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

779.55 3.15 (0.41%)

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Historical option data for SBIN

07 Jan 2025 12:40 PM IST
SBIN 30JAN2025 700 CE
Delta: 0.94
Vega: 0.25
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 778.95 85.05 4.05 30.40 6 1 47
6 Jan 776.40 81 -18.65 - 12 1 45
3 Jan 793.40 99.65 -7.35 29.34 8 1 39
2 Jan 801.20 107 7.00 - 5 2 39
1 Jan 793.20 100 1.00 20.75 3 0 0
31 Dec 794.95 99 0.00 - 10 2 34
30 Dec 788.30 99 -5.75 - 14 4 31
27 Dec 799.65 104.75 -11.75 - 6 1 27
26 Dec 812.45 116.5 -3.50 - 13 10 24
24 Dec 812.05 120 -3.70 - 18 8 12
23 Dec 821.15 123.7 -18.60 - 5 2 2
20 Dec 812.00 142.3 0.00 0.00 0 0 0
19 Dec 832.80 142.3 0.00 0.00 0 0 0
18 Dec 838.15 142.3 0.00 0.00 0 0 0
17 Dec 850.55 142.3 0.00 0.00 0 0 0
16 Dec 860.95 142.3 0.00 0.00 0 0 0
13 Dec 861.55 142.3 0.00 0.00 0 0 0
12 Dec 853.70 142.3 0.00 0.00 0 0 0
11 Dec 861.60 142.3 0.00 0.00 0 0 0
10 Dec 867.50 142.3 0.00 0.00 0 0 0
9 Dec 858.05 142.3 0.00 0.00 0 0 0
6 Dec 863.65 142.3 0.00 0.00 0 0 0
5 Dec 865.45 142.3 0.00 0.00 0 0 0
4 Dec 859.70 142.3 0.00 0.00 0 0 0
3 Dec 853.95 142.3 0.00 0.00 0 0 0
2 Dec 836.40 142.3 0.00 - 0 0 0
29 Nov 838.95 142.3 142.30 - 0 0 0
28 Nov 838.85 0 0.00 - 0 0 0
26 Nov 839.40 0 0.00 - 0 0 0
25 Nov 844.45 0 0.00 - 0 0 0
22 Nov 816.05 0 0.00 - 0 0 0
21 Nov 780.75 0 - 0 0 0


For State Bank Of India - strike price 700 expiring on 30JAN2025

Delta for 700 CE is 0.94

Historical price for 700 CE is as follows

On 7 Jan SBIN was trading at 778.95. The strike last trading price was 85.05, which was 4.05 higher than the previous day. The implied volatity was 30.40, the open interest changed by 1 which increased total open position to 47


On 6 Jan SBIN was trading at 776.40. The strike last trading price was 81, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 45


On 3 Jan SBIN was trading at 793.40. The strike last trading price was 99.65, which was -7.35 lower than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 39


On 2 Jan SBIN was trading at 801.20. The strike last trading price was 107, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 39


On 1 Jan SBIN was trading at 793.20. The strike last trading price was 100, which was 1.00 higher than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SBIN was trading at 794.95. The strike last trading price was 99, 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 34


On 30 Dec SBIN was trading at 788.30. The strike last trading price was 99, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 31


On 27 Dec SBIN was trading at 799.65. The strike last trading price was 104.75, which was -11.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 27


On 26 Dec SBIN was trading at 812.45. The strike last trading price was 116.5, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 24


On 24 Dec SBIN was trading at 812.05. The strike last trading price was 120, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 12


On 23 Dec SBIN was trading at 821.15. The strike last trading price was 123.7, which was -18.60 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 20 Dec SBIN was trading at 812.00. The strike last trading price was 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, which was 142.30 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 30JAN2025 700 PE
Delta: -0.06
Vega: 0.23
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 778.95 1.45 -0.65 29.21 3,308 -615 2,318
6 Jan 776.40 2.1 1.15 31.15 6,475 1,016 2,824
3 Jan 793.40 0.95 0.15 28.08 817 -4 1,806
2 Jan 801.20 0.8 -0.20 28.56 1,067 89 1,809
1 Jan 793.20 1 0.05 27.66 776 54 1,703
31 Dec 794.95 0.95 -0.05 27.32 1,176 117 1,649
30 Dec 788.30 1 0.25 26.64 2,186 607 1,539
27 Dec 799.65 0.75 -0.15 25.62 802 487 932
26 Dec 812.45 0.9 -0.05 28.48 281 52 445
24 Dec 812.05 0.95 0.10 27.88 197 33 395
23 Dec 821.15 0.85 -1.10 28.26 368 -2 362
20 Dec 812.00 1.95 0.80 30.87 217 69 363
19 Dec 832.80 1.15 0.15 30.42 92 22 295
18 Dec 838.15 1 -0.05 30.66 72 -19 272
17 Dec 850.55 1.05 0.00 31.95 88 -1 291
16 Dec 860.95 1.05 -0.10 33.20 31 10 293
13 Dec 861.55 1.15 -0.10 32.93 149 -59 284
12 Dec 853.70 1.25 0.00 31.92 91 -52 345
11 Dec 861.60 1.25 -0.15 32.80 16 5 397
10 Dec 867.50 1.4 -0.15 34.00 58 20 391
9 Dec 858.05 1.55 0.00 33.01 26 -13 373
6 Dec 863.65 1.55 -0.35 32.84 49 11 385
5 Dec 865.45 1.9 0.20 34.07 278 203 372
4 Dec 859.70 1.7 -0.15 32.30 17 10 164
3 Dec 853.95 1.85 -0.60 31.90 161 101 148
2 Dec 836.40 2.45 0.30 31.17 6 1 46
29 Nov 838.95 2.15 -0.50 29.94 7 2 42
28 Nov 838.85 2.65 -0.80 31.32 9 4 41
26 Nov 839.40 3.45 0.00 32.45 1 0 36
25 Nov 844.45 3.45 -1.05 33.20 8 11 35
22 Nov 816.05 4.5 -4.00 30.23 6 4 28
21 Nov 780.75 8.5 30.19 24 19 19


For State Bank Of India - strike price 700 expiring on 30JAN2025

Delta for 700 PE is -0.06

Historical price for 700 PE is as follows

On 7 Jan SBIN was trading at 778.95. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 29.21, the open interest changed by -615 which decreased total open position to 2318


On 6 Jan SBIN was trading at 776.40. The strike last trading price was 2.1, which was 1.15 higher than the previous day. The implied volatity was 31.15, the open interest changed by 1016 which increased total open position to 2824


On 3 Jan SBIN was trading at 793.40. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 28.08, the open interest changed by -4 which decreased total open position to 1806


On 2 Jan SBIN was trading at 801.20. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 28.56, the open interest changed by 89 which increased total open position to 1809


On 1 Jan SBIN was trading at 793.20. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 27.66, the open interest changed by 54 which increased total open position to 1703


On 31 Dec SBIN was trading at 794.95. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 27.32, the open interest changed by 117 which increased total open position to 1649


On 30 Dec SBIN was trading at 788.30. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 26.64, the open interest changed by 607 which increased total open position to 1539


On 27 Dec SBIN was trading at 799.65. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 25.62, the open interest changed by 487 which increased total open position to 932


On 26 Dec SBIN was trading at 812.45. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 28.48, the open interest changed by 52 which increased total open position to 445


On 24 Dec SBIN was trading at 812.05. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 27.88, the open interest changed by 33 which increased total open position to 395


On 23 Dec SBIN was trading at 821.15. The strike last trading price was 0.85, which was -1.10 lower than the previous day. The implied volatity was 28.26, the open interest changed by -2 which decreased total open position to 362


On 20 Dec SBIN was trading at 812.00. The strike last trading price was 1.95, which was 0.80 higher than the previous day. The implied volatity was 30.87, the open interest changed by 69 which increased total open position to 363


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 30.42, the open interest changed by 22 which increased total open position to 295


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 30.66, the open interest changed by -19 which decreased total open position to 272


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 31.95, the open interest changed by -1 which decreased total open position to 291


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 33.20, the open interest changed by 10 which increased total open position to 293


On 13 Dec SBIN was trading at 861.55. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 32.93, the open interest changed by -59 which decreased total open position to 284


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 31.92, the open interest changed by -52 which decreased total open position to 345


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 32.80, the open interest changed by 5 which increased total open position to 397


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 34.00, the open interest changed by 20 which increased total open position to 391


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 33.01, the open interest changed by -13 which decreased total open position to 373


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 32.84, the open interest changed by 11 which increased total open position to 385


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 1.9, which was 0.20 higher than the previous day. The implied volatity was 34.07, the open interest changed by 203 which increased total open position to 372


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 32.30, the open interest changed by 10 which increased total open position to 164


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 31.90, the open interest changed by 101 which increased total open position to 148


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 31.17, the open interest changed by 1 which increased total open position to 46


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 2.15, which was -0.50 lower than the previous day. The implied volatity was 29.94, the open interest changed by 2 which increased total open position to 42


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 2.65, which was -0.80 lower than the previous day. The implied volatity was 31.32, the open interest changed by 4 which increased total open position to 41


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 36


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 33.20, the open interest changed by 11 which increased total open position to 35


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 4.5, which was -4.00 lower than the previous day. The implied volatity was 30.23, the open interest changed by 4 which increased total open position to 28


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was 30.19, the open interest changed by 19 which increased total open position to 19