SBIN
State Bank Of India
Historical option data for SBIN
09 Apr 2025 04:10 PM IST
| SBIN 24APR2025 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.40
Theta: -0.44
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 742.20 | 4.45 | -5.6 | 30.56 | 9,173 | 828 | 4,770 | |||
| 8 Apr | 768.60 | 10.2 | 4.05 | 26.50 | 10,681 | -84 | 3,941 | |||
| 7 Apr | 746.90 | 6.25 | -1.4 | 29.49 | 8,217 | -384 | 4,084 | |||
| 4 Apr | 767.45 | 8.05 | -4.7 | 20.57 | 11,239 | -112 | 4,489 | |||
| 3 Apr | 779.20 | 13.1 | 2.4 | 21.00 | 12,950 | 1,715 | 4,569 | |||
| 2 Apr | 775.95 | 10.65 | 0.9 | 19.05 | 6,009 | 494 | 2,864 | |||
| 1 Apr | 771.70 | 9.85 | -0.6 | 20.27 | 6,462 | 578 | 2,370 | |||
| 28 Mar | 771.50 | 10.45 | -1.4 | 19.43 | 5,033 | 401 | 1,792 | |||
| 27 Mar | 772.30 | 12.4 | 3.05 | 20.62 | 3,131 | 205 | 1,382 | |||
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| 26 Mar | 764.00 | 9.15 | -4.65 | 20.39 | 1,579 | 171 | 1,149 | |||
| 25 Mar | 772.85 | 13.15 | -4.65 | 21.41 | 1,776 | 283 | 977 | |||
| 24 Mar | 780.80 | 18.1 | 10.9 | 21.16 | 1,893 | 307 | 678 | |||
| 21 Mar | 753.20 | 7.25 | 0.5 | 19.16 | 179 | 72 | 370 | |||
| 20 Mar | 749.55 | 6.55 | -0.3 | 19.85 | 452 | 175 | 299 | |||
| 19 Mar | 745.10 | 6.8 | 1.25 | 21.09 | 243 | 78 | 123 | |||
| 18 Mar | 736.70 | 5.55 | 1.65 | 21.31 | 62 | 34 | 46 | |||
| 17 Mar | 723.15 | 3.9 | -1.65 | 22.39 | 13 | 8 | 11 | |||
| 13 Mar | 727.85 | 5.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 723.05 | 5.55 | 0 | 0.00 | 0 | 3 | 0 | |||
| 11 Mar | 729.85 | 5.55 | -4.4 | 21.49 | 4 | 3 | 3 | |||
| 10 Mar | 728.90 | 9.95 | 0 | 5.44 | 0 | 0 | 0 | |||
| 7 Mar | 732.75 | 9.95 | 0 | 4.81 | 0 | 0 | 0 | |||
| 6 Mar | 732.05 | 9.95 | 0 | 4.91 | 0 | 0 | 0 | |||
| 5 Mar | 730.35 | 9.95 | 0 | 4.87 | 0 | 0 | 0 | |||
| 4 Mar | 716.05 | 9.95 | 0 | 6.09 | 0 | 0 | 0 | |||
| 3 Mar | 695.30 | 9.95 | 0 | 8.18 | 0 | 0 | 0 | |||
| 28 Feb | 688.80 | 9.95 | 0 | 8.18 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 790 expiring on 24APR2025
Delta for 790 CE is 0.18
Historical price for 790 CE is as follows
On 9 Apr SBIN was trading at 742.20. The strike last trading price was 4.45, which was -5.6 lower than the previous day. The implied volatity was 30.56, the open interest changed by 828 which increased total open position to 4770
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 10.2, which was 4.05 higher than the previous day. The implied volatity was 26.50, the open interest changed by -84 which decreased total open position to 3941
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 6.25, which was -1.4 lower than the previous day. The implied volatity was 29.49, the open interest changed by -384 which decreased total open position to 4084
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 8.05, which was -4.7 lower than the previous day. The implied volatity was 20.57, the open interest changed by -112 which decreased total open position to 4489
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 13.1, which was 2.4 higher than the previous day. The implied volatity was 21.00, the open interest changed by 1715 which increased total open position to 4569
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 10.65, which was 0.9 higher than the previous day. The implied volatity was 19.05, the open interest changed by 494 which increased total open position to 2864
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 9.85, which was -0.6 lower than the previous day. The implied volatity was 20.27, the open interest changed by 578 which increased total open position to 2370
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 10.45, which was -1.4 lower than the previous day. The implied volatity was 19.43, the open interest changed by 401 which increased total open position to 1792
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 12.4, which was 3.05 higher than the previous day. The implied volatity was 20.62, the open interest changed by 205 which increased total open position to 1382
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 9.15, which was -4.65 lower than the previous day. The implied volatity was 20.39, the open interest changed by 171 which increased total open position to 1149
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 13.15, which was -4.65 lower than the previous day. The implied volatity was 21.41, the open interest changed by 283 which increased total open position to 977
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 18.1, which was 10.9 higher than the previous day. The implied volatity was 21.16, the open interest changed by 307 which increased total open position to 678
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 7.25, which was 0.5 higher than the previous day. The implied volatity was 19.16, the open interest changed by 72 which increased total open position to 370
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 6.55, which was -0.3 lower than the previous day. The implied volatity was 19.85, the open interest changed by 175 which increased total open position to 299
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 6.8, which was 1.25 higher than the previous day. The implied volatity was 21.09, the open interest changed by 78 which increased total open position to 123
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 5.55, which was 1.65 higher than the previous day. The implied volatity was 21.31, the open interest changed by 34 which increased total open position to 46
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 3.9, which was -1.65 lower than the previous day. The implied volatity was 22.39, the open interest changed by 8 which increased total open position to 11
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 5.55, 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 5.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 5.55, which was -4.4 lower than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 3
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 6.09, 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 9.95, which was 0 lower than the previous day. The implied volatity was 8.18, 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 9.95, which was 0 lower than the previous day. The implied volatity was 8.18, the open interest changed by 0 which decreased total open position to 0
| SBIN 24APR2025 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.41
Theta: -0.26
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 742.20 | 49.3 | 20.95 | 31.89 | 360 | 21 | 1,088 |
| 8 Apr | 768.60 | 28.05 | -18.4 | 28.65 | 974 | -61 | 1,069 |
| 7 Apr | 746.90 | 44.3 | 17.5 | 30.93 | 569 | -45 | 1,130 |
| 4 Apr | 767.45 | 25.8 | 6.45 | 22.19 | 2,664 | 48 | 1,173 |
| 3 Apr | 779.20 | 19.05 | -3.1 | 21.52 | 2,020 | 369 | 1,125 |
| 2 Apr | 775.95 | 22.1 | -1.2 | 22.80 | 595 | 7 | 759 |
| 1 Apr | 771.70 | 23.25 | -1.2 | 19.74 | 1,007 | 57 | 752 |
| 28 Mar | 771.50 | 24.5 | -0.05 | 19.90 | 946 | 95 | 695 |
| 27 Mar | 772.30 | 23.1 | -6.6 | 19.15 | 397 | 23 | 600 |
| 26 Mar | 764.00 | 29.85 | 5 | 20.07 | 677 | 178 | 577 |
| 25 Mar | 772.85 | 25.5 | 4.5 | 20.43 | 486 | 150 | 399 |
| 24 Mar | 780.80 | 20.75 | -18.25 | 21.52 | 496 | 233 | 243 |
| 21 Mar | 753.20 | 39 | -48.4 | 23.64 | 11 | 3 | 3 |
| 20 Mar | 749.55 | 87.4 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 745.10 | 87.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 736.70 | 87.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 723.15 | 87.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 727.85 | 87.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 723.05 | 87.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 729.85 | 87.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 728.90 | 87.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 732.75 | 87.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 732.05 | 87.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 730.35 | 87.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 716.05 | 87.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 695.30 | 87.4 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 688.80 | 87.4 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 790 expiring on 24APR2025
Delta for 790 PE is -0.81
Historical price for 790 PE is as follows
On 9 Apr SBIN was trading at 742.20. The strike last trading price was 49.3, which was 20.95 higher than the previous day. The implied volatity was 31.89, the open interest changed by 21 which increased total open position to 1088
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 28.05, which was -18.4 lower than the previous day. The implied volatity was 28.65, the open interest changed by -61 which decreased total open position to 1069
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 44.3, which was 17.5 higher than the previous day. The implied volatity was 30.93, the open interest changed by -45 which decreased total open position to 1130
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 25.8, which was 6.45 higher than the previous day. The implied volatity was 22.19, the open interest changed by 48 which increased total open position to 1173
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 19.05, which was -3.1 lower than the previous day. The implied volatity was 21.52, the open interest changed by 369 which increased total open position to 1125
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 22.1, which was -1.2 lower than the previous day. The implied volatity was 22.80, the open interest changed by 7 which increased total open position to 759
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 23.25, which was -1.2 lower than the previous day. The implied volatity was 19.74, the open interest changed by 57 which increased total open position to 752
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 24.5, which was -0.05 lower than the previous day. The implied volatity was 19.90, the open interest changed by 95 which increased total open position to 695
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 23.1, which was -6.6 lower than the previous day. The implied volatity was 19.15, the open interest changed by 23 which increased total open position to 600
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 29.85, which was 5 higher than the previous day. The implied volatity was 20.07, the open interest changed by 178 which increased total open position to 577
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 25.5, which was 4.5 higher than the previous day. The implied volatity was 20.43, the open interest changed by 150 which increased total open position to 399
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 20.75, which was -18.25 lower than the previous day. The implied volatity was 21.52, the open interest changed by 233 which increased total open position to 243
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 39, which was -48.4 lower than the previous day. The implied volatity was 23.64, the open interest changed by 3 which increased total open position to 3
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 87.4, 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 19 Mar SBIN was trading at 745.10. The strike last trading price was 87.4, 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 18 Mar SBIN was trading at 736.70. The strike last trading price was 87.4, 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 17 Mar SBIN was trading at 723.15. The strike last trading price was 87.4, 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 13 Mar SBIN was trading at 727.85. The strike last trading price was 87.4, 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 12 Mar SBIN was trading at 723.05. The strike last trading price was 87.4, 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 11 Mar SBIN was trading at 729.85. The strike last trading price was 87.4, 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 10 Mar SBIN was trading at 728.90. The strike last trading price was 87.4, 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 7 Mar SBIN was trading at 732.75. The strike last trading price was 87.4, 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 6 Mar SBIN was trading at 732.05. The strike last trading price was 87.4, 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 5 Mar SBIN was trading at 730.35. The strike last trading price was 87.4, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 87.4, 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 3 Mar SBIN was trading at 695.30. The strike last trading price was 87.4, 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 87.4, 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
