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

856.7 -4.90 (-0.57%)

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Historical option data for SBIN

12 Dec 2024 10:00 AM IST
SBIN 26DEC2024 700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.35 163 0.00 0.00 0 0 0
11 Dec 861.60 163 0.00 0.00 0 0 0
10 Dec 867.50 163 0.00 0.00 0 -2 0
9 Dec 858.05 163 -10.15 55.60 2 -1 70
6 Dec 863.65 173.15 0.00 0.00 0 -10 0
5 Dec 865.45 173.15 8.15 - 20 -8 73
4 Dec 859.70 165 8.10 52.97 24 5 85
3 Dec 853.95 156.9 19.00 - 6 -1 80
2 Dec 836.40 137.9 -2.90 - 2 0 80
29 Nov 838.95 140.8 -3.20 - 3 0 80
28 Nov 838.85 144 4.80 - 16 0 80
27 Nov 834.10 139.2 -6.80 - 15 -1 80
26 Nov 839.40 146 -2.40 40.61 10 -6 81
25 Nov 844.45 148.4 29.05 - 22 -2 86
22 Nov 816.05 119.35 30.35 - 88 1 89
21 Nov 780.75 89 -20.15 24.58 143 66 86
20 Nov 803.00 109.15 0.00 - 3 1 21
19 Nov 803.00 109.15 -11.15 - 3 2 21
18 Nov 814.30 120.3 7.30 - 7 5 17
14 Nov 804.25 113 -13.75 - 12 11 11
13 Nov 808.65 126.75 0.00 - 0 0 0
12 Nov 826.70 126.75 0.00 - 0 0 0
11 Nov 847.65 126.75 0.00 - 0 0 0
8 Nov 843.15 126.75 0.00 - 0 0 0
7 Nov 859.60 126.75 0.00 - 0 0 0
6 Nov 854.80 126.75 0.00 - 0 0 0
5 Nov 849.20 126.75 0.00 - 0 0 0
4 Nov 829.85 126.75 0.00 - 0 0 0
1 Nov 821.20 126.75 0.00 - 0 0 0
31 Oct 820.20 126.75 0.00 - 0 0 0
30 Oct 822.45 126.75 0.00 - 0 0 0
29 Oct 832.70 126.75 0.00 - 0 0 0
28 Oct 792.05 126.75 0.00 - 0 0 0
25 Oct 780.95 126.75 0.00 - 0 0 0
24 Oct 794.55 126.75 0.00 - 0 0 0
23 Oct 786.00 126.75 0.00 - 0 0 0
22 Oct 790.40 126.75 0.00 - 0 0 0
21 Oct 813.95 126.75 0.00 - 0 0 0
18 Oct 820.40 126.75 0.00 - 0 0 0
17 Oct 811.05 126.75 0.00 - 0 0 0
16 Oct 805.45 126.75 0.00 - 0 0 0
14 Oct 805.15 126.75 0.00 - 0 0 0
10 Oct 797.10 126.75 0.00 - 0 0 0
9 Oct 797.40 126.75 0.00 - 0 0 0
7 Oct 770.65 126.75 0.00 - 0 0 0
4 Oct 796.65 126.75 - 0 0 0


For State Bank Of India - strike price 700 expiring on 26DEC2024

Delta for 700 CE is 0.00

Historical price for 700 CE is as follows

On 12 Dec SBIN was trading at 857.35. The strike last trading price was 163, 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 163, 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 163, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 163, which was -10.15 lower than the previous day. The implied volatity was 55.60, the open interest changed by -1 which decreased total open position to 70


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 173.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 173.15, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 73


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 165, which was 8.10 higher than the previous day. The implied volatity was 52.97, the open interest changed by 5 which increased total open position to 85


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 156.9, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 80


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 137.9, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 140.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 144, which was 4.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 139.2, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 80


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 146, which was -2.40 lower than the previous day. The implied volatity was 40.61, the open interest changed by -6 which decreased total open position to 81


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 148.4, which was 29.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 86


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 119.35, which was 30.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 89


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 89, which was -20.15 lower than the previous day. The implied volatity was 24.58, the open interest changed by 66 which increased total open position to 86


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 109.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 109.15, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 21


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 120.3, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 17


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 113, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 126.75, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 126.75, 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 11 Nov SBIN was trading at 847.65. The strike last trading price was 126.75, 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 126.75, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 126.75, 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 6 Nov SBIN was trading at 854.80. The strike last trading price was 126.75, 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 126.75, 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 126.75, 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 126.75, 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 126.75, 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 126.75, 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 126.75, 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 126.75, 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 126.75, 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 126.75, 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 126.75, 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 22 Oct SBIN was trading at 790.40. The strike last trading price was 126.75, 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 21 Oct SBIN was trading at 813.95. The strike last trading price was 126.75, 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 18 Oct SBIN was trading at 820.40. The strike last trading price was 126.75, 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 17 Oct SBIN was trading at 811.05. The strike last trading price was 126.75, 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 16 Oct SBIN was trading at 805.45. The strike last trading price was 126.75, 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 14 Oct SBIN was trading at 805.15. The strike last trading price was 126.75, 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 10 Oct SBIN was trading at 797.10. The strike last trading price was 126.75, 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 9 Oct SBIN was trading at 797.40. The strike last trading price was 126.75, 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 7 Oct SBIN was trading at 770.65. The strike last trading price was 126.75, 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 4 Oct SBIN was trading at 796.65. The strike last trading price was 126.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SBIN 26DEC2024 700 PE
Delta: -0.01
Vega: 0.05
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.35 0.3 0.00 46.44 115 -40 1,382
11 Dec 861.60 0.3 -0.05 46.35 68 -41 1,423
10 Dec 867.50 0.35 -0.05 47.20 182 16 1,463
9 Dec 858.05 0.4 -0.05 44.60 131 23 1,445
6 Dec 863.65 0.45 -0.10 42.88 269 13 1,456
5 Dec 865.45 0.55 0.00 43.39 547 -121 1,437
4 Dec 859.70 0.55 -0.05 41.36 450 -90 1,558
3 Dec 853.95 0.6 -0.10 40.07 827 124 1,660
2 Dec 836.40 0.7 -0.20 37.05 904 172 1,536
29 Nov 838.95 0.9 -0.25 36.88 770 150 1,365
28 Nov 838.85 1.15 0.05 38.22 544 29 1,215
27 Nov 834.10 1.1 -0.35 36.22 590 -115 1,185
26 Nov 839.40 1.45 -0.10 38.22 319 50 1,301
25 Nov 844.45 1.55 -0.70 39.38 749 382 1,250
22 Nov 816.05 2.25 -2.55 34.76 1,535 187 1,055
21 Nov 780.75 4.8 2.15 33.57 3,236 365 869
20 Nov 803.00 2.65 0.00 32.24 183 18 506
19 Nov 803.00 2.65 0.90 32.24 183 20 506
18 Nov 814.30 1.75 -0.45 31.24 166 45 486
14 Nov 804.25 2.2 0.00 29.88 269 108 437
13 Nov 808.65 2.2 0.40 30.73 133 -38 329
12 Nov 826.70 1.8 0.35 31.46 98 4 367
11 Nov 847.65 1.45 -0.10 32.94 117 65 364
8 Nov 843.15 1.55 -0.30 31.68 224 67 298
7 Nov 859.60 1.85 -0.35 35.09 191 29 232
6 Nov 854.80 2.2 -0.50 35.60 153 -2 200
5 Nov 849.20 2.7 -1.30 35.64 271 38 200
4 Nov 829.85 4 -0.20 35.77 332 30 163
1 Nov 821.20 4.2 -0.10 33.99 32 0 132
31 Oct 820.20 4.3 0.55 - 77 10 132
30 Oct 822.45 3.75 -1.00 - 13 6 122
29 Oct 832.70 4.75 -0.25 - 62 15 115
28 Oct 792.05 5 -1.70 - 81 40 92
25 Oct 780.95 6.7 1.65 - 11 4 52
24 Oct 794.55 5.05 -1.45 - 13 -1 49
23 Oct 786.00 6.5 1.50 - 72 5 47
22 Oct 790.40 5 1.50 - 15 4 42
21 Oct 813.95 3.5 0.20 - 2 0 39
18 Oct 820.40 3.3 -0.30 - 6 4 38
17 Oct 811.05 3.6 -0.10 - 10 5 29
16 Oct 805.45 3.7 -0.50 - 4 2 22
14 Oct 805.15 4.2 -0.90 - 6 2 19
10 Oct 797.10 5.1 -0.35 - 5 0 17
9 Oct 797.40 5.45 -6.50 - 6 1 17
7 Oct 770.65 11.95 5.25 - 14 9 15
4 Oct 796.65 6.7 - 3 1 6


For State Bank Of India - strike price 700 expiring on 26DEC2024

Delta for 700 PE is -0.01

Historical price for 700 PE is as follows

On 12 Dec SBIN was trading at 857.35. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 46.44, the open interest changed by -40 which decreased total open position to 1382


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 46.35, the open interest changed by -41 which decreased total open position to 1423


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 47.20, the open interest changed by 16 which increased total open position to 1463


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 44.60, the open interest changed by 23 which increased total open position to 1445


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 42.88, the open interest changed by 13 which increased total open position to 1456


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 43.39, the open interest changed by -121 which decreased total open position to 1437


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 41.36, the open interest changed by -90 which decreased total open position to 1558


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 40.07, the open interest changed by 124 which increased total open position to 1660


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 37.05, the open interest changed by 172 which increased total open position to 1536


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 36.88, the open interest changed by 150 which increased total open position to 1365


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 38.22, the open interest changed by 29 which increased total open position to 1215


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 36.22, the open interest changed by -115 which decreased total open position to 1185


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 38.22, the open interest changed by 50 which increased total open position to 1301


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 1.55, which was -0.70 lower than the previous day. The implied volatity was 39.38, the open interest changed by 382 which increased total open position to 1250


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 2.25, which was -2.55 lower than the previous day. The implied volatity was 34.76, the open interest changed by 187 which increased total open position to 1055


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 4.8, which was 2.15 higher than the previous day. The implied volatity was 33.57, the open interest changed by 365 which increased total open position to 869


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 18 which increased total open position to 506


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 2.65, which was 0.90 higher than the previous day. The implied volatity was 32.24, the open interest changed by 20 which increased total open position to 506


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 31.24, the open interest changed by 45 which increased total open position to 486


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 29.88, the open interest changed by 108 which increased total open position to 437


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 2.2, which was 0.40 higher than the previous day. The implied volatity was 30.73, the open interest changed by -38 which decreased total open position to 329


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 31.46, the open interest changed by 4 which increased total open position to 367


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 32.94, the open interest changed by 65 which increased total open position to 364


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 31.68, the open interest changed by 67 which increased total open position to 298


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 35.09, the open interest changed by 29 which increased total open position to 232


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 2.2, which was -0.50 lower than the previous day. The implied volatity was 35.60, the open interest changed by -2 which decreased total open position to 200


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 2.7, which was -1.30 lower than the previous day. The implied volatity was 35.64, the open interest changed by 38 which increased total open position to 200


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 4, which was -0.20 lower than the previous day. The implied volatity was 35.77, the open interest changed by 30 which increased total open position to 163


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 4.2, which was -0.10 lower than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 132


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 4.3, which was 0.55 higher 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 3.75, which was -1.00 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 4.75, which was -0.25 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 5, which was -1.70 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 6.7, which was 1.65 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 5.05, which was -1.45 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 6.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SBIN was trading at 790.40. The strike last trading price was 5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct SBIN was trading at 813.95. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct SBIN was trading at 820.40. The strike last trading price was 3.3, 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 17 Oct SBIN was trading at 811.05. The strike last trading price was 3.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct SBIN was trading at 805.45. The strike last trading price was 3.7, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct SBIN was trading at 805.15. The strike last trading price was 4.2, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SBIN was trading at 797.10. The strike last trading price was 5.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SBIN was trading at 797.40. The strike last trading price was 5.45, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SBIN was trading at 770.65. The strike last trading price was 11.95, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SBIN was trading at 796.65. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to