SBIN
State Bank Of India
Historical option data for SBIN
24 Jan 2025 12:50 PM IST
SBIN 30JAN2025 800 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.06
Vega: 0.11
Theta: -0.30
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 748.90 | 0.75 | -0.3 | 31.27 | 9,787 | 176 | 15,425 | |||
23 Jan | 745.90 | 1 | -0.70 | 32.42 | 10,284 | 1,609 | 15,247 | |||
22 Jan | 753.45 | 1.7 | -1.00 | 30.67 | 16,832 | 828 | 13,617 | |||
21 Jan | 759.05 | 2.7 | -2.55 | 29.58 | 18,918 | 1,275 | 12,779 | |||
20 Jan | 779.25 | 5.25 | 1.25 | 24.26 | 23,461 | -1,476 | 11,476 | |||
17 Jan | 764.10 | 4 | -1.00 | 25.87 | 9,447 | 497 | 12,960 | |||
16 Jan | 766.30 | 5 | 1.65 | 25.56 | 26,233 | -1,723 | 12,484 | |||
15 Jan | 753.70 | 3.35 | -0.15 | 26.22 | 8,881 | -8 | 14,212 | |||
14 Jan | 748.15 | 3.5 | 1.55 | 27.55 | 14,305 | -1,427 | 14,186 | |||
13 Jan | 729.50 | 1.95 | -1.30 | 29.99 | 14,709 | 524 | 15,612 | |||
10 Jan | 743.25 | 3.25 | -2.30 | 25.85 | 18,145 | 1,550 | 15,061 | |||
9 Jan | 760.45 | 5.55 | -2.35 | 23.33 | 15,898 | 1,559 | 13,521 | |||
8 Jan | 771.15 | 7.9 | -3.05 | 22.51 | 17,634 | 1,153 | 11,989 | |||
7 Jan | 778.75 | 10.95 | -0.55 | 22.90 | 10,701 | 49 | 10,981 | |||
6 Jan | 776.40 | 11.5 | -7.25 | 23.05 | 24,434 | 1,605 | 10,976 | |||
3 Jan | 793.40 | 18.75 | -3.20 | 22.24 | 16,230 | 1,730 | 9,377 | |||
2 Jan | 801.20 | 21.95 | 2.55 | 19.79 | 21,489 | 584 | 7,691 | |||
1 Jan | 793.20 | 19.4 | -0.90 | 21.38 | 10,660 | 999 | 7,131 | |||
31 Dec | 794.95 | 20.3 | 0.85 | 20.91 | 12,003 | 761 | 6,155 | |||
30 Dec | 788.30 | 19.45 | -3.80 | 21.06 | 21,586 | 2,472 | 5,352 | |||
27 Dec | 799.65 | 23.25 | -7.70 | 19.41 | 4,130 | 552 | 2,884 | |||
26 Dec | 812.45 | 30.95 | -1.55 | 18.26 | 3,087 | 591 | 2,239 | |||
24 Dec | 812.05 | 32.5 | -6.05 | 19.87 | 1,640 | 708 | 1,647 | |||
23 Dec | 821.15 | 38.55 | 1.45 | 20.35 | 650 | 81 | 938 | |||
20 Dec | 812.00 | 37.1 | -14.40 | 22.28 | 591 | 142 | 857 | |||
19 Dec | 832.80 | 51.5 | -5.00 | 23.37 | 615 | 232 | 715 | |||
18 Dec | 838.15 | 56.5 | -10.50 | 20.89 | 135 | 24 | 483 | |||
17 Dec | 850.55 | 67 | -8.30 | 24.47 | 93 | -5 | 459 | |||
16 Dec | 860.95 | 75.3 | 1.30 | 22.82 | 132 | 103 | 464 | |||
13 Dec | 861.55 | 74 | 4.00 | 16.70 | 66 | 4 | 362 | |||
12 Dec | 853.70 | 70 | -7.20 | 22.11 | 80 | 23 | 357 | |||
11 Dec | 861.60 | 77.2 | -3.40 | 21.62 | 58 | -10 | 334 | |||
10 Dec | 867.50 | 80.6 | 0.15 | 16.17 | 18 | 5 | 342 | |||
9 Dec | 858.05 | 80.45 | 0.45 | 28.53 | 18 | 3 | 338 | |||
6 Dec | 863.65 | 80 | 0.00 | 21.86 | 52 | 1 | 337 | |||
5 Dec | 865.45 | 80 | 3.20 | 19.70 | 23 | -2 | 337 | |||
|
||||||||||
4 Dec | 859.70 | 76.8 | 6.15 | 21.76 | 20 | 9 | 337 | |||
3 Dec | 853.95 | 70.65 | 11.65 | 18.96 | 30 | 5 | 328 | |||
2 Dec | 836.40 | 59 | -2.10 | 20.78 | 60 | -11 | 323 | |||
29 Nov | 838.95 | 61.1 | 0.50 | 20.59 | 19 | 0 | 333 | |||
28 Nov | 838.85 | 60.6 | 3.60 | 18.18 | 15 | 1 | 333 | |||
27 Nov | 834.10 | 57 | -5.50 | 18.89 | 8 | -1 | 332 | |||
26 Nov | 839.40 | 62.5 | -3.85 | 21.28 | 27 | -21 | 333 | |||
25 Nov | 844.45 | 66.35 | 21.85 | 19.05 | 155 | -17 | 355 | |||
22 Nov | 816.05 | 44.5 | 15.50 | 19.63 | 658 | 0 | 372 | |||
21 Nov | 780.75 | 29 | -9.50 | 22.61 | 495 | 274 | 372 | |||
20 Nov | 803.00 | 38.5 | 0.00 | 20.46 | 22 | 10 | 97 | |||
19 Nov | 803.00 | 38.5 | -6.00 | 20.46 | 22 | 9 | 97 | |||
18 Nov | 814.30 | 44.5 | 2.70 | 18.76 | 64 | 41 | 86 | |||
14 Nov | 804.25 | 41.8 | -3.95 | 19.98 | 38 | 32 | 44 | |||
13 Nov | 808.65 | 45.75 | -27.00 | 19.60 | 13 | 11 | 11 | |||
12 Nov | 826.70 | 72.75 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 847.65 | 72.75 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 843.15 | 72.75 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 859.60 | 72.75 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 854.80 | 72.75 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 849.20 | 72.75 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 829.85 | 72.75 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 800 expiring on 30JAN2025
Delta for 800 CE is 0.06
Historical price for 800 CE is as follows
On 24 Jan SBIN was trading at 748.90. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 31.27, the open interest changed by 176 which increased total open position to 15425
On 23 Jan SBIN was trading at 745.90. The strike last trading price was 1, which was -0.70 lower than the previous day. The implied volatity was 32.42, the open interest changed by 1609 which increased total open position to 15247
On 22 Jan SBIN was trading at 753.45. The strike last trading price was 1.7, which was -1.00 lower than the previous day. The implied volatity was 30.67, the open interest changed by 828 which increased total open position to 13617
On 21 Jan SBIN was trading at 759.05. The strike last trading price was 2.7, which was -2.55 lower than the previous day. The implied volatity was 29.58, the open interest changed by 1275 which increased total open position to 12779
On 20 Jan SBIN was trading at 779.25. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 24.26, the open interest changed by -1476 which decreased total open position to 11476
On 17 Jan SBIN was trading at 764.10. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 25.87, the open interest changed by 497 which increased total open position to 12960
On 16 Jan SBIN was trading at 766.30. The strike last trading price was 5, which was 1.65 higher than the previous day. The implied volatity was 25.56, the open interest changed by -1723 which decreased total open position to 12484
On 15 Jan SBIN was trading at 753.70. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was 26.22, the open interest changed by -8 which decreased total open position to 14212
On 14 Jan SBIN was trading at 748.15. The strike last trading price was 3.5, which was 1.55 higher than the previous day. The implied volatity was 27.55, the open interest changed by -1427 which decreased total open position to 14186
On 13 Jan SBIN was trading at 729.50. The strike last trading price was 1.95, which was -1.30 lower than the previous day. The implied volatity was 29.99, the open interest changed by 524 which increased total open position to 15612
On 10 Jan SBIN was trading at 743.25. The strike last trading price was 3.25, which was -2.30 lower than the previous day. The implied volatity was 25.85, the open interest changed by 1550 which increased total open position to 15061
On 9 Jan SBIN was trading at 760.45. The strike last trading price was 5.55, which was -2.35 lower than the previous day. The implied volatity was 23.33, the open interest changed by 1559 which increased total open position to 13521
On 8 Jan SBIN was trading at 771.15. The strike last trading price was 7.9, which was -3.05 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1153 which increased total open position to 11989
On 7 Jan SBIN was trading at 778.75. The strike last trading price was 10.95, which was -0.55 lower than the previous day. The implied volatity was 22.90, the open interest changed by 49 which increased total open position to 10981
On 6 Jan SBIN was trading at 776.40. The strike last trading price was 11.5, which was -7.25 lower than the previous day. The implied volatity was 23.05, the open interest changed by 1605 which increased total open position to 10976
On 3 Jan SBIN was trading at 793.40. The strike last trading price was 18.75, which was -3.20 lower than the previous day. The implied volatity was 22.24, the open interest changed by 1730 which increased total open position to 9377
On 2 Jan SBIN was trading at 801.20. The strike last trading price was 21.95, which was 2.55 higher than the previous day. The implied volatity was 19.79, the open interest changed by 584 which increased total open position to 7691
On 1 Jan SBIN was trading at 793.20. The strike last trading price was 19.4, which was -0.90 lower than the previous day. The implied volatity was 21.38, the open interest changed by 999 which increased total open position to 7131
On 31 Dec SBIN was trading at 794.95. The strike last trading price was 20.3, which was 0.85 higher than the previous day. The implied volatity was 20.91, the open interest changed by 761 which increased total open position to 6155
On 30 Dec SBIN was trading at 788.30. The strike last trading price was 19.45, which was -3.80 lower than the previous day. The implied volatity was 21.06, the open interest changed by 2472 which increased total open position to 5352
On 27 Dec SBIN was trading at 799.65. The strike last trading price was 23.25, which was -7.70 lower than the previous day. The implied volatity was 19.41, the open interest changed by 552 which increased total open position to 2884
On 26 Dec SBIN was trading at 812.45. The strike last trading price was 30.95, which was -1.55 lower than the previous day. The implied volatity was 18.26, the open interest changed by 591 which increased total open position to 2239
On 24 Dec SBIN was trading at 812.05. The strike last trading price was 32.5, which was -6.05 lower than the previous day. The implied volatity was 19.87, the open interest changed by 708 which increased total open position to 1647
On 23 Dec SBIN was trading at 821.15. The strike last trading price was 38.55, which was 1.45 higher than the previous day. The implied volatity was 20.35, the open interest changed by 81 which increased total open position to 938
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 37.1, which was -14.40 lower than the previous day. The implied volatity was 22.28, the open interest changed by 142 which increased total open position to 857
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 51.5, which was -5.00 lower than the previous day. The implied volatity was 23.37, the open interest changed by 232 which increased total open position to 715
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 56.5, which was -10.50 lower than the previous day. The implied volatity was 20.89, the open interest changed by 24 which increased total open position to 483
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 67, which was -8.30 lower than the previous day. The implied volatity was 24.47, the open interest changed by -5 which decreased total open position to 459
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 75.3, which was 1.30 higher than the previous day. The implied volatity was 22.82, the open interest changed by 103 which increased total open position to 464
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 74, which was 4.00 higher than the previous day. The implied volatity was 16.70, the open interest changed by 4 which increased total open position to 362
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 70, which was -7.20 lower than the previous day. The implied volatity was 22.11, the open interest changed by 23 which increased total open position to 357
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 77.2, which was -3.40 lower than the previous day. The implied volatity was 21.62, the open interest changed by -10 which decreased total open position to 334
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 80.6, which was 0.15 higher than the previous day. The implied volatity was 16.17, the open interest changed by 5 which increased total open position to 342
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 80.45, which was 0.45 higher than the previous day. The implied volatity was 28.53, the open interest changed by 3 which increased total open position to 338
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 21.86, the open interest changed by 1 which increased total open position to 337
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 80, which was 3.20 higher than the previous day. The implied volatity was 19.70, the open interest changed by -2 which decreased total open position to 337
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 76.8, which was 6.15 higher than the previous day. The implied volatity was 21.76, the open interest changed by 9 which increased total open position to 337
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 70.65, which was 11.65 higher than the previous day. The implied volatity was 18.96, the open interest changed by 5 which increased total open position to 328
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 59, which was -2.10 lower than the previous day. The implied volatity was 20.78, the open interest changed by -11 which decreased total open position to 323
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 61.1, which was 0.50 higher than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 333
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 60.6, which was 3.60 higher than the previous day. The implied volatity was 18.18, the open interest changed by 1 which increased total open position to 333
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 57, which was -5.50 lower than the previous day. The implied volatity was 18.89, the open interest changed by -1 which decreased total open position to 332
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 62.5, which was -3.85 lower than the previous day. The implied volatity was 21.28, the open interest changed by -21 which decreased total open position to 333
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 66.35, which was 21.85 higher than the previous day. The implied volatity was 19.05, the open interest changed by -17 which decreased total open position to 355
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 44.5, which was 15.50 higher than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 372
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 29, which was -9.50 lower than the previous day. The implied volatity was 22.61, the open interest changed by 274 which increased total open position to 372
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 38.5, which was 0.00 lower than the previous day. The implied volatity was 20.46, the open interest changed by 10 which increased total open position to 97
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 38.5, which was -6.00 lower than the previous day. The implied volatity was 20.46, the open interest changed by 9 which increased total open position to 97
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 44.5, which was 2.70 higher than the previous day. The implied volatity was 18.76, the open interest changed by 41 which increased total open position to 86
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 41.8, which was -3.95 lower than the previous day. The implied volatity was 19.98, the open interest changed by 32 which increased total open position to 44
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 45.75, which was -27.00 lower than the previous day. The implied volatity was 19.60, the open interest changed by 11 which increased total open position to 11
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 72.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 72.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 72.75, which was 0.00 lower than the previous day. The implied volatity was -, 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 72.75, which was 0.00 lower than the previous day. The implied volatity was -, 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 72.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 72.75, which was 0.00 lower 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 72.75, 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 30JAN2025 800 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.86
Vega: 0.21
Theta: -0.57
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 748.90 | 52.55 | -0.35 | 44.14 | 174 | -77 | 3,950 |
23 Jan | 745.90 | 52.75 | 5.75 | 28.44 | 204 | -45 | 4,027 |
22 Jan | 753.45 | 47 | 6.50 | 32.99 | 741 | -296 | 4,073 |
21 Jan | 759.05 | 40.5 | 14.40 | 27.99 | 899 | -144 | 4,368 |
20 Jan | 779.25 | 26.1 | -11.55 | 27.74 | 2,529 | -218 | 4,509 |
17 Jan | 764.10 | 37.65 | 1.75 | 26.60 | 664 | -61 | 4,728 |
16 Jan | 766.30 | 35.9 | -11.80 | 27.62 | 1,856 | 82 | 4,933 |
15 Jan | 753.70 | 47.7 | -2.50 | 32.45 | 587 | -17 | 4,851 |
14 Jan | 748.15 | 50.2 | -20.95 | 29.34 | 841 | -62 | 4,868 |
13 Jan | 729.50 | 71.15 | 15.45 | 36.14 | 1,036 | -390 | 4,932 |
10 Jan | 743.25 | 55.7 | 15.75 | 29.64 | 1,216 | -595 | 5,327 |
9 Jan | 760.45 | 39.95 | 7.70 | 25.08 | 1,231 | -339 | 5,923 |
8 Jan | 771.15 | 32.25 | 4.00 | 23.28 | 1,918 | -431 | 6,262 |
7 Jan | 778.75 | 28.25 | -2.05 | 23.88 | 1,978 | -121 | 6,692 |
6 Jan | 776.40 | 30.3 | 9.80 | 26.25 | 7,798 | -497 | 7,178 |
3 Jan | 793.40 | 20.5 | 4.80 | 23.34 | 11,125 | 512 | 7,674 |
2 Jan | 801.20 | 15.7 | -3.65 | 22.23 | 9,069 | 705 | 7,171 |
1 Jan | 793.20 | 19.35 | 0.75 | 22.03 | 5,307 | 132 | 6,476 |
31 Dec | 794.95 | 18.6 | -1.80 | 21.84 | 5,802 | 376 | 6,351 |
30 Dec | 788.30 | 20.4 | 3.95 | 22.16 | 14,626 | 782 | 5,977 |
27 Dec | 799.65 | 16.45 | 4.80 | 20.95 | 7,707 | 325 | 5,197 |
26 Dec | 812.45 | 11.65 | -0.60 | 20.86 | 6,756 | 812 | 4,868 |
24 Dec | 812.05 | 12.25 | 0.85 | 20.74 | 3,259 | 799 | 4,051 |
23 Dec | 821.15 | 11.4 | -4.45 | 22.16 | 2,393 | 173 | 3,255 |
20 Dec | 812.00 | 15.85 | 5.95 | 23.96 | 2,947 | 155 | 3,082 |
19 Dec | 832.80 | 9.9 | 2.30 | 23.15 | 2,385 | 587 | 2,928 |
18 Dec | 838.15 | 7.6 | 0.80 | 22.49 | 2,105 | 931 | 2,334 |
17 Dec | 850.55 | 6.8 | 1.25 | 23.42 | 628 | 172 | 1,403 |
16 Dec | 860.95 | 5.55 | -0.45 | 23.87 | 413 | 74 | 1,231 |
13 Dec | 861.55 | 6 | -0.85 | 24.15 | 1,003 | -83 | 1,162 |
12 Dec | 853.70 | 6.85 | 0.80 | 23.30 | 404 | 72 | 1,242 |
11 Dec | 861.60 | 6.05 | -0.20 | 23.81 | 361 | 77 | 1,170 |
10 Dec | 867.50 | 6.25 | -1.45 | 25.17 | 163 | 50 | 1,092 |
9 Dec | 858.05 | 7.7 | 1.00 | 24.81 | 154 | 24 | 1,040 |
6 Dec | 863.65 | 6.7 | -1.30 | 23.99 | 437 | 14 | 1,017 |
5 Dec | 865.45 | 8 | 0.30 | 25.66 | 602 | -6 | 1,001 |
4 Dec | 859.70 | 7.7 | -1.00 | 24.01 | 382 | 177 | 1,007 |
3 Dec | 853.95 | 8.7 | -3.70 | 23.96 | 307 | 102 | 830 |
2 Dec | 836.40 | 12.4 | -0.60 | 23.97 | 223 | 83 | 728 |
29 Nov | 838.95 | 13 | 0.00 | 24.47 | 130 | 29 | 645 |
28 Nov | 838.85 | 13 | -0.20 | 24.74 | 315 | -26 | 616 |
27 Nov | 834.10 | 13.2 | -0.50 | 23.51 | 56 | 20 | 640 |
26 Nov | 839.40 | 13.7 | 1.50 | 24.60 | 143 | -41 | 620 |
25 Nov | 844.45 | 12.2 | -8.90 | 24.65 | 716 | -110 | 660 |
22 Nov | 816.05 | 21.1 | -17.55 | 24.40 | 258 | -3 | 767 |
21 Nov | 780.75 | 38.65 | 10.60 | 26.82 | 349 | 131 | 780 |
20 Nov | 803.00 | 28.05 | 0.00 | 25.76 | 97 | 43 | 651 |
19 Nov | 803.00 | 28.05 | 8.05 | 25.76 | 97 | 45 | 651 |
18 Nov | 814.30 | 20 | -4.35 | 23.05 | 64 | 31 | 606 |
14 Nov | 804.25 | 24.35 | 3.25 | 23.71 | 147 | 52 | 575 |
13 Nov | 808.65 | 21.1 | 4.15 | 22.93 | 413 | 180 | 522 |
12 Nov | 826.70 | 16.95 | 3.60 | 23.02 | 312 | 99 | 342 |
11 Nov | 847.65 | 13.35 | -0.85 | 24.10 | 161 | -3 | 243 |
8 Nov | 843.15 | 14.2 | 1.65 | 23.57 | 221 | 50 | 245 |
7 Nov | 859.60 | 12.55 | -0.55 | 25.27 | 177 | 53 | 195 |
6 Nov | 854.80 | 13.1 | -4.45 | 25.19 | 82 | 26 | 132 |
5 Nov | 849.20 | 17.55 | -4.95 | 27.19 | 280 | 77 | 85 |
4 Nov | 829.85 | 22.5 | 27.19 | 8 | 2 | 2 |
For State Bank Of India - strike price 800 expiring on 30JAN2025
Delta for 800 PE is -0.86
Historical price for 800 PE is as follows
On 24 Jan SBIN was trading at 748.90. The strike last trading price was 52.55, which was -0.35 lower than the previous day. The implied volatity was 44.14, the open interest changed by -77 which decreased total open position to 3950
On 23 Jan SBIN was trading at 745.90. The strike last trading price was 52.75, which was 5.75 higher than the previous day. The implied volatity was 28.44, the open interest changed by -45 which decreased total open position to 4027
On 22 Jan SBIN was trading at 753.45. The strike last trading price was 47, which was 6.50 higher than the previous day. The implied volatity was 32.99, the open interest changed by -296 which decreased total open position to 4073
On 21 Jan SBIN was trading at 759.05. The strike last trading price was 40.5, which was 14.40 higher than the previous day. The implied volatity was 27.99, the open interest changed by -144 which decreased total open position to 4368
On 20 Jan SBIN was trading at 779.25. The strike last trading price was 26.1, which was -11.55 lower than the previous day. The implied volatity was 27.74, the open interest changed by -218 which decreased total open position to 4509
On 17 Jan SBIN was trading at 764.10. The strike last trading price was 37.65, which was 1.75 higher than the previous day. The implied volatity was 26.60, the open interest changed by -61 which decreased total open position to 4728
On 16 Jan SBIN was trading at 766.30. The strike last trading price was 35.9, which was -11.80 lower than the previous day. The implied volatity was 27.62, the open interest changed by 82 which increased total open position to 4933
On 15 Jan SBIN was trading at 753.70. The strike last trading price was 47.7, which was -2.50 lower than the previous day. The implied volatity was 32.45, the open interest changed by -17 which decreased total open position to 4851
On 14 Jan SBIN was trading at 748.15. The strike last trading price was 50.2, which was -20.95 lower than the previous day. The implied volatity was 29.34, the open interest changed by -62 which decreased total open position to 4868
On 13 Jan SBIN was trading at 729.50. The strike last trading price was 71.15, which was 15.45 higher than the previous day. The implied volatity was 36.14, the open interest changed by -390 which decreased total open position to 4932
On 10 Jan SBIN was trading at 743.25. The strike last trading price was 55.7, which was 15.75 higher than the previous day. The implied volatity was 29.64, the open interest changed by -595 which decreased total open position to 5327
On 9 Jan SBIN was trading at 760.45. The strike last trading price was 39.95, which was 7.70 higher than the previous day. The implied volatity was 25.08, the open interest changed by -339 which decreased total open position to 5923
On 8 Jan SBIN was trading at 771.15. The strike last trading price was 32.25, which was 4.00 higher than the previous day. The implied volatity was 23.28, the open interest changed by -431 which decreased total open position to 6262
On 7 Jan SBIN was trading at 778.75. The strike last trading price was 28.25, which was -2.05 lower than the previous day. The implied volatity was 23.88, the open interest changed by -121 which decreased total open position to 6692
On 6 Jan SBIN was trading at 776.40. The strike last trading price was 30.3, which was 9.80 higher than the previous day. The implied volatity was 26.25, the open interest changed by -497 which decreased total open position to 7178
On 3 Jan SBIN was trading at 793.40. The strike last trading price was 20.5, which was 4.80 higher than the previous day. The implied volatity was 23.34, the open interest changed by 512 which increased total open position to 7674
On 2 Jan SBIN was trading at 801.20. The strike last trading price was 15.7, which was -3.65 lower than the previous day. The implied volatity was 22.23, the open interest changed by 705 which increased total open position to 7171
On 1 Jan SBIN was trading at 793.20. The strike last trading price was 19.35, which was 0.75 higher than the previous day. The implied volatity was 22.03, the open interest changed by 132 which increased total open position to 6476
On 31 Dec SBIN was trading at 794.95. The strike last trading price was 18.6, which was -1.80 lower than the previous day. The implied volatity was 21.84, the open interest changed by 376 which increased total open position to 6351
On 30 Dec SBIN was trading at 788.30. The strike last trading price was 20.4, which was 3.95 higher than the previous day. The implied volatity was 22.16, the open interest changed by 782 which increased total open position to 5977
On 27 Dec SBIN was trading at 799.65. The strike last trading price was 16.45, which was 4.80 higher than the previous day. The implied volatity was 20.95, the open interest changed by 325 which increased total open position to 5197
On 26 Dec SBIN was trading at 812.45. The strike last trading price was 11.65, which was -0.60 lower than the previous day. The implied volatity was 20.86, the open interest changed by 812 which increased total open position to 4868
On 24 Dec SBIN was trading at 812.05. The strike last trading price was 12.25, which was 0.85 higher than the previous day. The implied volatity was 20.74, the open interest changed by 799 which increased total open position to 4051
On 23 Dec SBIN was trading at 821.15. The strike last trading price was 11.4, which was -4.45 lower than the previous day. The implied volatity was 22.16, the open interest changed by 173 which increased total open position to 3255
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 15.85, which was 5.95 higher than the previous day. The implied volatity was 23.96, the open interest changed by 155 which increased total open position to 3082
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 9.9, which was 2.30 higher than the previous day. The implied volatity was 23.15, the open interest changed by 587 which increased total open position to 2928
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 7.6, which was 0.80 higher than the previous day. The implied volatity was 22.49, the open interest changed by 931 which increased total open position to 2334
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 6.8, which was 1.25 higher than the previous day. The implied volatity was 23.42, the open interest changed by 172 which increased total open position to 1403
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 23.87, the open interest changed by 74 which increased total open position to 1231
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 6, which was -0.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by -83 which decreased total open position to 1162
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 6.85, which was 0.80 higher than the previous day. The implied volatity was 23.30, the open interest changed by 72 which increased total open position to 1242
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 6.05, which was -0.20 lower than the previous day. The implied volatity was 23.81, the open interest changed by 77 which increased total open position to 1170
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 6.25, which was -1.45 lower than the previous day. The implied volatity was 25.17, the open interest changed by 50 which increased total open position to 1092
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 7.7, which was 1.00 higher than the previous day. The implied volatity was 24.81, the open interest changed by 24 which increased total open position to 1040
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 6.7, which was -1.30 lower than the previous day. The implied volatity was 23.99, the open interest changed by 14 which increased total open position to 1017
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 8, which was 0.30 higher than the previous day. The implied volatity was 25.66, the open interest changed by -6 which decreased total open position to 1001
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 7.7, which was -1.00 lower than the previous day. The implied volatity was 24.01, the open interest changed by 177 which increased total open position to 1007
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 8.7, which was -3.70 lower than the previous day. The implied volatity was 23.96, the open interest changed by 102 which increased total open position to 830
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 12.4, which was -0.60 lower than the previous day. The implied volatity was 23.97, the open interest changed by 83 which increased total open position to 728
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 24.47, the open interest changed by 29 which increased total open position to 645
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 13, which was -0.20 lower than the previous day. The implied volatity was 24.74, the open interest changed by -26 which decreased total open position to 616
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 13.2, which was -0.50 lower than the previous day. The implied volatity was 23.51, the open interest changed by 20 which increased total open position to 640
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 13.7, which was 1.50 higher than the previous day. The implied volatity was 24.60, the open interest changed by -41 which decreased total open position to 620
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 12.2, which was -8.90 lower than the previous day. The implied volatity was 24.65, the open interest changed by -110 which decreased total open position to 660
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 21.1, which was -17.55 lower than the previous day. The implied volatity was 24.40, the open interest changed by -3 which decreased total open position to 767
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 38.65, which was 10.60 higher than the previous day. The implied volatity was 26.82, the open interest changed by 131 which increased total open position to 780
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 28.05, which was 0.00 lower than the previous day. The implied volatity was 25.76, the open interest changed by 43 which increased total open position to 651
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 28.05, which was 8.05 higher than the previous day. The implied volatity was 25.76, the open interest changed by 45 which increased total open position to 651
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 20, which was -4.35 lower than the previous day. The implied volatity was 23.05, the open interest changed by 31 which increased total open position to 606
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 24.35, which was 3.25 higher than the previous day. The implied volatity was 23.71, the open interest changed by 52 which increased total open position to 575
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 21.1, which was 4.15 higher than the previous day. The implied volatity was 22.93, the open interest changed by 180 which increased total open position to 522
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 16.95, which was 3.60 higher than the previous day. The implied volatity was 23.02, the open interest changed by 99 which increased total open position to 342
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 13.35, which was -0.85 lower than the previous day. The implied volatity was 24.10, the open interest changed by -3 which decreased total open position to 243
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 14.2, which was 1.65 higher than the previous day. The implied volatity was 23.57, the open interest changed by 50 which increased total open position to 245
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 12.55, which was -0.55 lower than the previous day. The implied volatity was 25.27, the open interest changed by 53 which increased total open position to 195
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 13.1, which was -4.45 lower than the previous day. The implied volatity was 25.19, the open interest changed by 26 which increased total open position to 132
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 17.55, which was -4.95 lower than the previous day. The implied volatity was 27.19, the open interest changed by 77 which increased total open position to 85
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was 27.19, the open interest changed by 2 which increased total open position to 2