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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 730 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 107.25 0.00 0.00 0 0 0
19 Dec 832.80 107.25 0.00 0.00 0 0 0
18 Dec 838.15 107.25 0.00 0.00 0 0 0
17 Dec 850.55 107.25 0.00 0.00 0 0 0
16 Dec 860.95 107.25 0.00 0.00 0 0 0
13 Dec 861.55 107.25 0.00 0.00 0 0 0
12 Dec 853.70 107.25 0.00 0.00 0 0 0
11 Dec 861.60 107.25 0.00 0.00 0 0 0
10 Dec 867.50 107.25 0.00 0.00 0 0 0
9 Dec 858.05 107.25 0.00 0.00 0 0 0
6 Dec 863.65 107.25 0.00 0.00 0 0 0
5 Dec 865.45 107.25 0.00 0.00 0 0 0
4 Dec 859.70 107.25 0.00 0.00 0 0 0
3 Dec 853.95 107.25 0.00 0.00 0 0 0
2 Dec 836.40 107.25 0.00 - 0 0 0
29 Nov 838.95 107.25 0.00 - 0 0 0
28 Nov 838.85 107.25 0.00 - 0 0 0
27 Nov 834.10 107.25 0.00 - 0 0 0
26 Nov 839.40 107.25 0.00 - 0 0 0
25 Nov 844.45 107.25 0.00 - 0 0 0
22 Nov 816.05 107.25 0.00 - 0 0 0
21 Nov 780.75 107.25 0.00 - 0 0 0
20 Nov 803.00 107.25 0.00 - 0 0 0
19 Nov 803.00 107.25 0.00 - 0 0 0
18 Nov 814.30 107.25 0.00 - 0 0 0
14 Nov 804.25 107.25 107.25 - 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 730 expiring on 26DEC2024

Delta for 730 CE is 0.00

Historical price for 730 CE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 107.25, 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 0


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 107.25, 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 0


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 107.25, 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 0


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 107.25, 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 0


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 107.25, 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 0


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 107.25, 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 0


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 107.25, 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 0


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 107.25, 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 0


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 107.25, 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 0


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 107.25, 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 0


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 107.25, 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 0


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 107.25, which was 107.25 higher 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 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 730 PE
Delta: -0.02
Vega: 0.04
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 0.25 -0.10 40.78 292 -16 587
19 Dec 832.80 0.35 -0.05 46.38 152 7 605
18 Dec 838.15 0.4 0.00 47.18 157 -22 598
17 Dec 850.55 0.4 0.00 47.30 55 -6 620
16 Dec 860.95 0.4 -0.05 48.02 32 -1 626
13 Dec 861.55 0.45 -0.05 43.05 71 -3 633
12 Dec 853.70 0.5 0.05 40.48 56 -17 638
11 Dec 861.60 0.45 -0.10 40.49 92 -16 648
10 Dec 867.50 0.55 -0.05 41.92 152 -7 664
9 Dec 858.05 0.6 0.00 39.02 114 0 671
6 Dec 863.65 0.6 -0.25 37.10 324 -29 671
5 Dec 865.45 0.85 0.00 38.67 466 29 706
4 Dec 859.70 0.85 -0.10 36.66 317 20 680
3 Dec 853.95 0.95 -0.15 35.57 1,087 -162 637
2 Dec 836.40 1.1 -0.20 32.35 625 86 799
29 Nov 838.95 1.3 -0.40 32.00 365 43 716
28 Nov 838.85 1.7 0.05 33.62 454 -47 675
27 Nov 834.10 1.65 -0.35 31.71 280 -42 722
26 Nov 839.40 2 -0.05 33.20 267 28 760
25 Nov 844.45 2.05 -1.35 34.40 427 8 732
22 Nov 816.05 3.4 -5.10 30.48 863 15 739
21 Nov 780.75 8.5 3.75 30.80 1,518 599 724
20 Nov 803.00 4.75 0.00 29.42 219 69 128
19 Nov 803.00 4.75 2.05 29.42 219 72 128
18 Nov 814.30 2.7 -0.65 27.25 83 35 59
14 Nov 804.25 3.35 3.35 25.77 46 19 19
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 730 expiring on 26DEC2024

Delta for 730 PE is -0.02

Historical price for 730 PE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 40.78, the open interest changed by -16 which decreased total open position to 587


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 46.38, the open interest changed by 7 which increased total open position to 605


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 47.18, the open interest changed by -22 which decreased total open position to 598


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 47.30, the open interest changed by -6 which decreased total open position to 620


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 48.02, the open interest changed by -1 which decreased total open position to 626


On 13 Dec SBIN was trading at 861.55. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 43.05, the open interest changed by -3 which decreased total open position to 633


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 40.48, the open interest changed by -17 which decreased total open position to 638


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 40.49, the open interest changed by -16 which decreased total open position to 648


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 41.92, the open interest changed by -7 which decreased total open position to 664


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 39.02, the open interest changed by 0 which decreased total open position to 671


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 37.10, the open interest changed by -29 which decreased total open position to 671


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 38.67, the open interest changed by 29 which increased total open position to 706


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 36.66, the open interest changed by 20 which increased total open position to 680


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 35.57, the open interest changed by -162 which decreased total open position to 637


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 32.35, the open interest changed by 86 which increased total open position to 799


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 32.00, the open interest changed by 43 which increased total open position to 716


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 33.62, the open interest changed by -47 which decreased total open position to 675


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 31.71, the open interest changed by -42 which decreased total open position to 722


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 33.20, the open interest changed by 28 which increased total open position to 760


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 2.05, which was -1.35 lower than the previous day. The implied volatity was 34.40, the open interest changed by 8 which increased total open position to 732


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 3.4, which was -5.10 lower than the previous day. The implied volatity was 30.48, the open interest changed by 15 which increased total open position to 739


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 8.5, which was 3.75 higher than the previous day. The implied volatity was 30.80, the open interest changed by 599 which increased total open position to 724


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 29.42, the open interest changed by 69 which increased total open position to 128


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 4.75, which was 2.05 higher than the previous day. The implied volatity was 29.42, the open interest changed by 72 which increased total open position to 128


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 27.25, the open interest changed by 35 which increased total open position to 59


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 3.35, which was 3.35 higher than the previous day. The implied volatity was 25.77, the open interest changed by 19 which increased total open position to 19


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