SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.30
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 3.2 | -5.00 | 28.25 | 23,071 | 1,611 | 7,321 | |||
| 20 Nov | 803.00 | 8.2 | 0.00 | 21.36 | 24,184 | 2,017 | 5,777 | |||
| 19 Nov | 803.00 | 8.2 | -6.90 | 21.36 | 24,184 | 2,084 | 5,777 | |||
| 18 Nov | 814.30 | 15.1 | 3.05 | 21.74 | 21,300 | 563 | 3,708 | |||
| 14 Nov | 804.25 | 12.05 | -5.40 | 19.87 | 19,075 | 1,157 | 3,176 | |||
| 13 Nov | 808.65 | 17.45 | -9.30 | 22.10 | 9,355 | 907 | 2,015 | |||
| 12 Nov | 826.70 | 26.75 | -16.15 | 21.94 | 701 | 37 | 1,134 | |||
| 11 Nov | 847.65 | 42.9 | 2.50 | 22.00 | 253 | 10 | 1,099 | |||
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| 8 Nov | 843.15 | 40.4 | -18.50 | 22.21 | 1,063 | -143 | 1,089 | |||
| 7 Nov | 859.60 | 58.9 | 3.40 | 29.51 | 978 | -298 | 1,232 | |||
| 6 Nov | 854.80 | 55.5 | 4.25 | 25.99 | 752 | 142 | 1,551 | |||
| 5 Nov | 849.20 | 51.25 | 10.95 | 28.88 | 1,641 | -71 | 1,409 | |||
| 4 Nov | 829.85 | 40.3 | 5.00 | 30.52 | 5,249 | 455 | 1,480 | |||
| 1 Nov | 821.20 | 35.3 | -0.45 | 29.17 | 170 | 13 | 1,025 | |||
| 31 Oct | 820.20 | 35.75 | -1.45 | - | 1,359 | 72 | 1,011 | |||
| 30 Oct | 822.45 | 37.2 | -6.30 | - | 489 | 27 | 936 | |||
| 29 Oct | 832.70 | 43.5 | 23.20 | - | 4,268 | -61 | 913 | |||
| 28 Oct | 792.05 | 20.3 | 3.70 | - | 2,041 | 66 | 973 | |||
| 25 Oct | 780.95 | 16.6 | -3.70 | - | 1,076 | 148 | 907 | |||
| 24 Oct | 794.55 | 20.3 | 2.55 | - | 580 | 0 | 760 | |||
| 23 Oct | 786.00 | 17.75 | -2.20 | - | 912 | 227 | 760 | |||
| 22 Oct | 790.40 | 19.95 | -10.45 | - | 933 | 149 | 535 | |||
| 21 Oct | 813.95 | 30.4 | -6.05 | - | 492 | 88 | 384 | |||
| 18 Oct | 820.40 | 36.45 | 5.75 | - | 459 | 54 | 297 | |||
| 17 Oct | 811.05 | 30.7 | 3.00 | - | 257 | 14 | 244 | |||
| 16 Oct | 805.45 | 27.7 | -1.00 | - | 109 | 42 | 230 | |||
| 15 Oct | 804.65 | 28.7 | -0.35 | - | 56 | 4 | 188 | |||
| 14 Oct | 805.15 | 29.05 | 0.25 | - | 74 | 33 | 182 | |||
| 11 Oct | 799.75 | 28.8 | 0.05 | - | 16 | 2 | 149 | |||
| 10 Oct | 797.10 | 28.75 | -0.25 | - | 28 | 7 | 147 | |||
| 9 Oct | 797.40 | 29 | 6.25 | - | 184 | 30 | 140 | |||
| 8 Oct | 781.45 | 22.75 | 1.75 | - | 67 | 46 | 109 | |||
| 7 Oct | 770.65 | 21 | -7.00 | - | 39 | 20 | 63 | |||
| 4 Oct | 796.65 | 28 | 0.95 | - | 20 | 0 | 43 | |||
| 3 Oct | 794.10 | 27.05 | -2.45 | - | 50 | 18 | 43 | |||
| 1 Oct | 796.95 | 29.5 | 2.90 | - | 8 | 0 | 20 | |||
| 30 Sept | 787.90 | 26.6 | -6.50 | - | 27 | 7 | 19 | |||
| 27 Sept | 802.65 | 33.1 | - | 17 | 11 | 11 | ||||
For State Bank Of India - strike price 810 expiring on 28NOV2024
Delta for 810 CE is 0.19
Historical price for 810 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 3.2, which was -5.00 lower than the previous day. The implied volatity was 28.25, the open interest changed by 1611 which increased total open position to 7321
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was 21.36, the open interest changed by 2017 which increased total open position to 5777
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 8.2, which was -6.90 lower than the previous day. The implied volatity was 21.36, the open interest changed by 2084 which increased total open position to 5777
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 15.1, which was 3.05 higher than the previous day. The implied volatity was 21.74, the open interest changed by 563 which increased total open position to 3708
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 12.05, which was -5.40 lower than the previous day. The implied volatity was 19.87, the open interest changed by 1157 which increased total open position to 3176
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 17.45, which was -9.30 lower than the previous day. The implied volatity was 22.10, the open interest changed by 907 which increased total open position to 2015
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 26.75, which was -16.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by 37 which increased total open position to 1134
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 42.9, which was 2.50 higher than the previous day. The implied volatity was 22.00, the open interest changed by 10 which increased total open position to 1099
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 40.4, which was -18.50 lower than the previous day. The implied volatity was 22.21, the open interest changed by -143 which decreased total open position to 1089
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 58.9, which was 3.40 higher than the previous day. The implied volatity was 29.51, the open interest changed by -298 which decreased total open position to 1232
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 55.5, which was 4.25 higher than the previous day. The implied volatity was 25.99, the open interest changed by 142 which increased total open position to 1551
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 51.25, which was 10.95 higher than the previous day. The implied volatity was 28.88, the open interest changed by -71 which decreased total open position to 1409
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 40.3, which was 5.00 higher than the previous day. The implied volatity was 30.52, the open interest changed by 455 which increased total open position to 1480
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 35.3, which was -0.45 lower than the previous day. The implied volatity was 29.17, the open interest changed by 13 which increased total open position to 1025
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 35.75, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 37.2, which was -6.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 43.5, which was 23.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 20.3, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 16.6, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 20.3, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 17.75, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 19.95, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 30.4, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 36.45, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 30.7, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 27.7, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 28.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 29.05, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 28.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 28.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 29, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 22.75, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 21, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 28, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 27.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 29.5, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 26.6, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 33.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.34
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 33.25 | 15.55 | 36.00 | 3,283 | -649 | 2,750 |
| 20 Nov | 803.00 | 17.7 | 0.00 | 28.76 | 16,194 | 350 | 3,412 |
| 19 Nov | 803.00 | 17.7 | 7.90 | 28.76 | 16,194 | 363 | 3,412 |
| 18 Nov | 814.30 | 9.8 | -4.30 | 23.77 | 10,102 | 233 | 3,068 |
| 14 Nov | 804.25 | 14.1 | 2.15 | 21.62 | 13,900 | 40 | 2,843 |
| 13 Nov | 808.65 | 11.95 | 4.10 | 22.29 | 16,888 | 637 | 2,807 |
| 12 Nov | 826.70 | 7.85 | 4.40 | 23.10 | 7,852 | -320 | 2,316 |
| 11 Nov | 847.65 | 3.45 | -2.15 | 22.61 | 4,997 | 285 | 2,675 |
| 8 Nov | 843.15 | 5.6 | -0.05 | 23.52 | 16,476 | 237 | 2,651 |
| 7 Nov | 859.60 | 5.65 | -0.20 | 29.03 | 3,992 | 416 | 2,411 |
| 6 Nov | 854.80 | 5.85 | -3.55 | 28.00 | 3,108 | 78 | 1,997 |
| 5 Nov | 849.20 | 9.4 | -5.40 | 30.56 | 5,125 | 402 | 1,925 |
| 4 Nov | 829.85 | 14.8 | -4.60 | 30.59 | 7,712 | 410 | 1,522 |
| 1 Nov | 821.20 | 19.4 | 0.40 | 31.20 | 224 | 23 | 1,112 |
| 31 Oct | 820.20 | 19 | 2.45 | - | 3,193 | -23 | 1,098 |
| 30 Oct | 822.45 | 16.55 | 1.55 | - | 1,460 | -70 | 1,120 |
| 29 Oct | 832.70 | 15 | -15.45 | - | 3,078 | 405 | 1,190 |
| 28 Oct | 792.05 | 30.45 | -6.55 | - | 1,061 | 350 | 788 |
| 25 Oct | 780.95 | 37 | 8.35 | - | 291 | 38 | 438 |
| 24 Oct | 794.55 | 28.65 | -6.70 | - | 205 | 19 | 402 |
| 23 Oct | 786.00 | 35.35 | 2.15 | - | 464 | -5 | 382 |
| 22 Oct | 790.40 | 33.2 | 13.05 | - | 506 | 55 | 386 |
| 21 Oct | 813.95 | 20.15 | 3.15 | - | 480 | 62 | 331 |
| 18 Oct | 820.40 | 17 | -4.35 | - | 372 | 106 | 270 |
| 17 Oct | 811.05 | 21.35 | -1.45 | - | 494 | 59 | 164 |
| 16 Oct | 805.45 | 22.8 | -1.65 | - | 75 | -1 | 107 |
| 15 Oct | 804.65 | 24.45 | -0.85 | - | 41 | 15 | 106 |
| 14 Oct | 805.15 | 25.3 | -6.70 | - | 43 | 11 | 92 |
| 11 Oct | 799.75 | 32 | 3.20 | - | 4 | 0 | 81 |
| 10 Oct | 797.10 | 28.8 | -2.20 | - | 2 | 0 | 80 |
| 9 Oct | 797.40 | 31 | -15.70 | - | 17 | 11 | 79 |
| 8 Oct | 781.45 | 46.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 770.65 | 46.7 | 14.70 | - | 3 | 0 | 68 |
| 4 Oct | 796.65 | 32 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 794.10 | 32 | 0.00 | - | 1 | 0 | 67 |
| 1 Oct | 796.95 | 32 | -3.50 | - | 3 | 0 | 67 |
| 30 Sept | 787.90 | 35.5 | 0.55 | - | 74 | 63 | 65 |
| 27 Sept | 802.65 | 34.95 | - | 2 | 0 | 0 | |
For State Bank Of India - strike price 810 expiring on 28NOV2024
Delta for 810 PE is -0.75
Historical price for 810 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 33.25, which was 15.55 higher than the previous day. The implied volatity was 36.00, the open interest changed by -649 which decreased total open position to 2750
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was 28.76, the open interest changed by 350 which increased total open position to 3412
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 17.7, which was 7.90 higher than the previous day. The implied volatity was 28.76, the open interest changed by 363 which increased total open position to 3412
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 9.8, which was -4.30 lower than the previous day. The implied volatity was 23.77, the open interest changed by 233 which increased total open position to 3068
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 14.1, which was 2.15 higher than the previous day. The implied volatity was 21.62, the open interest changed by 40 which increased total open position to 2843
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 11.95, which was 4.10 higher than the previous day. The implied volatity was 22.29, the open interest changed by 637 which increased total open position to 2807
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 7.85, which was 4.40 higher than the previous day. The implied volatity was 23.10, the open interest changed by -320 which decreased total open position to 2316
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 3.45, which was -2.15 lower than the previous day. The implied volatity was 22.61, the open interest changed by 285 which increased total open position to 2675
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 5.6, which was -0.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 237 which increased total open position to 2651
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 5.65, which was -0.20 lower than the previous day. The implied volatity was 29.03, the open interest changed by 416 which increased total open position to 2411
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 5.85, which was -3.55 lower than the previous day. The implied volatity was 28.00, the open interest changed by 78 which increased total open position to 1997
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 9.4, which was -5.40 lower than the previous day. The implied volatity was 30.56, the open interest changed by 402 which increased total open position to 1925
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 14.8, which was -4.60 lower than the previous day. The implied volatity was 30.59, the open interest changed by 410 which increased total open position to 1522
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 19.4, which was 0.40 higher than the previous day. The implied volatity was 31.20, the open interest changed by 23 which increased total open position to 1112
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 19, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 16.55, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 15, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 30.45, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 37, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 28.65, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 35.35, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 33.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 20.15, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 17, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 21.35, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 22.8, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 24.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 25.3, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 32, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 28.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 31, which was -15.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 46.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 46.7, which was 14.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 32, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 35.5, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 34.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
