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 | 67.2 | 18.70 | - | 20,00,250 | 1,58,250 | 13,17,750 | |||
| 4 Jul | 839.30 | 48.5 | - | 3,75,750 | -6,000 | 11,59,500 | ||||
| 3 Jul | 839.95 | 50.55 | - | 8,82,000 | -15,750 | 11,65,500 | ||||
| 2 Jul | 826.15 | 41.5 | - | 10,41,000 | 2,69,250 | 11,95,500 | ||||
| 1 Jul | 841.95 | 54.65 | - | 2,70,000 | 82,500 | 9,26,250 | ||||
| 28 Jun | 848.95 | 59.75 | - | 8,64,000 | -1,08,750 | 8,43,750 | ||||
| 27 Jun | 844.00 | 56.2 | - | 6,16,500 | 20,250 | 9,52,500 | ||||
| 26 Jun | 845.35 | 56.55 | - | 6,39,000 | 47,250 | 9,33,000 | ||||
| 25 Jun | 842.25 | 55.65 | - | 3,76,500 | 24,750 | 8,85,750 | ||||
| 24 Jun | 832.70 | 48.75 | - | 4,30,500 | 98,250 | 8,61,000 | ||||
| 21 Jun | 836.30 | 50.70 | - | 4,49,250 | 1,28,250 | 7,65,000 | ||||
| 20 Jun | 843.75 | 60.20 | - | 5,79,750 | 2,29,500 | 6,40,500 | ||||
| 19 Jun | 852.60 | 68.45 | - | 5,71,500 | 15,750 | 4,11,000 | ||||
| 18 Jun | 844.90 | 60.25 | - | 2,96,250 | 1,14,000 | 3,94,500 | ||||
| 14 Jun | 839.20 | 56.70 | - | 1,14,750 | 9,000 | 2,80,500 | ||||
| 13 Jun | 843.90 | 61.25 | - | 69,750 | 3,000 | 2,78,250 | ||||
| 12 Jun | 839.10 | 59.35 | - | 62,250 | -7,500 | 2,80,500 | ||||
| 11 Jun | 835.55 | 57.80 | - | 60,750 | 3,750 | 2,88,750 | ||||
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| 10 Jun | 831.80 | 57.00 | - | 1,05,750 | -18,000 | 2,84,250 | ||||
| 7 Jun | 829.95 | 58.75 | - | 1,52,250 | -3,000 | 3,06,000 | ||||
| 6 Jun | 816.95 | 54.65 | - | 3,75,000 | -1,13,250 | 3,09,000 | ||||
| 5 Jun | 789.75 | 41.70 | - | 7,78,500 | 2,07,750 | 4,22,250 | ||||
| 4 Jun | 775.20 | 49.00 | - | 4,65,000 | 1,65,750 | 2,14,500 | ||||
| 3 Jun | 905.65 | 121.20 | - | 33,750 | -1,500 | 48,750 | ||||
| 31 May | 830.35 | 66.95 | - | 9,000 | -2,250 | 50,250 | ||||
| 30 May | 825.85 | 65.65 | - | 3,000 | 750 | 52,500 | ||||
| 29 May | 822.65 | 67.00 | - | 9,000 | 0 | 51,750 | ||||
| 28 May | 831.15 | 71.85 | - | 2,250 | 0 | 51,750 | ||||
| 27 May | 833.70 | 78.00 | - | 6,000 | 0 | 51,750 | ||||
| 24 May | 828.60 | 72.80 | - | 5,250 | 0 | 51,750 | ||||
| 23 May | 832.10 | 71.00 | - | 7,500 | 750 | 51,750 | ||||
| 22 May | 818.75 | 62.65 | - | 7,500 | -2,250 | 51,000 | ||||
| 21 May | 830.65 | 64.40 | - | 12,000 | 0 | 53,250 | ||||
| 18 May | 821.00 | 54.50 | - | 0 | 1,500 | 0 | ||||
| 17 May | 817.85 | 54.50 | - | 9,000 | 1,500 | 53,250 | ||||
| 16 May | 811.95 | 54.85 | - | 14,250 | 4,500 | 51,750 | ||||
| 15 May | 820.30 | 61.55 | - | 1,500 | 0 | 47,250 | ||||
| 14 May | 818.20 | 61.00 | - | 11,250 | 750 | 47,250 | ||||
| 13 May | 808.80 | 58.85 | - | 22,500 | 6,750 | 46,500 | ||||
For STATE BANK OF INDIA - strike price 800 expiring on 25JUL2024
Delta for 800 CE is -
Historical price for 800 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 67.2, which was 18.70 higher than the previous day. The implied volatity was -, the open interest changed by 158250 which increased total open position to 1317750
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 48.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 1159500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 50.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 1165500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 41.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 269250 which increased total open position to 1195500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 54.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 926250
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 59.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -108750 which decreased total open position to 843750
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 56.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 20250 which increased total open position to 952500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 56.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 47250 which increased total open position to 933000
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 55.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 24750 which increased total open position to 885750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 48.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 98250 which increased total open position to 861000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 128250 which increased total open position to 765000
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 60.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 229500 which increased total open position to 640500
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 68.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 411000
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 60.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 114000 which increased total open position to 394500
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 56.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 280500
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 61.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 278250
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 59.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -7500 which decreased total open position to 280500
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 57.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 288750
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 57.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 284250
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 58.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 306000
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 54.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -113250 which decreased total open position to 309000
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 41.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 207750 which increased total open position to 422250
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 49.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 165750 which increased total open position to 214500
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 121.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 48750
On 31 May SBIN was trading at 830.35. The strike last trading price was 66.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 50250
On 30 May SBIN was trading at 825.85. The strike last trading price was 65.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 52500
On 29 May SBIN was trading at 822.65. The strike last trading price was 67.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51750
On 28 May SBIN was trading at 831.15. The strike last trading price was 71.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51750
On 27 May SBIN was trading at 833.70. The strike last trading price was 78.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51750
On 24 May SBIN was trading at 828.60. The strike last trading price was 72.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51750
On 23 May SBIN was trading at 832.10. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 51750
On 22 May SBIN was trading at 818.75. The strike last trading price was 62.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 51000
On 21 May SBIN was trading at 830.65. The strike last trading price was 64.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53250
On 18 May SBIN was trading at 821.00. The strike last trading price was 54.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 17 May SBIN was trading at 817.85. The strike last trading price was 54.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 53250
On 16 May SBIN was trading at 811.95. The strike last trading price was 54.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 51750
On 15 May SBIN was trading at 820.30. The strike last trading price was 61.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47250
On 14 May SBIN was trading at 818.20. The strike last trading price was 61.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 47250
On 13 May SBIN was trading at 808.80. The strike last trading price was 58.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 46500
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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 | 2.4 | -2.70 | - | 69,19,500 | 5,06,250 | 50,88,750 |
| 4 Jul | 839.30 | 5.1 | - | 36,78,750 | 6,50,250 | 45,82,500 | |
| 3 Jul | 839.95 | 5.15 | - | 37,93,500 | 2,41,500 | 39,32,250 | |
| 2 Jul | 826.15 | 9.25 | - | 41,68,500 | 3,00,750 | 37,04,250 | |
| 1 Jul | 841.95 | 6 | - | 20,80,500 | 2,83,500 | 34,03,500 | |
| 28 Jun | 848.95 | 5.2 | - | 34,73,250 | 1,71,000 | 31,20,000 | |
| 27 Jun | 844.00 | 6.75 | - | 27,09,000 | 4,41,000 | 29,49,000 | |
| 26 Jun | 845.35 | 6.8 | - | 23,37,750 | 1,36,500 | 25,06,500 | |
| 25 Jun | 842.25 | 7.2 | - | 20,16,000 | 3,70,500 | 23,70,000 | |
| 24 Jun | 832.70 | 8.45 | - | 15,93,750 | 4,20,750 | 20,01,000 | |
| 21 Jun | 836.30 | 10.10 | - | 13,56,000 | 1,74,000 | 15,78,750 | |
| 20 Jun | 843.75 | 7.90 | - | 10,76,250 | 78,750 | 13,97,250 | |
| 19 Jun | 852.60 | 6.40 | - | 16,53,750 | 1,81,500 | 13,18,500 | |
| 18 Jun | 844.90 | 7.40 | - | 8,52,750 | 44,250 | 11,37,750 | |
| 14 Jun | 839.20 | 9.95 | - | 6,56,250 | 3,39,750 | 10,93,500 | |
| 13 Jun | 843.90 | 9.95 | - | 4,57,500 | 1,92,750 | 7,53,000 | |
| 12 Jun | 839.10 | 11.70 | - | 3,15,000 | 77,250 | 5,61,750 | |
| 11 Jun | 835.55 | 15.30 | - | 2,61,000 | 62,250 | 4,83,750 | |
| 10 Jun | 831.80 | 20.35 | - | 1,95,000 | 36,000 | 4,22,250 | |
| 7 Jun | 829.95 | 22.20 | - | 1,50,000 | 6,750 | 3,93,750 | |
| 6 Jun | 816.95 | 28.60 | - | 3,50,250 | 55,500 | 3,87,000 | |
| 5 Jun | 789.75 | 46.00 | - | 1,65,000 | -24,000 | 3,31,500 | |
| 4 Jun | 775.20 | 62.45 | - | 7,98,000 | 37,500 | 3,55,500 | |
| 3 Jun | 905.65 | 8.90 | - | 4,28,250 | 24,000 | 3,18,000 | |
| 31 May | 830.35 | 24.25 | - | 78,750 | 15,000 | 2,94,000 | |
| 30 May | 825.85 | 28.45 | - | 75,000 | -16,500 | 2,79,000 | |
| 29 May | 822.65 | 30.20 | - | 1,05,750 | 40,500 | 2,95,500 | |
| 28 May | 831.15 | 30.15 | - | 27,000 | 8,250 | 2,55,000 | |
| 27 May | 833.70 | 29.40 | - | 56,250 | -1,500 | 2,46,750 | |
| 24 May | 828.60 | 30.20 | - | 91,500 | 47,250 | 2,48,250 | |
| 23 May | 832.10 | 29.00 | - | 81,750 | 21,000 | 1,95,750 | |
| 22 May | 818.75 | 34.00 | - | 32,250 | 3,000 | 1,74,750 | |
| 21 May | 830.65 | 35.10 | - | 51,750 | 3,000 | 1,71,000 | |
| 18 May | 821.00 | 39.10 | - | 3,000 | 750 | 1,69,500 | |
| 17 May | 817.85 | 37.30 | - | 23,250 | -750 | 1,68,750 | |
| 16 May | 811.95 | 42.55 | - | 18,750 | 9,000 | 1,69,500 | |
| 15 May | 820.30 | 38.55 | - | 17,250 | 3,750 | 1,60,500 | |
| 14 May | 818.20 | 41.85 | - | 15,000 | -2,250 | 1,56,750 | |
| 13 May | 808.80 | 46.75 | - | 28,500 | 5,250 | 1,59,000 | |
For STATE BANK OF INDIA - strike price 800 expiring on 25JUL2024
Delta for 800 PE is -
Historical price for 800 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 2.4, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 506250 which increased total open position to 5088750
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 650250 which increased total open position to 4582500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 241500 which increased total open position to 3932250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 300750 which increased total open position to 3704250
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 283500 which increased total open position to 3403500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 171000 which increased total open position to 3120000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 441000 which increased total open position to 2949000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 136500 which increased total open position to 2506500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 370500 which increased total open position to 2370000
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 420750 which increased total open position to 2001000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 174000 which increased total open position to 1578750
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 7.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 78750 which increased total open position to 1397250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 1318500
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 44250 which increased total open position to 1137750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 339750 which increased total open position to 1093500
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 192750 which increased total open position to 753000
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 11.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 77250 which increased total open position to 561750
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 62250 which increased total open position to 483750
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 422250
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 22.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 393750
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 28.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 55500 which increased total open position to 387000
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 46.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 331500
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 62.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 355500
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 318000
On 31 May SBIN was trading at 830.35. The strike last trading price was 24.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 294000
On 30 May SBIN was trading at 825.85. The strike last trading price was 28.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 279000
On 29 May SBIN was trading at 822.65. The strike last trading price was 30.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 40500 which increased total open position to 295500
On 28 May SBIN was trading at 831.15. The strike last trading price was 30.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 255000
On 27 May SBIN was trading at 833.70. The strike last trading price was 29.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 246750
On 24 May SBIN was trading at 828.60. The strike last trading price was 30.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 47250 which increased total open position to 248250
On 23 May SBIN was trading at 832.10. The strike last trading price was 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 195750
On 22 May SBIN was trading at 818.75. The strike last trading price was 34.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 174750
On 21 May SBIN was trading at 830.65. The strike last trading price was 35.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 171000
On 18 May SBIN was trading at 821.00. The strike last trading price was 39.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 169500
On 17 May SBIN was trading at 817.85. The strike last trading price was 37.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 168750
On 16 May SBIN was trading at 811.95. The strike last trading price was 42.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 169500
On 15 May SBIN was trading at 820.30. The strike last trading price was 38.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 160500
On 14 May SBIN was trading at 818.20. The strike last trading price was 41.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 156750
On 13 May SBIN was trading at 808.80. The strike last trading price was 46.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 159000