

Frequently Asked Questions

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

The current spot price for STEEL AUTHORITY OF INDIA is ₹109.88.

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

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?

The 120.00 strike for STEEL AUTHORITY OF INDIA call options have an OI of 81.00 Lakhs. The 100.00 strike for STEEL AUTHORITY OF INDIA put options has an OI of 44.72 Lakhs

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

The current ATM strike for STEEL AUTHORITY OF INDIA is 107.50. The call price is ₹3.70 and the put price is ₹1.55.

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

The PCR for the 107.50 strike is 2.11.

What is the implied volatility of STEEL AUTHORITY OF INDIA?

The implied volatility (IV) of at-the-money STEEL AUTHORITY OF INDIA call is 35.16% and 37.11% 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?

The ATM strike is 107.50 and the call option is priced at ₹3.70. If STEEL AUTHORITY OF INDIA moves up by ₹1, then the approximate change in price for the option is +₹0.6577. The value of 0.6577 is the option's 'Delta'.

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Calls/Puts

Vertical Spread

Straddle

STEEL AUTHORITY OF INDIA - Statistics

F&O Tools

Underlying Assets & Securities

STEEL AUTHORITY OF INDIA Options

STEEL AUTHORITY OF INDIA Futures

Frequently Asked Questions

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

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

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

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

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

What is the implied volatility of STEEL AUTHORITY OF INDIA?

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?