SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 88.5 | -65.95 | - | 3 | 1 | 1 | |||
| 20 Nov | 803.00 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 803.00 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 814.30 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 804.25 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 808.65 | 154.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 826.70 | 154.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 847.65 | 154.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 843.15 | 154.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 859.60 | 154.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 854.80 | 154.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 849.20 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 820.20 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 822.45 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 832.70 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 28 Oct | 792.05 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 780.95 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 794.55 | 154.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 786.00 | 154.45 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 680 expiring on 28NOV2024
Delta for 680 CE is -
Historical price for 680 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 88.5, which was -65.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 154.45, 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 154.45, 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 18 Nov SBIN was trading at 814.30. The strike last trading price was 154.45, 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 Nov SBIN was trading at 804.25. The strike last trading price was 154.45, 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 Nov SBIN was trading at 808.65. The strike last trading price was 154.45, 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 Nov SBIN was trading at 826.70. The strike last trading price was 154.45, 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 Nov SBIN was trading at 847.65. The strike last trading price was 154.45, 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 154.45, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 154.45, 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 Nov SBIN was trading at 854.80. The strike last trading price was 154.45, 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 Nov SBIN was trading at 849.20. The strike last trading price was 154.45, 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 4 Nov SBIN was trading at 829.85. The strike last trading price was 154.45, 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 1 Nov SBIN was trading at 821.20. The strike last trading price was 154.45, 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 31 Oct SBIN was trading at 820.20. The strike last trading price was 154.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 154.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 154.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 154.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 154.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 154.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 154.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.06
Theta: -0.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 0.5 | 0.25 | 51.83 | 2,074 | 295 | 552 |
| 20 Nov | 803.00 | 0.25 | 0.00 | 47.87 | 67 | -8 | 258 |
| 19 Nov | 803.00 | 0.25 | -0.05 | 47.87 | 67 | -7 | 258 |
| 18 Nov | 814.30 | 0.3 | -0.05 | 50.16 | 40 | -23 | 265 |
| 14 Nov | 804.25 | 0.35 | -0.10 | 41.51 | 44 | 12 | 290 |
| 13 Nov | 808.65 | 0.45 | 0.20 | 43.24 | 148 | 5 | 279 |
| 12 Nov | 826.70 | 0.25 | -0.10 | 41.61 | 88 | -19 | 277 |
| 11 Nov | 847.65 | 0.35 | 0.05 | 46.61 | 31 | -15 | 296 |
| 8 Nov | 843.15 | 0.3 | -0.30 | 41.24 | 332 | 59 | 321 |
| 7 Nov | 859.60 | 0.6 | 0.05 | 47.88 | 79 | 6 | 260 |
| 6 Nov | 854.80 | 0.55 | -0.20 | 45.76 | 112 | -34 | 255 |
| 5 Nov | 849.20 | 0.75 | -0.25 | 45.41 | 367 | 64 | 289 |
| 4 Nov | 829.85 | 1 | -0.15 | 43.11 | 332 | 46 | 229 |
| 1 Nov | 821.20 | 1.15 | -0.05 | 40.27 | 24 | 14 | 186 |
| 31 Oct | 820.20 | 1.2 | -0.20 | - | 17 | 6 | 173 |
| 30 Oct | 822.45 | 1.4 | 0.10 | - | 86 | 18 | 167 |
| 29 Oct | 832.70 | 1.3 | -0.30 | - | 56 | -10 | 150 |
| 28 Oct | 792.05 | 1.6 | -0.85 | - | 177 | 19 | 161 |
| 25 Oct | 780.95 | 2.45 | 0.95 | - | 216 | 53 | 142 |
| 24 Oct | 794.55 | 1.5 | -0.40 | - | 63 | 16 | 91 |
| 23 Oct | 786.00 | 1.9 | - | 93 | 73 | 74 | |
For State Bank Of India - strike price 680 expiring on 28NOV2024
Delta for 680 PE is -0.02
Historical price for 680 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 51.83, the open interest changed by 295 which increased total open position to 552
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 47.87, the open interest changed by -8 which decreased total open position to 258
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 47.87, the open interest changed by -7 which decreased total open position to 258
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 50.16, the open interest changed by -23 which decreased total open position to 265
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 41.51, the open interest changed by 12 which increased total open position to 290
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.45, which was 0.20 higher than the previous day. The implied volatity was 43.24, the open interest changed by 5 which increased total open position to 279
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 41.61, the open interest changed by -19 which decreased total open position to 277
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 46.61, the open interest changed by -15 which decreased total open position to 296
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 41.24, the open interest changed by 59 which increased total open position to 321
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 47.88, the open interest changed by 6 which increased total open position to 260
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 45.76, the open interest changed by -34 which decreased total open position to 255
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 45.41, the open interest changed by 64 which increased total open position to 289
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 43.11, the open interest changed by 46 which increased total open position to 229
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 40.27, the open interest changed by 14 which increased total open position to 186
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 2.45, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 1.5, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
