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

804.25 -4.40 (-0.54%)

Back to Option Chain


Historical option data for SBIN

14 Nov 2024 04:10 PM IST
SBIN 28NOV2024 700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 804.25 106 -5.80 - 10 1 61
13 Nov 808.65 111.8 -19.20 - 6 1 60
12 Nov 826.70 131 -21.00 50.83 2 0 57
11 Nov 847.65 152 7.90 59.43 5 -3 57
8 Nov 843.15 144.1 -18.55 - 3 -1 59
7 Nov 859.60 162.65 3.65 38.50 4 0 60
6 Nov 854.80 159 10.00 - 1 0 61
5 Nov 849.20 149 23.00 - 4 1 60
4 Nov 829.85 126 0.00 - 36 -11 63
1 Nov 821.20 126 -3.50 - 1 0 73
31 Oct 820.20 129.5 -4.60 - 5 -1 69
30 Oct 822.45 134.1 1.10 - 11 -1 62
29 Oct 832.70 133 32.00 - 32 7 61
28 Oct 792.05 101 10.70 - 26 -9 54
25 Oct 780.95 90.3 -13.20 - 58 35 63
24 Oct 794.55 103.5 9.00 - 4 0 28
23 Oct 786.00 94.5 -11.50 - 26 7 29
22 Oct 790.40 106 -16.60 - 7 4 22
21 Oct 813.95 122.6 -11.40 - 5 4 17
18 Oct 820.40 134 7.25 - 2 1 12
17 Oct 811.05 126.75 14.45 - 1 0 10
16 Oct 805.45 112.3 0.00 - 0 -1 0
15 Oct 804.65 112.3 1.15 - 1 0 11
14 Oct 805.15 111.15 0.00 - 0 5 0
11 Oct 799.75 111.15 0.50 - 6 0 6
10 Oct 797.10 110.65 2.15 - 3 2 6
9 Oct 797.40 108.5 -29.50 - 4 3 3
8 Oct 781.45 138 0.00 - 0 0 0
7 Oct 770.65 138 0.00 - 0 0 0
4 Oct 796.65 138 0.00 - 0 0 0
3 Oct 794.10 138 0.00 - 0 0 0
1 Oct 796.95 138 0.00 - 0 0 0
30 Sept 787.90 138 0.00 - 0 0 0
27 Sept 802.65 138 0.00 - 0 0 0
26 Sept 801.85 138 0.00 - 0 0 0
25 Sept 793.10 138 0.00 - 0 0 0
24 Sept 798.25 138 0.00 - 0 0 0
23 Sept 801.85 138 0.00 - 0 0 0
20 Sept 781.70 138 0.00 - 0 0 0
19 Sept 789.95 138 0.00 - 0 0 0
18 Sept 792.75 138 0.00 - 0 0 0
16 Sept 785.55 138 0.00 - 0 0 0
13 Sept 790.85 138 0.00 - 0 0 0
12 Sept 787.75 138 0.00 - 0 0 0
11 Sept 768.60 138 138.00 - 0 0 0
9 Sept 784.25 0 - 0 0 0


For State Bank Of India - strike price 700 expiring on 28NOV2024

Delta for 700 CE is -

Historical price for 700 CE is as follows

On 14 Nov SBIN was trading at 804.25. The strike last trading price was 106, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 61


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 111.8, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 60


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 131, which was -21.00 lower than the previous day. The implied volatity was 50.83, the open interest changed by 0 which decreased total open position to 57


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 152, which was 7.90 higher than the previous day. The implied volatity was 59.43, the open interest changed by -3 which decreased total open position to 57


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 144.1, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 59


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 162.65, which was 3.65 higher than the previous day. The implied volatity was 38.50, the open interest changed by 0 which decreased total open position to 60


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 159, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 149, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 60


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 126, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 63


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 126, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 129.5, which was -4.60 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 134.1, which was 1.10 higher 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 133, which was 32.00 higher 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 101, which was 10.70 higher 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 90.3, which was -13.20 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 103.5, which was 9.00 higher 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 94.5, which was -11.50 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 106, which was -16.60 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 122.6, which was -11.40 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 134, which was 7.25 higher 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 14.45 higher 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 112.3, 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 15 Oct SBIN was trading at 804.65. The strike last trading price was 112.3, which was 1.15 higher 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 111.15, 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 11 Oct SBIN was trading at 799.75. The strike last trading price was 111.15, which was 0.50 higher 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 110.65, which was 2.15 higher 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 108.5, which was -29.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SBIN was trading at 781.45. The strike last trading price was 138, 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 138, 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 138, 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 3 Oct SBIN was trading at 794.10. The strike last trading price was 138, 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 1 Oct SBIN was trading at 796.95. The strike last trading price was 138, 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 Sept SBIN was trading at 787.90. The strike last trading price was 138, 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 27 Sept SBIN was trading at 802.65. The strike last trading price was 138, 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 26 Sept SBIN was trading at 801.85. The strike last trading price was 138, 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 Sept SBIN was trading at 793.10. The strike last trading price was 138, 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 Sept SBIN was trading at 798.25. The strike last trading price was 138, 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 Sept SBIN was trading at 801.85. The strike last trading price was 138, 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 20 Sept SBIN was trading at 781.70. The strike last trading price was 138, 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 19 Sept SBIN was trading at 789.95. The strike last trading price was 138, 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 Sept SBIN was trading at 792.75. The strike last trading price was 138, 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 Sept SBIN was trading at 785.55. The strike last trading price was 138, 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 13 Sept SBIN was trading at 790.85. The strike last trading price was 138, 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 12 Sept SBIN was trading at 787.75. The strike last trading price was 138, 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 11 Sept SBIN was trading at 768.60. The strike last trading price was 138, which was 138.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept SBIN was trading at 784.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SBIN 28NOV2024 700 PE
Delta: -0.02
Vega: 0.08
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 804.25 0.45 -0.15 36.83 358 -3 1,193
13 Nov 808.65 0.6 0.25 38.99 664 -75 1,197
12 Nov 826.70 0.35 -0.05 37.97 128 -42 1,271
11 Nov 847.65 0.4 -0.15 41.98 520 -175 1,314
8 Nov 843.15 0.55 -0.15 39.71 752 58 1,503
7 Nov 859.60 0.7 -0.05 43.84 735 -174 1,445
6 Nov 854.80 0.75 -0.30 42.86 895 -28 1,618
5 Nov 849.20 1.05 -0.40 42.75 1,346 -3 1,666
4 Nov 829.85 1.45 -0.20 40.67 1,866 377 1,688
1 Nov 821.20 1.65 -0.30 37.83 169 58 1,310
31 Oct 820.20 1.95 0.15 - 554 86 1,248
30 Oct 822.45 1.8 0.10 - 349 117 1,162
29 Oct 832.70 1.7 -0.70 - 1,219 369 1,044
28 Oct 792.05 2.4 -1.20 - 1,271 -112 674
25 Oct 780.95 3.6 1.40 - 1,512 103 786
24 Oct 794.55 2.2 -0.65 - 370 72 663
23 Oct 786.00 2.85 0.20 - 642 -33 594
22 Oct 790.40 2.65 0.80 - 635 12 600
21 Oct 813.95 1.85 -0.05 - 316 -35 588
18 Oct 820.40 1.9 -0.25 - 81 6 623
17 Oct 811.05 2.15 0.05 - 398 79 617
16 Oct 805.45 2.1 0.00 - 131 87 536
15 Oct 804.65 2.1 -0.25 - 178 78 450
14 Oct 805.15 2.35 -0.75 - 132 -6 375
11 Oct 799.75 3.1 0.00 - 117 12 381
10 Oct 797.10 3.1 -0.40 - 113 16 369
9 Oct 797.40 3.5 -2.70 - 124 41 353
8 Oct 781.45 6.2 -0.35 - 114 21 311
7 Oct 770.65 6.55 2.80 - 617 134 290
4 Oct 796.65 3.75 -0.10 - 326 9 153
3 Oct 794.10 3.85 0.10 - 505 -1 144
1 Oct 796.95 3.75 -0.75 - 159 32 144
30 Sept 787.90 4.5 1.15 - 128 -8 112
27 Sept 802.65 3.35 -0.45 - 151 7 123
26 Sept 801.85 3.8 -1.10 - 6 -1 115
25 Sept 793.10 4.9 0.40 - 25 7 113
24 Sept 798.25 4.5 -0.50 - 9 3 105
23 Sept 801.85 5 -4.25 - 21 8 103
20 Sept 781.70 9.25 3.85 - 50 8 85
19 Sept 789.95 5.4 0.00 - 56 0 33
18 Sept 792.75 5.4 0.50 - 2 0 33
16 Sept 785.55 4.9 -0.10 - 1 0 33
13 Sept 790.85 5 -1.15 - 5 4 32
12 Sept 787.75 6.15 -2.25 - 7 4 27
11 Sept 768.60 8.4 1.00 - 24 18 22
9 Sept 784.25 7.4 - 4 2 2


For State Bank Of India - strike price 700 expiring on 28NOV2024

Delta for 700 PE is -0.02

Historical price for 700 PE is as follows

On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.83, the open interest changed by -3 which decreased total open position to 1193


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 38.99, the open interest changed by -75 which decreased total open position to 1197


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 37.97, the open interest changed by -42 which decreased total open position to 1271


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 41.98, the open interest changed by -175 which decreased total open position to 1314


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 39.71, the open interest changed by 58 which increased total open position to 1503


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 43.84, the open interest changed by -174 which decreased total open position to 1445


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 42.86, the open interest changed by -28 which decreased total open position to 1618


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 42.75, the open interest changed by -3 which decreased total open position to 1666


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 40.67, the open interest changed by 377 which increased total open position to 1688


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 37.83, the open interest changed by 58 which increased total open position to 1310


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 1.95, which was 0.15 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 1.8, which was 0.10 higher 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 1.7, which was -0.70 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 2.4, which was -1.20 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 3.6, which was 1.40 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 2.2, which was -0.65 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 2.85, 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 22 Oct SBIN was trading at 790.40. The strike last trading price was 2.65, which was 0.80 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 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 18 Oct SBIN was trading at 820.40. The strike last trading price was 1.9, 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 17 Oct SBIN was trading at 811.05. The strike last trading price was 2.15, which was 0.05 higher 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 2.1, 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 15 Oct SBIN was trading at 804.65. The strike last trading price was 2.1, 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 14 Oct SBIN was trading at 805.15. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SBIN was trading at 799.75. The strike last trading price was 3.1, 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 3.1, 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 9 Oct SBIN was trading at 797.40. The strike last trading price was 3.5, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SBIN was trading at 781.45. The strike last trading price was 6.2, 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 7 Oct SBIN was trading at 770.65. The strike last trading price was 6.55, which was 2.80 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 3.75, 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 3 Oct SBIN was trading at 794.10. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SBIN was trading at 796.95. The strike last trading price was 3.75, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SBIN was trading at 787.90. The strike last trading price was 4.5, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept SBIN was trading at 802.65. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept SBIN was trading at 801.85. The strike last trading price was 3.8, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept SBIN was trading at 793.10. The strike last trading price was 4.9, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept SBIN was trading at 798.25. The strike last trading price was 4.5, 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 23 Sept SBIN was trading at 801.85. The strike last trading price was 5, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept SBIN was trading at 781.70. The strike last trading price was 9.25, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept SBIN was trading at 789.95. The strike last trading price was 5.4, 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 Sept SBIN was trading at 792.75. The strike last trading price was 5.4, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept SBIN was trading at 785.55. The strike last trading price was 4.9, 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 13 Sept SBIN was trading at 790.85. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept SBIN was trading at 787.75. The strike last trading price was 6.15, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept SBIN was trading at 768.60. The strike last trading price was 8.4, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept SBIN was trading at 784.25. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to