SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:10 AM IST
| SBIN 26DEC2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.05
Theta: -0.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 856.80 | 90 | -7.05 | 24.68 | 1 | 0 | 160 | |||
| 11 Dec | 861.60 | 97.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 867.50 | 97.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 858.05 | 97.05 | -2.95 | 46.46 | 1 | 0 | 160 | |||
| 6 Dec | 863.65 | 100 | 7.80 | 37.48 | 5 | 0 | 161 | |||
| 5 Dec | 865.45 | 92.2 | -1.85 | - | 1 | 0 | 161 | |||
| 4 Dec | 859.70 | 94.05 | 4.05 | 26.81 | 7 | 1 | 162 | |||
| 3 Dec | 853.95 | 90 | 17.50 | 28.78 | 11 | -6 | 164 | |||
| 2 Dec | 836.40 | 72.5 | -4.20 | 18.37 | 5 | 1 | 170 | |||
| 29 Nov | 838.95 | 76.7 | -1.55 | 25.50 | 26 | 6 | 170 | |||
| 28 Nov | 838.85 | 78.25 | 4.30 | 24.02 | 41 | 7 | 164 | |||
| 27 Nov | 834.10 | 73.95 | -3.60 | 25.54 | 40 | 17 | 157 | |||
| 26 Nov | 839.40 | 77.55 | -6.45 | 25.84 | 12 | 4 | 139 | |||
| 25 Nov | 844.45 | 84 | 28.30 | 24.68 | 117 | -300 | 136 | |||
| 22 Nov | 816.05 | 55.7 | 21.95 | 20.97 | 842 | -283 | 153 | |||
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| 21 Nov | 780.75 | 33.75 | -13.45 | 24.66 | 1,916 | 427 | 436 | |||
| 20 Nov | 803.00 | 47.2 | 0.00 | 21.78 | 12 | 9 | 8 | |||
| 19 Nov | 803.00 | 47.2 | -30.15 | 21.78 | 12 | 8 | 8 | |||
| 18 Nov | 814.30 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 804.25 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 808.65 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 826.70 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 847.65 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 843.15 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 859.60 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 854.80 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 849.20 | 77.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 77.35 | 77.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 0 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 770 expiring on 26DEC2024
Delta for 770 CE is 0.99
Historical price for 770 CE is as follows
On 12 Dec SBIN was trading at 856.80. The strike last trading price was 90, which was -7.05 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 160
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 97.05, which was 0.00 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 10 Dec SBIN was trading at 867.50. The strike last trading price was 97.05, which was 0.00 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 9 Dec SBIN was trading at 858.05. The strike last trading price was 97.05, which was -2.95 lower than the previous day. The implied volatity was 46.46, the open interest changed by 0 which decreased total open position to 160
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 100, which was 7.80 higher than the previous day. The implied volatity was 37.48, the open interest changed by 0 which decreased total open position to 161
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 92.2, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 94.05, which was 4.05 higher than the previous day. The implied volatity was 26.81, the open interest changed by 1 which increased total open position to 162
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 90, which was 17.50 higher than the previous day. The implied volatity was 28.78, the open interest changed by -6 which decreased total open position to 164
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 72.5, which was -4.20 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1 which increased total open position to 170
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 76.7, which was -1.55 lower than the previous day. The implied volatity was 25.50, the open interest changed by 6 which increased total open position to 170
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 78.25, which was 4.30 higher than the previous day. The implied volatity was 24.02, the open interest changed by 7 which increased total open position to 164
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 73.95, which was -3.60 lower than the previous day. The implied volatity was 25.54, the open interest changed by 17 which increased total open position to 157
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 77.55, which was -6.45 lower than the previous day. The implied volatity was 25.84, the open interest changed by 4 which increased total open position to 139
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 84, which was 28.30 higher than the previous day. The implied volatity was 24.68, the open interest changed by -300 which decreased total open position to 136
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 55.7, which was 21.95 higher than the previous day. The implied volatity was 20.97, the open interest changed by -283 which decreased total open position to 153
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 33.75, which was -13.45 lower than the previous day. The implied volatity was 24.66, the open interest changed by 427 which increased total open position to 436
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 47.2, which was 0.00 lower than the previous day. The implied volatity was 21.78, the open interest changed by 9 which increased total open position to 8
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 47.2, which was -30.15 lower than the previous day. The implied volatity was 21.78, the open interest changed by 8 which increased total open position to 8
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 77.35, 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 14 Nov SBIN was trading at 804.25. The strike last trading price was 77.35, 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 13 Nov SBIN was trading at 808.65. The strike last trading price was 77.35, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 77.35, 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 77.35, 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 77.35, 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 77.35, 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 77.35, 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 77.35, 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 77.35, which was 77.35 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 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.14
Theta: -0.15
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 856.80 | 0.85 | 0.05 | 32.22 | 108 | -47 | 1,037 |
| 11 Dec | 861.60 | 0.8 | -0.20 | 32.41 | 414 | -13 | 1,074 |
| 10 Dec | 867.50 | 1 | -0.25 | 34.40 | 508 | 51 | 1,074 |
| 9 Dec | 858.05 | 1.25 | 0.00 | 32.33 | 734 | -45 | 1,041 |
| 6 Dec | 863.65 | 1.25 | -0.30 | 31.11 | 1,133 | 66 | 1,092 |
| 5 Dec | 865.45 | 1.55 | 0.00 | 32.12 | 1,139 | -57 | 1,031 |
| 4 Dec | 859.70 | 1.55 | -0.25 | 30.11 | 1,066 | 73 | 1,096 |
| 3 Dec | 853.95 | 1.8 | -0.95 | 29.30 | 1,625 | 86 | 1,029 |
| 2 Dec | 836.40 | 2.75 | -0.35 | 27.65 | 1,281 | -80 | 951 |
| 29 Nov | 838.95 | 3.1 | -0.60 | 27.55 | 1,142 | 161 | 1,031 |
| 28 Nov | 838.85 | 3.7 | 0.20 | 28.98 | 1,508 | 97 | 874 |
| 27 Nov | 834.10 | 3.5 | -0.60 | 26.68 | 555 | 65 | 777 |
| 26 Nov | 839.40 | 4.1 | 0.10 | 28.43 | 570 | -36 | 714 |
| 25 Nov | 844.45 | 4 | -3.65 | 29.53 | 1,547 | 153 | 738 |
| 22 Nov | 816.05 | 7.65 | -11.30 | 26.69 | 1,557 | -51 | 534 |
| 21 Nov | 780.75 | 18.95 | 7.40 | 28.44 | 2,339 | 419 | 585 |
| 20 Nov | 803.00 | 11.55 | 0.00 | 27.12 | 280 | 107 | 164 |
| 19 Nov | 803.00 | 11.55 | 4.70 | 27.12 | 280 | 105 | 164 |
| 18 Nov | 814.30 | 6.85 | -2.15 | 24.28 | 87 | 47 | 59 |
| 14 Nov | 804.25 | 9 | 0.00 | 23.91 | 18 | 7 | 11 |
| 13 Nov | 808.65 | 9 | 5.15 | 25.39 | 1 | 0 | 3 |
| 12 Nov | 826.70 | 3.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 847.65 | 3.85 | -4.15 | 25.27 | 4 | 0 | 2 |
| 8 Nov | 843.15 | 8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 859.60 | 8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 854.80 | 8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Nov | 849.20 | 8 | -10.60 | 30.40 | 2 | 1 | 1 |
| 4 Nov | 829.85 | 18.6 | 0.00 | 6.42 | 0 | 0 | 0 |
| 1 Nov | 821.20 | 18.6 | 5.66 | 0 | 0 | 0 | |
For State Bank Of India - strike price 770 expiring on 26DEC2024
Delta for 770 PE is -0.04
Historical price for 770 PE is as follows
On 12 Dec SBIN was trading at 856.80. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 32.22, the open interest changed by -47 which decreased total open position to 1037
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 32.41, the open interest changed by -13 which decreased total open position to 1074
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 34.40, the open interest changed by 51 which increased total open position to 1074
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 32.33, the open interest changed by -45 which decreased total open position to 1041
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 31.11, the open interest changed by 66 which increased total open position to 1092
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 32.12, the open interest changed by -57 which decreased total open position to 1031
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 30.11, the open interest changed by 73 which increased total open position to 1096
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 29.30, the open interest changed by 86 which increased total open position to 1029
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 27.65, the open interest changed by -80 which decreased total open position to 951
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 3.1, which was -0.60 lower than the previous day. The implied volatity was 27.55, the open interest changed by 161 which increased total open position to 1031
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 3.7, which was 0.20 higher than the previous day. The implied volatity was 28.98, the open interest changed by 97 which increased total open position to 874
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 3.5, which was -0.60 lower than the previous day. The implied volatity was 26.68, the open interest changed by 65 which increased total open position to 777
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 4.1, which was 0.10 higher than the previous day. The implied volatity was 28.43, the open interest changed by -36 which decreased total open position to 714
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 4, which was -3.65 lower than the previous day. The implied volatity was 29.53, the open interest changed by 153 which increased total open position to 738
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 7.65, which was -11.30 lower than the previous day. The implied volatity was 26.69, the open interest changed by -51 which decreased total open position to 534
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 18.95, which was 7.40 higher than the previous day. The implied volatity was 28.44, the open interest changed by 419 which increased total open position to 585
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 27.12, the open interest changed by 107 which increased total open position to 164
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 11.55, which was 4.70 higher than the previous day. The implied volatity was 27.12, the open interest changed by 105 which increased total open position to 164
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 6.85, which was -2.15 lower than the previous day. The implied volatity was 24.28, the open interest changed by 47 which increased total open position to 59
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 23.91, the open interest changed by 7 which increased total open position to 11
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 9, which was 5.15 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 3
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 3.85, which was -4.15 lower than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 2
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 8, which was 0.00 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 8, which was 0.00 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 6 Nov SBIN was trading at 854.80. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 8, which was -10.60 lower than the previous day. The implied volatity was 30.40, the open interest changed by 1 which increased total open position to 1
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 18.6, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 18.6, which was lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
