SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 0.55 | 0.10 | - | 1,12,500 | -22,500 | 3,04,500 | |||
| 4 Jul | 839.30 | 0.45 | - | 30,750 | -7,500 | 3,27,000 | ||||
| 3 Jul | 839.95 | 0.45 | - | 81,750 | 11,250 | 3,34,500 | ||||
| 2 Jul | 826.15 | 0.45 | - | 1,83,750 | 41,250 | 3,24,750 | ||||
| 1 Jul | 841.95 | 0.65 | - | 1,67,250 | 77,250 | 2,83,500 | ||||
| 28 Jun | 848.95 | 0.9 | - | 4,07,250 | 2,06,250 | 2,06,250 | ||||
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| 26 Jun | 845.35 | 0.9 | - | 750 | 3,750 | 3,750 | ||||
| 24 Jun | 832.70 | 1 | - | 750 | 0 | 3,750 | ||||
| 21 Jun | 836.30 | 1.00 | - | 3,000 | 0 | 750 | ||||
For STATE BANK OF INDIA - strike price 1020 expiring on 25JUL2024
Delta for 1020 CE is -
Historical price for 1020 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -22500 which decreased total open position to 304500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 327000
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 334500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 41250 which increased total open position to 324750
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 77250 which increased total open position to 283500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 206250 which increased total open position to 206250
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 3750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 155 | -18.65 | - | 750 | 0 | 1,500 |
| 4 Jul | 839.30 | 173.65 | - | 1,500 | 1,500 | 1,500 | |
| 3 Jul | 839.95 | 152 | - | 0 | 0 | 0 | |
| 2 Jul | 826.15 | 152 | - | 0 | 1,500 | 0 | |
| 1 Jul | 841.95 | 152 | - | 0 | 1,500 | 0 | |
| 28 Jun | 848.95 | 152 | - | 750 | 1,500 | 1,500 | |
| 26 Jun | 845.35 | 173 | - | 750 | 750 | 750 | |
| 24 Jun | 832.70 | 164 | - | 0 | 0 | 0 | |
| 21 Jun | 836.30 | 164.00 | - | 0 | 750 | 0 | |
For STATE BANK OF INDIA - strike price 1020 expiring on 25JUL2024
Delta for 1020 PE is -
Historical price for 1020 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 155, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 173.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 152, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 152, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 152, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 152, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 173, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 164, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 164.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0