SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.43
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 48.5 | 14.7 | 31.79 | 502 | -57 | 505 | |||
| 7 Apr | 746.90 | 35.1 | -8.85 | 34.84 | 3,108 | 250 | 560 | |||
| 4 Apr | 767.45 | 45.25 | -10.65 | 21.20 | 252 | -16 | 314 | |||
| 3 Apr | 779.20 | 56.25 | 4.95 | 23.89 | 69 | 3 | 329 | |||
| 2 Apr | 775.95 | 51.5 | 1.75 | 16.07 | 50 | -2 | 326 | |||
| 1 Apr | 771.70 | 49.75 | 0.35 | 24.62 | 41 | -9 | 330 | |||
| 28 Mar | 771.50 | 49.2 | -1.2 | 20.17 | 106 | -17 | 339 | |||
| 27 Mar | 772.30 | 50.05 | 6.1 | 19.64 | 132 | -48 | 357 | |||
| 26 Mar | 764.00 | 43.55 | -10.9 | 21.77 | 152 | 34 | 407 | |||
| 25 Mar | 772.85 | 53.95 | -5.95 | 28.11 | 82 | 16 | 374 | |||
| 24 Mar | 780.80 | 60.2 | 24.1 | 22.55 | 512 | -26 | 359 | |||
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| 21 Mar | 753.20 | 36.9 | 3.4 | 18.73 | 222 | 44 | 386 | |||
| 20 Mar | 749.55 | 33.95 | 0.8 | 20.08 | 68 | -6 | 340 | |||
| 19 Mar | 745.10 | 32.9 | 5.3 | 21.59 | 452 | 17 | 347 | |||
| 18 Mar | 736.70 | 27.85 | 7.5 | 20.95 | 546 | 10 | 337 | |||
| 17 Mar | 723.15 | 20.4 | -1.85 | 21.46 | 258 | 78 | 327 | |||
| 13 Mar | 727.85 | 22.25 | 0.4 | 19.28 | 206 | 40 | 248 | |||
| 12 Mar | 723.05 | 21.75 | -4 | 21.34 | 216 | 77 | 208 | |||
| 11 Mar | 729.85 | 26 | 1.95 | 21.30 | 61 | 9 | 126 | |||
| 10 Mar | 728.90 | 24 | -3.2 | 20.21 | 96 | 9 | 115 | |||
| 7 Mar | 732.75 | 27 | -0.05 | 19.76 | 50 | 10 | 106 | |||
| 6 Mar | 732.05 | 26.9 | -0.1 | 20.32 | 48 | 12 | 97 | |||
| 5 Mar | 730.35 | 26.9 | 6.2 | 20.15 | 67 | 45 | 84 | |||
| 4 Mar | 716.05 | 20.7 | 8.35 | 20.92 | 67 | 35 | 38 | |||
| 3 Mar | 695.30 | 12.35 | -14.15 | 20.79 | 3 | 2 | 2 | |||
| 28 Feb | 688.80 | 26.5 | 0 | 3.02 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 730 expiring on 24APR2025
Delta for 730 CE is 0.82
Historical price for 730 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 48.5, which was 14.7 higher than the previous day. The implied volatity was 31.79, the open interest changed by -57 which decreased total open position to 505
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 35.1, which was -8.85 lower than the previous day. The implied volatity was 34.84, the open interest changed by 250 which increased total open position to 560
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 45.25, which was -10.65 lower than the previous day. The implied volatity was 21.20, the open interest changed by -16 which decreased total open position to 314
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 56.25, which was 4.95 higher than the previous day. The implied volatity was 23.89, the open interest changed by 3 which increased total open position to 329
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 51.5, which was 1.75 higher than the previous day. The implied volatity was 16.07, the open interest changed by -2 which decreased total open position to 326
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 49.75, which was 0.35 higher than the previous day. The implied volatity was 24.62, the open interest changed by -9 which decreased total open position to 330
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 49.2, which was -1.2 lower than the previous day. The implied volatity was 20.17, the open interest changed by -17 which decreased total open position to 339
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 50.05, which was 6.1 higher than the previous day. The implied volatity was 19.64, the open interest changed by -48 which decreased total open position to 357
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 43.55, which was -10.9 lower than the previous day. The implied volatity was 21.77, the open interest changed by 34 which increased total open position to 407
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 53.95, which was -5.95 lower than the previous day. The implied volatity was 28.11, the open interest changed by 16 which increased total open position to 374
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 60.2, which was 24.1 higher than the previous day. The implied volatity was 22.55, the open interest changed by -26 which decreased total open position to 359
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 36.9, which was 3.4 higher than the previous day. The implied volatity was 18.73, the open interest changed by 44 which increased total open position to 386
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 33.95, which was 0.8 higher than the previous day. The implied volatity was 20.08, the open interest changed by -6 which decreased total open position to 340
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 32.9, which was 5.3 higher than the previous day. The implied volatity was 21.59, the open interest changed by 17 which increased total open position to 347
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 27.85, which was 7.5 higher than the previous day. The implied volatity was 20.95, the open interest changed by 10 which increased total open position to 337
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 20.4, which was -1.85 lower than the previous day. The implied volatity was 21.46, the open interest changed by 78 which increased total open position to 327
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 22.25, which was 0.4 higher than the previous day. The implied volatity was 19.28, the open interest changed by 40 which increased total open position to 248
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 21.75, which was -4 lower than the previous day. The implied volatity was 21.34, the open interest changed by 77 which increased total open position to 208
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 26, which was 1.95 higher than the previous day. The implied volatity was 21.30, the open interest changed by 9 which increased total open position to 126
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 24, which was -3.2 lower than the previous day. The implied volatity was 20.21, the open interest changed by 9 which increased total open position to 115
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 27, which was -0.05 lower than the previous day. The implied volatity was 19.76, the open interest changed by 10 which increased total open position to 106
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 26.9, which was -0.1 lower than the previous day. The implied volatity was 20.32, the open interest changed by 12 which increased total open position to 97
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 26.9, which was 6.2 higher than the previous day. The implied volatity was 20.15, the open interest changed by 45 which increased total open position to 84
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 20.7, which was 8.35 higher than the previous day. The implied volatity was 20.92, the open interest changed by 35 which increased total open position to 38
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 12.35, which was -14.15 lower than the previous day. The implied volatity was 20.79, the open interest changed by 2 which increased total open position to 2
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
| SBIN 24APR2025 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.45
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 6.45 | -7.85 | 34.39 | 7,111 | 224 | 1,806 |
| 7 Apr | 746.90 | 13.35 | 9.7 | 35.94 | 20,301 | 241 | 1,587 |
| 4 Apr | 767.45 | 3.45 | 0.95 | 24.27 | 2,593 | 206 | 1,343 |
| 3 Apr | 779.20 | 2.4 | -0.65 | 24.60 | 2,126 | -2 | 1,140 |
| 2 Apr | 775.95 | 3 | -0.35 | 24.69 | 1,880 | 61 | 1,147 |
| 1 Apr | 771.70 | 3.35 | -0.35 | 23.36 | 1,894 | 56 | 1,087 |
| 28 Mar | 771.50 | 3.8 | -0.15 | 22.53 | 2,121 | 60 | 1,031 |
| 27 Mar | 772.30 | 3.9 | -1 | 22.86 | 1,310 | -5 | 962 |
| 26 Mar | 764.00 | 4.95 | 0.7 | 21.56 | 676 | 111 | 967 |
| 25 Mar | 772.85 | 4.5 | 0.7 | 22.84 | 629 | 86 | 859 |
| 24 Mar | 780.80 | 3.8 | -3.95 | 24.20 | 1,287 | -118 | 768 |
| 21 Mar | 753.20 | 7.6 | -1.5 | 21.51 | 513 | 168 | 887 |
| 20 Mar | 749.55 | 9.15 | -1.5 | 21.20 | 634 | 175 | 719 |
| 19 Mar | 745.10 | 10.8 | -2.55 | 21.73 | 696 | 238 | 542 |
| 18 Mar | 736.70 | 13.15 | -7.15 | 21.31 | 286 | 112 | 297 |
| 17 Mar | 723.15 | 20.2 | 0.6 | 22.17 | 97 | -4 | 183 |
| 13 Mar | 727.85 | 19.75 | -1.4 | 23.24 | 91 | 20 | 186 |
| 12 Mar | 723.05 | 21 | 2.05 | 21.89 | 162 | 51 | 161 |
| 11 Mar | 729.85 | 18.95 | -1.2 | 22.78 | 34 | -5 | 110 |
| 10 Mar | 728.90 | 20.25 | 1.5 | 23.09 | 100 | 30 | 114 |
| 7 Mar | 732.75 | 18.8 | -0.65 | 22.96 | 38 | 7 | 84 |
| 6 Mar | 732.05 | 19.45 | -0.75 | 22.75 | 44 | 23 | 76 |
| 5 Mar | 730.35 | 20.55 | -7.4 | 23.55 | 53 | 48 | 53 |
| 4 Mar | 716.05 | 27.95 | -19.05 | 24.45 | 5 | 2 | 2 |
| 3 Mar | 695.30 | 47 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 688.80 | 47 | 2.35 | 27.63 | 4 | 2 | 2 |
For State Bank Of India - strike price 730 expiring on 24APR2025
Delta for 730 PE is -0.20
Historical price for 730 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 6.45, which was -7.85 lower than the previous day. The implied volatity was 34.39, the open interest changed by 224 which increased total open position to 1806
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 13.35, which was 9.7 higher than the previous day. The implied volatity was 35.94, the open interest changed by 241 which increased total open position to 1587
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 3.45, which was 0.95 higher than the previous day. The implied volatity was 24.27, the open interest changed by 206 which increased total open position to 1343
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 24.60, the open interest changed by -2 which decreased total open position to 1140
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 24.69, the open interest changed by 61 which increased total open position to 1147
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 23.36, the open interest changed by 56 which increased total open position to 1087
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 22.53, the open interest changed by 60 which increased total open position to 1031
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 3.9, which was -1 lower than the previous day. The implied volatity was 22.86, the open interest changed by -5 which decreased total open position to 962
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 4.95, which was 0.7 higher than the previous day. The implied volatity was 21.56, the open interest changed by 111 which increased total open position to 967
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 4.5, which was 0.7 higher than the previous day. The implied volatity was 22.84, the open interest changed by 86 which increased total open position to 859
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 3.8, which was -3.95 lower than the previous day. The implied volatity was 24.20, the open interest changed by -118 which decreased total open position to 768
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 7.6, which was -1.5 lower than the previous day. The implied volatity was 21.51, the open interest changed by 168 which increased total open position to 887
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 9.15, which was -1.5 lower than the previous day. The implied volatity was 21.20, the open interest changed by 175 which increased total open position to 719
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 10.8, which was -2.55 lower than the previous day. The implied volatity was 21.73, the open interest changed by 238 which increased total open position to 542
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 13.15, which was -7.15 lower than the previous day. The implied volatity was 21.31, the open interest changed by 112 which increased total open position to 297
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 20.2, which was 0.6 higher than the previous day. The implied volatity was 22.17, the open interest changed by -4 which decreased total open position to 183
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 19.75, which was -1.4 lower than the previous day. The implied volatity was 23.24, the open interest changed by 20 which increased total open position to 186
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 21, which was 2.05 higher than the previous day. The implied volatity was 21.89, the open interest changed by 51 which increased total open position to 161
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 18.95, which was -1.2 lower than the previous day. The implied volatity was 22.78, the open interest changed by -5 which decreased total open position to 110
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 20.25, which was 1.5 higher than the previous day. The implied volatity was 23.09, the open interest changed by 30 which increased total open position to 114
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 18.8, which was -0.65 lower than the previous day. The implied volatity was 22.96, the open interest changed by 7 which increased total open position to 84
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 19.45, which was -0.75 lower than the previous day. The implied volatity was 22.75, the open interest changed by 23 which increased total open position to 76
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 20.55, which was -7.4 lower than the previous day. The implied volatity was 23.55, the open interest changed by 48 which increased total open position to 53
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 27.95, which was -19.05 lower than the previous day. The implied volatity was 24.45, the open interest changed by 2 which increased total open position to 2
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 47, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 47, which was 2.35 higher than the previous day. The implied volatity was 27.63, the open interest changed by 2 which increased total open position to 2
