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

812 -20.80 (-2.50%)

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Historical option data for SBIN

20 Dec 2024 04:10 PM IST
SBIN 26DEC2024 680 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 142.85 0.00 0.00 0 0 0
19 Dec 832.80 142.85 0.00 0.00 0 0 0
18 Dec 838.15 142.85 0.00 0.00 0 0 0
17 Dec 850.55 142.85 0.00 0.00 0 0 0
16 Dec 860.95 142.85 0.00 0.00 0 0 0
13 Dec 861.55 142.85 0.00 0.00 0 0 0
12 Dec 853.70 142.85 0.00 0.00 0 0 0
11 Dec 861.60 142.85 0.00 0.00 0 0 0
10 Dec 867.50 142.85 0.00 0.00 0 0 0
9 Dec 858.05 142.85 0.00 0.00 0 0 0
6 Dec 863.65 142.85 0.00 0.00 0 0 0
5 Dec 865.45 142.85 0.00 0.00 0 0 0
4 Dec 859.70 142.85 0.00 0.00 0 0 0
3 Dec 853.95 142.85 0.00 0.00 0 0 0
2 Dec 836.40 142.85 0.00 - 0 0 0
29 Nov 838.95 142.85 0.00 - 0 0 0
28 Nov 838.85 142.85 0.00 - 0 0 0
27 Nov 834.10 142.85 0.00 - 0 0 0
26 Nov 839.40 142.85 0.00 - 0 0 0
25 Nov 844.45 142.85 0.00 - 0 0 0
22 Nov 816.05 142.85 0.00 - 0 0 0
21 Nov 780.75 142.85 0.00 - 0 0 0
20 Nov 803.00 142.85 0.00 - 0 0 0
19 Nov 803.00 142.85 - 0 0 0


For State Bank Of India - strike price 680 expiring on 26DEC2024

Delta for 680 CE is 0.00

Historical price for 680 CE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 832.80. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 838.15. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 850.55. The strike last trading price was 142.85, which was 0.00 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 16 Dec SBIN was trading at 860.95. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 861.55. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 853.70. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 861.60. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 867.50. The strike last trading price was 142.85, which was 0.00 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 9 Dec SBIN was trading at 858.05. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 863.65. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 865.45. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 859.70. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 853.95. The strike last trading price was 142.85, which was 0.00 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 Dec SBIN was trading at 836.40. The strike last trading price was 142.85, 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 29 Nov SBIN was trading at 838.95. The strike last trading price was 142.85, 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 28 Nov SBIN was trading at 838.85. The strike last trading price was 142.85, 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 27 Nov SBIN was trading at 834.10. The strike last trading price was 142.85, 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 26 Nov SBIN was trading at 839.40. The strike last trading price was 142.85, 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 25 Nov SBIN was trading at 844.45. The strike last trading price was 142.85, 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 Nov SBIN was trading at 816.05. The strike last trading price was 142.85, 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 Nov SBIN was trading at 780.75. The strike last trading price was 142.85, 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 Nov SBIN was trading at 803.00. The strike last trading price was 142.85, 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 19 Nov SBIN was trading at 803.00. The strike last trading price was 142.85, 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 26DEC2024 680 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 0.25 0.00 - 129 2 445
19 Dec 832.80 0.25 0.05 - 19 2 443
18 Dec 838.15 0.2 0.00 - 20 -14 446
17 Dec 850.55 0.2 -0.05 - 47 -46 461
16 Dec 860.95 0.25 -0.05 - 14 0 516
13 Dec 861.55 0.3 -0.05 - 220 -115 521
12 Dec 853.70 0.35 0.00 52.84 8 -4 636
11 Dec 861.60 0.35 0.00 - 6 0 640
10 Dec 867.50 0.35 -0.05 52.59 35 -29 640
9 Dec 858.05 0.4 0.00 49.98 216 -20 668
6 Dec 863.65 0.4 -0.10 47.12 186 -1 688
5 Dec 865.45 0.5 0.05 47.76 77 3 691
4 Dec 859.70 0.45 -0.05 44.95 77 -2 690
3 Dec 853.95 0.5 -0.05 43.75 307 243 690
2 Dec 836.40 0.55 -0.10 40.43 81 -20 447
29 Nov 838.95 0.65 -0.25 39.35 146 21 469
28 Nov 838.85 0.9 0.05 41.28 159 -4 451
27 Nov 834.10 0.85 -0.30 39.21 72 0 459
26 Nov 839.40 1.15 -0.05 41.27 106 1 460
25 Nov 844.45 1.2 -0.55 42.14 181 43 458
22 Nov 816.05 1.75 -1.55 37.67 423 35 450
21 Nov 780.75 3.3 1.40 35.54 1,780 399 415
20 Nov 803.00 1.9 0.00 34.53 16 16 3
19 Nov 803.00 1.9 34.53 16 3 3


For State Bank Of India - strike price 680 expiring on 26DEC2024

Delta for 680 PE is -

Historical price for 680 PE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 445


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 443


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 446


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 461


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 516


On 13 Dec SBIN was trading at 861.55. 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 -115 which decreased total open position to 521


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 52.84, the open interest changed by -4 which decreased total open position to 636


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.35, 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 640


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 52.59, the open interest changed by -29 which decreased total open position to 640


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 49.98, the open interest changed by -20 which decreased total open position to 668


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 47.12, the open interest changed by -1 which decreased total open position to 688


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 47.76, the open interest changed by 3 which increased total open position to 691


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 44.95, the open interest changed by -2 which decreased total open position to 690


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 43.75, the open interest changed by 243 which increased total open position to 690


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 40.43, the open interest changed by -20 which decreased total open position to 447


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 39.35, the open interest changed by 21 which increased total open position to 469


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 41.28, the open interest changed by -4 which decreased total open position to 451


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 39.21, the open interest changed by 0 which decreased total open position to 459


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 41.27, the open interest changed by 1 which increased total open position to 460


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 42.14, the open interest changed by 43 which increased total open position to 458


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 1.75, which was -1.55 lower than the previous day. The implied volatity was 37.67, the open interest changed by 35 which increased total open position to 450


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 3.3, which was 1.40 higher than the previous day. The implied volatity was 35.54, the open interest changed by 399 which increased total open position to 415


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 34.53, the open interest changed by 16 which increased total open position to 3


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 34.53, the open interest changed by 3 which increased total open position to 3