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

812 -20.80 (-2.50%)

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Historical option data for SBIN

20 Dec 2024 04:10 PM IST
SBIN 26DEC2024 710 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 123.95 0.00 0.00 0 0 0
19 Dec 832.80 123.95 0.00 0.00 0 0 0
18 Dec 838.15 123.95 0.00 0.00 0 0 0
17 Dec 850.55 123.95 0.00 0.00 0 0 0
16 Dec 860.95 123.95 0.00 0.00 0 0 0
13 Dec 861.55 123.95 0.00 0.00 0 0 0
12 Dec 853.70 123.95 0.00 0.00 0 0 0
11 Dec 861.60 123.95 0.00 0.00 0 0 0
10 Dec 867.50 123.95 0.00 0.00 0 0 0
9 Dec 858.05 123.95 0.00 0.00 0 0 0
6 Dec 863.65 123.95 0.00 0.00 0 0 0
5 Dec 865.45 123.95 0.00 0.00 0 0 0
4 Dec 859.70 123.95 0.00 0.00 0 0 0
3 Dec 853.95 123.95 0.00 0.00 0 0 0
2 Dec 836.40 123.95 0.00 - 0 0 0
29 Nov 838.95 123.95 0.00 - 0 0 0
28 Nov 838.85 123.95 0.00 - 0 0 0
27 Nov 834.10 123.95 0.00 - 0 0 0
26 Nov 839.40 123.95 0.00 - 0 0 0
25 Nov 844.45 123.95 0.00 - 0 0 0
22 Nov 816.05 123.95 0.00 - 0 0 0
21 Nov 780.75 123.95 123.95 - 0 0 0
20 Nov 803.00 0 0.00 0.00 0 0 0
19 Nov 803.00 0 0.00 0.00 0 0 0
18 Nov 814.30 0 0.00 0.00 0 0 0
14 Nov 804.25 0 0.00 0.00 0 0 0
13 Nov 808.65 0 0.00 0.00 0 0 0
12 Nov 826.70 0 0.00 0.00 0 0 0
11 Nov 847.65 0 0.00 0.00 0 0 0
8 Nov 843.15 0 0.00 0.00 0 0 0
7 Nov 859.60 0 0.00 0.00 0 0 0
6 Nov 854.80 0 0.00 0.00 0 0 0
5 Nov 849.20 0 0.00 0.00 0 0 0
4 Nov 829.85 0 0.00 0.00 0 0 0
1 Nov 821.20 0 0.00 0 0 0


For State Bank Of India - strike price 710 expiring on 26DEC2024

Delta for 710 CE is 0.00

Historical price for 710 CE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, 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 28 Nov SBIN was trading at 838.85. The strike last trading price was 123.95, 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 27 Nov SBIN was trading at 834.10. The strike last trading price was 123.95, 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 123.95, 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 123.95, 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 123.95, 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 123.95, which was 123.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 0, 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 Nov SBIN was trading at 803.00. The strike last trading price was 0, 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 Nov SBIN was trading at 814.30. The strike last trading price was 0, 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 14 Nov SBIN was trading at 804.25. The strike last trading price was 0, 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 Nov SBIN was trading at 808.65. The strike last trading price was 0, 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 Nov SBIN was trading at 826.70. The strike last trading price was 0, 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 Nov SBIN was trading at 847.65. The strike last trading price was 0, 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 0, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 0, 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 Nov SBIN was trading at 854.80. The strike last trading price was 0, 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 Nov SBIN was trading at 849.20. The strike last trading price was 0, 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 Nov SBIN was trading at 829.85. The strike last trading price was 0, 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 1 Nov SBIN was trading at 821.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SBIN 26DEC2024 710 PE
Delta: -0.01
Vega: 0.03
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 0.15 -0.15 46.27 29 1 167
19 Dec 832.80 0.3 0.05 53.44 51 0 168
18 Dec 838.15 0.25 0.00 - 2 0 168
17 Dec 850.55 0.25 0.00 0.00 0 -32 0
16 Dec 860.95 0.25 -0.05 51.47 60 -32 168
13 Dec 861.55 0.3 0.05 46.43 118 -21 200
12 Dec 853.70 0.25 0.00 42.11 34 -10 221
11 Dec 861.60 0.25 -0.05 42.55 8 1 231
10 Dec 867.50 0.3 -0.15 43.56 17 -1 230
9 Dec 858.05 0.45 0.00 42.60 39 -7 231
6 Dec 863.65 0.45 -0.15 40.40 147 2 238
5 Dec 865.45 0.6 0.00 41.48 198 98 246
4 Dec 859.70 0.6 -0.15 39.45 137 -53 151
3 Dec 853.95 0.75 -0.05 39.03 111 9 203
2 Dec 836.40 0.8 -0.15 35.41 235 38 195
29 Nov 838.95 0.95 -0.15 34.85 364 71 155
28 Nov 838.85 1.1 -0.10 35.54 24 -4 84
27 Nov 834.10 1.2 -0.45 34.43 11 5 87
26 Nov 839.40 1.65 -0.05 36.69 29 -2 78
25 Nov 844.45 1.7 -0.90 37.66 19 46 81
22 Nov 816.05 2.6 -2.90 33.42 226 40 75
21 Nov 780.75 5.5 5.50 32.05 43 35 35
20 Nov 803.00 0 0.00 0.00 0 0 0
19 Nov 803.00 0 0.00 0.00 0 0 0
18 Nov 814.30 0 0.00 0.00 0 0 0
14 Nov 804.25 0 0.00 0.00 0 0 0
13 Nov 808.65 0 0.00 0.00 0 0 0
12 Nov 826.70 0 0.00 0.00 0 0 0
11 Nov 847.65 0 0.00 0.00 0 0 0
8 Nov 843.15 0 0.00 0.00 0 0 0
7 Nov 859.60 0 0.00 0.00 0 0 0
6 Nov 854.80 0 0.00 0.00 0 0 0
5 Nov 849.20 0 0.00 0.00 0 0 0
4 Nov 829.85 0 0.00 0.00 0 0 0
1 Nov 821.20 0 0.00 0 0 0


For State Bank Of India - strike price 710 expiring on 26DEC2024

Delta for 710 PE is -0.01

Historical price for 710 PE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 46.27, the open interest changed by 1 which increased total open position to 167


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 53.44, the open interest changed by 0 which decreased total open position to 168


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.25, 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 168


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -32 which decreased total open position to 0


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 51.47, the open interest changed by -32 which decreased total open position to 168


On 13 Dec SBIN was trading at 861.55. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 46.43, the open interest changed by -21 which decreased total open position to 200


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.11, the open interest changed by -10 which decreased total open position to 221


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.55, the open interest changed by 1 which increased total open position to 231


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 43.56, the open interest changed by -1 which decreased total open position to 230


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.60, the open interest changed by -7 which decreased total open position to 231


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 40.40, the open interest changed by 2 which increased total open position to 238


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 41.48, the open interest changed by 98 which increased total open position to 246


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 39.45, the open interest changed by -53 which decreased total open position to 151


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 39.03, the open interest changed by 9 which increased total open position to 203


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 35.41, the open interest changed by 38 which increased total open position to 195


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 34.85, the open interest changed by 71 which increased total open position to 155


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 35.54, the open interest changed by -4 which decreased total open position to 84


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 34.43, the open interest changed by 5 which increased total open position to 87


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 36.69, the open interest changed by -2 which decreased total open position to 78


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 1.7, which was -0.90 lower than the previous day. The implied volatity was 37.66, the open interest changed by 46 which increased total open position to 81


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 2.6, which was -2.90 lower than the previous day. The implied volatity was 33.42, the open interest changed by 40 which increased total open position to 75


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 5.5, which was 5.50 higher than the previous day. The implied volatity was 32.05, the open interest changed by 35 which increased total open position to 35


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 0, 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 Nov SBIN was trading at 803.00. The strike last trading price was 0, 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 Nov SBIN was trading at 814.30. The strike last trading price was 0, 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 14 Nov SBIN was trading at 804.25. The strike last trading price was 0, 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 Nov SBIN was trading at 808.65. The strike last trading price was 0, 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 Nov SBIN was trading at 826.70. The strike last trading price was 0, 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 Nov SBIN was trading at 847.65. The strike last trading price was 0, 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 0, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 0, 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 Nov SBIN was trading at 854.80. The strike last trading price was 0, 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 Nov SBIN was trading at 849.20. The strike last trading price was 0, 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 Nov SBIN was trading at 829.85. The strike last trading price was 0, 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 1 Nov SBIN was trading at 821.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0