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[--[65.84.65.76]--]
SBIN
State Bank Of India

744.15 -1.75 (-0.23%)

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Historical option data for SBIN

24 Jan 2025 04:10 PM IST
SBIN 30JAN2025 640 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 744.15 194.65 0 - 0 0 0
23 Jan 745.90 194.65 0.00 - 0 0 0
22 Jan 753.45 194.65 0.00 - 0 0 0
21 Jan 759.05 194.65 0.00 - 0 0 0
20 Jan 779.25 194.65 0.00 - 0 0 0
17 Jan 764.10 194.65 0.00 - 0 0 0
16 Jan 766.30 194.65 0.00 - 0 0 0
15 Jan 753.70 194.65 0.00 - 0 0 0
14 Jan 748.15 194.65 0.00 - 0 0 0
13 Jan 729.50 194.65 0.00 - 0 0 0
10 Jan 743.25 194.65 0.00 - 0 0 0
9 Jan 760.45 194.65 - 0 0 0


For State Bank Of India - strike price 640 expiring on 30JAN2025

Delta for 640 CE is -

Historical price for 640 CE is as follows

On 24 Jan SBIN was trading at 744.15. The strike last trading price was 194.65, 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 23 Jan SBIN was trading at 745.90. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SBIN was trading at 753.45. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SBIN was trading at 759.05. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SBIN was trading at 779.25. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan SBIN was trading at 764.10. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SBIN was trading at 766.30. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan SBIN was trading at 753.70. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SBIN was trading at 748.15. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SBIN was trading at 729.50. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan SBIN was trading at 743.25. The strike last trading price was 194.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SBIN was trading at 760.45. The strike last trading price was 194.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SBIN 30JAN2025 640 PE
Delta: -0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 744.15 0.1 -0.15 48.73 27 -11 211
23 Jan 745.90 0.25 0.10 51.47 18 -10 224
22 Jan 753.45 0.15 -0.15 47.39 8 3 234
21 Jan 759.05 0.3 0.00 51.15 11 2 233
20 Jan 779.25 0.3 -0.05 - 5 -3 233
17 Jan 764.10 0.35 -0.10 44.86 49 -29 241
16 Jan 766.30 0.45 -0.15 45.78 72 -43 269
15 Jan 753.70 0.6 -0.20 43.02 86 -9 314
14 Jan 748.15 0.8 -0.45 42.55 498 43 324
13 Jan 729.50 1.25 0.60 38.52 888 254 282
10 Jan 743.25 0.65 -2.25 35.53 47 29 29
9 Jan 760.45 2.9 19.28 0 0 0


For State Bank Of India - strike price 640 expiring on 30JAN2025

Delta for 640 PE is -0.01

Historical price for 640 PE is as follows

On 24 Jan SBIN was trading at 744.15. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 48.73, the open interest changed by -11 which decreased total open position to 211


On 23 Jan SBIN was trading at 745.90. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 51.47, the open interest changed by -10 which decreased total open position to 224


On 22 Jan SBIN was trading at 753.45. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 47.39, the open interest changed by 3 which increased total open position to 234


On 21 Jan SBIN was trading at 759.05. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 51.15, the open interest changed by 2 which increased total open position to 233


On 20 Jan SBIN was trading at 779.25. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 233


On 17 Jan SBIN was trading at 764.10. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 44.86, the open interest changed by -29 which decreased total open position to 241


On 16 Jan SBIN was trading at 766.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 45.78, the open interest changed by -43 which decreased total open position to 269


On 15 Jan SBIN was trading at 753.70. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 43.02, the open interest changed by -9 which decreased total open position to 314


On 14 Jan SBIN was trading at 748.15. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 42.55, the open interest changed by 43 which increased total open position to 324


On 13 Jan SBIN was trading at 729.50. The strike last trading price was 1.25, which was 0.60 higher than the previous day. The implied volatity was 38.52, the open interest changed by 254 which increased total open position to 282


On 10 Jan SBIN was trading at 743.25. The strike last trading price was 0.65, which was -2.25 lower than the previous day. The implied volatity was 35.53, the open interest changed by 29 which increased total open position to 29


On 9 Jan SBIN was trading at 760.45. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was 19.28, the open interest changed by 0 which decreased total open position to 0