SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:30 AM IST
| SBIN 26DEC2024 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.23
Theta: -0.44
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 856.70 | 71.15 | -6.50 | 30.05 | 5 | 1 | 174 | |||
| 11 Dec | 861.60 | 77.65 | -2.85 | 34.51 | 15 | 4 | 174 | |||
| 10 Dec | 867.50 | 80.5 | 7.55 | - | 13 | -3 | 172 | |||
| 9 Dec | 858.05 | 72.95 | -9.30 | 25.51 | 15 | -1 | 175 | |||
| 6 Dec | 863.65 | 82.25 | 2.85 | 36.83 | 14 | -1 | 175 | |||
| 5 Dec | 865.45 | 79.4 | 5.90 | 21.44 | 23 | 0 | 175 | |||
| 4 Dec | 859.70 | 73.5 | 3.20 | 17.05 | 78 | -21 | 176 | |||
| 3 Dec | 853.95 | 70.3 | 13.30 | 23.94 | 65 | -5 | 197 | |||
|
|
||||||||||
| 2 Dec | 836.40 | 57 | -3.15 | 25.95 | 38 | 8 | 201 | |||
| 29 Nov | 838.95 | 60.15 | 1.20 | 26.68 | 52 | 8 | 193 | |||
| 28 Nov | 838.85 | 58.95 | 3.15 | 20.31 | 160 | -36 | 187 | |||
| 27 Nov | 834.10 | 55.8 | -3.70 | 23.20 | 107 | 10 | 224 | |||
| 26 Nov | 839.40 | 59.5 | -4.60 | 23.87 | 47 | 6 | 214 | |||
| 25 Nov | 844.45 | 64.1 | 23.10 | 19.63 | 129 | -225 | 209 | |||
| 22 Nov | 816.05 | 41 | 18.65 | 22.01 | 2,023 | -188 | 246 | |||
| 21 Nov | 780.75 | 22.35 | -10.65 | 23.95 | 2,103 | 376 | 432 | |||
| 20 Nov | 803.00 | 33 | 0.00 | 21.33 | 95 | 35 | 58 | |||
| 19 Nov | 803.00 | 33 | -4.15 | 21.33 | 95 | 37 | 58 | |||
| 18 Nov | 814.30 | 37.15 | 0.75 | 15.65 | 22 | 14 | 21 | |||
| 14 Nov | 804.25 | 36.4 | -30.60 | 20.35 | 16 | 5 | 7 | |||
| 13 Nov | 808.65 | 67 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 826.70 | 67 | -8.00 | 36.17 | 1 | 0 | 2 | |||
| 11 Nov | 847.65 | 75 | 6.50 | 27.71 | 1 | 0 | 1 | |||
| 8 Nov | 843.15 | 68.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 859.60 | 68.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 854.80 | 68.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 849.20 | 68.5 | 4.15 | - | 1 | 0 | 0 | |||
| 4 Nov | 829.85 | 64.35 | 64.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 0 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 790 expiring on 26DEC2024
Delta for 790 CE is 0.93
Historical price for 790 CE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 71.15, which was -6.50 lower than the previous day. The implied volatity was 30.05, the open interest changed by 1 which increased total open position to 174
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 77.65, which was -2.85 lower than the previous day. The implied volatity was 34.51, the open interest changed by 4 which increased total open position to 174
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 80.5, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 172
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 72.95, which was -9.30 lower than the previous day. The implied volatity was 25.51, the open interest changed by -1 which decreased total open position to 175
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 82.25, which was 2.85 higher than the previous day. The implied volatity was 36.83, the open interest changed by -1 which decreased total open position to 175
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 79.4, which was 5.90 higher than the previous day. The implied volatity was 21.44, the open interest changed by 0 which decreased total open position to 175
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 73.5, which was 3.20 higher than the previous day. The implied volatity was 17.05, the open interest changed by -21 which decreased total open position to 176
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 70.3, which was 13.30 higher than the previous day. The implied volatity was 23.94, the open interest changed by -5 which decreased total open position to 197
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 57, which was -3.15 lower than the previous day. The implied volatity was 25.95, the open interest changed by 8 which increased total open position to 201
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 60.15, which was 1.20 higher than the previous day. The implied volatity was 26.68, the open interest changed by 8 which increased total open position to 193
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 58.95, which was 3.15 higher than the previous day. The implied volatity was 20.31, the open interest changed by -36 which decreased total open position to 187
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 55.8, which was -3.70 lower than the previous day. The implied volatity was 23.20, the open interest changed by 10 which increased total open position to 224
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 59.5, which was -4.60 lower than the previous day. The implied volatity was 23.87, the open interest changed by 6 which increased total open position to 214
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 64.1, which was 23.10 higher than the previous day. The implied volatity was 19.63, the open interest changed by -225 which decreased total open position to 209
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 41, which was 18.65 higher than the previous day. The implied volatity was 22.01, the open interest changed by -188 which decreased total open position to 246
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 22.35, which was -10.65 lower than the previous day. The implied volatity was 23.95, the open interest changed by 376 which increased total open position to 432
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 21.33, the open interest changed by 35 which increased total open position to 58
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 33, which was -4.15 lower than the previous day. The implied volatity was 21.33, the open interest changed by 37 which increased total open position to 58
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 37.15, which was 0.75 higher than the previous day. The implied volatity was 15.65, the open interest changed by 14 which increased total open position to 21
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 36.4, which was -30.60 lower than the previous day. The implied volatity was 20.35, the open interest changed by 5 which increased total open position to 7
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 67, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 67, which was -8.00 lower than the previous day. The implied volatity was 36.17, the open interest changed by 0 which decreased total open position to 2
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 75, which was 6.50 higher than the previous day. The implied volatity was 27.71, the open interest changed by 0 which decreased total open position to 1
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 68.5, 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 68.5, 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 68.5, 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 68.5, which was 4.15 higher 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 64.35, which was 64.35 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 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.21
Theta: -0.20
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 856.70 | 1.4 | 0.05 | 28.82 | 308 | -20 | 1,308 |
| 11 Dec | 861.60 | 1.35 | -0.20 | 29.42 | 698 | -5 | 1,325 |
| 10 Dec | 867.50 | 1.55 | -0.50 | 31.28 | 842 | 42 | 1,337 |
| 9 Dec | 858.05 | 2.05 | 0.10 | 29.57 | 1,026 | -61 | 1,294 |
| 6 Dec | 863.65 | 1.95 | -0.45 | 28.37 | 2,047 | 109 | 1,352 |
| 5 Dec | 865.45 | 2.4 | -0.15 | 29.57 | 1,763 | 13 | 1,205 |
| 4 Dec | 859.70 | 2.55 | -0.30 | 27.92 | 1,213 | 11 | 1,197 |
| 3 Dec | 853.95 | 2.85 | -1.85 | 26.86 | 1,851 | 101 | 1,189 |
| 2 Dec | 836.40 | 4.7 | -0.45 | 25.81 | 1,656 | 112 | 1,084 |
| 29 Nov | 838.95 | 5.15 | -0.60 | 25.83 | 1,466 | 124 | 970 |
| 28 Nov | 838.85 | 5.75 | -0.05 | 27.01 | 2,303 | 108 | 847 |
| 27 Nov | 834.10 | 5.8 | -0.45 | 25.07 | 512 | 97 | 738 |
| 26 Nov | 839.40 | 6.25 | 0.35 | 26.41 | 461 | 37 | 643 |
| 25 Nov | 844.45 | 5.9 | -6.00 | 27.43 | 1,397 | 325 | 606 |
| 22 Nov | 816.05 | 11.9 | -15.30 | 25.33 | 2,003 | 314 | 595 |
| 21 Nov | 780.75 | 27.2 | 9.80 | 27.36 | 1,185 | 113 | 278 |
| 20 Nov | 803.00 | 17.4 | 0.00 | 26.09 | 287 | 108 | 164 |
| 19 Nov | 803.00 | 17.4 | 6.40 | 26.09 | 287 | 107 | 164 |
| 18 Nov | 814.30 | 11 | -3.40 | 23.13 | 80 | 5 | 57 |
| 14 Nov | 804.25 | 14.4 | -0.75 | 23.22 | 62 | 23 | 50 |
| 13 Nov | 808.65 | 15.15 | 6.45 | 25.83 | 45 | 10 | 27 |
| 12 Nov | 826.70 | 8.7 | 1.90 | 22.64 | 17 | 12 | 17 |
| 11 Nov | 847.65 | 6.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 8 Nov | 843.15 | 6.8 | -0.20 | 23.36 | 7 | 3 | 5 |
| 7 Nov | 859.60 | 7 | -7.90 | 26.91 | 1 | 0 | 1 |
| 6 Nov | 854.80 | 14.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 849.20 | 14.9 | -10.50 | 33.60 | 1 | 0 | 0 |
| 4 Nov | 829.85 | 25.4 | 0.00 | 4.68 | 0 | 0 | 0 |
| 1 Nov | 821.20 | 25.4 | 3.94 | 0 | 0 | 0 | |
For State Bank Of India - strike price 790 expiring on 26DEC2024
Delta for 790 PE is -0.06
Historical price for 790 PE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 28.82, the open interest changed by -20 which decreased total open position to 1308
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 29.42, the open interest changed by -5 which decreased total open position to 1325
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 31.28, the open interest changed by 42 which increased total open position to 1337
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 29.57, the open interest changed by -61 which decreased total open position to 1294
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 28.37, the open interest changed by 109 which increased total open position to 1352
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 29.57, the open interest changed by 13 which increased total open position to 1205
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 2.55, which was -0.30 lower than the previous day. The implied volatity was 27.92, the open interest changed by 11 which increased total open position to 1197
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 2.85, which was -1.85 lower than the previous day. The implied volatity was 26.86, the open interest changed by 101 which increased total open position to 1189
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 4.7, which was -0.45 lower than the previous day. The implied volatity was 25.81, the open interest changed by 112 which increased total open position to 1084
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 5.15, which was -0.60 lower than the previous day. The implied volatity was 25.83, the open interest changed by 124 which increased total open position to 970
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 5.75, which was -0.05 lower than the previous day. The implied volatity was 27.01, the open interest changed by 108 which increased total open position to 847
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 5.8, which was -0.45 lower than the previous day. The implied volatity was 25.07, the open interest changed by 97 which increased total open position to 738
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 6.25, which was 0.35 higher than the previous day. The implied volatity was 26.41, the open interest changed by 37 which increased total open position to 643
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 5.9, which was -6.00 lower than the previous day. The implied volatity was 27.43, the open interest changed by 325 which increased total open position to 606
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 11.9, which was -15.30 lower than the previous day. The implied volatity was 25.33, the open interest changed by 314 which increased total open position to 595
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 27.2, which was 9.80 higher than the previous day. The implied volatity was 27.36, the open interest changed by 113 which increased total open position to 278
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 17.4, which was 0.00 lower than the previous day. The implied volatity was 26.09, the open interest changed by 108 which increased total open position to 164
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 17.4, which was 6.40 higher than the previous day. The implied volatity was 26.09, the open interest changed by 107 which increased total open position to 164
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 11, which was -3.40 lower than the previous day. The implied volatity was 23.13, the open interest changed by 5 which increased total open position to 57
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 14.4, which was -0.75 lower than the previous day. The implied volatity was 23.22, the open interest changed by 23 which increased total open position to 50
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 15.15, which was 6.45 higher than the previous day. The implied volatity was 25.83, the open interest changed by 10 which increased total open position to 27
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 8.7, which was 1.90 higher than the previous day. The implied volatity was 22.64, the open interest changed by 12 which increased total open position to 17
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 6.8, which was 0.00 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 6.8, which was -0.20 lower than the previous day. The implied volatity was 23.36, the open interest changed by 3 which increased total open position to 5
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 7, which was -7.90 lower than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 1
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 14.9, 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 14.9, which was -10.50 lower than the previous day. The implied volatity was 33.60, 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 25.4, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 25.4, which was lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
