SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.39
Theta: -0.87
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 18.55 | -16.35 | 26.41 | 30,959 | 2,326 | 2,480 | |||
| 20 Nov | 803.00 | 34.9 | 0.00 | 19.52 | 119 | 11 | 150 | |||
| 19 Nov | 803.00 | 34.9 | -12.45 | 19.52 | 119 | 7 | 150 | |||
| 18 Nov | 814.30 | 47.35 | 7.15 | 24.63 | 86 | -4 | 145 | |||
| 14 Nov | 804.25 | 40.2 | -7.30 | 19.20 | 75 | 15 | 151 | |||
| 13 Nov | 808.65 | 47.5 | -16.25 | 23.41 | 25 | -5 | 135 | |||
| 12 Nov | 826.70 | 63.75 | -18.20 | 34.09 | 10 | 6 | 141 | |||
| 11 Nov | 847.65 | 81.95 | 0.10 | 33.94 | 7 | -4 | 135 | |||
| 8 Nov | 843.15 | 81.85 | -13.70 | 40.67 | 31 | 3 | 140 | |||
| 7 Nov | 859.60 | 95.55 | 4.40 | 35.24 | 13 | -1 | 137 | |||
| 6 Nov | 854.80 | 91.15 | 3.65 | 25.00 | 19 | -8 | 138 | |||
| 5 Nov | 849.20 | 87.5 | 16.05 | 36.38 | 166 | -42 | 147 | |||
| 4 Nov | 829.85 | 71.45 | 8.15 | 33.37 | 127 | 9 | 189 | |||
| 1 Nov | 821.20 | 63.3 | -1.70 | 28.48 | 6 | -1 | 181 | |||
| 31 Oct | 820.20 | 65 | -1.20 | - | 67 | -4 | 182 | |||
| 30 Oct | 822.45 | 66.2 | -7.75 | - | 26 | -10 | 187 | |||
| 29 Oct | 832.70 | 73.95 | 31.20 | - | 227 | -28 | 196 | |||
| 28 Oct | 792.05 | 42.75 | 6.25 | - | 400 | 7 | 228 | |||
|
|
||||||||||
| 25 Oct | 780.95 | 36.5 | -6.75 | - | 405 | 91 | 221 | |||
| 24 Oct | 794.55 | 43.25 | 5.25 | - | 49 | 7 | 130 | |||
| 23 Oct | 786.00 | 38 | -2.95 | - | 97 | 52 | 122 | |||
| 22 Oct | 790.40 | 40.95 | -17.90 | - | 61 | 47 | 69 | |||
| 21 Oct | 813.95 | 58.85 | -6.15 | - | 7 | 2 | 20 | |||
| 18 Oct | 820.40 | 65 | 5.00 | - | 19 | -11 | 19 | |||
| 17 Oct | 811.05 | 60 | 6.45 | - | 8 | 2 | 29 | |||
| 16 Oct | 805.45 | 53.55 | -0.55 | - | 10 | 7 | 24 | |||
| 15 Oct | 804.65 | 54.1 | 2.85 | - | 2 | 0 | 16 | |||
| 14 Oct | 805.15 | 51.25 | 0.00 | - | 0 | -1 | 0 | |||
| 11 Oct | 799.75 | 51.25 | 7.15 | - | 2 | 0 | 17 | |||
| 10 Oct | 797.10 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 797.40 | 44.1 | 0.00 | - | 0 | 17 | 0 | |||
| 8 Oct | 781.45 | 44.1 | -23.45 | - | 128 | 18 | 18 | |||
| 7 Oct | 770.65 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 796.65 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 794.10 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 796.95 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 787.90 | 67.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 802.65 | 67.55 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 770 expiring on 28NOV2024
Delta for 770 CE is 0.68
Historical price for 770 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 18.55, which was -16.35 lower than the previous day. The implied volatity was 26.41, the open interest changed by 2326 which increased total open position to 2480
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 34.9, which was 0.00 lower than the previous day. The implied volatity was 19.52, the open interest changed by 11 which increased total open position to 150
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 34.9, which was -12.45 lower than the previous day. The implied volatity was 19.52, the open interest changed by 7 which increased total open position to 150
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 47.35, which was 7.15 higher than the previous day. The implied volatity was 24.63, the open interest changed by -4 which decreased total open position to 145
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 40.2, which was -7.30 lower than the previous day. The implied volatity was 19.20, the open interest changed by 15 which increased total open position to 151
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 47.5, which was -16.25 lower than the previous day. The implied volatity was 23.41, the open interest changed by -5 which decreased total open position to 135
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 63.75, which was -18.20 lower than the previous day. The implied volatity was 34.09, the open interest changed by 6 which increased total open position to 141
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 81.95, which was 0.10 higher than the previous day. The implied volatity was 33.94, the open interest changed by -4 which decreased total open position to 135
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 81.85, which was -13.70 lower than the previous day. The implied volatity was 40.67, the open interest changed by 3 which increased total open position to 140
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 95.55, which was 4.40 higher than the previous day. The implied volatity was 35.24, the open interest changed by -1 which decreased total open position to 137
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 91.15, which was 3.65 higher than the previous day. The implied volatity was 25.00, the open interest changed by -8 which decreased total open position to 138
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 87.5, which was 16.05 higher than the previous day. The implied volatity was 36.38, the open interest changed by -42 which decreased total open position to 147
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 71.45, which was 8.15 higher than the previous day. The implied volatity was 33.37, the open interest changed by 9 which increased total open position to 189
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 63.3, which was -1.70 lower than the previous day. The implied volatity was 28.48, the open interest changed by -1 which decreased total open position to 181
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 65, which was -1.20 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 66.2, which was -7.75 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 73.95, which was 31.20 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 42.75, which was 6.25 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 36.5, which was -6.75 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 43.25, which was 5.25 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 38, which was -2.95 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 40.95, which was -17.90 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 58.85, which was -6.15 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 65, which was 5.00 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 60, which was 6.45 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 53.55, which was -0.55 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 54.1, which was 2.85 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 51.25, 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 11 Oct SBIN was trading at 799.75. The strike last trading price was 51.25, which was 7.15 higher 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 44.1, 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 9 Oct SBIN was trading at 797.40. The strike last trading price was 44.1, 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 8 Oct SBIN was trading at 781.45. The strike last trading price was 44.1, which was -23.45 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 67.55, 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 4 Oct SBIN was trading at 796.65. The strike last trading price was 67.55, 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 3 Oct SBIN was trading at 794.10. The strike last trading price was 67.55, 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 67.55, 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 67.55, 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 67.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.40
Theta: -0.86
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 8.7 | 4.40 | 32.78 | 35,437 | 599 | 3,112 |
| 20 Nov | 803.00 | 4.3 | 0.00 | 32.19 | 5,586 | 439 | 2,460 |
| 19 Nov | 803.00 | 4.3 | 2.30 | 32.19 | 5,586 | 386 | 2,460 |
| 18 Nov | 814.30 | 2 | -0.95 | 28.80 | 3,727 | -33 | 2,089 |
| 14 Nov | 804.25 | 2.95 | -0.05 | 24.47 | 3,599 | 168 | 2,132 |
| 13 Nov | 808.65 | 3 | 0.95 | 26.30 | 5,827 | 244 | 2,030 |
| 12 Nov | 826.70 | 2.05 | 0.90 | 27.32 | 2,035 | -118 | 1,866 |
| 11 Nov | 847.65 | 1.15 | -0.80 | 28.57 | 1,801 | 159 | 1,990 |
| 8 Nov | 843.15 | 1.95 | -0.10 | 28.55 | 4,692 | 331 | 1,836 |
| 7 Nov | 859.60 | 2.05 | -0.15 | 32.71 | 1,141 | 13 | 1,500 |
| 6 Nov | 854.80 | 2.2 | -1.70 | 31.94 | 2,115 | -225 | 1,490 |
| 5 Nov | 849.20 | 3.9 | -2.20 | 34.16 | 2,251 | 52 | 1,746 |
| 4 Nov | 829.85 | 6.1 | -1.95 | 33.26 | 3,378 | 322 | 1,703 |
| 1 Nov | 821.20 | 8.05 | 0.15 | 32.51 | 204 | 42 | 1,333 |
| 31 Oct | 820.20 | 7.9 | 1.65 | - | 1,288 | -36 | 1,290 |
| 30 Oct | 822.45 | 6.25 | 0.50 | - | 876 | 155 | 1,331 |
| 29 Oct | 832.70 | 5.75 | -7.55 | - | 1,493 | 203 | 1,176 |
| 28 Oct | 792.05 | 13.3 | -4.20 | - | 990 | 81 | 972 |
| 25 Oct | 780.95 | 17.5 | 5.80 | - | 1,332 | 112 | 891 |
| 24 Oct | 794.55 | 11.7 | -3.90 | - | 584 | 220 | 779 |
| 23 Oct | 786.00 | 15.6 | 1.40 | - | 751 | 47 | 560 |
| 22 Oct | 790.40 | 14.2 | 6.45 | - | 371 | 99 | 496 |
| 21 Oct | 813.95 | 7.75 | 1.00 | - | 130 | 18 | 398 |
| 18 Oct | 820.40 | 6.75 | -1.65 | - | 416 | 272 | 381 |
| 17 Oct | 811.05 | 8.4 | -0.65 | - | 95 | 31 | 109 |
| 16 Oct | 805.45 | 9.05 | -1.60 | - | 32 | 8 | 77 |
| 15 Oct | 804.65 | 10.65 | -0.45 | - | 51 | 19 | 82 |
| 14 Oct | 805.15 | 11.1 | -3.20 | - | 61 | 7 | 62 |
| 11 Oct | 799.75 | 14.3 | 0.25 | - | 20 | 10 | 55 |
| 10 Oct | 797.10 | 14.05 | -2.25 | - | 53 | 28 | 45 |
| 9 Oct | 797.40 | 16.3 | -6.50 | - | 13 | 3 | 16 |
| 8 Oct | 781.45 | 22.8 | -4.40 | - | 17 | -1 | 13 |
| 7 Oct | 770.65 | 27.2 | 1.15 | - | 23 | 14 | 14 |
| 4 Oct | 796.65 | 26.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 794.10 | 26.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 796.95 | 26.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 787.90 | 26.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 802.65 | 26.05 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 770 expiring on 28NOV2024
Delta for 770 PE is -0.35
Historical price for 770 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 8.7, which was 4.40 higher than the previous day. The implied volatity was 32.78, the open interest changed by 599 which increased total open position to 3112
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 32.19, the open interest changed by 439 which increased total open position to 2460
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 4.3, which was 2.30 higher than the previous day. The implied volatity was 32.19, the open interest changed by 386 which increased total open position to 2460
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 28.80, the open interest changed by -33 which decreased total open position to 2089
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 168 which increased total open position to 2132
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 3, which was 0.95 higher than the previous day. The implied volatity was 26.30, the open interest changed by 244 which increased total open position to 2030
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 2.05, which was 0.90 higher than the previous day. The implied volatity was 27.32, the open interest changed by -118 which decreased total open position to 1866
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 1.15, which was -0.80 lower than the previous day. The implied volatity was 28.57, the open interest changed by 159 which increased total open position to 1990
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 28.55, the open interest changed by 331 which increased total open position to 1836
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 32.71, the open interest changed by 13 which increased total open position to 1500
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 2.2, which was -1.70 lower than the previous day. The implied volatity was 31.94, the open interest changed by -225 which decreased total open position to 1490
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 3.9, which was -2.20 lower than the previous day. The implied volatity was 34.16, the open interest changed by 52 which increased total open position to 1746
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 6.1, which was -1.95 lower than the previous day. The implied volatity was 33.26, the open interest changed by 322 which increased total open position to 1703
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 8.05, which was 0.15 higher than the previous day. The implied volatity was 32.51, the open interest changed by 42 which increased total open position to 1333
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 7.9, which was 1.65 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 6.25, which was 0.50 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 5.75, which was -7.55 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 13.3, which was -4.20 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 17.5, which was 5.80 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 11.7, which was -3.90 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 15.6, which was 1.40 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 14.2, which was 6.45 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 7.75, which was 1.00 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 6.75, which was -1.65 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 8.4, which was -0.65 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 9.05, 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 15 Oct SBIN was trading at 804.65. The strike last trading price was 10.65, which was -0.45 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 11.1, which was -3.20 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 14.3, which was 0.25 higher 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 14.05, which was -2.25 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 16.3, which was -6.50 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 22.8, which was -4.40 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 27.2, which was 1.15 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 26.05, 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 3 Oct SBIN was trading at 794.10. The strike last trading price was 26.05, 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 26.05, 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 26.05, 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 26.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
