SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.42
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 7.9 | -11.30 | 26.04 | 29,916 | 2,736 | 3,449 | |||
| 20 Nov | 803.00 | 19.2 | 0.00 | 21.50 | 1,635 | 114 | 720 | |||
| 19 Nov | 803.00 | 19.2 | -10.30 | 21.50 | 1,635 | 121 | 720 | |||
| 18 Nov | 814.30 | 29.5 | 5.40 | 22.76 | 1,258 | -33 | 600 | |||
| 14 Nov | 804.25 | 24.1 | -7.20 | 19.88 | 1,171 | 156 | 637 | |||
| 13 Nov | 808.65 | 31.3 | -11.20 | 23.58 | 744 | 129 | 479 | |||
| 12 Nov | 826.70 | 42.5 | -19.90 | 22.67 | 111 | 1 | 351 | |||
| 11 Nov | 847.65 | 62.4 | 4.15 | 28.20 | 23 | 1 | 350 | |||
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| 8 Nov | 843.15 | 58.25 | -18.50 | 24.91 | 201 | -26 | 348 | |||
| 7 Nov | 859.60 | 76.75 | 3.60 | 32.01 | 112 | 37 | 374 | |||
| 6 Nov | 854.80 | 73.15 | 4.85 | 27.21 | 91 | -4 | 337 | |||
| 5 Nov | 849.20 | 68.3 | 13.15 | 31.18 | 226 | -35 | 340 | |||
| 4 Nov | 829.85 | 55.15 | 7.45 | 32.05 | 355 | 23 | 377 | |||
| 1 Nov | 821.20 | 47.7 | -0.90 | 27.99 | 11 | 1 | 354 | |||
| 31 Oct | 820.20 | 48.6 | -1.35 | - | 165 | -7 | 353 | |||
| 30 Oct | 822.45 | 49.95 | -7.55 | - | 173 | 8 | 362 | |||
| 29 Oct | 832.70 | 57.5 | 26.90 | - | 2,508 | -253 | 354 | |||
| 28 Oct | 792.05 | 30.6 | 5.00 | - | 2,052 | -59 | 617 | |||
| 25 Oct | 780.95 | 25.6 | -4.75 | - | 1,449 | 313 | 676 | |||
| 24 Oct | 794.55 | 30.35 | 3.85 | - | 655 | -34 | 367 | |||
| 23 Oct | 786.00 | 26.5 | -2.55 | - | 916 | 218 | 401 | |||
| 22 Oct | 790.40 | 29.05 | -13.20 | - | 268 | 84 | 179 | |||
| 21 Oct | 813.95 | 42.25 | -6.90 | - | 7 | 3 | 95 | |||
| 18 Oct | 820.40 | 49.15 | 4.15 | - | 16 | -2 | 92 | |||
| 17 Oct | 811.05 | 45 | 4.40 | - | 53 | 3 | 93 | |||
| 16 Oct | 805.45 | 40.6 | 3.85 | - | 4 | -1 | 90 | |||
| 15 Oct | 804.65 | 36.75 | -5.65 | - | 12 | 0 | 90 | |||
| 14 Oct | 805.15 | 42.4 | 3.05 | - | 31 | 0 | 90 | |||
| 11 Oct | 799.75 | 39.35 | -0.70 | - | 8 | 0 | 90 | |||
| 10 Oct | 797.10 | 40.05 | 0.00 | - | 18 | -6 | 90 | |||
| 9 Oct | 797.40 | 40.05 | 7.55 | - | 71 | 3 | 96 | |||
| 8 Oct | 781.45 | 32.5 | 2.95 | - | 125 | 25 | 94 | |||
| 7 Oct | 770.65 | 29.55 | -9.00 | - | 95 | 51 | 69 | |||
| 4 Oct | 796.65 | 38.55 | 0.00 | - | 23 | 3 | 17 | |||
| 3 Oct | 794.10 | 38.55 | -2.05 | - | 16 | 7 | 13 | |||
| 1 Oct | 796.95 | 40.6 | 5.30 | - | 7 | -6 | 5 | |||
| 30 Sept | 787.90 | 35.3 | -20.20 | - | 13 | 9 | 10 | |||
| 27 Sept | 802.65 | 55.5 | - | 1 | 0 | 0 | ||||
For State Bank Of India - strike price 790 expiring on 28NOV2024
Delta for 790 CE is 0.40
Historical price for 790 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 7.9, which was -11.30 lower than the previous day. The implied volatity was 26.04, the open interest changed by 2736 which increased total open position to 3449
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 21.50, the open interest changed by 114 which increased total open position to 720
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 19.2, which was -10.30 lower than the previous day. The implied volatity was 21.50, the open interest changed by 121 which increased total open position to 720
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 29.5, which was 5.40 higher than the previous day. The implied volatity was 22.76, the open interest changed by -33 which decreased total open position to 600
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 24.1, which was -7.20 lower than the previous day. The implied volatity was 19.88, the open interest changed by 156 which increased total open position to 637
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 31.3, which was -11.20 lower than the previous day. The implied volatity was 23.58, the open interest changed by 129 which increased total open position to 479
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 42.5, which was -19.90 lower than the previous day. The implied volatity was 22.67, the open interest changed by 1 which increased total open position to 351
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 62.4, which was 4.15 higher than the previous day. The implied volatity was 28.20, the open interest changed by 1 which increased total open position to 350
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 58.25, which was -18.50 lower than the previous day. The implied volatity was 24.91, the open interest changed by -26 which decreased total open position to 348
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 76.75, which was 3.60 higher than the previous day. The implied volatity was 32.01, the open interest changed by 37 which increased total open position to 374
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 73.15, which was 4.85 higher than the previous day. The implied volatity was 27.21, the open interest changed by -4 which decreased total open position to 337
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 68.3, which was 13.15 higher than the previous day. The implied volatity was 31.18, the open interest changed by -35 which decreased total open position to 340
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 55.15, which was 7.45 higher than the previous day. The implied volatity was 32.05, the open interest changed by 23 which increased total open position to 377
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 47.7, which was -0.90 lower than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 354
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 48.6, which was -1.35 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 49.95, 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 29 Oct SBIN was trading at 832.70. The strike last trading price was 57.5, which was 26.90 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 30.6, 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 25 Oct SBIN was trading at 780.95. The strike last trading price was 25.6, which was -4.75 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 30.35, which was 3.85 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 26.5, which was -2.55 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 29.05, which was -13.20 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 42.25, which was -6.90 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 49.15, which was 4.15 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 45, which was 4.40 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 40.6, which was 3.85 higher 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 36.75, which was -5.65 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 42.4, which was 3.05 higher 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 39.35, which was -0.70 lower 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 40.05, 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 9 Oct SBIN was trading at 797.40. The strike last trading price was 40.05, which was 7.55 higher 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 32.5, which was 2.95 higher 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 29.55, which was -9.00 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 38.55, 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 38.55, which was -2.05 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 40.6, which was 5.30 higher 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 35.3, which was -20.20 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 55.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.42
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 17.95 | 9.25 | 31.90 | 8,541 | -754 | 1,523 |
| 20 Nov | 803.00 | 8.7 | 0.00 | 29.67 | 7,956 | -90 | 2,280 |
| 19 Nov | 803.00 | 8.7 | 4.35 | 29.67 | 7,956 | -87 | 2,280 |
| 18 Nov | 814.30 | 4.35 | -2.10 | 25.83 | 7,756 | 809 | 2,367 |
| 14 Nov | 804.25 | 6.45 | 0.75 | 22.39 | 6,484 | 205 | 1,576 |
| 13 Nov | 808.65 | 5.7 | 1.80 | 23.47 | 7,998 | -122 | 1,379 |
| 12 Nov | 826.70 | 3.9 | 2.10 | 24.86 | 4,443 | -189 | 1,571 |
| 11 Nov | 847.65 | 1.8 | -1.40 | 25.07 | 2,593 | 53 | 1,772 |
| 8 Nov | 843.15 | 3.2 | -0.25 | 25.85 | 7,875 | 432 | 1,712 |
| 7 Nov | 859.60 | 3.45 | -0.10 | 30.95 | 2,002 | -74 | 1,282 |
| 6 Nov | 854.80 | 3.55 | -2.50 | 29.86 | 1,921 | -159 | 1,361 |
| 5 Nov | 849.20 | 6.05 | -3.60 | 32.28 | 3,058 | 117 | 1,535 |
| 4 Nov | 829.85 | 9.65 | -2.90 | 31.94 | 4,076 | 347 | 1,448 |
| 1 Nov | 821.20 | 12.55 | 0.30 | 31.52 | 175 | 53 | 1,101 |
| 31 Oct | 820.20 | 12.25 | 1.85 | - | 1,210 | 99 | 1,044 |
| 30 Oct | 822.45 | 10.4 | 0.95 | - | 1,080 | 12 | 947 |
| 29 Oct | 832.70 | 9.45 | -11.05 | - | 2,817 | 181 | 934 |
| 28 Oct | 792.05 | 20.5 | -5.80 | - | 1,845 | 152 | 746 |
| 25 Oct | 780.95 | 26.3 | 7.70 | - | 829 | -20 | 594 |
| 24 Oct | 794.55 | 18.6 | -5.60 | - | 503 | 114 | 614 |
| 23 Oct | 786.00 | 24.2 | 1.50 | - | 512 | 40 | 500 |
| 22 Oct | 790.40 | 22.7 | 9.95 | - | 633 | 193 | 460 |
| 21 Oct | 813.95 | 12.75 | 1.95 | - | 238 | 86 | 267 |
| 18 Oct | 820.40 | 10.8 | -3.20 | - | 174 | 70 | 181 |
| 17 Oct | 811.05 | 14 | -0.85 | - | 140 | 16 | 111 |
| 16 Oct | 805.45 | 14.85 | -1.65 | - | 59 | 41 | 94 |
| 15 Oct | 804.65 | 16.5 | -0.50 | - | 31 | 12 | 53 |
| 14 Oct | 805.15 | 17 | -4.85 | - | 25 | 6 | 40 |
| 11 Oct | 799.75 | 21.85 | -0.15 | - | 25 | 8 | 30 |
| 10 Oct | 797.10 | 22 | -1.70 | - | 28 | 4 | 22 |
| 9 Oct | 797.40 | 23.7 | -7.80 | - | 23 | 5 | 18 |
| 8 Oct | 781.45 | 31.5 | -2.75 | - | 4 | 2 | 14 |
| 7 Oct | 770.65 | 34.25 | 13.55 | - | 81 | 9 | 10 |
| 4 Oct | 796.65 | 20.7 | -13.50 | - | 1 | 0 | 0 |
| 3 Oct | 794.10 | 34.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 796.95 | 34.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 787.90 | 34.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 802.65 | 34.2 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 790 expiring on 28NOV2024
Delta for 790 PE is -0.58
Historical price for 790 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 17.95, which was 9.25 higher than the previous day. The implied volatity was 31.90, the open interest changed by -754 which decreased total open position to 1523
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 29.67, the open interest changed by -90 which decreased total open position to 2280
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 8.7, which was 4.35 higher than the previous day. The implied volatity was 29.67, the open interest changed by -87 which decreased total open position to 2280
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 4.35, which was -2.10 lower than the previous day. The implied volatity was 25.83, the open interest changed by 809 which increased total open position to 2367
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 6.45, which was 0.75 higher than the previous day. The implied volatity was 22.39, the open interest changed by 205 which increased total open position to 1576
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 5.7, which was 1.80 higher than the previous day. The implied volatity was 23.47, the open interest changed by -122 which decreased total open position to 1379
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 3.9, which was 2.10 higher than the previous day. The implied volatity was 24.86, the open interest changed by -189 which decreased total open position to 1571
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 1.8, which was -1.40 lower than the previous day. The implied volatity was 25.07, the open interest changed by 53 which increased total open position to 1772
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 25.85, the open interest changed by 432 which increased total open position to 1712
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 3.45, which was -0.10 lower than the previous day. The implied volatity was 30.95, the open interest changed by -74 which decreased total open position to 1282
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 3.55, which was -2.50 lower than the previous day. The implied volatity was 29.86, the open interest changed by -159 which decreased total open position to 1361
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 6.05, which was -3.60 lower than the previous day. The implied volatity was 32.28, the open interest changed by 117 which increased total open position to 1535
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 9.65, which was -2.90 lower than the previous day. The implied volatity was 31.94, the open interest changed by 347 which increased total open position to 1448
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 12.55, which was 0.30 higher than the previous day. The implied volatity was 31.52, the open interest changed by 53 which increased total open position to 1101
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 12.25, which was 1.85 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 10.4, which was 0.95 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 9.45, which was -11.05 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 20.5, which was -5.80 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 26.3, which was 7.70 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 18.6, which was -5.60 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 24.2, which was 1.50 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 22.7, which was 9.95 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 12.75, which was 1.95 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 10.8, 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 17 Oct SBIN was trading at 811.05. The strike last trading price was 14, which was -0.85 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 14.85, 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 15 Oct SBIN was trading at 804.65. The strike last trading price was 16.5, which was -0.50 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 17, which was -4.85 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 21.85, which was -0.15 lower 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 22, which was -1.70 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 23.7, which was -7.80 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 31.5, which was -2.75 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 34.25, which was 13.55 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 20.7, which was -13.50 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 34.2, 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 34.2, 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 34.2, 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 34.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
