SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.10
Theta: -0.41
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 52.9 | -41.90 | 29.83 | 78 | 37 | 37 | |||
| 20 Nov | 803.00 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 803.00 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 814.30 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 804.25 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 808.65 | 94.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 826.70 | 94.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 847.65 | 94.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 843.15 | 94.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 859.60 | 94.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 854.80 | 94.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 849.20 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 820.20 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 822.45 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 832.70 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 792.05 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 780.95 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 794.55 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 786.00 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 790.40 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 813.95 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 820.40 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 811.05 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 805.45 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 804.65 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 805.15 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 799.75 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 797.10 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 797.40 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 781.45 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 770.65 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 796.65 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 794.10 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 796.95 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 787.90 | 94.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 802.65 | 94.8 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 730 expiring on 28NOV2024
Delta for 730 CE is 0.96
Historical price for 730 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 52.9, which was -41.90 lower than the previous day. The implied volatity was 29.83, the open interest changed by 37 which increased total open position to 37
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 94.8, 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 19 Nov SBIN was trading at 803.00. The strike last trading price was 94.8, 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 18 Nov SBIN was trading at 814.30. The strike last trading price was 94.8, 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 14 Nov SBIN was trading at 804.25. The strike last trading price was 94.8, 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 13 Nov SBIN was trading at 808.65. The strike last trading price was 94.8, 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 94.8, 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 94.8, 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 94.8, 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 94.8, 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 94.8, 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 94.8, 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 4 Nov SBIN was trading at 829.85. The strike last trading price was 94.8, 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 1 Nov SBIN was trading at 821.20. The strike last trading price was 94.8, 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 31 Oct SBIN was trading at 820.20. The strike last trading price was 94.8, 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 Oct SBIN was trading at 822.45. The strike last trading price was 94.8, 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 29 Oct SBIN was trading at 832.70. The strike last trading price was 94.8, 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 28 Oct SBIN was trading at 792.05. The strike last trading price was 94.8, 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 Oct SBIN was trading at 780.95. The strike last trading price was 94.8, 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 Oct SBIN was trading at 794.55. The strike last trading price was 94.8, 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 Oct SBIN was trading at 786.00. The strike last trading price was 94.8, 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 22 Oct SBIN was trading at 790.40. The strike last trading price was 94.8, 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 21 Oct SBIN was trading at 813.95. The strike last trading price was 94.8, 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 Oct SBIN was trading at 820.40. The strike last trading price was 94.8, 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 17 Oct SBIN was trading at 811.05. The strike last trading price was 94.8, 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 Oct SBIN was trading at 805.45. The strike last trading price was 94.8, 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 94.8, 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 14 Oct SBIN was trading at 805.15. The strike last trading price was 94.8, 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 94.8, 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 94.8, 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 9 Oct SBIN was trading at 797.40. The strike last trading price was 94.8, 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 8 Oct SBIN was trading at 781.45. The strike last trading price was 94.8, 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 94.8, 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 94.8, 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 94.8, 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 94.8, 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 94.8, 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 94.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.20
Theta: -0.56
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 2.35 | 1.15 | 41.25 | 10,173 | 695 | 1,374 |
| 20 Nov | 803.00 | 1.2 | 0.00 | 39.42 | 553 | 8 | 682 |
| 19 Nov | 803.00 | 1.2 | 0.60 | 39.42 | 553 | 11 | 682 |
| 18 Nov | 814.30 | 0.6 | -0.10 | 36.69 | 672 | -124 | 670 |
| 14 Nov | 804.25 | 0.7 | -0.25 | 29.79 | 959 | 266 | 794 |
| 13 Nov | 808.65 | 0.95 | 0.30 | 32.42 | 607 | -18 | 533 |
| 12 Nov | 826.70 | 0.65 | 0.10 | 32.84 | 241 | -93 | 551 |
| 11 Nov | 847.65 | 0.55 | -0.20 | 35.70 | 183 | -25 | 647 |
| 8 Nov | 843.15 | 0.75 | -0.25 | 33.74 | 1,103 | 213 | 676 |
| 7 Nov | 859.60 | 1 | -0.05 | 38.51 | 441 | 37 | 463 |
| 6 Nov | 854.80 | 1.05 | -0.75 | 37.48 | 666 | -32 | 442 |
| 5 Nov | 849.20 | 1.8 | -0.70 | 38.94 | 675 | 30 | 486 |
| 4 Nov | 829.85 | 2.5 | -0.45 | 36.83 | 1,295 | -13 | 458 |
| 1 Nov | 821.20 | 2.95 | -0.15 | 34.43 | 168 | 40 | 421 |
| 31 Oct | 820.20 | 3.1 | 0.55 | - | 360 | 67 | 381 |
| 30 Oct | 822.45 | 2.55 | 0.15 | - | 229 | -9 | 314 |
| 29 Oct | 832.70 | 2.4 | -2.50 | - | 713 | -34 | 323 |
| 28 Oct | 792.05 | 4.9 | -1.90 | - | 402 | 55 | 357 |
| 25 Oct | 780.95 | 6.8 | 2.70 | - | 477 | 128 | 302 |
| 24 Oct | 794.55 | 4.1 | -1.75 | - | 172 | 37 | 173 |
| 23 Oct | 786.00 | 5.85 | 0.90 | - | 138 | 24 | 139 |
| 22 Oct | 790.40 | 4.95 | 2.05 | - | 210 | 75 | 106 |
| 21 Oct | 813.95 | 2.9 | 0.10 | - | 23 | 13 | 31 |
| 18 Oct | 820.40 | 2.8 | -0.35 | - | 25 | -12 | 18 |
| 17 Oct | 811.05 | 3.15 | -0.55 | - | 30 | -4 | 30 |
| 16 Oct | 805.45 | 3.7 | -3.35 | - | 28 | 10 | 34 |
| 15 Oct | 804.65 | 7.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 805.15 | 7.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 799.75 | 7.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 797.10 | 7.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 797.40 | 7.05 | -3.20 | - | 1 | 0 | 24 |
| 8 Oct | 781.45 | 10.25 | -1.35 | - | 31 | 3 | 14 |
| 7 Oct | 770.65 | 11.6 | 5.45 | - | 3 | 0 | 11 |
| 4 Oct | 796.65 | 6.15 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 794.10 | 6.15 | 1.25 | - | 4 | 1 | 11 |
| 1 Oct | 796.95 | 4.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 787.90 | 4.9 | 0.00 | - | 0 | 10 | 0 |
| 27 Sept | 802.65 | 4.9 | - | 10 | 8 | 8 | |
For State Bank Of India - strike price 730 expiring on 28NOV2024
Delta for 730 PE is -0.11
Historical price for 730 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 2.35, which was 1.15 higher than the previous day. The implied volatity was 41.25, the open interest changed by 695 which increased total open position to 1374
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 39.42, the open interest changed by 8 which increased total open position to 682
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 1.2, which was 0.60 higher than the previous day. The implied volatity was 39.42, the open interest changed by 11 which increased total open position to 682
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 36.69, the open interest changed by -124 which decreased total open position to 670
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 29.79, the open interest changed by 266 which increased total open position to 794
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.95, which was 0.30 higher than the previous day. The implied volatity was 32.42, the open interest changed by -18 which decreased total open position to 533
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 32.84, the open interest changed by -93 which decreased total open position to 551
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 35.70, the open interest changed by -25 which decreased total open position to 647
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 33.74, the open interest changed by 213 which increased total open position to 676
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 38.51, the open interest changed by 37 which increased total open position to 463
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 37.48, the open interest changed by -32 which decreased total open position to 442
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 38.94, the open interest changed by 30 which increased total open position to 486
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 36.83, the open interest changed by -13 which decreased total open position to 458
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 34.43, the open interest changed by 40 which increased total open position to 421
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 3.1, which was 0.55 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 2.55, 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 29 Oct SBIN was trading at 832.70. The strike last trading price was 2.4, which was -2.50 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 4.9, which was -1.90 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 6.8, which was 2.70 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 4.1, which was -1.75 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 5.85, which was 0.90 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 4.95, which was 2.05 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 2.9, 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 18 Oct SBIN was trading at 820.40. The strike last trading price was 2.8, 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 17 Oct SBIN was trading at 811.05. The strike last trading price was 3.15, which was -0.55 lower 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 3.7, which was -3.35 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 7.05, 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 14 Oct SBIN was trading at 805.15. The strike last trading price was 7.05, 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 7.05, 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 7.05, 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 9 Oct SBIN was trading at 797.40. The strike last trading price was 7.05, which was -3.20 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 10.25, which was -1.35 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 11.6, which was 5.45 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 6.15, 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 3 Oct SBIN was trading at 794.10. The strike last trading price was 6.15, which was 1.25 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 4.9, 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 4.9, 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 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
