SBIN
State Bank Of India
Historical option data for SBIN
11 Apr 2025 04:10 PM IST
| SBIN 24APR2025 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.25
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 753.85 | 1.8 | -0.4 | 27.57 | 3,565 | 189 | 2,318 | |||
| 9 Apr | 742.20 | 2.25 | -2.75 | 31.49 | 5,814 | -344 | 2,153 | |||
| 8 Apr | 768.60 | 5.1 | 2 | 26.82 | 7,762 | 744 | 2,502 | |||
| 7 Apr | 746.90 | 3.1 | -0.25 | 29.70 | 3,556 | -146 | 1,757 | |||
| 4 Apr | 767.45 | 3.5 | -2.6 | 20.84 | 5,522 | 219 | 1,905 | |||
| 3 Apr | 779.20 | 6.3 | 1.3 | 20.95 | 5,128 | 354 | 1,688 | |||
| 2 Apr | 775.95 | 5.05 | 0.55 | 19.70 | 3,140 | -19 | 1,308 | |||
| 1 Apr | 771.70 | 4.55 | -0.6 | 20.38 | 3,827 | 317 | 1,329 | |||
| 28 Mar | 771.50 | 5.1 | -0.95 | 19.43 | 2,803 | 91 | 1,012 | |||
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| 27 Mar | 772.30 | 6.4 | 1.45 | 20.67 | 2,177 | 188 | 923 | |||
| 26 Mar | 764.00 | 4.75 | -2.75 | 20.91 | 846 | 88 | 733 | |||
| 25 Mar | 772.85 | 7.15 | -3 | 21.50 | 1,129 | 136 | 644 | |||
| 24 Mar | 780.80 | 10.35 | 6.65 | 21.13 | 1,868 | 301 | 505 | |||
| 21 Mar | 753.20 | 3.7 | 0.1 | 19.68 | 296 | 109 | 204 | |||
| 20 Mar | 749.55 | 3.5 | -0.3 | 20.56 | 67 | 16 | 95 | |||
| 19 Mar | 745.10 | 3.75 | 0.6 | 21.71 | 100 | 55 | 78 | |||
| 18 Mar | 736.70 | 3.15 | 0.25 | 22.15 | 24 | 21 | 22 | |||
| 17 Mar | 723.15 | 2.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 727.85 | 2.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 723.05 | 2.9 | -2 | 23.29 | 1 | 0 | 1 | |||
| 11 Mar | 729.85 | 4.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 728.90 | 4.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 732.75 | 4.9 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 732.05 | 4.9 | -2 | 23.23 | 1 | 0 | 0 | |||
| 5 Mar | 730.35 | 6.9 | 0 | 6.58 | 0 | 0 | 0 | |||
| 4 Mar | 716.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 695.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 688.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 810 expiring on 24APR2025
Delta for 810 CE is 0.10
Historical price for 810 CE is as follows
On 11 Apr SBIN was trading at 753.85. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 27.57, the open interest changed by 189 which increased total open position to 2318
On 9 Apr SBIN was trading at 742.20. The strike last trading price was 2.25, which was -2.75 lower than the previous day. The implied volatity was 31.49, the open interest changed by -344 which decreased total open position to 2153
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 5.1, which was 2 higher than the previous day. The implied volatity was 26.82, the open interest changed by 744 which increased total open position to 2502
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 29.70, the open interest changed by -146 which decreased total open position to 1757
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 3.5, which was -2.6 lower than the previous day. The implied volatity was 20.84, the open interest changed by 219 which increased total open position to 1905
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 6.3, which was 1.3 higher than the previous day. The implied volatity was 20.95, the open interest changed by 354 which increased total open position to 1688
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 5.05, which was 0.55 higher than the previous day. The implied volatity was 19.70, the open interest changed by -19 which decreased total open position to 1308
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 4.55, which was -0.6 lower than the previous day. The implied volatity was 20.38, the open interest changed by 317 which increased total open position to 1329
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 5.1, which was -0.95 lower than the previous day. The implied volatity was 19.43, the open interest changed by 91 which increased total open position to 1012
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 6.4, which was 1.45 higher than the previous day. The implied volatity was 20.67, the open interest changed by 188 which increased total open position to 923
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 4.75, which was -2.75 lower than the previous day. The implied volatity was 20.91, the open interest changed by 88 which increased total open position to 733
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 7.15, which was -3 lower than the previous day. The implied volatity was 21.50, the open interest changed by 136 which increased total open position to 644
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 10.35, which was 6.65 higher than the previous day. The implied volatity was 21.13, the open interest changed by 301 which increased total open position to 505
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 3.7, which was 0.1 higher than the previous day. The implied volatity was 19.68, the open interest changed by 109 which increased total open position to 204
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 3.5, which was -0.3 lower than the previous day. The implied volatity was 20.56, the open interest changed by 16 which increased total open position to 95
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 3.75, which was 0.6 higher than the previous day. The implied volatity was 21.71, the open interest changed by 55 which increased total open position to 78
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 3.15, which was 0.25 higher than the previous day. The implied volatity was 22.15, the open interest changed by 21 which increased total open position to 22
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 2.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 2.9, which was -2 lower than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 4.9, which was -2 lower than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SBIN 24APR2025 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.32
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 753.85 | 56.6 | -10.25 | 32.92 | 3 | -1 | 213 |
| 9 Apr | 742.20 | 66.65 | 23.8 | 32.12 | 28 | -13 | 213 |
| 8 Apr | 768.60 | 42.65 | -20.6 | 29.09 | 104 | 2 | 226 |
| 7 Apr | 746.90 | 63.45 | 20.6 | 37.53 | 90 | -6 | 226 |
| 4 Apr | 767.45 | 42.7 | 10.2 | 25.98 | 184 | -4 | 232 |
| 3 Apr | 779.20 | 32 | -4.1 | 21.35 | 306 | 45 | 235 |
| 2 Apr | 775.95 | 35.9 | -2.05 | 23.48 | 20 | 2 | 190 |
| 1 Apr | 771.70 | 37.9 | -1.3 | 19.81 | 63 | -4 | 189 |
| 28 Mar | 771.50 | 39.5 | 0.2 | 21.85 | 67 | 25 | 193 |
| 27 Mar | 772.30 | 38.15 | -7.05 | 20.66 | 142 | 78 | 167 |
| 26 Mar | 764.00 | 45.15 | 7.2 | 20.07 | 72 | 32 | 89 |
| 25 Mar | 772.85 | 39.25 | 5.9 | 20.19 | 78 | 13 | 55 |
| 24 Mar | 780.80 | 32.75 | -21.6 | 21.43 | 48 | 34 | 42 |
| 21 Mar | 753.20 | 54.35 | -49.8 | 24.00 | 9 | 7 | 7 |
| 20 Mar | 749.55 | 104.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 745.10 | 104.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 736.70 | 104.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 723.15 | 104.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 727.85 | 104.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 723.05 | 104.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 729.85 | 104.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 728.90 | 104.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 732.75 | 104.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 732.05 | 104.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 730.35 | 104.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 716.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 695.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 688.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 810 expiring on 24APR2025
Delta for 810 PE is -0.86
Historical price for 810 PE is as follows
On 11 Apr SBIN was trading at 753.85. The strike last trading price was 56.6, which was -10.25 lower than the previous day. The implied volatity was 32.92, the open interest changed by -1 which decreased total open position to 213
On 9 Apr SBIN was trading at 742.20. The strike last trading price was 66.65, which was 23.8 higher than the previous day. The implied volatity was 32.12, the open interest changed by -13 which decreased total open position to 213
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 42.65, which was -20.6 lower than the previous day. The implied volatity was 29.09, the open interest changed by 2 which increased total open position to 226
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 63.45, which was 20.6 higher than the previous day. The implied volatity was 37.53, the open interest changed by -6 which decreased total open position to 226
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 42.7, which was 10.2 higher than the previous day. The implied volatity was 25.98, the open interest changed by -4 which decreased total open position to 232
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 32, which was -4.1 lower than the previous day. The implied volatity was 21.35, the open interest changed by 45 which increased total open position to 235
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 35.9, which was -2.05 lower than the previous day. The implied volatity was 23.48, the open interest changed by 2 which increased total open position to 190
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 37.9, which was -1.3 lower than the previous day. The implied volatity was 19.81, the open interest changed by -4 which decreased total open position to 189
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 39.5, which was 0.2 higher than the previous day. The implied volatity was 21.85, the open interest changed by 25 which increased total open position to 193
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 38.15, which was -7.05 lower than the previous day. The implied volatity was 20.66, the open interest changed by 78 which increased total open position to 167
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 45.15, which was 7.2 higher than the previous day. The implied volatity was 20.07, the open interest changed by 32 which increased total open position to 89
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 39.25, which was 5.9 higher than the previous day. The implied volatity was 20.19, the open interest changed by 13 which increased total open position to 55
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 32.75, which was -21.6 lower than the previous day. The implied volatity was 21.43, the open interest changed by 34 which increased total open position to 42
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 54.35, which was -49.8 lower than the previous day. The implied volatity was 24.00, the open interest changed by 7 which increased total open position to 7
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 104.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
