SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 95.5 | 21.00 | - | 6,750 | 1,500 | 14,250 | |||
| 4 Jul | 839.30 | 74.5 | - | 1,500 | 2,250 | 12,750 | ||||
| 3 Jul | 839.95 | 73.95 | - | 5,250 | 2,250 | 10,500 | ||||
| 2 Jul | 826.15 | 64.65 | - | 6,000 | 4,500 | 8,250 | ||||
| 1 Jul | 841.95 | 81 | - | 1,500 | 3,750 | 3,750 | ||||
| 28 Jun | 848.95 | 83 | - | 0 | 750 | 0 | ||||
| 27 Jun | 844.00 | 83 | - | 3,000 | 750 | 3,000 | ||||
| 26 Jun | 845.35 | 71 | - | 0 | 750 | 0 | ||||
| 25 Jun | 842.25 | 71 | - | 0 | 750 | 0 | ||||
| 24 Jun | 832.70 | 71 | - | 750 | 0 | 1,500 | ||||
| 21 Jun | 836.30 | 76.10 | - | 0 | 0 | 0 | ||||
| 20 Jun | 843.75 | 76.10 | - | 0 | 0 | 0 | ||||
| 19 Jun | 852.60 | 76.10 | - | 0 | 0 | 0 | ||||
| 18 Jun | 844.90 | 76.10 | - | 0 | 0 | 0 | ||||
| 14 Jun | 839.20 | 76.10 | - | 0 | 0 | 0 | ||||
| 13 Jun | 843.90 | 76.10 | - | 0 | 0 | 0 | ||||
| 12 Jun | 839.10 | 76.10 | - | 0 | 0 | 0 | ||||
| 11 Jun | 835.55 | 76.10 | - | 0 | -750 | 0 | ||||
| 10 Jun | 831.80 | 76.10 | - | 750 | 0 | 2,250 | ||||
| 7 Jun | 829.95 | 73.20 | - | 0 | 0 | 0 | ||||
| 6 Jun | 816.95 | 73.20 | - | 4,500 | 0 | 4,500 | ||||
| 5 Jun | 789.75 | 57.00 | - | 8,250 | 4,500 | 4,500 | ||||
| 4 Jun | 775.20 | 77.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 905.65 | 77.95 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 77.95 | - | 0 | 0 | 0 | ||||
| 30 May | 825.85 | 77.95 | - | 0 | 0 | 0 | ||||
| 29 May | 822.65 | 77.95 | - | 0 | 0 | 0 | ||||
| 28 May | 831.15 | 77.95 | - | 0 | 0 | 0 | ||||
| 27 May | 833.70 | 77.95 | - | 0 | 0 | 0 | ||||
| 24 May | 828.60 | 77.95 | - | 0 | 0 | 0 | ||||
| 23 May | 832.10 | 77.95 | - | 0 | 0 | 0 | ||||
|
|
||||||||||
| 22 May | 818.75 | 77.95 | - | 0 | 0 | 0 | ||||
| 21 May | 830.65 | 77.95 | - | 0 | 0 | 0 | ||||
| 18 May | 821.00 | 77.95 | - | 0 | 0 | 0 | ||||
| 17 May | 817.85 | 77.95 | - | 0 | 0 | 0 | ||||
| 16 May | 811.95 | 77.95 | - | 0 | 0 | 0 | ||||
| 15 May | 820.30 | 77.95 | - | 0 | 0 | 0 | ||||
| 14 May | 818.20 | 77.95 | - | 0 | 0 | 0 | ||||
| 13 May | 808.80 | 77.95 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 770 expiring on 25JUL2024
Delta for 770 CE is -
Historical price for 770 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 95.5, which was 21.00 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 14250
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 74.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 12750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 73.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 10500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 64.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 8250
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 81, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 3750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 83, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 83, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 3000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 71, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 71, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 71, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 76.10, 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 20 Jun SBIN was trading at 843.75. The strike last trading price was 76.10, 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 19 Jun SBIN was trading at 852.60. The strike last trading price was 76.10, 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 Jun SBIN was trading at 844.90. The strike last trading price was 76.10, 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 Jun SBIN was trading at 839.20. The strike last trading price was 76.10, 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 Jun SBIN was trading at 843.90. The strike last trading price was 76.10, 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 12 Jun SBIN was trading at 839.10. The strike last trading price was 76.10, 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 11 Jun SBIN was trading at 835.55. The strike last trading price was 76.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 0
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 76.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2250
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 73.20, 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 6 Jun SBIN was trading at 816.95. The strike last trading price was 73.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 57.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 4500
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, 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 77.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 0.8 | -0.95 | - | 7,68,000 | 57,750 | 5,18,250 |
| 4 Jul | 839.30 | 1.75 | - | 3,48,750 | -10,500 | 4,60,500 | |
| 3 Jul | 839.95 | 1.8 | - | 9,56,250 | -31,500 | 4,71,000 | |
| 2 Jul | 826.15 | 3.85 | - | 9,40,500 | 95,250 | 5,02,500 | |
| 1 Jul | 841.95 | 2.5 | - | 5,71,500 | -42,750 | 4,07,250 | |
| 28 Jun | 848.95 | 2.3 | - | 9,60,000 | 1,89,000 | 4,50,000 | |
| 27 Jun | 844.00 | 3.05 | - | 2,78,250 | 28,500 | 2,61,000 | |
| 26 Jun | 845.35 | 3.2 | - | 2,00,250 | 52,500 | 2,33,250 | |
| 25 Jun | 842.25 | 3.3 | - | 2,51,250 | 24,000 | 1,80,750 | |
| 24 Jun | 832.70 | 3.75 | - | 2,05,500 | 55,500 | 1,55,250 | |
| 21 Jun | 836.30 | 4.70 | - | 1,33,500 | 33,000 | 98,250 | |
| 20 Jun | 843.75 | 3.80 | - | 69,750 | -7,500 | 63,750 | |
| 19 Jun | 852.60 | 2.95 | - | 1,85,250 | 8,250 | 71,250 | |
| 18 Jun | 844.90 | 3.30 | - | 31,500 | 12,000 | 63,000 | |
| 14 Jun | 839.20 | 4.55 | - | 66,000 | 22,500 | 51,000 | |
| 13 Jun | 843.90 | 5.00 | - | 13,500 | -750 | 28,500 | |
| 12 Jun | 839.10 | 8.70 | - | 0 | 2,250 | 0 | |
| 11 Jun | 835.55 | 8.70 | - | 6,750 | 1,500 | 28,500 | |
| 10 Jun | 831.80 | 11.95 | - | 9,750 | -1,500 | 27,000 | |
| 7 Jun | 829.95 | 15.35 | - | 4,500 | -2,250 | 30,000 | |
| 6 Jun | 816.95 | 19.85 | - | 33,000 | 24,000 | 32,250 | |
| 5 Jun | 789.75 | 39.95 | - | 1,500 | 2,250 | 8,250 | |
| 4 Jun | 775.20 | 7.50 | - | 1,500 | 750 | 6,000 | |
| 3 Jun | 905.65 | 7.70 | - | 6,000 | 5,250 | 5,250 | |
| 31 May | 830.35 | 21.35 | - | 0 | 0 | 0 | |
| 30 May | 825.85 | 21.35 | - | 0 | 0 | 0 | |
| 29 May | 822.65 | 21.35 | - | 0 | 0 | 0 | |
| 28 May | 831.15 | 21.35 | - | 0 | 0 | 0 | |
| 27 May | 833.70 | 21.35 | - | 0 | 0 | 0 | |
| 24 May | 828.60 | 21.35 | - | 0 | 0 | 0 | |
| 23 May | 832.10 | 21.35 | - | 0 | 0 | 0 | |
| 22 May | 818.75 | 21.35 | - | 0 | 0 | 0 | |
| 21 May | 830.65 | 21.35 | - | 0 | 0 | 0 | |
| 18 May | 821.00 | 21.35 | - | 0 | 0 | 0 | |
| 17 May | 817.85 | 21.35 | - | 0 | 0 | 0 | |
| 16 May | 811.95 | 21.35 | - | 0 | 0 | 0 | |
| 15 May | 820.30 | 21.35 | - | 0 | 0 | 0 | |
| 14 May | 818.20 | 21.35 | - | 0 | 0 | 0 | |
| 13 May | 808.80 | 21.35 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 770 expiring on 25JUL2024
Delta for 770 PE is -
Historical price for 770 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 0.8, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 518250
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 460500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -31500 which decreased total open position to 471000
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 95250 which increased total open position to 502500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -42750 which decreased total open position to 407250
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 189000 which increased total open position to 450000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 261000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 233250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 180750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 55500 which increased total open position to 155250
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 98250
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 63750
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 71250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 63000
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 51000
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 28500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 8.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 0
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 8.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 28500
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 27000
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 15.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 30000
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 19.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 32250
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 39.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 8250
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 6000
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 7.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 5250
On 31 May SBIN was trading at 830.35. The strike last trading price was 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0