SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 85.3 | 20.30 | - | 15,000 | 0 | 1,33,500 | |||
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| 4 Jul | 839.30 | 65 | - | 750 | 0 | 1,33,500 | ||||
| 3 Jul | 839.95 | 67.1 | - | 76,500 | -15,000 | 1,33,500 | ||||
| 2 Jul | 826.15 | 56.65 | - | 80,250 | 12,750 | 1,48,500 | ||||
| 1 Jul | 841.95 | 71.5 | - | 6,750 | -1,500 | 1,35,750 | ||||
| 28 Jun | 848.95 | 76.85 | - | 18,000 | 3,750 | 1,37,250 | ||||
| 27 Jun | 844.00 | 73.7 | - | 69,000 | 45,750 | 1,33,500 | ||||
| 26 Jun | 845.35 | 74.65 | - | 66,000 | 9,000 | 87,750 | ||||
| 25 Jun | 842.25 | 73.3 | - | 39,750 | -12,750 | 78,750 | ||||
| 24 Jun | 832.70 | 64.2 | - | 22,500 | -3,000 | 91,500 | ||||
| 21 Jun | 836.30 | 66.40 | - | 15,000 | 12,750 | 93,750 | ||||
| 20 Jun | 843.75 | 75.85 | - | 5,250 | 3,750 | 80,250 | ||||
| 19 Jun | 852.60 | 83.95 | - | 6,000 | 750 | 76,500 | ||||
| 18 Jun | 844.90 | 80.25 | - | 60,000 | 75,750 | 75,750 | ||||
| 14 Jun | 839.20 | 75.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 843.90 | 75.15 | - | 0 | -1,500 | 0 | ||||
| 12 Jun | 839.10 | 75.15 | - | 2,250 | -750 | 23,250 | ||||
| 11 Jun | 835.55 | 72.45 | - | 750 | 0 | 23,250 | ||||
| 10 Jun | 831.80 | 71.15 | - | 1,500 | 0 | 22,500 | ||||
| 7 Jun | 829.95 | 72.35 | - | 10,500 | -7,500 | 26,250 | ||||
| 6 Jun | 816.95 | 66.75 | - | 60,750 | -24,000 | 33,750 | ||||
| 5 Jun | 789.75 | 51.00 | - | 1,07,250 | 57,750 | 57,750 | ||||
| 4 Jun | 775.20 | 71.50 | - | 0 | 0 | 0 | ||||
| 3 Jun | 905.65 | 71.50 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 71.50 | - | 0 | 0 | 0 | ||||
| 30 May | 825.85 | 71.50 | - | 0 | 0 | 0 | ||||
| 29 May | 822.65 | 71.50 | - | 0 | 0 | 0 | ||||
| 28 May | 831.15 | 71.50 | - | 0 | 0 | 0 | ||||
| 27 May | 833.70 | 71.50 | - | 0 | 0 | 0 | ||||
| 24 May | 828.60 | 71.50 | - | 0 | 0 | 0 | ||||
| 23 May | 832.10 | 71.50 | - | 0 | 0 | 0 | ||||
| 22 May | 818.75 | 71.50 | - | 0 | 0 | 0 | ||||
| 21 May | 830.65 | 71.50 | - | 0 | 0 | 0 | ||||
| 18 May | 821.00 | 71.50 | - | 0 | 0 | 0 | ||||
| 17 May | 817.85 | 71.50 | - | 0 | 0 | 0 | ||||
| 16 May | 811.95 | 71.50 | - | 0 | 0 | 0 | ||||
| 15 May | 820.30 | 71.50 | - | 0 | 0 | 0 | ||||
| 14 May | 818.20 | 71.50 | - | 0 | 0 | 0 | ||||
| 13 May | 808.80 | 71.50 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 780 expiring on 25JUL2024
Delta for 780 CE is -
Historical price for 780 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 85.3, which was 20.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 133500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 133500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 67.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -15000 which decreased total open position to 133500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 56.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 148500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 71.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 135750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 76.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 137250
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 73.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 45750 which increased total open position to 133500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 74.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 87750
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 73.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -12750 which decreased total open position to 78750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 64.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 91500
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 66.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 93750
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 75.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 80250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 83.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 76500
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 80.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75750 which increased total open position to 75750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 75.15, 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 75.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 0
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 75.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 23250
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 72.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23250
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 71.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22500
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 72.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 26250
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 66.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 33750
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 51.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 57750
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, 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 71.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 1.15 | -1.30 | - | 15,78,000 | -45,750 | 12,09,000 |
| 4 Jul | 839.30 | 2.45 | - | 8,90,250 | 1,05,000 | 12,54,750 | |
| 3 Jul | 839.95 | 2.6 | - | 15,58,500 | 1,58,250 | 11,49,750 | |
| 2 Jul | 826.15 | 5.15 | - | 16,65,000 | 1,36,500 | 9,90,000 | |
| 1 Jul | 841.95 | 3.4 | - | 6,83,250 | 2,82,000 | 8,53,500 | |
| 28 Jun | 848.95 | 2.95 | - | 12,21,000 | 6,750 | 5,71,500 | |
| 27 Jun | 844.00 | 3.9 | - | 8,40,000 | -7,500 | 5,64,750 | |
| 26 Jun | 845.35 | 4.15 | - | 3,06,750 | 59,250 | 5,71,500 | |
| 25 Jun | 842.25 | 4.25 | - | 3,15,750 | 35,250 | 5,12,250 | |
| 24 Jun | 832.70 | 4.9 | - | 5,18,250 | 85,500 | 4,76,250 | |
| 21 Jun | 836.30 | 6.00 | - | 3,15,750 | 91,500 | 3,90,750 | |
| 20 Jun | 843.75 | 4.70 | - | 2,41,500 | 53,250 | 2,99,250 | |
| 19 Jun | 852.60 | 3.80 | - | 1,76,250 | 8,250 | 2,46,000 | |
| 18 Jun | 844.90 | 4.30 | - | 1,81,500 | -9,750 | 2,37,750 | |
| 14 Jun | 839.20 | 6.05 | - | 1,04,250 | -6,750 | 2,47,500 | |
| 13 Jun | 843.90 | 6.20 | - | 1,56,750 | 5,250 | 2,54,250 | |
| 12 Jun | 839.10 | 7.80 | - | 2,25,000 | 1,62,750 | 2,49,750 | |
| 11 Jun | 835.55 | 10.70 | - | 66,000 | -15,750 | 87,750 | |
| 10 Jun | 831.80 | 14.35 | - | 34,500 | 2,250 | 1,02,000 | |
| 7 Jun | 829.95 | 16.50 | - | 8,250 | -1,500 | 1,00,500 | |
| 6 Jun | 816.95 | 21.10 | - | 1,29,750 | 66,000 | 1,02,000 | |
| 5 Jun | 789.75 | 36.00 | - | 25,500 | 6,000 | 36,000 | |
| 4 Jun | 775.20 | 57.10 | - | 45,000 | 15,000 | 30,000 | |
| 3 Jun | 905.65 | 7.25 | - | 20,250 | 10,500 | 15,000 | |
| 31 May | 830.35 | 18.50 | - | 3,750 | 0 | 5,250 | |
| 30 May | 825.85 | 21.00 | - | 3,000 | 2,250 | 5,250 | |
| 29 May | 822.65 | 22.45 | - | 1,500 | 0 | 3,000 | |
| 28 May | 831.15 | 21.90 | - | 750 | 0 | 2,250 | |
| 27 May | 833.70 | 22.00 | - | 750 | 0 | 1,500 | |
| 24 May | 828.60 | 21.00 | - | 750 | 0 | 750 | |
| 23 May | 832.10 | 25.00 | - | 0 | 0 | 0 | |
| 22 May | 818.75 | 25.00 | - | 0 | 0 | 0 | |
| 21 May | 830.65 | 25.00 | - | 0 | 750 | 0 | |
| 18 May | 821.00 | 25.00 | - | 750 | 0 | 0 | |
| 17 May | 817.85 | 29.00 | - | 0 | 0 | 0 | |
| 16 May | 811.95 | 29.00 | - | 0 | 0 | 0 | |
| 15 May | 820.30 | 29.00 | - | 0 | 0 | 0 | |
| 14 May | 818.20 | 29.00 | - | 0 | 0 | 0 | |
| 13 May | 808.80 | 29.00 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 780 expiring on 25JUL2024
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 1.15, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -45750 which decreased total open position to 1209000
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 1254750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 158250 which increased total open position to 1149750
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 136500 which increased total open position to 990000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 282000 which increased total open position to 853500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 571500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 564750
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 59250 which increased total open position to 571500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 35250 which increased total open position to 512250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 85500 which increased total open position to 476250
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 91500 which increased total open position to 390750
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 53250 which increased total open position to 299250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 246000
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -9750 which decreased total open position to 237750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 247500
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 6.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 254250
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 7.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 162750 which increased total open position to 249750
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 10.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 87750
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 102000
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 16.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 100500
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 21.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 102000
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 36000
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 57.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 30000
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 15000
On 31 May SBIN was trading at 830.35. The strike last trading price was 18.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250
On 30 May SBIN was trading at 825.85. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 5250
On 29 May SBIN was trading at 822.65. The strike last trading price was 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 28 May SBIN was trading at 831.15. The strike last trading price was 21.90, 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 27 May SBIN was trading at 833.70. The strike last trading price was 22.00, 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 24 May SBIN was trading at 828.60. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 23 May SBIN was trading at 832.10. The strike last trading price was 25.00, 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 25.00, 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 25.00, 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 18 May SBIN was trading at 821.00. The strike last trading price was 25.00, 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 29.00, 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 29.00, 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 29.00, 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 29.00, 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 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0