SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
SBIN 24APR2025 640 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 768.60 | 112.15 | 0.55 | 0.00 | 0 | 8 | 0 | |||
7 Apr | 746.90 | 112.15 | -21.15 | 32.58 | 10 | 7 | 18 | |||
4 Apr | 767.45 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Apr | 779.20 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
2 Apr | 775.95 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Apr | 771.70 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Mar | 771.50 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Mar | 772.30 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
26 Mar | 764.00 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
25 Mar | 772.85 | 133.3 | 0 | 0.00 | 0 | 0 | 0 | |||
24 Mar | 780.80 | 133.3 | 48.3 | - | 1 | 0 | 11 | |||
21 Mar | 753.20 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
20 Mar | 749.55 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
19 Mar | 745.10 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
18 Mar | 736.70 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
17 Mar | 723.15 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
13 Mar | 727.85 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Mar | 723.05 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
11 Mar | 729.85 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
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10 Mar | 728.90 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Mar | 732.75 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Mar | 732.05 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Mar | 730.35 | 85 | 0 | 0.00 | 0 | 10 | 0 | |||
4 Mar | 716.05 | 85 | -35 | - | 10 | 0 | 1 | |||
3 Mar | 695.30 | 120 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Feb | 688.80 | 120 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Feb | 703.90 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
26 Feb | 710.05 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
25 Feb | 710.90 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
24 Feb | 716.40 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
21 Feb | 722.00 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
20 Feb | 729.70 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
19 Feb | 727.30 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
18 Feb | 725.80 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
17 Feb | 727.70 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
14 Feb | 722.15 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
13 Feb | 727.65 | 120 | 0 | 0.00 | 0 | 0 | 1 | |||
12 Feb | 733.15 | 120 | -18.75 | 0.00 | 1 | 0 | 1 | |||
11 Feb | 731.10 | 120 | -18.75 | 0.00 | 1 | 0 | 1 | |||
10 Feb | 736.80 | 120 | -18.75 | 0.00 | 1 | 0 | 1 |
For State Bank Of India - strike price 640 expiring on 24APR2025
Delta for 640 CE is 0.00
Historical price for 640 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 112.15, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 112.15, which was -21.15 lower than the previous day. The implied volatity was 32.58, the open interest changed by 7 which increased total open position to 18
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 133.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 133.3, which was 48.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 85, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SBIN was trading at 703.90. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 26 Feb SBIN was trading at 710.05. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 25 Feb SBIN was trading at 710.90. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 24 Feb SBIN was trading at 716.40. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 21 Feb SBIN was trading at 722.00. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 20 Feb SBIN was trading at 729.70. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 19 Feb SBIN was trading at 727.30. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 18 Feb SBIN was trading at 725.80. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 17 Feb SBIN was trading at 727.70. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 14 Feb SBIN was trading at 722.15. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 13 Feb SBIN was trading at 727.65. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 12 Feb SBIN was trading at 733.15. The strike last trading price was 120, which was -18.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 11 Feb SBIN was trading at 731.10. The strike last trading price was 120, which was -18.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 10 Feb SBIN was trading at 736.80. The strike last trading price was 120, which was -18.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
SBIN 24APR2025 640 PE | |||||||
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Delta: -0.03
Vega: 0.12
Theta: -0.17
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 768.60 | 1.05 | -1.8 | 50.23 | 466 | 28 | 325 |
7 Apr | 746.90 | 2.7 | 2.35 | 52.56 | 1,212 | 187 | 299 |
4 Apr | 767.45 | 0.35 | 0.05 | 37.38 | 8 | -1 | 112 |
3 Apr | 779.20 | 0.3 | 0 | 38.37 | 30 | -11 | 113 |
2 Apr | 775.95 | 0.3 | -0.15 | 36.61 | 42 | 17 | 124 |
1 Apr | 771.70 | 0.45 | -0.05 | 37.05 | 40 | 2 | 108 |
28 Mar | 771.50 | 0.5 | -0.15 | 34.88 | 127 | 47 | 106 |
27 Mar | 772.30 | 0.65 | -0.15 | 35.89 | 12 | 1 | 57 |
26 Mar | 764.00 | 0.8 | 0 | 34.68 | 5 | -3 | 55 |
25 Mar | 772.85 | 0.8 | 0.15 | 35.65 | 41 | 4 | 59 |
24 Mar | 780.80 | 0.65 | -0.15 | 35.89 | 17 | 0 | 56 |
21 Mar | 753.20 | 0.8 | -0.15 | 30.72 | 1 | 0 | 56 |
20 Mar | 749.55 | 0.9 | -0.05 | 0.00 | 0 | 4 | 0 |
19 Mar | 745.10 | 0.9 | -0.3 | 28.78 | 31 | 6 | 58 |
18 Mar | 736.70 | 1.2 | -0.65 | 28.50 | 26 | 4 | 52 |
17 Mar | 723.15 | 1.85 | -0.2 | 27.77 | 9 | 0 | 49 |
13 Mar | 727.85 | 2.05 | -0.5 | 28.16 | 2 | 0 | 49 |
12 Mar | 723.05 | 2.55 | -0.1 | 28.30 | 3 | 1 | 50 |
11 Mar | 729.85 | 2.65 | 0.65 | 29.81 | 2 | 0 | 49 |
10 Mar | 728.90 | 2 | -0.3 | 27.14 | 5 | 48 | 48 |
7 Mar | 732.75 | 2.25 | -0.05 | 0.00 | 0 | 0 | 0 |
6 Mar | 732.05 | 2.25 | -0.05 | 0.00 | 0 | -4 | 0 |
5 Mar | 730.35 | 2.25 | -1.6 | 27.15 | 27 | -3 | 53 |
4 Mar | 716.05 | 3.85 | -2.05 | 27.99 | 27 | 17 | 57 |
3 Mar | 695.30 | 5.85 | -1.05 | 26.75 | 28 | 20 | 39 |
28 Feb | 688.80 | 6.9 | 1.9 | 26.17 | 22 | 12 | 20 |
27 Feb | 703.90 | 5 | -1.95 | 25.90 | 1 | 0 | 8 |
26 Feb | 710.05 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
25 Feb | 710.90 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
24 Feb | 716.40 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
21 Feb | 722.00 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
20 Feb | 729.70 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
19 Feb | 727.30 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
18 Feb | 725.80 | 6.95 | 0 | 0.00 | 0 | 0 | 0 |
17 Feb | 727.70 | 6.95 | 0 | 0.00 | 0 | 5 | 0 |
14 Feb | 722.15 | 6.95 | 0.95 | 30.62 | 5 | 4 | 7 |
13 Feb | 727.65 | 6 | 0 | 0.00 | 0 | 0 | 0 |
12 Feb | 733.15 | 6 | 0 | 0.00 | 0 | 1 | 0 |
11 Feb | 731.10 | 6 | 1 | 30.45 | 1 | 0 | 2 |
10 Feb | 736.80 | 5 | -0.5 | 29.78 | 2 | 1 | 1 |
For State Bank Of India - strike price 640 expiring on 24APR2025
Delta for 640 PE is -0.03
Historical price for 640 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 1.05, which was -1.8 lower than the previous day. The implied volatity was 50.23, the open interest changed by 28 which increased total open position to 325
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 2.7, which was 2.35 higher than the previous day. The implied volatity was 52.56, the open interest changed by 187 which increased total open position to 299
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 37.38, the open interest changed by -1 which decreased total open position to 112
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 38.37, the open interest changed by -11 which decreased total open position to 113
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 36.61, the open interest changed by 17 which increased total open position to 124
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 37.05, the open interest changed by 2 which increased total open position to 108
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 34.88, the open interest changed by 47 which increased total open position to 106
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.89, the open interest changed by 1 which increased total open position to 57
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 34.68, the open interest changed by -3 which decreased total open position to 55
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 35.65, the open interest changed by 4 which increased total open position to 59
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.89, the open interest changed by 0 which decreased total open position to 56
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 56
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 28.78, the open interest changed by 6 which increased total open position to 58
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 28.50, the open interest changed by 4 which increased total open position to 52
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 49
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 2.05, which was -0.5 lower than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 49
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 2.55, which was -0.1 lower than the previous day. The implied volatity was 28.30, the open interest changed by 1 which increased total open position to 50
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 49
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 27.14, the open interest changed by 48 which increased total open position to 48
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 2.25, which was -1.6 lower than the previous day. The implied volatity was 27.15, the open interest changed by -3 which decreased total open position to 53
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 3.85, which was -2.05 lower than the previous day. The implied volatity was 27.99, the open interest changed by 17 which increased total open position to 57
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 5.85, which was -1.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by 20 which increased total open position to 39
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 6.9, which was 1.9 higher than the previous day. The implied volatity was 26.17, the open interest changed by 12 which increased total open position to 20
On 27 Feb SBIN was trading at 703.90. The strike last trading price was 5, which was -1.95 lower than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 8
On 26 Feb SBIN was trading at 710.05. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SBIN was trading at 710.90. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SBIN was trading at 716.40. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SBIN was trading at 722.00. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SBIN was trading at 729.70. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SBIN was trading at 727.30. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SBIN was trading at 725.80. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SBIN was trading at 727.70. The strike last trading price was 6.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Feb SBIN was trading at 722.15. The strike last trading price was 6.95, which was 0.95 higher than the previous day. The implied volatity was 30.62, the open interest changed by 4 which increased total open position to 7
On 13 Feb SBIN was trading at 727.65. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SBIN was trading at 733.15. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Feb SBIN was trading at 731.10. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 2
On 10 Feb SBIN was trading at 736.80. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 29.78, the open interest changed by 1 which increased total open position to 1