SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:10 AM IST
| SBIN 26DEC2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.15
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 856.80 | 111 | -5.00 | 41.22 | 9 | -8 | 327 | |||
| 11 Dec | 861.60 | 116 | -3.50 | 40.78 | 4 | -3 | 336 | |||
| 10 Dec | 867.50 | 119.5 | 7.50 | - | 7 | 0 | 340 | |||
| 9 Dec | 858.05 | 112 | -4.90 | 30.39 | 5 | -2 | 341 | |||
| 6 Dec | 863.65 | 116.9 | -6.10 | - | 10 | -2 | 342 | |||
| 5 Dec | 865.45 | 123 | 12.00 | 48.22 | 9 | 1 | 344 | |||
| 4 Dec | 859.70 | 111 | 1.30 | - | 7 | -2 | 343 | |||
| 3 Dec | 853.95 | 109.7 | 16.20 | 33.39 | 23 | 4 | 345 | |||
| 2 Dec | 836.40 | 93.5 | -2.00 | 29.23 | 18 | -7 | 341 | |||
| 29 Nov | 838.95 | 95.5 | -2.50 | 26.98 | 27 | -2 | 348 | |||
| 28 Nov | 838.85 | 98 | 5.05 | 28.70 | 20 | 0 | 350 | |||
| 27 Nov | 834.10 | 92.95 | -4.20 | 28.53 | 56 | -7 | 350 | |||
| 26 Nov | 839.40 | 97.15 | -4.85 | 30.47 | 29 | -15 | 357 | |||
| 25 Nov | 844.45 | 102 | 28.75 | 19.78 | 98 | -6 | 374 | |||
| 22 Nov | 816.05 | 73.25 | 25.80 | 21.14 | 293 | 34 | 414 | |||
| 21 Nov | 780.75 | 47.45 | -14.55 | 25.22 | 1,338 | 288 | 380 | |||
| 20 Nov | 803.00 | 62 | 0.00 | 19.15 | 42 | 34 | 92 | |||
| 19 Nov | 803.00 | 62 | -7.00 | 19.15 | 42 | 34 | 92 | |||
| 18 Nov | 814.30 | 69 | 4.00 | - | 42 | 20 | 56 | |||
| 14 Nov | 804.25 | 65 | -16.20 | 13.46 | 29 | 25 | 32 | |||
| 13 Nov | 808.65 | 81.2 | -10.50 | 32.63 | 7 | 5 | 5 | |||
| 12 Nov | 826.70 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 847.65 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 843.15 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 859.60 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 854.80 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 849.20 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 91.7 | 91.70 | - | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 0 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 750 expiring on 26DEC2024
Delta for 750 CE is 0.96
Historical price for 750 CE is as follows
On 12 Dec SBIN was trading at 856.80. The strike last trading price was 111, which was -5.00 lower than the previous day. The implied volatity was 41.22, the open interest changed by -8 which decreased total open position to 327
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 116, which was -3.50 lower than the previous day. The implied volatity was 40.78, the open interest changed by -3 which decreased total open position to 336
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 119.5, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 340
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 112, which was -4.90 lower than the previous day. The implied volatity was 30.39, the open interest changed by -2 which decreased total open position to 341
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 116.9, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 342
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 123, which was 12.00 higher than the previous day. The implied volatity was 48.22, the open interest changed by 1 which increased total open position to 344
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 111, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 343
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 109.7, which was 16.20 higher than the previous day. The implied volatity was 33.39, the open interest changed by 4 which increased total open position to 345
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 93.5, which was -2.00 lower than the previous day. The implied volatity was 29.23, the open interest changed by -7 which decreased total open position to 341
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 95.5, which was -2.50 lower than the previous day. The implied volatity was 26.98, the open interest changed by -2 which decreased total open position to 348
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 98, which was 5.05 higher than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 350
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 92.95, which was -4.20 lower than the previous day. The implied volatity was 28.53, the open interest changed by -7 which decreased total open position to 350
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 97.15, which was -4.85 lower than the previous day. The implied volatity was 30.47, the open interest changed by -15 which decreased total open position to 357
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 102, which was 28.75 higher than the previous day. The implied volatity was 19.78, the open interest changed by -6 which decreased total open position to 374
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 73.25, which was 25.80 higher than the previous day. The implied volatity was 21.14, the open interest changed by 34 which increased total open position to 414
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 47.45, which was -14.55 lower than the previous day. The implied volatity was 25.22, the open interest changed by 288 which increased total open position to 380
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 19.15, the open interest changed by 34 which increased total open position to 92
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 62, which was -7.00 lower than the previous day. The implied volatity was 19.15, the open interest changed by 34 which increased total open position to 92
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 69, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 56
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 65, which was -16.20 lower than the previous day. The implied volatity was 13.46, the open interest changed by 25 which increased total open position to 32
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 81.2, which was -10.50 lower than the previous day. The implied volatity was 32.63, the open interest changed by 5 which increased total open position to 5
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 91.7, 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 91.7, 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 91.7, 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 91.7, 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 91.7, 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 91.7, 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 91.7, which was 91.70 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.10
Theta: -0.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 856.80 | 0.6 | 0.00 | 36.18 | 104 | -37 | 1,576 |
| 11 Dec | 861.60 | 0.6 | -0.05 | 36.54 | 381 | 17 | 1,623 |
| 10 Dec | 867.50 | 0.65 | -0.15 | 37.40 | 550 | -121 | 1,617 |
| 9 Dec | 858.05 | 0.8 | -0.05 | 35.25 | 793 | 38 | 1,740 |
| 6 Dec | 863.65 | 0.85 | -0.20 | 34.06 | 1,806 | 39 | 1,732 |
| 5 Dec | 865.45 | 1.05 | 0.00 | 34.88 | 1,603 | -178 | 1,694 |
| 4 Dec | 859.70 | 1.05 | -0.15 | 32.90 | 912 | -5 | 1,874 |
| 3 Dec | 853.95 | 1.2 | -0.45 | 31.97 | 1,785 | -667 | 1,882 |
| 2 Dec | 836.40 | 1.65 | -0.20 | 29.70 | 1,729 | 407 | 2,593 |
| 29 Nov | 838.95 | 1.85 | -0.65 | 29.25 | 1,767 | 283 | 2,182 |
| 28 Nov | 838.85 | 2.5 | 0.15 | 31.32 | 2,154 | -56 | 1,897 |
| 27 Nov | 834.10 | 2.35 | -0.50 | 29.10 | 647 | 23 | 1,955 |
| 26 Nov | 839.40 | 2.85 | 0.05 | 30.86 | 882 | 178 | 2,130 |
| 25 Nov | 844.45 | 2.8 | -2.20 | 31.84 | 1,297 | 372 | 1,952 |
| 22 Nov | 816.05 | 5 | -7.90 | 28.40 | 2,029 | 103 | 1,683 |
| 21 Nov | 780.75 | 12.9 | 5.65 | 29.66 | 5,948 | 1,122 | 1,579 |
| 20 Nov | 803.00 | 7.25 | 0.00 | 27.89 | 680 | 75 | 456 |
| 19 Nov | 803.00 | 7.25 | 3.00 | 27.89 | 680 | 74 | 456 |
| 18 Nov | 814.30 | 4.25 | -1.15 | 25.63 | 322 | 15 | 381 |
| 14 Nov | 804.25 | 5.4 | 0.05 | 24.65 | 443 | 115 | 366 |
| 13 Nov | 808.65 | 5.35 | 1.85 | 25.79 | 369 | 123 | 251 |
| 12 Nov | 826.70 | 3.5 | 0.80 | 25.16 | 76 | 36 | 127 |
| 11 Nov | 847.65 | 2.7 | -0.40 | 26.88 | 83 | 12 | 90 |
| 8 Nov | 843.15 | 3.1 | -0.50 | 26.21 | 168 | 39 | 78 |
| 7 Nov | 859.60 | 3.6 | -0.65 | 30.04 | 50 | 8 | 38 |
| 6 Nov | 854.80 | 4.25 | -0.90 | 30.67 | 16 | 3 | 27 |
| 5 Nov | 849.20 | 5.15 | -8.00 | 30.65 | 32 | 24 | 24 |
| 4 Nov | 829.85 | 13.15 | 0.00 | 8.10 | 0 | 0 | 0 |
| 1 Nov | 821.20 | 13.15 | 7.34 | 0 | 0 | 0 | |
For State Bank Of India - strike price 750 expiring on 26DEC2024
Delta for 750 PE is -0.03
Historical price for 750 PE is as follows
On 12 Dec SBIN was trading at 856.80. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 36.18, the open interest changed by -37 which decreased total open position to 1576
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 36.54, the open interest changed by 17 which increased total open position to 1623
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 37.40, the open interest changed by -121 which decreased total open position to 1617
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 35.25, the open interest changed by 38 which increased total open position to 1740
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 34.06, the open interest changed by 39 which increased total open position to 1732
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 34.88, the open interest changed by -178 which decreased total open position to 1694
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 32.90, the open interest changed by -5 which decreased total open position to 1874
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 31.97, the open interest changed by -667 which decreased total open position to 1882
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 29.70, the open interest changed by 407 which increased total open position to 2593
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was 29.25, the open interest changed by 283 which increased total open position to 2182
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 31.32, the open interest changed by -56 which decreased total open position to 1897
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 2.35, which was -0.50 lower than the previous day. The implied volatity was 29.10, the open interest changed by 23 which increased total open position to 1955
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 30.86, the open interest changed by 178 which increased total open position to 2130
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 2.8, which was -2.20 lower than the previous day. The implied volatity was 31.84, the open interest changed by 372 which increased total open position to 1952
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 5, which was -7.90 lower than the previous day. The implied volatity was 28.40, the open interest changed by 103 which increased total open position to 1683
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 12.9, which was 5.65 higher than the previous day. The implied volatity was 29.66, the open interest changed by 1122 which increased total open position to 1579
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was 27.89, the open interest changed by 75 which increased total open position to 456
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 7.25, which was 3.00 higher than the previous day. The implied volatity was 27.89, the open interest changed by 74 which increased total open position to 456
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 4.25, which was -1.15 lower than the previous day. The implied volatity was 25.63, the open interest changed by 15 which increased total open position to 381
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 5.4, which was 0.05 higher than the previous day. The implied volatity was 24.65, the open interest changed by 115 which increased total open position to 366
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 5.35, which was 1.85 higher than the previous day. The implied volatity was 25.79, the open interest changed by 123 which increased total open position to 251
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 3.5, which was 0.80 higher than the previous day. The implied volatity was 25.16, the open interest changed by 36 which increased total open position to 127
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 2.7, which was -0.40 lower than the previous day. The implied volatity was 26.88, the open interest changed by 12 which increased total open position to 90
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 3.1, which was -0.50 lower than the previous day. The implied volatity was 26.21, the open interest changed by 39 which increased total open position to 78
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 30.04, the open interest changed by 8 which increased total open position to 38
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 4.25, which was -0.90 lower than the previous day. The implied volatity was 30.67, the open interest changed by 3 which increased total open position to 27
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 5.15, which was -8.00 lower than the previous day. The implied volatity was 30.65, the open interest changed by 24 which increased total open position to 24
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 13.15, which was 0.00 lower than the previous day. The implied volatity was 8.10, 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 13.15, which was lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0
