SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.64
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 19.45 | 7.6 | 27.61 | 15,353 | -277 | 2,963 | |||
| 7 Apr | 746.90 | 12.3 | -3.45 | 30.36 | 11,511 | -225 | 3,254 | |||
| 4 Apr | 767.45 | 16.5 | -7.05 | 20.71 | 8,274 | 827 | 3,474 | |||
| 3 Apr | 779.20 | 23.9 | 3.3 | 21.25 | 6,908 | -769 | 2,663 | |||
| 2 Apr | 775.95 | 20.55 | 1.35 | 18.86 | 8,256 | 149 | 3,434 | |||
| 1 Apr | 771.70 | 19.3 | -0.45 | 20.90 | 6,293 | 440 | 3,276 | |||
| 28 Mar | 771.50 | 19.35 | -2.2 | 18.82 | 6,915 | 565 | 2,836 | |||
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| 27 Mar | 772.30 | 22.45 | 5 | 21.46 | 7,540 | 289 | 2,289 | |||
| 26 Mar | 764.00 | 16.9 | -6.75 | 20.39 | 2,979 | 676 | 2,000 | |||
| 25 Mar | 772.85 | 22.7 | -6.45 | 21.88 | 1,783 | 474 | 1,320 | |||
| 24 Mar | 780.80 | 29.55 | 16.3 | 21.79 | 4,072 | 169 | 856 | |||
| 21 Mar | 753.20 | 13.3 | 0.9 | 18.58 | 582 | 31 | 686 | |||
| 20 Mar | 749.55 | 12.4 | 0.05 | 19.96 | 742 | 437 | 649 | |||
| 19 Mar | 745.10 | 12.35 | 2.45 | 21.02 | 299 | 82 | 209 | |||
| 18 Mar | 736.70 | 9.9 | 3 | 20.81 | 152 | 61 | 127 | |||
| 17 Mar | 723.15 | 7.1 | -0.95 | 22.01 | 34 | 8 | 66 | |||
| 13 Mar | 727.85 | 8.1 | 0 | 20.43 | 14 | -1 | 64 | |||
| 12 Mar | 723.05 | 8.1 | -0.95 | 21.83 | 17 | 3 | 64 | |||
| 11 Mar | 729.85 | 9.05 | -0.85 | 20.32 | 32 | 4 | 62 | |||
| 10 Mar | 728.90 | 9.9 | -0.8 | 21.73 | 74 | 9 | 59 | |||
| 7 Mar | 732.75 | 10.7 | -0.15 | 20.31 | 17 | 13 | 50 | |||
| 6 Mar | 732.05 | 10.8 | -0.1 | 20.71 | 19 | 14 | 36 | |||
| 5 Mar | 730.35 | 11 | 2.45 | 20.73 | 28 | 11 | 21 | |||
| 4 Mar | 716.05 | 8.55 | 3.5 | 22.00 | 7 | 3 | 10 | |||
| 3 Mar | 695.30 | 5.05 | -0.45 | 22.65 | 3 | 1 | 6 | |||
| 28 Feb | 688.80 | 5.5 | -8.65 | 24.13 | 9 | 5 | 5 | |||
For State Bank Of India - strike price 770 expiring on 24APR2025
Delta for 770 CE is 0.54
Historical price for 770 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 19.45, which was 7.6 higher than the previous day. The implied volatity was 27.61, the open interest changed by -277 which decreased total open position to 2963
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 12.3, which was -3.45 lower than the previous day. The implied volatity was 30.36, the open interest changed by -225 which decreased total open position to 3254
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 16.5, which was -7.05 lower than the previous day. The implied volatity was 20.71, the open interest changed by 827 which increased total open position to 3474
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 23.9, which was 3.3 higher than the previous day. The implied volatity was 21.25, the open interest changed by -769 which decreased total open position to 2663
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 20.55, which was 1.35 higher than the previous day. The implied volatity was 18.86, the open interest changed by 149 which increased total open position to 3434
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 19.3, which was -0.45 lower than the previous day. The implied volatity was 20.90, the open interest changed by 440 which increased total open position to 3276
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 19.35, which was -2.2 lower than the previous day. The implied volatity was 18.82, the open interest changed by 565 which increased total open position to 2836
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 22.45, which was 5 higher than the previous day. The implied volatity was 21.46, the open interest changed by 289 which increased total open position to 2289
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 16.9, which was -6.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 676 which increased total open position to 2000
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 22.7, which was -6.45 lower than the previous day. The implied volatity was 21.88, the open interest changed by 474 which increased total open position to 1320
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 29.55, which was 16.3 higher than the previous day. The implied volatity was 21.79, the open interest changed by 169 which increased total open position to 856
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 13.3, which was 0.9 higher than the previous day. The implied volatity was 18.58, the open interest changed by 31 which increased total open position to 686
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 12.4, which was 0.05 higher than the previous day. The implied volatity was 19.96, the open interest changed by 437 which increased total open position to 649
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 12.35, which was 2.45 higher than the previous day. The implied volatity was 21.02, the open interest changed by 82 which increased total open position to 209
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 9.9, which was 3 higher than the previous day. The implied volatity was 20.81, the open interest changed by 61 which increased total open position to 127
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 7.1, which was -0.95 lower than the previous day. The implied volatity was 22.01, the open interest changed by 8 which increased total open position to 66
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 20.43, the open interest changed by -1 which decreased total open position to 64
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 8.1, which was -0.95 lower than the previous day. The implied volatity was 21.83, the open interest changed by 3 which increased total open position to 64
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 9.05, which was -0.85 lower than the previous day. The implied volatity was 20.32, the open interest changed by 4 which increased total open position to 62
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 9.9, which was -0.8 lower than the previous day. The implied volatity was 21.73, the open interest changed by 9 which increased total open position to 59
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 10.7, which was -0.15 lower than the previous day. The implied volatity was 20.31, the open interest changed by 13 which increased total open position to 50
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 10.8, which was -0.1 lower than the previous day. The implied volatity was 20.71, the open interest changed by 14 which increased total open position to 36
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 11, which was 2.45 higher than the previous day. The implied volatity was 20.73, the open interest changed by 11 which increased total open position to 21
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 8.55, which was 3.5 higher than the previous day. The implied volatity was 22.00, the open interest changed by 3 which increased total open position to 10
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 5.05, which was -0.45 lower than the previous day. The implied volatity was 22.65, the open interest changed by 1 which increased total open position to 6
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 5.5, which was -8.65 lower than the previous day. The implied volatity was 24.13, the open interest changed by 5 which increased total open position to 5
| SBIN 24APR2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.64
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 17.3 | -14.85 | 29.51 | 9,279 | -80 | 2,170 |
| 7 Apr | 746.90 | 30.45 | 15.25 | 31.55 | 4,518 | -573 | 2,250 |
| 4 Apr | 767.45 | 14.35 | 4.1 | 22.19 | 10,403 | -270 | 2,825 |
| 3 Apr | 779.20 | 10.05 | -1.95 | 21.93 | 8,710 | -143 | 3,108 |
| 2 Apr | 775.95 | 11.9 | -1 | 22.42 | 8,248 | -276 | 3,248 |
| 1 Apr | 771.70 | 12.85 | -0.95 | 20.42 | 8,484 | 252 | 3,538 |
| 28 Mar | 771.50 | 13.85 | -0.3 | 20.13 | 8,916 | 1,056 | 3,286 |
| 27 Mar | 772.30 | 13.5 | -4.3 | 21.66 | 5,527 | 599 | 2,244 |
| 26 Mar | 764.00 | 17.9 | 3.1 | 20.15 | 2,587 | 713 | 1,646 |
| 25 Mar | 772.85 | 15.2 | 2.85 | 20.90 | 1,400 | 245 | 935 |
| 24 Mar | 780.80 | 12.2 | -12.95 | 21.98 | 1,678 | 586 | 681 |
| 21 Mar | 753.20 | 24 | -3.5 | 21.15 | 43 | 13 | 94 |
| 20 Mar | 749.55 | 27.5 | -1.95 | 21.22 | 49 | 38 | 81 |
| 19 Mar | 745.10 | 29.75 | -5.75 | 21.03 | 44 | 29 | 43 |
| 18 Mar | 736.70 | 35.5 | -9.45 | 22.00 | 5 | 2 | 13 |
| 17 Mar | 723.15 | 44.95 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 727.85 | 44.95 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 723.05 | 44.95 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 729.85 | 44.95 | 0 | 0.00 | 0 | 6 | 0 |
| 10 Mar | 728.90 | 44.95 | 2.95 | 24.17 | 11 | 7 | 12 |
| 7 Mar | 732.75 | 42 | -1 | 23.54 | 4 | 2 | 5 |
| 6 Mar | 732.05 | 43 | -7.5 | 23.52 | 1 | 0 | 2 |
| 5 Mar | 730.35 | 50.5 | -10.5 | 30.70 | 1 | 0 | 1 |
| 4 Mar | 716.05 | 61 | -10.8 | 32.28 | 1 | 0 | 0 |
| 3 Mar | 695.30 | 71.8 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 688.80 | 71.8 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 770 expiring on 24APR2025
Delta for 770 PE is -0.46
Historical price for 770 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 17.3, which was -14.85 lower than the previous day. The implied volatity was 29.51, the open interest changed by -80 which decreased total open position to 2170
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 30.45, which was 15.25 higher than the previous day. The implied volatity was 31.55, the open interest changed by -573 which decreased total open position to 2250
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 14.35, which was 4.1 higher than the previous day. The implied volatity was 22.19, the open interest changed by -270 which decreased total open position to 2825
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 10.05, which was -1.95 lower than the previous day. The implied volatity was 21.93, the open interest changed by -143 which decreased total open position to 3108
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 11.9, which was -1 lower than the previous day. The implied volatity was 22.42, the open interest changed by -276 which decreased total open position to 3248
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 12.85, which was -0.95 lower than the previous day. The implied volatity was 20.42, the open interest changed by 252 which increased total open position to 3538
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 13.85, which was -0.3 lower than the previous day. The implied volatity was 20.13, the open interest changed by 1056 which increased total open position to 3286
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 13.5, which was -4.3 lower than the previous day. The implied volatity was 21.66, the open interest changed by 599 which increased total open position to 2244
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 17.9, which was 3.1 higher than the previous day. The implied volatity was 20.15, the open interest changed by 713 which increased total open position to 1646
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 15.2, which was 2.85 higher than the previous day. The implied volatity was 20.90, the open interest changed by 245 which increased total open position to 935
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 12.2, which was -12.95 lower than the previous day. The implied volatity was 21.98, the open interest changed by 586 which increased total open position to 681
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 24, which was -3.5 lower than the previous day. The implied volatity was 21.15, the open interest changed by 13 which increased total open position to 94
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 27.5, which was -1.95 lower than the previous day. The implied volatity was 21.22, the open interest changed by 38 which increased total open position to 81
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 29.75, which was -5.75 lower than the previous day. The implied volatity was 21.03, the open interest changed by 29 which increased total open position to 43
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 35.5, which was -9.45 lower than the previous day. The implied volatity was 22.00, the open interest changed by 2 which increased total open position to 13
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 44.95, which was 0 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 13 Mar SBIN was trading at 727.85. The strike last trading price was 44.95, which was 0 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 12 Mar SBIN was trading at 723.05. The strike last trading price was 44.95, which was 0 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 Mar SBIN was trading at 729.85. The strike last trading price was 44.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 44.95, which was 2.95 higher than the previous day. The implied volatity was 24.17, the open interest changed by 7 which increased total open position to 12
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 42, which was -1 lower than the previous day. The implied volatity was 23.54, the open interest changed by 2 which increased total open position to 5
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 43, which was -7.5 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 2
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 50.5, which was -10.5 lower than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 1
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 61, which was -10.8 lower than the previous day. The implied volatity was 32.28, 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 71.8, 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 71.8, 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
