SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.23
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 34.45 | -18.25 | 28.18 | 4,003 | 352 | 651 | |||
| 20 Nov | 803.00 | 52.7 | 0.00 | - | 53 | -5 | 299 | |||
| 19 Nov | 803.00 | 52.7 | -14.30 | - | 53 | -5 | 299 | |||
| 18 Nov | 814.30 | 67 | 10.60 | 30.83 | 33 | -4 | 304 | |||
| 14 Nov | 804.25 | 56.4 | -9.60 | - | 15 | -4 | 309 | |||
| 13 Nov | 808.65 | 66 | -17.00 | 23.80 | 43 | -13 | 310 | |||
| 12 Nov | 826.70 | 83 | -23.30 | 40.08 | 24 | -11 | 323 | |||
| 11 Nov | 847.65 | 106.3 | 9.55 | 54.44 | 7 | 2 | 333 | |||
| 8 Nov | 843.15 | 96.75 | -15.85 | 32.87 | 25 | 0 | 333 | |||
| 7 Nov | 859.60 | 112.6 | -0.60 | - | 12 | -1 | 333 | |||
| 6 Nov | 854.80 | 113.2 | 8.70 | 40.02 | 31 | -15 | 332 | |||
| 5 Nov | 849.20 | 104.5 | 15.85 | 34.00 | 31 | -6 | 346 | |||
| 4 Nov | 829.85 | 88.65 | 6.15 | 33.88 | 75 | 13 | 350 | |||
| 1 Nov | 821.20 | 82.5 | 1.70 | 33.66 | 4 | 1 | 337 | |||
| 31 Oct | 820.20 | 80.8 | -2.20 | - | 148 | 74 | 333 | |||
| 30 Oct | 822.45 | 83 | -9.35 | - | 97 | -13 | 257 | |||
| 29 Oct | 832.70 | 92.35 | 34.75 | - | 449 | 50 | 270 | |||
| 28 Oct | 792.05 | 57.6 | 7.50 | - | 214 | 78 | 220 | |||
| 25 Oct | 780.95 | 50.1 | -5.80 | - | 113 | 31 | 142 | |||
| 24 Oct | 794.55 | 55.9 | 3.55 | - | 61 | 9 | 111 | |||
| 23 Oct | 786.00 | 52.35 | -2.65 | - | 66 | 14 | 101 | |||
| 22 Oct | 790.40 | 55 | -19.25 | - | 81 | 41 | 86 | |||
| 21 Oct | 813.95 | 74.25 | -9.00 | - | 8 | 4 | 47 | |||
| 18 Oct | 820.40 | 83.25 | 9.10 | - | 19 | 8 | 42 | |||
| 17 Oct | 811.05 | 74.15 | 4.30 | - | 11 | 8 | 34 | |||
| 16 Oct | 805.45 | 69.85 | 0.00 | - | 0 | 1 | 0 | |||
| 15 Oct | 804.65 | 69.85 | 2.30 | - | 4 | 1 | 26 | |||
| 14 Oct | 805.15 | 67.55 | 1.05 | - | 12 | 0 | 25 | |||
| 11 Oct | 799.75 | 66.5 | 0.00 | - | 0 | 4 | 0 | |||
| 10 Oct | 797.10 | 66.5 | -0.10 | - | 6 | 4 | 25 | |||
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| 9 Oct | 797.40 | 66.6 | 9.60 | - | 5 | 0 | 21 | |||
| 8 Oct | 781.45 | 57 | 6.55 | - | 1 | 0 | 21 | |||
| 7 Oct | 770.65 | 50.45 | -25.55 | - | 27 | 20 | 21 | |||
| 4 Oct | 796.65 | 76 | -4.50 | - | 1 | 0 | 0 | |||
| 3 Oct | 794.10 | 80.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 796.95 | 80.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 787.90 | 80.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 802.65 | 80.5 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 750 expiring on 28NOV2024
Delta for 750 CE is 0.87
Historical price for 750 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 34.45, which was -18.25 lower than the previous day. The implied volatity was 28.18, the open interest changed by 352 which increased total open position to 651
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 52.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 299
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 52.7, which was -14.30 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 299
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 67, which was 10.60 higher than the previous day. The implied volatity was 30.83, the open interest changed by -4 which decreased total open position to 304
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 56.4, which was -9.60 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 309
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 66, which was -17.00 lower than the previous day. The implied volatity was 23.80, the open interest changed by -13 which decreased total open position to 310
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 83, which was -23.30 lower than the previous day. The implied volatity was 40.08, the open interest changed by -11 which decreased total open position to 323
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 106.3, which was 9.55 higher than the previous day. The implied volatity was 54.44, the open interest changed by 2 which increased total open position to 333
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 96.75, which was -15.85 lower than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 333
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 112.6, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 333
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 113.2, which was 8.70 higher than the previous day. The implied volatity was 40.02, the open interest changed by -15 which decreased total open position to 332
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 104.5, which was 15.85 higher than the previous day. The implied volatity was 34.00, the open interest changed by -6 which decreased total open position to 346
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 88.65, which was 6.15 higher than the previous day. The implied volatity was 33.88, the open interest changed by 13 which increased total open position to 350
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 82.5, which was 1.70 higher than the previous day. The implied volatity was 33.66, the open interest changed by 1 which increased total open position to 337
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 80.8, which was -2.20 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 83, which was -9.35 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 92.35, which was 34.75 higher 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 57.6, which was 7.50 higher 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 50.1, which was -5.80 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 55.9, which was 3.55 higher 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 52.35, which was -2.65 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 55, which was -19.25 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 74.25, which was -9.00 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 83.25, which was 9.10 higher 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 74.15, which was 4.30 higher 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 69.85, 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 15 Oct SBIN was trading at 804.65. The strike last trading price was 69.85, which was 2.30 higher 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 67.55, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 66.5, 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 66.5, which was -0.10 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 66.6, which was 9.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 57, which was 6.55 higher 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 50.45, which was -25.55 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 76, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 80.5, 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 1 Oct SBIN was trading at 796.95. The strike last trading price was 80.5, 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 Sept SBIN was trading at 787.90. The strike last trading price was 80.5, 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 27 Sept SBIN was trading at 802.65. The strike last trading price was 80.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.30
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 4.5 | 2.30 | 37.00 | 33,551 | 1,256 | 3,720 |
| 20 Nov | 803.00 | 2.2 | 0.00 | 35.57 | 2,997 | -2 | 2,591 |
| 19 Nov | 803.00 | 2.2 | 1.20 | 35.57 | 2,997 | 125 | 2,591 |
| 18 Nov | 814.30 | 1 | -0.40 | 32.30 | 3,104 | 332 | 2,464 |
| 14 Nov | 804.25 | 1.4 | -0.25 | 27.01 | 2,810 | 7 | 2,134 |
| 13 Nov | 808.65 | 1.65 | 0.55 | 29.30 | 2,847 | 47 | 2,132 |
| 12 Nov | 826.70 | 1.1 | 0.35 | 29.85 | 1,813 | -176 | 2,260 |
| 11 Nov | 847.65 | 0.75 | -0.35 | 31.91 | 3,045 | -1,721 | 2,440 |
| 8 Nov | 843.15 | 1.1 | -0.25 | 30.62 | 5,257 | 398 | 4,167 |
| 7 Nov | 859.60 | 1.35 | 0.00 | 35.26 | 1,255 | 7 | 3,779 |
| 6 Nov | 854.80 | 1.35 | -1.10 | 33.94 | 2,464 | -125 | 3,797 |
| 5 Nov | 849.20 | 2.45 | -1.35 | 35.89 | 3,757 | 172 | 3,925 |
| 4 Nov | 829.85 | 3.8 | -0.95 | 34.72 | 4,966 | -46 | 3,748 |
| 1 Nov | 821.20 | 4.75 | 0.05 | 33.00 | 952 | 133 | 3,792 |
| 31 Oct | 820.20 | 4.7 | 0.90 | - | 2,131 | 203 | 3,661 |
| 30 Oct | 822.45 | 3.8 | 0.40 | - | 1,261 | 52 | 3,465 |
| 29 Oct | 832.70 | 3.4 | -4.60 | - | 3,851 | -189 | 3,423 |
| 28 Oct | 792.05 | 8 | -3.00 | - | 2,252 | 115 | 3,608 |
| 25 Oct | 780.95 | 11 | 4.20 | - | 3,720 | 773 | 3,493 |
| 24 Oct | 794.55 | 6.8 | -2.90 | - | 1,203 | 122 | 2,712 |
| 23 Oct | 786.00 | 9.7 | 1.70 | - | 2,723 | 1,203 | 2,591 |
| 22 Oct | 790.40 | 8 | 3.20 | - | 2,029 | 812 | 1,357 |
| 21 Oct | 813.95 | 4.8 | 0.60 | - | 280 | -20 | 545 |
| 18 Oct | 820.40 | 4.2 | -1.05 | - | 499 | 183 | 566 |
| 17 Oct | 811.05 | 5.25 | -0.25 | - | 187 | 43 | 384 |
| 16 Oct | 805.45 | 5.5 | -0.30 | - | 60 | 22 | 341 |
| 15 Oct | 804.65 | 5.8 | -1.15 | - | 118 | -20 | 316 |
| 14 Oct | 805.15 | 6.95 | -1.75 | - | 83 | -51 | 336 |
| 11 Oct | 799.75 | 8.7 | -1.70 | - | 20 | 11 | 387 |
| 10 Oct | 797.10 | 10.4 | -0.60 | - | 120 | 33 | 377 |
| 9 Oct | 797.40 | 11 | -5.10 | - | 128 | 8 | 344 |
| 8 Oct | 781.45 | 16.1 | -1.60 | - | 213 | 174 | 335 |
| 7 Oct | 770.65 | 17.7 | 7.25 | - | 182 | 102 | 161 |
| 4 Oct | 796.65 | 10.45 | 0.45 | - | 48 | 18 | 58 |
| 3 Oct | 794.10 | 10 | -1.00 | - | 25 | 2 | 39 |
| 1 Oct | 796.95 | 11 | -0.70 | - | 3 | 1 | 37 |
| 30 Sept | 787.90 | 11.7 | 3.70 | - | 45 | 35 | 36 |
| 27 Sept | 802.65 | 8 | - | 1 | 0 | 0 | |
For State Bank Of India - strike price 750 expiring on 28NOV2024
Delta for 750 PE is -0.20
Historical price for 750 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 4.5, which was 2.30 higher than the previous day. The implied volatity was 37.00, the open interest changed by 1256 which increased total open position to 3720
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 35.57, the open interest changed by -2 which decreased total open position to 2591
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 2.2, which was 1.20 higher than the previous day. The implied volatity was 35.57, the open interest changed by 125 which increased total open position to 2591
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 32.30, the open interest changed by 332 which increased total open position to 2464
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 27.01, the open interest changed by 7 which increased total open position to 2134
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 29.30, the open interest changed by 47 which increased total open position to 2132
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 29.85, the open interest changed by -176 which decreased total open position to 2260
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 31.91, the open interest changed by -1721 which decreased total open position to 2440
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 30.62, the open interest changed by 398 which increased total open position to 4167
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 35.26, the open interest changed by 7 which increased total open position to 3779
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 1.35, which was -1.10 lower than the previous day. The implied volatity was 33.94, the open interest changed by -125 which decreased total open position to 3797
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 2.45, which was -1.35 lower than the previous day. The implied volatity was 35.89, the open interest changed by 172 which increased total open position to 3925
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 3.8, which was -0.95 lower than the previous day. The implied volatity was 34.72, the open interest changed by -46 which decreased total open position to 3748
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 4.75, which was 0.05 higher than the previous day. The implied volatity was 33.00, the open interest changed by 133 which increased total open position to 3792
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 4.7, which was 0.90 higher 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 3.8, which was 0.40 higher 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 3.4, which was -4.60 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 8, which was -3.00 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 11, which was 4.20 higher 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 6.8, which was -2.90 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 9.7, which was 1.70 higher 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 8, which was 3.20 higher 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 4.8, which was 0.60 higher 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 4.2, which was -1.05 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 5.25, which was -0.25 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 5.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 5.8, which was -1.15 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 6.95, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 8.7, which was -1.70 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 10.4, which was -0.60 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 11, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 16.1, which was -1.60 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 17.7, which was 7.25 higher 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 10.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 10, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 11, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 11.7, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
