SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:20 AM IST
| SBIN 26DEC2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.27
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 857.55 | 52.45 | -6.55 | 23.34 | 4 | -1 | 293 | |||
| 11 Dec | 861.60 | 59 | -3.00 | 30.81 | 18 | -8 | 296 | |||
| 10 Dec | 867.50 | 62 | 7.00 | 16.36 | 31 | -17 | 304 | |||
| 9 Dec | 858.05 | 55 | -5.20 | 25.78 | 33 | -12 | 321 | |||
| 6 Dec | 863.65 | 60.2 | -0.10 | 24.87 | 109 | -25 | 335 | |||
| 5 Dec | 865.45 | 60.3 | 5.10 | 20.55 | 145 | -67 | 360 | |||
| 4 Dec | 859.70 | 55.2 | 3.60 | 19.87 | 89 | 10 | 427 | |||
| 3 Dec | 853.95 | 51.6 | 11.50 | 21.19 | 162 | -28 | 418 | |||
| 2 Dec | 836.40 | 40.1 | -2.00 | 23.67 | 182 | -14 | 447 | |||
| 29 Nov | 838.95 | 42.1 | -3.00 | 22.68 | 217 | -10 | 461 | |||
| 28 Nov | 838.85 | 45.1 | 4.90 | 24.25 | 323 | -27 | 472 | |||
| 27 Nov | 834.10 | 40.2 | -2.90 | 22.77 | 375 | -5 | 502 | |||
| 26 Nov | 839.40 | 43.1 | -6.40 | 22.61 | 326 | 11 | 505 | |||
| 25 Nov | 844.45 | 49.5 | 21.50 | 23.21 | 786 | -170 | 492 | |||
| 22 Nov | 816.05 | 28 | 14.15 | 21.78 | 3,871 | 28 | 690 | |||
| 21 Nov | 780.75 | 13.85 | -7.60 | 23.50 | 2,595 | 279 | 662 | |||
| 20 Nov | 803.00 | 21.45 | 0.00 | 20.90 | 883 | 197 | 386 | |||
| 19 Nov | 803.00 | 21.45 | -6.60 | 20.90 | 883 | 200 | 386 | |||
| 18 Nov | 814.30 | 28.05 | 3.40 | 20.38 | 506 | 85 | 186 | |||
| 14 Nov | 804.25 | 24.65 | -5.30 | 20.19 | 205 | 60 | 102 | |||
| 13 Nov | 808.65 | 29.95 | -13.75 | 21.37 | 59 | 39 | 42 | |||
| 12 Nov | 826.70 | 43.7 | -13.30 | 25.78 | 3 | 0 | 2 | |||
| 11 Nov | 847.65 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 843.15 | 57 | 4.15 | 26.92 | 4 | 1 | 3 | |||
| 7 Nov | 859.60 | 52.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 854.80 | 52.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 849.20 | 52.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 829.85 | 52.85 | 0.00 | 28.15 | 5 | 0 | 1 | |||
| 1 Nov | 821.20 | 52.85 | 31.70 | 1 | 0 | 0 | ||||
For State Bank Of India - strike price 810 expiring on 26DEC2024
Delta for 810 CE is 0.91
Historical price for 810 CE is as follows
On 12 Dec SBIN was trading at 857.55. The strike last trading price was 52.45, which was -6.55 lower than the previous day. The implied volatity was 23.34, the open interest changed by -1 which decreased total open position to 293
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 59, which was -3.00 lower than the previous day. The implied volatity was 30.81, the open interest changed by -8 which decreased total open position to 296
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 62, which was 7.00 higher than the previous day. The implied volatity was 16.36, the open interest changed by -17 which decreased total open position to 304
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 55, which was -5.20 lower than the previous day. The implied volatity was 25.78, the open interest changed by -12 which decreased total open position to 321
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 60.2, which was -0.10 lower than the previous day. The implied volatity was 24.87, the open interest changed by -25 which decreased total open position to 335
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 60.3, which was 5.10 higher than the previous day. The implied volatity was 20.55, the open interest changed by -67 which decreased total open position to 360
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 55.2, which was 3.60 higher than the previous day. The implied volatity was 19.87, the open interest changed by 10 which increased total open position to 427
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 51.6, which was 11.50 higher than the previous day. The implied volatity was 21.19, the open interest changed by -28 which decreased total open position to 418
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 40.1, which was -2.00 lower than the previous day. The implied volatity was 23.67, the open interest changed by -14 which decreased total open position to 447
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 42.1, which was -3.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by -10 which decreased total open position to 461
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 45.1, which was 4.90 higher than the previous day. The implied volatity was 24.25, the open interest changed by -27 which decreased total open position to 472
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 40.2, which was -2.90 lower than the previous day. The implied volatity was 22.77, the open interest changed by -5 which decreased total open position to 502
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 43.1, which was -6.40 lower than the previous day. The implied volatity was 22.61, the open interest changed by 11 which increased total open position to 505
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 49.5, which was 21.50 higher than the previous day. The implied volatity was 23.21, the open interest changed by -170 which decreased total open position to 492
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 28, which was 14.15 higher than the previous day. The implied volatity was 21.78, the open interest changed by 28 which increased total open position to 690
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 13.85, which was -7.60 lower than the previous day. The implied volatity was 23.50, the open interest changed by 279 which increased total open position to 662
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 21.45, which was 0.00 lower than the previous day. The implied volatity was 20.90, the open interest changed by 197 which increased total open position to 386
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 21.45, which was -6.60 lower than the previous day. The implied volatity was 20.90, the open interest changed by 200 which increased total open position to 386
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 28.05, which was 3.40 higher than the previous day. The implied volatity was 20.38, the open interest changed by 85 which increased total open position to 186
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 24.65, which was -5.30 lower than the previous day. The implied volatity was 20.19, the open interest changed by 60 which increased total open position to 102
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 29.95, which was -13.75 lower than the previous day. The implied volatity was 21.37, the open interest changed by 39 which increased total open position to 42
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 43.7, which was -13.30 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 2
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 57, which was 0.00 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 57, which was 4.15 higher than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 3
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 52.85, which was 0.00 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 6 Nov SBIN was trading at 854.80. The strike last trading price was 52.85, which was 0.00 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 52.85, which was 0.00 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 4 Nov SBIN was trading at 829.85. The strike last trading price was 52.85, which was 0.00 lower than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 1
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 52.85, which was lower than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.32
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 857.55 | 2.4 | 0.15 | 25.76 | 730 | 6 | 2,071 |
| 11 Dec | 861.60 | 2.25 | -0.25 | 26.15 | 1,176 | -148 | 2,076 |
| 10 Dec | 867.50 | 2.5 | -0.95 | 28.23 | 1,423 | 214 | 2,224 |
| 9 Dec | 858.05 | 3.45 | 0.40 | 26.84 | 1,744 | 45 | 1,967 |
| 6 Dec | 863.65 | 3.05 | -0.70 | 25.44 | 2,746 | 26 | 1,919 |
| 5 Dec | 865.45 | 3.75 | -0.45 | 26.93 | 2,930 | 0 | 1,895 |
| 4 Dec | 859.70 | 4.2 | -0.65 | 25.66 | 2,776 | 360 | 1,901 |
| 3 Dec | 853.95 | 4.85 | -3.20 | 24.90 | 3,507 | 100 | 1,548 |
| 2 Dec | 836.40 | 8.05 | -0.40 | 24.12 | 2,974 | 17 | 1,454 |
| 29 Nov | 838.95 | 8.45 | -0.70 | 24.11 | 3,288 | 207 | 1,443 |
| 28 Nov | 838.85 | 9.15 | -0.45 | 25.33 | 3,481 | 103 | 1,238 |
| 27 Nov | 834.10 | 9.6 | -0.35 | 23.62 | 896 | 110 | 1,132 |
| 26 Nov | 839.40 | 9.95 | 0.95 | 24.91 | 996 | -77 | 1,022 |
| 25 Nov | 844.45 | 9 | -9.75 | 25.65 | 2,376 | 703 | 1,110 |
| 22 Nov | 816.05 | 18.75 | -20.05 | 24.70 | 1,972 | 359 | 766 |
| 21 Nov | 780.75 | 38.8 | 12.40 | 27.38 | 950 | 42 | 406 |
| 20 Nov | 803.00 | 26.4 | 0.00 | 26.08 | 650 | 166 | 366 |
| 19 Nov | 803.00 | 26.4 | 8.85 | 26.08 | 650 | 168 | 366 |
| 18 Nov | 814.30 | 17.55 | -4.70 | 22.40 | 277 | 56 | 197 |
| 14 Nov | 804.25 | 22.25 | 1.55 | 22.79 | 163 | 24 | 129 |
| 13 Nov | 808.65 | 20.7 | 6.65 | 23.71 | 118 | 35 | 103 |
| 12 Nov | 826.70 | 14.05 | 5.05 | 22.05 | 77 | 37 | 68 |
| 11 Nov | 847.65 | 9 | -1.25 | 22.29 | 31 | 15 | 31 |
| 8 Nov | 843.15 | 10.25 | -0.25 | 21.87 | 10 | 3 | 15 |
| 7 Nov | 859.60 | 10.5 | 0.00 | 26.16 | 1 | 0 | 12 |
| 6 Nov | 854.80 | 10.5 | -23.15 | 25.38 | 14 | 12 | 12 |
| 5 Nov | 849.20 | 33.65 | 0.00 | 4.42 | 0 | 0 | 0 |
| 4 Nov | 829.85 | 33.65 | 0.00 | 2.91 | 0 | 0 | 0 |
| 1 Nov | 821.20 | 33.65 | 2.18 | 0 | 0 | 0 | |
For State Bank Of India - strike price 810 expiring on 26DEC2024
Delta for 810 PE is -0.11
Historical price for 810 PE is as follows
On 12 Dec SBIN was trading at 857.55. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 25.76, the open interest changed by 6 which increased total open position to 2071
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 26.15, the open interest changed by -148 which decreased total open position to 2076
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 28.23, the open interest changed by 214 which increased total open position to 2224
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 3.45, which was 0.40 higher than the previous day. The implied volatity was 26.84, the open interest changed by 45 which increased total open position to 1967
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 3.05, which was -0.70 lower than the previous day. The implied volatity was 25.44, the open interest changed by 26 which increased total open position to 1919
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 1895
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 4.2, which was -0.65 lower than the previous day. The implied volatity was 25.66, the open interest changed by 360 which increased total open position to 1901
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 4.85, which was -3.20 lower than the previous day. The implied volatity was 24.90, the open interest changed by 100 which increased total open position to 1548
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 8.05, which was -0.40 lower than the previous day. The implied volatity was 24.12, the open interest changed by 17 which increased total open position to 1454
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 8.45, which was -0.70 lower than the previous day. The implied volatity was 24.11, the open interest changed by 207 which increased total open position to 1443
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 9.15, which was -0.45 lower than the previous day. The implied volatity was 25.33, the open interest changed by 103 which increased total open position to 1238
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 9.6, which was -0.35 lower than the previous day. The implied volatity was 23.62, the open interest changed by 110 which increased total open position to 1132
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 9.95, which was 0.95 higher than the previous day. The implied volatity was 24.91, the open interest changed by -77 which decreased total open position to 1022
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 9, which was -9.75 lower than the previous day. The implied volatity was 25.65, the open interest changed by 703 which increased total open position to 1110
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 18.75, which was -20.05 lower than the previous day. The implied volatity was 24.70, the open interest changed by 359 which increased total open position to 766
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 38.8, which was 12.40 higher than the previous day. The implied volatity was 27.38, the open interest changed by 42 which increased total open position to 406
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 26.4, which was 0.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 166 which increased total open position to 366
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 26.4, which was 8.85 higher than the previous day. The implied volatity was 26.08, the open interest changed by 168 which increased total open position to 366
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 17.55, which was -4.70 lower than the previous day. The implied volatity was 22.40, the open interest changed by 56 which increased total open position to 197
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 22.25, which was 1.55 higher than the previous day. The implied volatity was 22.79, the open interest changed by 24 which increased total open position to 129
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 20.7, which was 6.65 higher than the previous day. The implied volatity was 23.71, the open interest changed by 35 which increased total open position to 103
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 14.05, which was 5.05 higher than the previous day. The implied volatity was 22.05, the open interest changed by 37 which increased total open position to 68
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 9, which was -1.25 lower than the previous day. The implied volatity was 22.29, the open interest changed by 15 which increased total open position to 31
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 10.25, which was -0.25 lower than the previous day. The implied volatity was 21.87, the open interest changed by 3 which increased total open position to 15
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 12
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 10.5, which was -23.15 lower than the previous day. The implied volatity was 25.38, the open interest changed by 12 which increased total open position to 12
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 33.65, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 33.65, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 33.65, which was lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
