SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 803.00 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 803.00 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 814.30 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 804.25 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 808.65 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 826.70 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 847.65 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 843.15 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 859.60 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 854.80 | 126.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 849.20 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 820.20 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 822.45 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 832.70 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 792.05 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 780.95 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 794.55 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 786.00 | 126.8 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 690 expiring on 28NOV2024
Delta for 690 CE is -
Historical price for 690 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 126.8, 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 126.8, 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 Nov SBIN was trading at 803.00. The strike last trading price was 126.8, 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 Nov SBIN was trading at 814.30. The strike last trading price was 126.8, 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 14 Nov SBIN was trading at 804.25. The strike last trading price was 126.8, 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 Nov SBIN was trading at 808.65. The strike last trading price was 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, 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 126.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 690 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.08
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 0.75 | 0.30 | 50.66 | 1,939 | 118 | 312 |
| 20 Nov | 803.00 | 0.45 | 0.00 | 48.22 | 5 | 2 | 193 |
| 19 Nov | 803.00 | 0.45 | 0.15 | 48.22 | 5 | 1 | 193 |
| 18 Nov | 814.30 | 0.3 | -0.10 | 46.64 | 62 | -2 | 193 |
| 14 Nov | 804.25 | 0.4 | -0.15 | 39.21 | 69 | 1 | 195 |
| 13 Nov | 808.65 | 0.55 | 0.20 | 41.50 | 172 | 7 | 196 |
| 12 Nov | 826.70 | 0.35 | 0.00 | 40.75 | 27 | 6 | 211 |
| 11 Nov | 847.65 | 0.35 | -0.10 | 43.87 | 45 | 10 | 207 |
| 8 Nov | 843.15 | 0.45 | -0.20 | 41.07 | 237 | 64 | 207 |
| 7 Nov | 859.60 | 0.65 | 0.00 | 45.89 | 101 | 23 | 142 |
| 6 Nov | 854.80 | 0.65 | -0.25 | 44.39 | 176 | 72 | 130 |
| 5 Nov | 849.20 | 0.9 | -0.30 | 44.19 | 70 | -8 | 57 |
| 4 Nov | 829.85 | 1.2 | -0.20 | 41.87 | 219 | -2 | 78 |
| 1 Nov | 821.20 | 1.4 | -0.05 | 39.17 | 31 | 22 | 79 |
| 31 Oct | 820.20 | 1.45 | -0.20 | - | 10 | 1 | 55 |
| 30 Oct | 822.45 | 1.65 | -0.20 | - | 9 | 2 | 54 |
| 29 Oct | 832.70 | 1.85 | -0.05 | - | 51 | 6 | 50 |
| 28 Oct | 792.05 | 1.9 | -0.95 | - | 57 | 17 | 45 |
| 25 Oct | 780.95 | 2.85 | 0.95 | - | 37 | 10 | 28 |
| 24 Oct | 794.55 | 1.9 | -0.40 | - | 25 | 12 | 17 |
| 23 Oct | 786.00 | 2.3 | - | 16 | 6 | 6 | |
For State Bank Of India - strike price 690 expiring on 28NOV2024
Delta for 690 PE is -0.03
Historical price for 690 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 50.66, the open interest changed by 118 which increased total open position to 312
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 48.22, the open interest changed by 2 which increased total open position to 193
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 48.22, the open interest changed by 1 which increased total open position to 193
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 46.64, the open interest changed by -2 which decreased total open position to 193
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 39.21, the open interest changed by 1 which increased total open position to 195
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 41.50, the open interest changed by 7 which increased total open position to 196
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.75, the open interest changed by 6 which increased total open position to 211
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.87, the open interest changed by 10 which increased total open position to 207
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 41.07, the open interest changed by 64 which increased total open position to 207
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 45.89, the open interest changed by 23 which increased total open position to 142
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 44.39, the open interest changed by 72 which increased total open position to 130
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 44.19, the open interest changed by -8 which decreased total open position to 57
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 41.87, the open interest changed by -2 which decreased total open position to 78
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 39.17, the open interest changed by 22 which increased total open position to 79
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 1.45, 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 1.65, 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 29 Oct SBIN was trading at 832.70. The strike last trading price was 1.85, which was -0.05 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 1.9, which was -0.95 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 2.85, 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 1.9, 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 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
