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

856.5 -5.10 (-0.59%)

Back to Option Chain


Historical option data for SBIN

12 Dec 2024 10:20 AM IST
SBIN 26DEC2024 740 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.55 116.7 0.00 0.00 0 0 0
11 Dec 861.60 116.7 0.00 0.00 0 0 0
10 Dec 867.50 116.7 0.00 0.00 0 0 0
9 Dec 858.05 116.7 0.00 0.00 0 0 0
6 Dec 863.65 116.7 0.00 0.00 0 0 0
5 Dec 865.45 116.7 0.00 0.00 0 1 0
4 Dec 859.70 116.7 14.65 - 2 0 13
3 Dec 853.95 102.05 0.00 0.00 0 -1 0
2 Dec 836.40 102.05 -4.20 21.80 1 0 14
29 Nov 838.95 106.25 0.00 0.00 0 1 0
28 Nov 838.85 106.25 1.30 18.21 2 0 13
27 Nov 834.10 104.95 -5.85 36.91 3 0 12
26 Nov 839.40 110.8 0.00 0.00 0 12 0
25 Nov 844.45 110.8 13.30 - 12 9 9
22 Nov 816.05 97.5 0.00 - 0 0 0
21 Nov 780.75 97.5 0.00 - 0 0 0
20 Nov 803.00 97.5 0.00 - 0 0 0
19 Nov 803.00 97.5 0.00 - 0 0 0
18 Nov 814.30 97.5 0.00 - 0 0 0
14 Nov 804.25 97.5 0.00 - 0 0 0
13 Nov 808.65 97.5 0.00 - 0 0 0
12 Nov 826.70 97.5 0.00 - 0 0 0
11 Nov 847.65 97.5 0.00 - 0 0 0
8 Nov 843.15 97.5 0.00 - 0 0 0
7 Nov 859.60 97.5 0.00 - 0 0 0
6 Nov 854.80 97.5 0.00 - 0 0 0
5 Nov 849.20 97.5 0.00 - 0 0 0
4 Nov 829.85 97.5 0.00 - 0 0 0
1 Nov 821.20 97.5 0.00 - 0 0 0
31 Oct 820.20 97.5 0.00 - 0 0 0
30 Oct 822.45 97.5 0.00 - 0 0 0
29 Oct 832.70 97.5 0.00 - 0 0 0
28 Oct 792.05 97.5 0.00 - 0 0 0
25 Oct 780.95 97.5 0.00 - 0 0 0
24 Oct 794.55 97.5 0.00 - 0 0 0
23 Oct 786.00 97.5 0.00 - 0 0 0
22 Oct 790.40 97.5 0.00 - 0 0 0
21 Oct 813.95 97.5 0.00 - 0 0 0
18 Oct 820.40 97.5 0.00 - 0 0 0
17 Oct 811.05 97.5 0.00 - 0 0 0
16 Oct 805.45 97.5 0.00 - 0 0 0
14 Oct 805.15 97.5 0.00 - 0 0 0
10 Oct 797.10 97.5 0.00 - 0 0 0
9 Oct 797.40 97.5 0.00 - 0 0 0
7 Oct 770.65 97.5 0.00 - 0 0 0
4 Oct 796.65 97.5 - 0 0 0


For State Bank Of India - strike price 740 expiring on 26DEC2024

Delta for 740 CE is 0.00

Historical price for 740 CE is as follows

On 12 Dec SBIN was trading at 857.55. The strike last trading price was 116.7, 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 116.7, 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 116.7, 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 116.7, 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 116.7, 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 116.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 116.7, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 102.05, which was -4.20 lower than the previous day. The implied volatity was 21.80, the open interest changed by 0 which decreased total open position to 14


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 106.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 106.25, which was 1.30 higher than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 13


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 104.95, which was -5.85 lower than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 12


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 110.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 110.8, which was 13.30 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 97.5, 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 11 Nov SBIN was trading at 847.65. The strike last trading price was 97.5, 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 97.5, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 97.5, 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 6 Nov SBIN was trading at 854.80. The strike last trading price was 97.5, 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, 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 97.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SBIN 26DEC2024 740 PE
Delta: -0.02
Vega: 0.08
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.55 0.5 0.00 38.24 45 -11 528
11 Dec 861.60 0.5 -0.05 38.31 78 -16 539
10 Dec 867.50 0.55 -0.15 39.08 341 -36 560
9 Dec 858.05 0.7 0.00 37.22 313 33 596
6 Dec 863.65 0.7 -0.20 35.49 620 -54 568
5 Dec 865.45 0.9 -0.05 36.48 675 -28 619
4 Dec 859.70 0.95 -0.10 34.83 302 -84 653
3 Dec 853.95 1.05 -0.30 33.68 817 161 732
2 Dec 836.40 1.35 -0.20 31.05 578 62 571
29 Nov 838.95 1.55 -0.50 30.64 686 175 514
28 Nov 838.85 2.05 0.05 32.44 385 53 337
27 Nov 834.10 2 -0.45 30.53 142 -6 284
26 Nov 839.40 2.45 0.00 32.20 229 -35 291
25 Nov 844.45 2.45 -1.70 33.30 354 35 321
22 Nov 816.05 4.15 -6.45 29.50 751 10 296
21 Nov 780.75 10.6 4.75 30.35 1,280 126 283
20 Nov 803.00 5.85 0.00 28.60 334 79 157
19 Nov 803.00 5.85 2.45 28.60 334 79 157
18 Nov 814.30 3.4 -0.85 26.46 145 22 78
14 Nov 804.25 4.25 -0.60 25.27 137 49 52
13 Nov 808.65 4.85 3.05 27.47 2 0 1
12 Nov 826.70 1.8 0.00 0.00 0 0 0
11 Nov 847.65 1.8 -1.60 26.51 1 0 1
8 Nov 843.15 3.4 -2.50 29.31 4 -3 0
7 Nov 859.60 5.9 0.00 0.00 0 0 0
6 Nov 854.80 5.9 0.00 0.00 0 3 0
5 Nov 849.20 5.9 -16.40 34.19 3 2 2
4 Nov 829.85 22.3 0.00 8.92 0 0 0
1 Nov 821.20 22.3 0.00 8.16 0 0 0
31 Oct 820.20 22.3 0.00 - 0 0 0
30 Oct 822.45 22.3 0.00 - 0 0 0
29 Oct 832.70 22.3 0.00 - 0 0 0
28 Oct 792.05 22.3 0.00 - 0 0 0
25 Oct 780.95 22.3 0.00 - 0 0 0
24 Oct 794.55 22.3 0.00 - 0 0 0
23 Oct 786.00 22.3 0.00 - 0 0 0
22 Oct 790.40 22.3 0.00 - 0 0 0
21 Oct 813.95 22.3 0.00 - 0 0 0
18 Oct 820.40 22.3 0.00 - 0 0 0
17 Oct 811.05 22.3 0.00 - 0 0 0
16 Oct 805.45 22.3 0.00 - 0 0 0
14 Oct 805.15 22.3 0.00 - 0 0 0
10 Oct 797.10 22.3 0.00 - 0 0 0
9 Oct 797.40 22.3 0.00 - 0 0 0
7 Oct 770.65 22.3 0.00 - 0 0 0
4 Oct 796.65 22.3 - 0 0 0


For State Bank Of India - strike price 740 expiring on 26DEC2024

Delta for 740 PE is -0.02

Historical price for 740 PE is as follows

On 12 Dec SBIN was trading at 857.55. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 38.24, the open interest changed by -11 which decreased total open position to 528


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 38.31, the open interest changed by -16 which decreased total open position to 539


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 39.08, the open interest changed by -36 which decreased total open position to 560


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 37.22, the open interest changed by 33 which increased total open position to 596


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 35.49, the open interest changed by -54 which decreased total open position to 568


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 36.48, the open interest changed by -28 which decreased total open position to 619


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 34.83, the open interest changed by -84 which decreased total open position to 653


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 33.68, the open interest changed by 161 which increased total open position to 732


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 31.05, the open interest changed by 62 which increased total open position to 571


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 30.64, the open interest changed by 175 which increased total open position to 514


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 32.44, the open interest changed by 53 which increased total open position to 337


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 30.53, the open interest changed by -6 which decreased total open position to 284


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 32.20, the open interest changed by -35 which decreased total open position to 291


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 2.45, which was -1.70 lower than the previous day. The implied volatity was 33.30, the open interest changed by 35 which increased total open position to 321


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 4.15, which was -6.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 10 which increased total open position to 296


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 10.6, which was 4.75 higher than the previous day. The implied volatity was 30.35, the open interest changed by 126 which increased total open position to 283


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 28.60, the open interest changed by 79 which increased total open position to 157


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 5.85, which was 2.45 higher than the previous day. The implied volatity was 28.60, the open interest changed by 79 which increased total open position to 157


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 3.4, which was -0.85 lower than the previous day. The implied volatity was 26.46, the open interest changed by 22 which increased total open position to 78


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was 25.27, the open interest changed by 49 which increased total open position to 52


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 4.85, which was 3.05 higher than the previous day. The implied volatity was 27.47, the open interest changed by 0 which decreased total open position to 1


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 1.8, 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 1.8, which was -1.60 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 1


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 3.4, which was -2.50 lower than the previous day. The implied volatity was 29.31, the open interest changed by -3 which decreased total open position to 0


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 5.9, 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 5.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 5.9, which was -16.40 lower than the previous day. The implied volatity was 34.19, the open interest changed by 2 which increased total open position to 2


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was 8.92, 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 22.3, which was 0.00 lower than the previous day. The implied volatity was 8.16, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, 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 22.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to