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 | 72.8 | 19.55 | - | 12,750 | 750 | 40,500 | |||
| 4 Jul | 839.30 | 53.25 | - | 6,750 | 0 | 39,750 | ||||
| 3 Jul | 839.95 | 53.15 | - | 15,000 | 750 | 39,750 | ||||
| 2 Jul | 826.15 | 45.35 | - | 13,500 | 3,750 | 38,250 | ||||
| 1 Jul | 841.95 | 59.4 | - | 1,500 | 750 | 34,500 | ||||
| 28 Jun | 848.95 | 64.15 | - | 3,000 | 750 | 33,750 | ||||
| 27 Jun | 844.00 | 60 | - | 45,750 | 33,000 | 33,000 | ||||
| 26 Jun | 845.35 | 58.95 | - | 0 | 0 | 0 | ||||
| 25 Jun | 842.25 | 58.95 | - | 0 | 0 | 0 | ||||
| 24 Jun | 832.70 | 58.95 | - | 0 | 0 | 0 | ||||
| 21 Jun | 836.30 | 58.95 | - | 0 | 0 | 0 | ||||
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| 20 Jun | 843.75 | 58.95 | - | 0 | 0 | 0 | ||||
| 19 Jun | 852.60 | 58.95 | - | 0 | 0 | 0 | ||||
| 18 Jun | 844.90 | 58.95 | - | 0 | 0 | 0 | ||||
| 14 Jun | 839.20 | 58.95 | - | 0 | 0 | 0 | ||||
| 13 Jun | 843.90 | 58.95 | - | 0 | 0 | 0 | ||||
| 12 Jun | 839.10 | 58.95 | - | 0 | 0 | 0 | ||||
| 11 Jun | 835.55 | 58.95 | - | 0 | 0 | 0 | ||||
| 10 Jun | 831.80 | 58.95 | - | 0 | 0 | 0 | ||||
| 7 Jun | 829.95 | 58.95 | - | 0 | 0 | 0 | ||||
| 6 Jun | 816.95 | 58.95 | - | 0 | 0 | 0 | ||||
| 5 Jun | 789.75 | 58.95 | - | 0 | 0 | 0 | ||||
| 4 Jun | 775.20 | 58.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 905.65 | 58.95 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 58.95 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 795 expiring on 25JUL2024
Delta for 795 CE is -
Historical price for 795 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 72.8, which was 19.55 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 40500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 53.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 53.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 39750
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 45.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 38250
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 59.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 34500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 64.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 33750
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 33000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 58.95, 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 25 Jun SBIN was trading at 842.25. The strike last trading price was 58.95, 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 Jun SBIN was trading at 832.70. The strike last trading price was 58.95, 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 Jun SBIN was trading at 836.30. The strike last trading price was 58.95, 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 20 Jun SBIN was trading at 843.75. The strike last trading price was 58.95, 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 19 Jun SBIN was trading at 852.60. The strike last trading price was 58.95, 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 Jun SBIN was trading at 844.90. The strike last trading price was 58.95, 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 Jun SBIN was trading at 839.20. The strike last trading price was 58.95, 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 58.95, 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 12 Jun SBIN was trading at 839.10. The strike last trading price was 58.95, 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 11 Jun SBIN was trading at 835.55. The strike last trading price was 58.95, 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 10 Jun SBIN was trading at 831.80. The strike last trading price was 58.95, 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 7 Jun SBIN was trading at 829.95. The strike last trading price was 58.95, 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 6 Jun SBIN was trading at 816.95. The strike last trading price was 58.95, 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 5 Jun SBIN was trading at 789.75. The strike last trading price was 58.95, 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 4 Jun SBIN was trading at 775.20. The strike last trading price was 58.95, 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 58.95, 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 58.95, 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 | 2.1 | -2.10 | - | 5,31,750 | -48,000 | 1,76,250 |
| 4 Jul | 839.30 | 4.2 | - | 3,93,000 | 27,000 | 2,24,250 | |
| 3 Jul | 839.95 | 4.25 | - | 3,60,000 | -3,000 | 1,97,250 | |
| 2 Jul | 826.15 | 7.95 | - | 4,11,000 | 6,750 | 2,01,750 | |
| 1 Jul | 841.95 | 5.3 | - | 1,50,000 | 24,000 | 1,95,000 | |
| 28 Jun | 848.95 | 4.55 | - | 4,22,250 | 57,000 | 1,71,000 | |
| 27 Jun | 844.00 | 5.8 | - | 2,13,750 | 36,000 | 1,14,000 | |
| 26 Jun | 845.35 | 5.95 | - | 63,000 | 12,750 | 77,250 | |
| 25 Jun | 842.25 | 6.05 | - | 66,750 | 23,250 | 64,500 | |
| 24 Jun | 832.70 | 8.15 | - | 37,500 | 24,000 | 39,750 | |
| 21 Jun | 836.30 | 8.40 | - | 15,750 | 14,250 | 14,250 | |
| 20 Jun | 843.75 | 19.25 | - | 0 | 0 | 0 | |
| 19 Jun | 852.60 | 19.25 | - | 0 | 0 | 0 | |
| 18 Jun | 844.90 | 19.25 | - | 0 | 0 | 0 | |
| 14 Jun | 839.20 | 19.25 | - | 0 | 0 | 0 | |
| 13 Jun | 843.90 | 19.25 | - | 0 | 0 | 0 | |
| 12 Jun | 839.10 | 19.25 | - | 0 | 0 | 0 | |
| 11 Jun | 835.55 | 19.25 | - | 0 | 0 | 0 | |
| 10 Jun | 831.80 | 19.25 | - | 0 | 0 | 0 | |
| 7 Jun | 829.95 | 19.25 | - | 0 | 0 | 0 | |
| 6 Jun | 816.95 | 19.25 | - | 0 | 0 | 0 | |
| 5 Jun | 789.75 | 19.25 | - | 0 | 0 | 0 | |
| 4 Jun | 775.20 | 19.25 | - | 0 | 0 | 0 | |
| 3 Jun | 905.65 | 19.25 | - | 0 | 0 | 0 | |
| 31 May | 830.35 | 19.25 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 795 expiring on 25JUL2024
Delta for 795 PE is -
Historical price for 795 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 2.1, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by -48000 which decreased total open position to 176250
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 224250
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 197250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 201750
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 195000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 171000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 114000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 77250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 23250 which increased total open position to 64500
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 39750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 8.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 14250
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 19.25, 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 19 Jun SBIN was trading at 852.60. The strike last trading price was 19.25, 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 Jun SBIN was trading at 844.90. The strike last trading price was 19.25, 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 Jun SBIN was trading at 839.20. The strike last trading price was 19.25, 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 19.25, 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 12 Jun SBIN was trading at 839.10. The strike last trading price was 19.25, 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 11 Jun SBIN was trading at 835.55. The strike last trading price was 19.25, 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 10 Jun SBIN was trading at 831.80. The strike last trading price was 19.25, 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 7 Jun SBIN was trading at 829.95. The strike last trading price was 19.25, 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 6 Jun SBIN was trading at 816.95. The strike last trading price was 19.25, 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 5 Jun SBIN was trading at 789.75. The strike last trading price was 19.25, 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 4 Jun SBIN was trading at 775.20. The strike last trading price was 19.25, 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 19.25, 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 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0