SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.56
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 32.6 | 11.5 | 29.53 | 3,886 | -368 | 1,830 | |||
| 7 Apr | 746.90 | 22.05 | -6.2 | 32.29 | 16,984 | 652 | 2,197 | |||
| 4 Apr | 767.45 | 29.3 | -9 | 21.22 | 1,121 | 48 | 1,542 | |||
| 3 Apr | 779.20 | 38.65 | 4.15 | 22.04 | 666 | 1 | 1,498 | |||
| 2 Apr | 775.95 | 34.55 | 2.05 | 18.45 | 866 | 15 | 1,498 | |||
| 1 Apr | 771.70 | 32.8 | -0.2 | 22.01 | 1,092 | -59 | 1,480 | |||
| 28 Mar | 771.50 | 33.3 | -2.25 | 21.00 | 730 | -13 | 1,539 | |||
| 27 Mar | 772.30 | 36.2 | 6.95 | 22.92 | 1,227 | 45 | 1,528 | |||
| 26 Mar | 764.00 | 28.7 | -8.85 | 21.08 | 799 | 32 | 1,487 | |||
| 25 Mar | 772.85 | 35.65 | -7.5 | 22.67 | 627 | -14 | 1,452 | |||
| 24 Mar | 780.80 | 43.7 | 20.75 | 22.16 | 2,746 | -187 | 1,472 | |||
| 21 Mar | 753.20 | 23.25 | 2.05 | 18.55 | 1,846 | 158 | 1,659 | |||
| 20 Mar | 749.55 | 21.25 | 0.3 | 19.85 | 1,464 | 129 | 1,494 | |||
| 19 Mar | 745.10 | 21.05 | 3.95 | 21.27 | 1,850 | 500 | 1,369 | |||
| 18 Mar | 736.70 | 17.45 | 5.1 | 21.02 | 674 | 132 | 863 | |||
| 17 Mar | 723.15 | 12.45 | -1.05 | 21.79 | 633 | 168 | 693 | |||
| 13 Mar | 727.85 | 13.6 | -0.05 | 19.70 | 383 | 135 | 525 | |||
| 12 Mar | 723.05 | 13.5 | -1.9 | 21.44 | 339 | 146 | 393 | |||
| 11 Mar | 729.85 | 15.4 | 0.35 | 20.11 | 290 | 106 | 256 | |||
| 10 Mar | 728.90 | 14.85 | -3 | 20.18 | 126 | 17 | 151 | |||
| 7 Mar | 732.75 | 17.85 | 0.3 | 20.41 | 41 | 16 | 134 | |||
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| 6 Mar | 732.05 | 17.45 | 0.15 | 20.46 | 69 | 18 | 118 | |||
| 5 Mar | 730.35 | 17.4 | 4.6 | 20.23 | 85 | 32 | 97 | |||
| 4 Mar | 716.05 | 13.05 | 5.55 | 21.00 | 81 | 63 | 65 | |||
| 3 Mar | 695.30 | 7.5 | -12.05 | 21.22 | 2 | 1 | 1 | |||
| 28 Feb | 688.80 | 19.55 | 0 | 4.89 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 750 expiring on 24APR2025
Delta for 750 CE is 0.70
Historical price for 750 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 32.6, which was 11.5 higher than the previous day. The implied volatity was 29.53, the open interest changed by -368 which decreased total open position to 1830
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 22.05, which was -6.2 lower than the previous day. The implied volatity was 32.29, the open interest changed by 652 which increased total open position to 2197
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 29.3, which was -9 lower than the previous day. The implied volatity was 21.22, the open interest changed by 48 which increased total open position to 1542
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 38.65, which was 4.15 higher than the previous day. The implied volatity was 22.04, the open interest changed by 1 which increased total open position to 1498
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 34.55, which was 2.05 higher than the previous day. The implied volatity was 18.45, the open interest changed by 15 which increased total open position to 1498
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 32.8, which was -0.2 lower than the previous day. The implied volatity was 22.01, the open interest changed by -59 which decreased total open position to 1480
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 33.3, which was -2.25 lower than the previous day. The implied volatity was 21.00, the open interest changed by -13 which decreased total open position to 1539
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 36.2, which was 6.95 higher than the previous day. The implied volatity was 22.92, the open interest changed by 45 which increased total open position to 1528
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 28.7, which was -8.85 lower than the previous day. The implied volatity was 21.08, the open interest changed by 32 which increased total open position to 1487
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 35.65, which was -7.5 lower than the previous day. The implied volatity was 22.67, the open interest changed by -14 which decreased total open position to 1452
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 43.7, which was 20.75 higher than the previous day. The implied volatity was 22.16, the open interest changed by -187 which decreased total open position to 1472
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 23.25, which was 2.05 higher than the previous day. The implied volatity was 18.55, the open interest changed by 158 which increased total open position to 1659
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 21.25, which was 0.3 higher than the previous day. The implied volatity was 19.85, the open interest changed by 129 which increased total open position to 1494
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 21.05, which was 3.95 higher than the previous day. The implied volatity was 21.27, the open interest changed by 500 which increased total open position to 1369
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 17.45, which was 5.1 higher than the previous day. The implied volatity was 21.02, the open interest changed by 132 which increased total open position to 863
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 12.45, which was -1.05 lower than the previous day. The implied volatity was 21.79, the open interest changed by 168 which increased total open position to 693
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 13.6, which was -0.05 lower than the previous day. The implied volatity was 19.70, the open interest changed by 135 which increased total open position to 525
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 13.5, which was -1.9 lower than the previous day. The implied volatity was 21.44, the open interest changed by 146 which increased total open position to 393
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 15.4, which was 0.35 higher than the previous day. The implied volatity was 20.11, the open interest changed by 106 which increased total open position to 256
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 14.85, which was -3 lower than the previous day. The implied volatity was 20.18, the open interest changed by 17 which increased total open position to 151
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 17.85, which was 0.3 higher than the previous day. The implied volatity was 20.41, the open interest changed by 16 which increased total open position to 134
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 17.45, which was 0.15 higher than the previous day. The implied volatity was 20.46, the open interest changed by 18 which increased total open position to 118
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 17.4, which was 4.6 higher than the previous day. The implied volatity was 20.23, the open interest changed by 32 which increased total open position to 97
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 13.05, which was 5.55 higher than the previous day. The implied volatity was 21.00, the open interest changed by 63 which increased total open position to 65
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 7.5, which was -12.05 lower than the previous day. The implied volatity was 21.22, the open interest changed by 1 which increased total open position to 1
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 19.55, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
| SBIN 24APR2025 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.57
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 10.45 | -10.9 | 31.53 | 12,767 | 693 | 3,664 |
| 7 Apr | 746.90 | 20.2 | 12.65 | 33.28 | 14,229 | -371 | 2,970 |
| 4 Apr | 767.45 | 7 | 2 | 22.57 | 8,050 | 211 | 3,345 |
| 3 Apr | 779.20 | 4.9 | -1.2 | 22.92 | 5,696 | 118 | 3,136 |
| 2 Apr | 775.95 | 5.9 | -0.6 | 23.01 | 4,896 | -29 | 3,017 |
| 1 Apr | 771.70 | 6.55 | -0.6 | 21.55 | 6,038 | 94 | 3,047 |
| 28 Mar | 771.50 | 7.25 | -0.25 | 21.23 | 4,430 | -89 | 2,953 |
| 27 Mar | 772.30 | 7.25 | -2.3 | 21.25 | 3,980 | 217 | 3,048 |
| 26 Mar | 764.00 | 9.65 | 1.55 | 20.61 | 2,538 | 294 | 2,834 |
| 25 Mar | 772.85 | 8.3 | 1.5 | 21.51 | 2,067 | 296 | 2,513 |
| 24 Mar | 780.80 | 6.75 | -7.8 | 22.75 | 3,799 | 578 | 2,224 |
| 21 Mar | 753.20 | 14.15 | -2.35 | 21.22 | 1,302 | 515 | 1,647 |
| 20 Mar | 749.55 | 16.6 | -1.95 | 20.95 | 917 | 371 | 1,137 |
| 19 Mar | 745.10 | 18.4 | -3.75 | 21.01 | 975 | 432 | 768 |
| 18 Mar | 736.70 | 22.35 | -9.6 | 21.14 | 304 | 110 | 300 |
| 17 Mar | 723.15 | 32 | 1.2 | 22.48 | 19 | 6 | 186 |
| 13 Mar | 727.85 | 30.8 | -3.7 | 23.63 | 49 | 18 | 179 |
| 12 Mar | 723.05 | 34.5 | 4.45 | 24.10 | 13 | 2 | 160 |
| 11 Mar | 729.85 | 30.05 | -1 | 23.65 | 101 | 19 | 151 |
| 10 Mar | 728.90 | 31.05 | 2.8 | 23.27 | 139 | 74 | 129 |
| 7 Mar | 732.75 | 28.1 | -1.4 | 22.31 | 44 | 26 | 55 |
| 6 Mar | 732.05 | 29.5 | -27.95 | 22.64 | 29 | 28 | 28 |
| 5 Mar | 730.35 | 57.45 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 716.05 | 57.45 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 695.30 | 57.45 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 688.80 | 57.45 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 750 expiring on 24APR2025
Delta for 750 PE is -0.31
Historical price for 750 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 10.45, which was -10.9 lower than the previous day. The implied volatity was 31.53, the open interest changed by 693 which increased total open position to 3664
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 20.2, which was 12.65 higher than the previous day. The implied volatity was 33.28, the open interest changed by -371 which decreased total open position to 2970
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was 22.57, the open interest changed by 211 which increased total open position to 3345
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 4.9, which was -1.2 lower than the previous day. The implied volatity was 22.92, the open interest changed by 118 which increased total open position to 3136
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 5.9, which was -0.6 lower than the previous day. The implied volatity was 23.01, the open interest changed by -29 which decreased total open position to 3017
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 6.55, which was -0.6 lower than the previous day. The implied volatity was 21.55, the open interest changed by 94 which increased total open position to 3047
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 7.25, which was -0.25 lower than the previous day. The implied volatity was 21.23, the open interest changed by -89 which decreased total open position to 2953
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 7.25, which was -2.3 lower than the previous day. The implied volatity was 21.25, the open interest changed by 217 which increased total open position to 3048
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 9.65, which was 1.55 higher than the previous day. The implied volatity was 20.61, the open interest changed by 294 which increased total open position to 2834
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 8.3, which was 1.5 higher than the previous day. The implied volatity was 21.51, the open interest changed by 296 which increased total open position to 2513
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 6.75, which was -7.8 lower than the previous day. The implied volatity was 22.75, the open interest changed by 578 which increased total open position to 2224
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 14.15, which was -2.35 lower than the previous day. The implied volatity was 21.22, the open interest changed by 515 which increased total open position to 1647
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 16.6, which was -1.95 lower than the previous day. The implied volatity was 20.95, the open interest changed by 371 which increased total open position to 1137
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 18.4, which was -3.75 lower than the previous day. The implied volatity was 21.01, the open interest changed by 432 which increased total open position to 768
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 22.35, which was -9.6 lower than the previous day. The implied volatity was 21.14, the open interest changed by 110 which increased total open position to 300
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 32, which was 1.2 higher than the previous day. The implied volatity was 22.48, the open interest changed by 6 which increased total open position to 186
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 30.8, which was -3.7 lower than the previous day. The implied volatity was 23.63, the open interest changed by 18 which increased total open position to 179
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 34.5, which was 4.45 higher than the previous day. The implied volatity was 24.10, the open interest changed by 2 which increased total open position to 160
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 30.05, which was -1 lower than the previous day. The implied volatity was 23.65, the open interest changed by 19 which increased total open position to 151
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 31.05, which was 2.8 higher than the previous day. The implied volatity was 23.27, the open interest changed by 74 which increased total open position to 129
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 28.1, which was -1.4 lower than the previous day. The implied volatity was 22.31, the open interest changed by 26 which increased total open position to 55
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 29.5, which was -27.95 lower than the previous day. The implied volatity was 22.64, the open interest changed by 28 which increased total open position to 28
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 57.45, 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 Mar SBIN was trading at 716.05. The strike last trading price was 57.45, 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 Mar SBIN was trading at 695.30. The strike last trading price was 57.45, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 57.45, 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
