SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 710 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.26
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 65.15 | 16.85 | 30.79 | 33 | -5 | 95 | |||
| 7 Apr | 746.90 | 49.5 | -12.4 | 35.51 | 156 | 42 | 99 | |||
| 4 Apr | 767.45 | 62 | -10.8 | - | 21 | -8 | 55 | |||
| 3 Apr | 779.20 | 72.8 | 7.35 | - | 2 | 0 | 62 | |||
| 2 Apr | 775.95 | 65.45 | -0.8 | - | 2 | 0 | 62 | |||
| 1 Apr | 771.70 | 66.25 | -3.7 | 19.84 | 5 | -3 | 63 | |||
| 28 Mar | 771.50 | 69.95 | 1.95 | 28.64 | 18 | 1 | 66 | |||
| 27 Mar | 772.30 | 68 | -4 | 18.28 | 3 | 2 | 65 | |||
| 26 Mar | 764.00 | 72 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 772.85 | 72 | 0 | 0.00 | 0 | -3 | 0 | |||
| 24 Mar | 780.80 | 72 | 20.35 | - | 16 | -2 | 64 | |||
| 21 Mar | 753.20 | 51.65 | 3.15 | 13.60 | 2 | 1 | 66 | |||
| 20 Mar | 749.55 | 48.5 | -0.5 | 19.12 | 1 | 0 | 65 | |||
| 19 Mar | 745.10 | 49 | 11.05 | 24.11 | 10 | 5 | 63 | |||
| 18 Mar | 736.70 | 37.95 | 7.45 | 15.61 | 4 | 0 | 59 | |||
| 17 Mar | 723.15 | 30.5 | -3.2 | 20.00 | 29 | 18 | 58 | |||
| 13 Mar | 727.85 | 33.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 723.05 | 33.7 | -4.4 | 22.10 | 2 | 0 | 39 | |||
| 11 Mar | 729.85 | 38.1 | -0.9 | 21.09 | 5 | 1 | 39 | |||
| 10 Mar | 728.90 | 39 | -0.9 | 23.47 | 14 | 6 | 38 | |||
| 7 Mar | 732.75 | 39.6 | -0.3 | 19.57 | 3 | 0 | 32 | |||
| 6 Mar | 732.05 | 39.9 | 4.05 | 20.96 | 6 | -2 | 32 | |||
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| 5 Mar | 730.35 | 35.85 | 5.25 | 16.18 | 6 | 0 | 33 | |||
| 4 Mar | 716.05 | 30.95 | -4.25 | 20.71 | 42 | 33 | 33 | |||
| 3 Mar | 695.30 | 35.2 | 0 | 0.54 | 0 | 0 | 0 | |||
| 28 Feb | 688.80 | 35.2 | 0 | 1.11 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 710 expiring on 24APR2025
Delta for 710 CE is 0.91
Historical price for 710 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 65.15, which was 16.85 higher than the previous day. The implied volatity was 30.79, the open interest changed by -5 which decreased total open position to 95
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 49.5, which was -12.4 lower than the previous day. The implied volatity was 35.51, the open interest changed by 42 which increased total open position to 99
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 62, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 55
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 72.8, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 65.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 66.25, which was -3.7 lower than the previous day. The implied volatity was 19.84, the open interest changed by -3 which decreased total open position to 63
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 69.95, which was 1.95 higher than the previous day. The implied volatity was 28.64, the open interest changed by 1 which increased total open position to 66
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 68, which was -4 lower than the previous day. The implied volatity was 18.28, the open interest changed by 2 which increased total open position to 65
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 72, which was 0 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 25 Mar SBIN was trading at 772.85. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 72, which was 20.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 64
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 51.65, which was 3.15 higher than the previous day. The implied volatity was 13.60, the open interest changed by 1 which increased total open position to 66
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 48.5, which was -0.5 lower than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 65
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 49, which was 11.05 higher than the previous day. The implied volatity was 24.11, the open interest changed by 5 which increased total open position to 63
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 37.95, which was 7.45 higher than the previous day. The implied volatity was 15.61, the open interest changed by 0 which decreased total open position to 59
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 30.5, which was -3.2 lower than the previous day. The implied volatity was 20.00, the open interest changed by 18 which increased total open position to 58
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 33.7, which was -4.4 lower than the previous day. The implied volatity was 22.10, the open interest changed by 0 which decreased total open position to 39
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 38.1, which was -0.9 lower than the previous day. The implied volatity was 21.09, the open interest changed by 1 which increased total open position to 39
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 39, which was -0.9 lower than the previous day. The implied volatity was 23.47, the open interest changed by 6 which increased total open position to 38
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 39.6, which was -0.3 lower than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 32
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 39.9, which was 4.05 higher than the previous day. The implied volatity was 20.96, the open interest changed by -2 which decreased total open position to 32
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 35.85, which was 5.25 higher than the previous day. The implied volatity was 16.18, the open interest changed by 0 which decreased total open position to 33
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 30.95, which was -4.25 lower than the previous day. The implied volatity was 20.71, the open interest changed by 33 which increased total open position to 33
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 35.2, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 35.2, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
| SBIN 24APR2025 710 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.34
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 4.05 | -5.55 | 37.47 | 2,316 | 61 | 935 |
| 7 Apr | 746.90 | 9 | 7.1 | 39.24 | 9,763 | 77 | 881 |
| 4 Apr | 767.45 | 1.8 | 0.5 | 26.62 | 1,269 | -171 | 806 |
| 3 Apr | 779.20 | 1.3 | -0.4 | 27.06 | 950 | 159 | 975 |
| 2 Apr | 775.95 | 1.65 | -0.2 | 27.07 | 907 | 43 | 816 |
| 1 Apr | 771.70 | 1.8 | -0.25 | 25.62 | 1,192 | 83 | 952 |
| 28 Mar | 771.50 | 2.05 | -0.2 | 24.47 | 969 | 30 | 869 |
| 27 Mar | 772.30 | 2.15 | -0.4 | 24.78 | 406 | 73 | 838 |
| 26 Mar | 764.00 | 2.55 | 0.1 | 23.12 | 249 | 41 | 764 |
| 25 Mar | 772.85 | 2.45 | 0.3 | 24.46 | 258 | -56 | 729 |
| 24 Mar | 780.80 | 2.2 | -2 | 26.00 | 568 | 117 | 786 |
| 21 Mar | 753.20 | 4.1 | -0.8 | 22.68 | 331 | 74 | 669 |
| 20 Mar | 749.55 | 4.9 | -0.9 | 22.22 | 199 | 19 | 596 |
| 19 Mar | 745.10 | 5.9 | -1.55 | 22.48 | 226 | 65 | 576 |
| 18 Mar | 736.70 | 7.35 | -4.8 | 22.04 | 629 | 384 | 512 |
| 17 Mar | 723.15 | 11.9 | 0.15 | 22.45 | 52 | 5 | 128 |
| 13 Mar | 727.85 | 11.75 | -2.55 | 23.20 | 13 | 2 | 123 |
| 12 Mar | 723.05 | 14.3 | 2.45 | 23.94 | 42 | -7 | 125 |
| 11 Mar | 729.85 | 11.85 | -0.7 | 23.57 | 33 | 14 | 133 |
| 10 Mar | 728.90 | 12.5 | 0.65 | 23.35 | 48 | 18 | 118 |
| 7 Mar | 732.75 | 11.85 | -0.25 | 23.50 | 27 | 13 | 100 |
| 6 Mar | 732.05 | 12.15 | -0.75 | 23.11 | 23 | 18 | 86 |
| 5 Mar | 730.35 | 13 | -5.15 | 23.77 | 54 | 17 | 68 |
| 4 Mar | 716.05 | 18.15 | -13.85 | 24.11 | 84 | 49 | 50 |
| 3 Mar | 695.30 | 32 | 0 | 0.00 | 0 | 1 | 0 |
| 28 Feb | 688.80 | 32 | -1.5 | 25.03 | 1 | 0 | 0 |
For State Bank Of India - strike price 710 expiring on 24APR2025
Delta for 710 PE is -0.13
Historical price for 710 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 4.05, which was -5.55 lower than the previous day. The implied volatity was 37.47, the open interest changed by 61 which increased total open position to 935
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 9, which was 7.1 higher than the previous day. The implied volatity was 39.24, the open interest changed by 77 which increased total open position to 881
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 1.8, which was 0.5 higher than the previous day. The implied volatity was 26.62, the open interest changed by -171 which decreased total open position to 806
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 1.3, which was -0.4 lower than the previous day. The implied volatity was 27.06, the open interest changed by 159 which increased total open position to 975
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 27.07, the open interest changed by 43 which increased total open position to 816
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 25.62, the open interest changed by 83 which increased total open position to 952
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 24.47, the open interest changed by 30 which increased total open position to 869
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was 24.78, the open interest changed by 73 which increased total open position to 838
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 2.55, which was 0.1 higher than the previous day. The implied volatity was 23.12, the open interest changed by 41 which increased total open position to 764
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 2.45, which was 0.3 higher than the previous day. The implied volatity was 24.46, the open interest changed by -56 which decreased total open position to 729
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 2.2, which was -2 lower than the previous day. The implied volatity was 26.00, the open interest changed by 117 which increased total open position to 786
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 4.1, which was -0.8 lower than the previous day. The implied volatity was 22.68, the open interest changed by 74 which increased total open position to 669
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 4.9, which was -0.9 lower than the previous day. The implied volatity was 22.22, the open interest changed by 19 which increased total open position to 596
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 5.9, which was -1.55 lower than the previous day. The implied volatity was 22.48, the open interest changed by 65 which increased total open position to 576
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 7.35, which was -4.8 lower than the previous day. The implied volatity was 22.04, the open interest changed by 384 which increased total open position to 512
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 11.9, which was 0.15 higher than the previous day. The implied volatity was 22.45, the open interest changed by 5 which increased total open position to 128
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 11.75, which was -2.55 lower than the previous day. The implied volatity was 23.20, the open interest changed by 2 which increased total open position to 123
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 14.3, which was 2.45 higher than the previous day. The implied volatity was 23.94, the open interest changed by -7 which decreased total open position to 125
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 11.85, which was -0.7 lower than the previous day. The implied volatity was 23.57, the open interest changed by 14 which increased total open position to 133
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 12.5, which was 0.65 higher than the previous day. The implied volatity was 23.35, the open interest changed by 18 which increased total open position to 118
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 11.85, which was -0.25 lower than the previous day. The implied volatity was 23.50, the open interest changed by 13 which increased total open position to 100
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 12.15, which was -0.75 lower than the previous day. The implied volatity was 23.11, the open interest changed by 18 which increased total open position to 86
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 13, which was -5.15 lower than the previous day. The implied volatity was 23.77, the open interest changed by 17 which increased total open position to 68
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 18.15, which was -13.85 lower than the previous day. The implied volatity was 24.11, the open interest changed by 49 which increased total open position to 50
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 32, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 32, which was -1.5 lower than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 0
