SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 859.75 | 161.95 | 19.10 | - | 8,250 | 1,67,250 | 1,67,250 | |||
4 Jul | 839.30 | 142.85 | - | 0 | 10,500 | 0 | ||||
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3 Jul | 839.95 | 142.85 | - | 59,250 | 10,500 | 1,65,750 | ||||
2 Jul | 826.15 | 129.9 | - | 33,750 | -5,250 | 1,55,250 | ||||
1 Jul | 841.95 | 148.2 | - | 4,500 | -2,250 | 1,60,500 | ||||
28 Jun | 848.95 | 156 | - | 14,250 | -2,250 | 1,62,750 | ||||
27 Jun | 844.00 | 151 | - | 63,750 | 57,000 | 1,65,000 | ||||
26 Jun | 845.35 | 151.3 | - | 85,500 | 22,500 | 1,08,750 | ||||
25 Jun | 842.25 | 144.45 | - | 11,250 | 4,500 | 86,250 | ||||
24 Jun | 832.70 | 138.7 | - | 50,250 | 34,500 | 81,750 | ||||
21 Jun | 836.30 | 141.00 | - | 40,500 | 35,250 | 47,250 | ||||
20 Jun | 843.75 | 151.50 | - | 9,000 | 7,500 | 9,000 | ||||
19 Jun | 852.60 | 159.00 | - | 3,000 | 1,500 | 1,500 | ||||
18 Jun | 844.90 | 131.35 | - | 0 | 0 | 0 | ||||
14 Jun | 839.20 | 131.35 | - | 0 | 0 | 0 | ||||
13 Jun | 843.90 | 131.35 | - | 0 | 0 | 0 | ||||
12 Jun | 839.10 | 131.35 | - | 0 | 0 | 0 | ||||
11 Jun | 835.55 | 131.35 | - | 0 | 0 | 0 | ||||
10 Jun | 831.80 | 131.35 | - | 0 | 0 | 0 | ||||
7 Jun | 829.95 | 131.35 | - | 0 | 0 | 0 | ||||
6 Jun | 816.95 | 131.35 | - | 0 | 0 | 0 | ||||
5 Jun | 789.75 | 131.35 | - | 0 | 0 | 0 | ||||
4 Jun | 775.20 | 131.35 | - | 0 | 0 | 0 | ||||
3 Jun | 905.65 | 131.35 | - | 0 | 0 | 0 | ||||
31 May | 830.35 | 131.35 | - | 0 | 0 | 0 | ||||
30 May | 825.85 | 131.35 | - | 0 | 0 | 0 | ||||
29 May | 822.65 | 131.35 | - | 0 | 0 | 0 | ||||
27 May | 833.70 | 0.00 | - | 0 | 0 | 0 | ||||
23 May | 832.10 | 0.00 | - | 0 | 0 | 0 |
For STATE BANK OF INDIA - strike price 700 expiring on 25JUL2024
Delta for 700 CE is -
Historical price for 700 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 161.95, which was 19.10 higher than the previous day. The implied volatity was -, the open interest changed by 167250 which increased total open position to 167250
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 142.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 0
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 142.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 165750
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 129.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 155250
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 148.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 160500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 156, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 162750
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 151, which was lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 165000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 151.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 108750
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 144.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 86250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 138.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 81750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 141.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 35250 which increased total open position to 47250
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 151.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 9000
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 159.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May SBIN was trading at 830.35. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May SBIN was trading at 825.85. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May SBIN was trading at 822.65. The strike last trading price was 131.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May SBIN was trading at 833.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May SBIN was trading at 832.10. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 859.75 | 0.25 | -0.05 | - | 2,60,250 | 31,500 | 7,12,500 |
4 Jul | 839.30 | 0.3 | - | 2,60,250 | 54,750 | 6,81,000 | |
3 Jul | 839.95 | 0.4 | - | 4,23,000 | -86,250 | 6,26,250 | |
2 Jul | 826.15 | 0.6 | - | 5,13,750 | 33,000 | 6,99,750 | |
1 Jul | 841.95 | 0.6 | - | 2,07,750 | 3,000 | 6,66,750 | |
28 Jun | 848.95 | 0.75 | - | 4,08,000 | 92,250 | 6,63,750 | |
27 Jun | 844.00 | 1.2 | - | 1,62,000 | 48,000 | 5,71,500 | |
26 Jun | 845.35 | 1.15 | - | 2,39,250 | 43,500 | 5,22,750 | |
25 Jun | 842.25 | 1.15 | - | 83,250 | 30,000 | 4,79,250 | |
24 Jun | 832.70 | 1.05 | - | 75,000 | 14,250 | 4,49,250 | |
21 Jun | 836.30 | 1.35 | - | 2,88,750 | 90,000 | 4,35,000 | |
20 Jun | 843.75 | 1.20 | - | 69,000 | 27,750 | 3,45,000 | |
19 Jun | 852.60 | 1.30 | - | 33,750 | 0 | 3,17,250 | |
18 Jun | 844.90 | 1.25 | - | 36,750 | 6,000 | 3,14,250 | |
14 Jun | 839.20 | 1.60 | - | 51,000 | 5,250 | 3,08,250 | |
13 Jun | 843.90 | 1.65 | - | 76,500 | -5,250 | 3,01,500 | |
12 Jun | 839.10 | 2.10 | - | 1,59,000 | 17,250 | 3,06,750 | |
11 Jun | 835.55 | 3.05 | - | 92,250 | -5,250 | 2,88,750 | |
10 Jun | 831.80 | 4.15 | - | 1,41,000 | 75,000 | 2,92,500 | |
7 Jun | 829.95 | 5.05 | - | 1,08,750 | 79,500 | 2,18,250 | |
6 Jun | 816.95 | 6.80 | - | 1,32,750 | -36,000 | 1,38,750 | |
5 Jun | 789.75 | 12.60 | - | 4,35,000 | 87,750 | 1,74,750 | |
4 Jun | 775.20 | 23.50 | - | 1,80,750 | 67,500 | 87,000 | |
3 Jun | 905.65 | 3.40 | - | 15,000 | -5,250 | 19,500 | |
31 May | 830.35 | 4.60 | - | 6,750 | 9,000 | 24,000 | |
30 May | 825.85 | 5.25 | - | 3,000 | 1,500 | 15,000 | |
29 May | 822.65 | 4.90 | - | 2,250 | 750 | 13,500 | |
27 May | 833.70 | 5.35 | - | 6,000 | 1,500 | 8,250 | |
23 May | 832.10 | 6.15 | - | 6,750 | 3,750 | 3,750 |
For STATE BANK OF INDIA - strike price 700 expiring on 25JUL2024
Delta for 700 PE is -
Historical price for 700 PE is as follows
On 5 Jul SBIN was trading at 859.75. 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 31500 which increased total open position to 712500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 54750 which increased total open position to 681000
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -86250 which decreased total open position to 626250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 699750
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 666750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 92250 which increased total open position to 663750
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 571500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 43500 which increased total open position to 522750
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 479250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 449250
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 90000 which increased total open position to 435000
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 27750 which increased total open position to 345000
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 317250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 314250
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 308250
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 301500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 306750
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 288750
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75000 which increased total open position to 292500
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 79500 which increased total open position to 218250
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 6.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -36000 which decreased total open position to 138750
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 12.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 87750 which increased total open position to 174750
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 87000
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 19500
On 31 May SBIN was trading at 830.35. The strike last trading price was 4.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 24000
On 30 May SBIN was trading at 825.85. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 15000
On 29 May SBIN was trading at 822.65. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 13500
On 27 May SBIN was trading at 833.70. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 8250
On 23 May SBIN was trading at 832.10. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 3750