SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.16
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 104.4 | 22.15 | 42.70 | 5 | 0 | 10 | |||
| 7 Apr | 746.90 | 82.25 | -23.55 | 23.55 | 8 | 7 | 9 | |||
| 4 Apr | 767.45 | 105.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 779.20 | 105.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 775.95 | 105.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 771.70 | 105.8 | -1.2 | 28.11 | 1 | 2 | 2 | |||
| 28 Mar | 771.50 | 107 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 772.30 | 107 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Mar | 764.00 | 107 | 45.25 | 50.26 | 2 | 0 | 1 | |||
| 25 Mar | 772.85 | 61.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 780.80 | 61.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 753.20 | 61.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 749.55 | 61.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 745.10 | 61.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 736.70 | 61.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 723.15 | 61.75 | 0 | 0.00 | 0 | 1 | 0 | |||
| 13 Mar | 727.85 | 61.75 | 3.8 | - | 2 | 1 | 1 | |||
| 12 Mar | 723.05 | 57.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 729.85 | 57.95 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 728.90 | 57.95 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 732.75 | 57.95 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 732.05 | 57.95 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 730.35 | 57.95 | 0 | - | 0 | 0 | 0 | |||
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| 4 Mar | 716.05 | 57.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 695.30 | 57.95 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 688.80 | 57.95 | 0 | - | 0 | 0 | 0 | |||
For State Bank Of India - strike price 670 expiring on 24APR2025
Delta for 670 CE is 0.95
Historical price for 670 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 104.4, which was 22.15 higher than the previous day. The implied volatity was 42.70, the open interest changed by 0 which decreased total open position to 10
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 82.25, which was -23.55 lower than the previous day. The implied volatity was 23.55, the open interest changed by 7 which increased total open position to 9
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 105.8, 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 105.8, 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 105.8, 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 105.8, which was -1.2 lower than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 2
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 107, 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 107, 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 26 Mar SBIN was trading at 764.00. The strike last trading price was 107, which was 45.25 higher than the previous day. The implied volatity was 50.26, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 61.75, 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 61.75, 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 Mar SBIN was trading at 753.20. The strike last trading price was 61.75, 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 61.75, 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 61.75, 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 61.75, 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 61.75, 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 13 Mar SBIN was trading at 727.85. The strike last trading price was 61.75, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 57.95, 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 11 Mar SBIN was trading at 729.85. The strike last trading price was 57.95, 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 10 Mar SBIN was trading at 728.90. The strike last trading price was 57.95, 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 7 Mar SBIN was trading at 732.75. The strike last trading price was 57.95, 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 6 Mar SBIN was trading at 732.05. The strike last trading price was 57.95, 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 5 Mar SBIN was trading at 730.35. The strike last trading price was 57.95, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 57.95, 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 3 Mar SBIN was trading at 695.30. The strike last trading price was 57.95, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 57.95, 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
| SBIN 24APR2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.18
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 1.7 | -2.9 | 44.04 | 1,320 | -263 | 618 |
| 7 Apr | 746.90 | 4.4 | 3.8 | 46.70 | 3,605 | 405 | 885 |
| 4 Apr | 767.45 | 0.55 | 0.05 | 31.79 | 245 | -4 | 481 |
| 3 Apr | 779.20 | 0.5 | -0.1 | 33.05 | 281 | 63 | 495 |
| 2 Apr | 775.95 | 0.6 | -0.1 | 32.57 | 396 | 168 | 432 |
| 1 Apr | 771.70 | 0.7 | -0.05 | 31.54 | 143 | 0 | 266 |
| 28 Mar | 771.50 | 0.8 | 0 | 29.83 | 280 | 183 | 266 |
| 27 Mar | 772.30 | 0.75 | -0.2 | 29.32 | 53 | 32 | 79 |
| 26 Mar | 764.00 | 0.95 | 0 | 0.00 | 0 | -1 | 0 |
| 25 Mar | 772.85 | 0.95 | 0 | 29.30 | 18 | -2 | 46 |
| 24 Mar | 780.80 | 0.85 | -0.65 | 30.64 | 75 | 13 | 47 |
| 21 Mar | 753.20 | 1.3 | -0.2 | 26.19 | 23 | -2 | 35 |
| 20 Mar | 749.55 | 1.5 | -0.4 | 25.41 | 23 | -7 | 37 |
| 19 Mar | 745.10 | 1.9 | -0.45 | 25.66 | 37 | 8 | 43 |
| 18 Mar | 736.70 | 2.35 | -1.5 | 25.01 | 46 | 26 | 42 |
| 17 Mar | 723.15 | 3.85 | -0.25 | 24.70 | 20 | 14 | 15 |
| 13 Mar | 727.85 | 4.1 | -3.25 | 25.35 | 1 | 0 | 0 |
| 12 Mar | 723.05 | 7.35 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 729.85 | 7.35 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 728.90 | 7.35 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 732.75 | 7.35 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 732.05 | 7.35 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 730.35 | 7.35 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 716.05 | 7.35 | -9.4 | 25.68 | 2 | 1 | 1 |
| 3 Mar | 695.30 | 16.75 | 0 | 3.88 | 0 | 0 | 0 |
| 28 Feb | 688.80 | 16.75 | 0 | 3.20 | 0 | 0 | 0 |
For State Bank Of India - strike price 670 expiring on 24APR2025
Delta for 670 PE is -0.05
Historical price for 670 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 1.7, which was -2.9 lower than the previous day. The implied volatity was 44.04, the open interest changed by -263 which decreased total open position to 618
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 4.4, which was 3.8 higher than the previous day. The implied volatity was 46.70, the open interest changed by 405 which increased total open position to 885
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 31.79, the open interest changed by -4 which decreased total open position to 481
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 33.05, the open interest changed by 63 which increased total open position to 495
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 32.57, the open interest changed by 168 which increased total open position to 432
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 266
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 29.83, the open interest changed by 183 which increased total open position to 266
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 29.32, the open interest changed by 32 which increased total open position to 79
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 29.30, the open interest changed by -2 which decreased total open position to 46
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 30.64, the open interest changed by 13 which increased total open position to 47
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 26.19, the open interest changed by -2 which decreased total open position to 35
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 1.5, which was -0.4 lower than the previous day. The implied volatity was 25.41, the open interest changed by -7 which decreased total open position to 37
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 25.66, the open interest changed by 8 which increased total open position to 43
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 2.35, which was -1.5 lower than the previous day. The implied volatity was 25.01, the open interest changed by 26 which increased total open position to 42
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 24.70, the open interest changed by 14 which increased total open position to 15
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 4.1, which was -3.25 lower than the previous day. The implied volatity was 25.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 7.35, which was -9.4 lower than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 1
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 3.88, 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 16.75, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
