SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 113.95 | 18.95 | - | 34,500 | 6,000 | 1,26,750 | |||
| 4 Jul | 839.30 | 95 | - | 12,750 | -6,000 | 1,20,750 | ||||
| 3 Jul | 839.95 | 95.4 | - | 1,21,500 | -1,500 | 1,26,750 | ||||
| 2 Jul | 826.15 | 83.1 | - | 61,500 | -6,750 | 1,27,500 | ||||
| 1 Jul | 841.95 | 100 | - | 15,750 | -2,250 | 1,34,250 | ||||
| 28 Jun | 848.95 | 105.5 | - | 54,750 | 19,500 | 1,36,500 | ||||
| 27 Jun | 844.00 | 98.85 | - | 47,250 | 14,250 | 1,17,000 | ||||
| 26 Jun | 845.35 | 104.05 | - | 24,000 | 16,500 | 1,02,000 | ||||
| 25 Jun | 842.25 | 99.4 | - | 30,000 | 3,000 | 85,500 | ||||
| 24 Jun | 832.70 | 92 | - | 41,250 | 3,750 | 82,500 | ||||
| 21 Jun | 836.30 | 89.05 | - | 74,250 | -6,750 | 79,500 | ||||
| 20 Jun | 843.75 | 103.00 | - | 12,750 | 7,500 | 86,250 | ||||
| 19 Jun | 852.60 | 112.00 | - | 16,500 | -5,250 | 78,750 | ||||
| 18 Jun | 844.90 | 103.95 | - | 48,000 | 22,500 | 82,500 | ||||
| 14 Jun | 839.20 | 98.50 | - | 53,250 | 48,750 | 60,000 | ||||
| 13 Jun | 843.90 | 103.30 | - | 9,000 | 750 | 10,500 | ||||
| 12 Jun | 839.10 | 104.00 | - | 5,250 | 3,000 | 9,000 | ||||
| 11 Jun | 835.55 | 101.45 | - | 0 | 0 | 0 | ||||
| 10 Jun | 831.80 | 101.45 | - | 1,500 | 0 | 6,000 | ||||
| 7 Jun | 829.95 | 90.35 | - | 1,500 | 0 | 6,000 | ||||
| 6 Jun | 816.95 | 85.00 | - | 4,500 | -1,500 | 6,000 | ||||
| 5 Jun | 789.75 | 71.25 | - | 26,250 | 7,500 | 7,500 | ||||
| 4 Jun | 775.20 | 91.80 | - | 0 | 0 | 0 | ||||
| 3 Jun | 905.65 | 91.80 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 91.80 | - | 0 | 0 | 0 | ||||
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| 30 May | 825.85 | 91.80 | - | 0 | 0 | 0 | ||||
| 29 May | 822.65 | 91.80 | - | 0 | 0 | 0 | ||||
| 28 May | 831.15 | 91.80 | - | 0 | 0 | 0 | ||||
| 27 May | 833.70 | 91.80 | - | 0 | 0 | 0 | ||||
| 24 May | 828.60 | 91.80 | - | 0 | 0 | 0 | ||||
| 23 May | 832.10 | 91.80 | - | 0 | 0 | 0 | ||||
| 22 May | 818.75 | 91.80 | - | 0 | 0 | 0 | ||||
| 21 May | 830.65 | 91.80 | - | 0 | 0 | 0 | ||||
| 18 May | 821.00 | 91.80 | - | 0 | 0 | 0 | ||||
| 17 May | 817.85 | 91.80 | - | 0 | 0 | 0 | ||||
| 16 May | 811.95 | 91.80 | - | 0 | 0 | 0 | ||||
| 15 May | 820.30 | 91.80 | - | 0 | 0 | 0 | ||||
| 14 May | 818.20 | 91.80 | - | 0 | 0 | 0 | ||||
| 13 May | 808.80 | 91.80 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 750 expiring on 25JUL2024
Delta for 750 CE is -
Historical price for 750 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 113.95, which was 18.95 higher than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 126750
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 95, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 120750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 95.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 126750
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 83.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 127500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 100, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 134250
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 105.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 136500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 98.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 117000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 104.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 102000
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 99.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 85500
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 92, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 82500
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 89.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 79500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 103.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 86250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 112.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 78750
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 103.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 82500
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 98.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 48750 which increased total open position to 60000
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 103.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 10500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 104.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 9000
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 101.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 101.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6000
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 90.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6000
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 85.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 6000
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 71.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May SBIN was trading at 830.35. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May SBIN was trading at 825.85. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May SBIN was trading at 822.65. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May SBIN was trading at 831.15. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May SBIN was trading at 833.70. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May SBIN was trading at 828.60. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May SBIN was trading at 832.10. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May SBIN was trading at 818.75. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May SBIN was trading at 830.65. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May SBIN was trading at 821.00. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 May SBIN was trading at 817.85. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 May SBIN was trading at 811.95. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SBIN was trading at 820.30. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SBIN was trading at 818.20. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May SBIN was trading at 808.80. The strike last trading price was 91.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 0.65 | -0.25 | - | 7,36,500 | -1,05,000 | 9,12,000 |
| 4 Jul | 839.30 | 0.9 | - | 4,23,750 | 30,750 | 10,17,000 | |
| 3 Jul | 839.95 | 0.9 | - | 12,70,500 | -17,250 | 9,86,250 | |
| 2 Jul | 826.15 | 2.2 | - | 15,53,250 | 2,78,250 | 10,14,000 | |
| 1 Jul | 841.95 | 1.5 | - | 4,44,000 | 83,250 | 7,35,750 | |
| 28 Jun | 848.95 | 1.45 | - | 8,64,750 | 72,750 | 6,52,500 | |
| 27 Jun | 844.00 | 2.05 | - | 3,47,250 | 32,250 | 5,79,750 | |
| 26 Jun | 845.35 | 2.15 | - | 3,04,500 | 3,000 | 5,48,250 | |
| 25 Jun | 842.25 | 2.25 | - | 3,93,750 | 36,750 | 5,45,250 | |
| 24 Jun | 832.70 | 2.3 | - | 5,93,250 | 1,02,000 | 5,05,500 | |
| 21 Jun | 836.30 | 2.90 | - | 4,72,500 | 38,250 | 4,03,500 | |
| 20 Jun | 843.75 | 2.40 | - | 1,89,750 | 22,500 | 3,66,000 | |
| 19 Jun | 852.60 | 2.00 | - | 3,58,500 | -31,500 | 3,43,500 | |
| 18 Jun | 844.90 | 2.10 | - | 3,77,250 | 79,500 | 3,74,250 | |
| 14 Jun | 839.20 | 3.15 | - | 2,05,500 | -45,000 | 2,94,750 | |
| 13 Jun | 843.90 | 3.45 | - | 2,37,000 | -21,000 | 3,38,250 | |
| 12 Jun | 839.10 | 4.75 | - | 1,38,750 | 28,500 | 3,58,500 | |
| 11 Jun | 835.55 | 6.45 | - | 1,84,500 | 48,750 | 3,30,000 | |
| 10 Jun | 831.80 | 8.55 | - | 1,44,000 | 51,000 | 2,77,500 | |
| 7 Jun | 829.95 | 9.85 | - | 81,000 | 1,500 | 2,25,750 | |
| 6 Jun | 816.95 | 13.95 | - | 1,99,500 | 33,000 | 2,24,250 | |
| 5 Jun | 789.75 | 24.75 | - | 2,28,000 | 15,000 | 1,91,250 | |
| 4 Jun | 775.20 | 39.15 | - | 3,21,000 | 12,000 | 1,76,250 | |
| 3 Jun | 905.65 | 4.25 | - | 1,10,250 | -19,500 | 1,64,250 | |
| 31 May | 830.35 | 11.00 | - | 72,000 | -6,000 | 1,83,000 | |
| 30 May | 825.85 | 13.10 | - | 42,000 | 10,500 | 1,89,000 | |
| 29 May | 822.65 | 14.50 | - | 34,500 | 6,750 | 1,78,500 | |
| 28 May | 831.15 | 12.20 | - | 32,250 | 31,500 | 1,71,000 | |
| 27 May | 833.70 | 13.50 | - | 17,250 | 6,000 | 1,38,750 | |
| 24 May | 828.60 | 14.65 | - | 41,250 | 33,000 | 1,32,750 | |
| 23 May | 832.10 | 13.50 | - | 41,250 | 10,500 | 93,750 | |
| 22 May | 818.75 | 16.10 | - | 15,000 | 750 | 81,000 | |
| 21 May | 830.65 | 17.40 | - | 11,250 | 6,000 | 77,250 | |
| 18 May | 821.00 | 18.65 | - | 750 | 0 | 70,500 | |
| 17 May | 817.85 | 19.25 | - | 4,500 | 2,250 | 69,750 | |
| 16 May | 811.95 | 25.20 | - | 15,750 | 6,750 | 67,500 | |
| 15 May | 820.30 | 19.40 | - | 750 | 0 | 60,000 | |
| 14 May | 818.20 | 22.55 | - | 1,500 | 750 | 60,000 | |
| 13 May | 808.80 | 24.85 | - | 13,500 | 3,750 | 59,250 | |
For STATE BANK OF INDIA - strike price 750 expiring on 25JUL2024
Delta for 750 PE is -
Historical price for 750 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -105000 which decreased total open position to 912000
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 30750 which increased total open position to 1017000
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -17250 which decreased total open position to 986250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 278250 which increased total open position to 1014000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 83250 which increased total open position to 735750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 72750 which increased total open position to 652500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 32250 which increased total open position to 579750
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 548250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 36750 which increased total open position to 545250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 102000 which increased total open position to 505500
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 38250 which increased total open position to 403500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 366000
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -31500 which decreased total open position to 343500
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 79500 which increased total open position to 374250
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -45000 which decreased total open position to 294750
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -21000 which decreased total open position to 338250
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 358500
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 48750 which increased total open position to 330000
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 51000 which increased total open position to 277500
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 225750
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 224250
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 191250
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 39.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 176250
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -19500 which decreased total open position to 164250
On 31 May SBIN was trading at 830.35. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 183000
On 30 May SBIN was trading at 825.85. The strike last trading price was 13.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 189000
On 29 May SBIN was trading at 822.65. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 178500
On 28 May SBIN was trading at 831.15. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 171000
On 27 May SBIN was trading at 833.70. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 138750
On 24 May SBIN was trading at 828.60. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 132750
On 23 May SBIN was trading at 832.10. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 93750
On 22 May SBIN was trading at 818.75. The strike last trading price was 16.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 81000
On 21 May SBIN was trading at 830.65. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 77250
On 18 May SBIN was trading at 821.00. The strike last trading price was 18.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70500
On 17 May SBIN was trading at 817.85. The strike last trading price was 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 69750
On 16 May SBIN was trading at 811.95. The strike last trading price was 25.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 67500
On 15 May SBIN was trading at 820.30. The strike last trading price was 19.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60000
On 14 May SBIN was trading at 818.20. The strike last trading price was 22.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 60000
On 13 May SBIN was trading at 808.80. The strike last trading price was 24.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 59250