SBIN
State Bank Of India
Historical option data for SBIN
07 Jan 2025 12:40 PM IST
SBIN 30JAN2025 700 CE | ||||||||||
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Delta: 0.94
Vega: 0.25
Theta: -0.34
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.06
Vega: 0.23
Theta: -0.13
Gamma: 0.00
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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