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

768.6 21.70 (2.91%)

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Historical option data for SBIN

08 Apr 2025 05:50 PM IST
SBIN 24APR2025 720 CE
Delta: 0.86
Vega: 0.36
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 768.60 57.15 16.1 33.01 170 -14 370
7 Apr 746.90 42.55 -9.95 36.19 1,264 45 385
4 Apr 767.45 52.85 -12.2 - 91 -42 340
3 Apr 779.20 65.2 4.5 23.46 38 -7 385
2 Apr 775.95 61 2.55 13.97 47 -3 388
1 Apr 771.70 58.15 -0.1 24.27 78 -47 393
28 Mar 771.50 58 -2 20.03 81 -19 440
27 Mar 772.30 60 7.3 22.69 37 3 460
26 Mar 764.00 52 -9.9 22.39 69 7 457
25 Mar 772.85 60.2 -8.8 24.99 149 -16 450
24 Mar 780.80 69.85 26.85 24.78 319 24 465
21 Mar 753.20 43 1.8 15.09 219 45 441
20 Mar 749.55 40.6 0.55 19.41 73 9 396
19 Mar 745.10 39.9 5.75 21.73 168 12 388
18 Mar 736.70 34.5 8.55 21.26 321 -26 376
17 Mar 723.15 26 -1.95 21.83 228 102 401
13 Mar 727.85 27.95 0.5 19.22 45 6 293
12 Mar 723.05 27.6 -3.2 21.95 62 2 283
11 Mar 729.85 30.8 0.8 20.24 82 -17 276
10 Mar 728.90 29.85 -3.7 20.45 57 -9 293
7 Mar 732.75 33.3 0.05 20.04 148 60 302
6 Mar 732.05 33 0.35 20.56 36 -10 242
5 Mar 730.35 32.7 7.7 20.09 139 22 253
4 Mar 716.05 25.5 9.7 20.84 384 -3 230
3 Mar 695.30 16.05 0.95 20.99 126 16 232
28 Feb 688.80 15.15 -5.9 21.80 357 108 215
27 Feb 703.90 21.2 -3.95 22.11 165 43 107
26 Feb 710.05 24.4 -4.2 21.01 44 28 62
25 Feb 710.90 24.4 -4.2 21.01 44 26 62
24 Feb 716.40 28.6 -49 21.48 46 36 36
21 Feb 722.00 77.6 0 - 0 0 0
20 Feb 729.70 77.6 0 - 0 0 0
19 Feb 727.30 77.6 0 - 0 0 0
18 Feb 725.80 77.6 0 - 0 0 0
17 Feb 727.70 77.6 0 - 0 0 0
14 Feb 722.15 77.6 0 - 0 0 0
13 Feb 727.65 77.6 0 - 0 0 0
12 Feb 733.15 77.6 0 - 0 0 0
11 Feb 731.10 0 0 - 0 0 0
10 Feb 736.80 0 0 - 0 0 0
4 Feb 779.20 0 0 - 0 0 0
3 Feb 760.95 0 0 - 0 0 0
1 Feb 766.00 0 0 - 0 0 0


For State Bank Of India - strike price 720 expiring on 24APR2025

Delta for 720 CE is 0.86

Historical price for 720 CE is as follows

On 8 Apr SBIN was trading at 768.60. The strike last trading price was 57.15, which was 16.1 higher than the previous day. The implied volatity was 33.01, the open interest changed by -14 which decreased total open position to 370


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 42.55, which was -9.95 lower than the previous day. The implied volatity was 36.19, the open interest changed by 45 which increased total open position to 385


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 52.85, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 340


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 65.2, which was 4.5 higher than the previous day. The implied volatity was 23.46, the open interest changed by -7 which decreased total open position to 385


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 61, which was 2.55 higher than the previous day. The implied volatity was 13.97, the open interest changed by -3 which decreased total open position to 388


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 58.15, which was -0.1 lower than the previous day. The implied volatity was 24.27, the open interest changed by -47 which decreased total open position to 393


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 58, which was -2 lower than the previous day. The implied volatity was 20.03, the open interest changed by -19 which decreased total open position to 440


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 60, which was 7.3 higher than the previous day. The implied volatity was 22.69, the open interest changed by 3 which increased total open position to 460


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 52, which was -9.9 lower than the previous day. The implied volatity was 22.39, the open interest changed by 7 which increased total open position to 457


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 60.2, which was -8.8 lower than the previous day. The implied volatity was 24.99, the open interest changed by -16 which decreased total open position to 450


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 69.85, which was 26.85 higher than the previous day. The implied volatity was 24.78, the open interest changed by 24 which increased total open position to 465


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 43, which was 1.8 higher than the previous day. The implied volatity was 15.09, the open interest changed by 45 which increased total open position to 441


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 40.6, which was 0.55 higher than the previous day. The implied volatity was 19.41, the open interest changed by 9 which increased total open position to 396


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 39.9, which was 5.75 higher than the previous day. The implied volatity was 21.73, the open interest changed by 12 which increased total open position to 388


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 34.5, which was 8.55 higher than the previous day. The implied volatity was 21.26, the open interest changed by -26 which decreased total open position to 376


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 26, which was -1.95 lower than the previous day. The implied volatity was 21.83, the open interest changed by 102 which increased total open position to 401


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 27.95, which was 0.5 higher than the previous day. The implied volatity was 19.22, the open interest changed by 6 which increased total open position to 293


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 27.6, which was -3.2 lower than the previous day. The implied volatity was 21.95, the open interest changed by 2 which increased total open position to 283


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 30.8, which was 0.8 higher than the previous day. The implied volatity was 20.24, the open interest changed by -17 which decreased total open position to 276


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 29.85, which was -3.7 lower than the previous day. The implied volatity was 20.45, the open interest changed by -9 which decreased total open position to 293


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 33.3, which was 0.05 higher than the previous day. The implied volatity was 20.04, the open interest changed by 60 which increased total open position to 302


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 33, which was 0.35 higher than the previous day. The implied volatity was 20.56, the open interest changed by -10 which decreased total open position to 242


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 32.7, which was 7.7 higher than the previous day. The implied volatity was 20.09, the open interest changed by 22 which increased total open position to 253


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 25.5, which was 9.7 higher than the previous day. The implied volatity was 20.84, the open interest changed by -3 which decreased total open position to 230


On 3 Mar SBIN was trading at 695.30. The strike last trading price was 16.05, which was 0.95 higher than the previous day. The implied volatity was 20.99, the open interest changed by 16 which increased total open position to 232


On 28 Feb SBIN was trading at 688.80. The strike last trading price was 15.15, which was -5.9 lower than the previous day. The implied volatity was 21.80, the open interest changed by 108 which increased total open position to 215


On 27 Feb SBIN was trading at 703.90. The strike last trading price was 21.2, which was -3.95 lower than the previous day. The implied volatity was 22.11, the open interest changed by 43 which increased total open position to 107


On 26 Feb SBIN was trading at 710.05. The strike last trading price was 24.4, which was -4.2 lower than the previous day. The implied volatity was 21.01, the open interest changed by 28 which increased total open position to 62


On 25 Feb SBIN was trading at 710.90. The strike last trading price was 24.4, which was -4.2 lower than the previous day. The implied volatity was 21.01, the open interest changed by 26 which increased total open position to 62


On 24 Feb SBIN was trading at 716.40. The strike last trading price was 28.6, which was -49 lower than the previous day. The implied volatity was 21.48, the open interest changed by 36 which increased total open position to 36


On 21 Feb SBIN was trading at 722.00. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SBIN was trading at 729.70. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SBIN was trading at 727.30. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb SBIN was trading at 725.80. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SBIN was trading at 727.70. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb SBIN was trading at 722.15. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SBIN was trading at 727.65. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SBIN was trading at 733.15. The strike last trading price was 77.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SBIN was trading at 731.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SBIN was trading at 736.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SBIN was trading at 779.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SBIN was trading at 760.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBIN was trading at 766.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SBIN 24APR2025 720 PE
Delta: -0.16
Vega: 0.40
Theta: -0.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 768.60 5.15 -6.6 36.04 4,014 6 1,709
7 Apr 746.90 11 8.4 37.66 14,334 198 1,706
4 Apr 767.45 2.45 0.65 25.32 2,889 -311 1,491
3 Apr 779.20 1.7 -0.6 25.60 1,755 261 1,801
2 Apr 775.95 2.2 -0.25 25.81 1,694 168 1,549
1 Apr 771.70 2.4 -0.35 24.34 1,779 147 1,386
28 Mar 771.50 2.75 -0.2 23.59 1,614 227 1,239
27 Mar 772.30 2.85 -0.7 23.71 1,312 104 1,011
26 Mar 764.00 3.55 0.45 22.28 605 96 905
25 Mar 772.85 3.3 0.45 23.59 532 168 807
24 Mar 780.80 2.9 -2.9 25.12 1,339 7 639
21 Mar 753.20 5.7 -1 22.23 605 77 633
20 Mar 749.55 6.7 -1.25 21.59 541 65 555
19 Mar 745.10 7.95 -2.05 21.96 449 153 490
18 Mar 736.70 9.6 -6.25 21.27 275 55 333
17 Mar 723.15 15.55 0.15 22.17 160 42 276
13 Mar 727.85 15.4 -1.75 23.20 61 15 234
12 Mar 723.05 17.15 2.15 22.71 118 16 218
11 Mar 729.85 14.95 -1.15 23.09 49 15 203
10 Mar 728.90 15.95 0.8 23.07 45 33 185
7 Mar 732.75 15.3 -0.1 23.50 62 8 152
6 Mar 732.05 15.4 -0.9 22.83 69 -12 140
5 Mar 730.35 16.3 -7.15 23.48 139 71 152
4 Mar 716.05 23.3 -12.2 24.81 117 55 79
3 Mar 695.30 35.5 -4.1 26.38 4 3 23
28 Feb 688.80 39.6 10.1 26.64 21 3 19
27 Feb 703.90 29.5 3.95 23.58 13 9 16
26 Feb 710.05 25.55 0.55 23.27 8 4 6
25 Feb 710.90 25.55 0.55 23.27 8 3 6
24 Feb 716.40 25 1.25 25.25 3 -2 2
21 Feb 722.00 23.75 4.7 25.20 1 0 3
20 Feb 729.70 19.05 0.05 23.86 1 0 2
19 Feb 727.30 19 -4.05 22.78 2 0 2
18 Feb 725.80 23.05 0 0.00 0 0 0
17 Feb 727.70 23.05 0 0.00 0 0 0
14 Feb 722.15 23.05 0 0.00 0 0 0
13 Feb 727.65 23.05 0 0.00 0 2 0
12 Feb 733.15 23.05 0 27.53 2 0 0
11 Feb 731.10 23.05 0 2.23 0 0 0
10 Feb 736.80 23.05 0 2.69 0 0 0
4 Feb 779.20 23.05 0 5.94 0 0 0
3 Feb 760.95 23.05 0 4.60 0 0 0
1 Feb 766.00 23.05 0 5.58 0 0 0


For State Bank Of India - strike price 720 expiring on 24APR2025

Delta for 720 PE is -0.16

Historical price for 720 PE is as follows

On 8 Apr SBIN was trading at 768.60. The strike last trading price was 5.15, which was -6.6 lower than the previous day. The implied volatity was 36.04, the open interest changed by 6 which increased total open position to 1709


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 11, which was 8.4 higher than the previous day. The implied volatity was 37.66, the open interest changed by 198 which increased total open position to 1706


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 2.45, which was 0.65 higher than the previous day. The implied volatity was 25.32, the open interest changed by -311 which decreased total open position to 1491


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 25.60, the open interest changed by 261 which increased total open position to 1801


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 168 which increased total open position to 1549


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 24.34, the open interest changed by 147 which increased total open position to 1386


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 2.75, which was -0.2 lower than the previous day. The implied volatity was 23.59, the open interest changed by 227 which increased total open position to 1239


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 2.85, which was -0.7 lower than the previous day. The implied volatity was 23.71, the open interest changed by 104 which increased total open position to 1011


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 22.28, the open interest changed by 96 which increased total open position to 905


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 3.3, which was 0.45 higher than the previous day. The implied volatity was 23.59, the open interest changed by 168 which increased total open position to 807


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 2.9, which was -2.9 lower than the previous day. The implied volatity was 25.12, the open interest changed by 7 which increased total open position to 639


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 5.7, which was -1 lower than the previous day. The implied volatity was 22.23, the open interest changed by 77 which increased total open position to 633


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 6.7, which was -1.25 lower than the previous day. The implied volatity was 21.59, the open interest changed by 65 which increased total open position to 555


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 7.95, which was -2.05 lower than the previous day. The implied volatity was 21.96, the open interest changed by 153 which increased total open position to 490


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 9.6, which was -6.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 55 which increased total open position to 333


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 15.55, which was 0.15 higher than the previous day. The implied volatity was 22.17, the open interest changed by 42 which increased total open position to 276


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 15.4, which was -1.75 lower than the previous day. The implied volatity was 23.20, the open interest changed by 15 which increased total open position to 234


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 17.15, which was 2.15 higher than the previous day. The implied volatity was 22.71, the open interest changed by 16 which increased total open position to 218


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 14.95, which was -1.15 lower than the previous day. The implied volatity was 23.09, the open interest changed by 15 which increased total open position to 203


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 15.95, which was 0.8 higher than the previous day. The implied volatity was 23.07, the open interest changed by 33 which increased total open position to 185


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 15.3, which was -0.1 lower than the previous day. The implied volatity was 23.50, the open interest changed by 8 which increased total open position to 152


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 15.4, which was -0.9 lower than the previous day. The implied volatity was 22.83, the open interest changed by -12 which decreased total open position to 140


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 16.3, which was -7.15 lower than the previous day. The implied volatity was 23.48, the open interest changed by 71 which increased total open position to 152


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 23.3, which was -12.2 lower than the previous day. The implied volatity was 24.81, the open interest changed by 55 which increased total open position to 79


On 3 Mar SBIN was trading at 695.30. The strike last trading price was 35.5, which was -4.1 lower than the previous day. The implied volatity was 26.38, the open interest changed by 3 which increased total open position to 23


On 28 Feb SBIN was trading at 688.80. The strike last trading price was 39.6, which was 10.1 higher than the previous day. The implied volatity was 26.64, the open interest changed by 3 which increased total open position to 19


On 27 Feb SBIN was trading at 703.90. The strike last trading price was 29.5, which was 3.95 higher than the previous day. The implied volatity was 23.58, the open interest changed by 9 which increased total open position to 16


On 26 Feb SBIN was trading at 710.05. The strike last trading price was 25.55, which was 0.55 higher than the previous day. The implied volatity was 23.27, the open interest changed by 4 which increased total open position to 6


On 25 Feb SBIN was trading at 710.90. The strike last trading price was 25.55, which was 0.55 higher than the previous day. The implied volatity was 23.27, the open interest changed by 3 which increased total open position to 6


On 24 Feb SBIN was trading at 716.40. The strike last trading price was 25, which was 1.25 higher than the previous day. The implied volatity was 25.25, the open interest changed by -2 which decreased total open position to 2


On 21 Feb SBIN was trading at 722.00. The strike last trading price was 23.75, which was 4.7 higher than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 3


On 20 Feb SBIN was trading at 729.70. The strike last trading price was 19.05, which was 0.05 higher than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 2


On 19 Feb SBIN was trading at 727.30. The strike last trading price was 19, which was -4.05 lower than the previous day. The implied volatity was 22.78, the open interest changed by 0 which decreased total open position to 2


On 18 Feb SBIN was trading at 725.80. The strike last trading price was 23.05, 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 17 Feb SBIN was trading at 727.70. The strike last trading price was 23.05, 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 14 Feb SBIN was trading at 722.15. The strike last trading price was 23.05, 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 13 Feb SBIN was trading at 727.65. The strike last trading price was 23.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Feb SBIN was trading at 733.15. The strike last trading price was 23.05, which was 0 lower than the previous day. The implied volatity was 27.53, the open interest changed by 0 which decreased total open position to 0


On 11 Feb SBIN was trading at 731.10. The strike last trading price was 23.05, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SBIN was trading at 736.80. The strike last trading price was 23.05, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SBIN was trading at 779.20. The strike last trading price was 23.05, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SBIN was trading at 760.95. The strike last trading price was 23.05, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBIN was trading at 766.00. The strike last trading price was 23.05, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0