SBIN
State Bank Of India
Historical option data for SBIN
24 Jan 2025 04:10 PM IST
SBIN 30JAN2025 640 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: -0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
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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