[--[65.84.65.76]--]
SBIN
STATE BANK OF INDIA

859.75 20.45 (2.44%)

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Historical option data for SBIN

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 859.75 53.5 16.70 - 51,000 -9,000 30,000
4 Jul 839.30 36.8 - 19,500 -3,000 39,000
3 Jul 839.95 38.8 - 99,750 -9,000 42,000
2 Jul 826.15 31.15 - 75,750 37,500 50,250
1 Jul 841.95 42.45 - 9,750 1,500 12,750
28 Jun 848.95 48.1 - 24,000 0 11,250
27 Jun 844.00 44.55 - 8,250 -2,250 11,250
26 Jun 845.35 45.5 - 11,250 3,750 12,750
25 Jun 842.25 40.3 - 750 0 9,000
24 Jun 832.70 37.9 - 20,250 9,000 9,000
21 Jun 836.30 48.20 - 0 0 0
20 Jun 843.75 48.20 - 0 0 0
19 Jun 852.60 48.20 - 0 0 0
18 Jun 844.90 48.20 - 0 0 0
14 Jun 839.20 48.20 - 0 0 0
13 Jun 843.90 48.20 - 0 0 0
12 Jun 839.10 48.20 - 0 0 0
11 Jun 835.55 48.20 - 750 0 0
10 Jun 831.80 48.20 - 750 0 750
7 Jun 829.95 49.60 - 750 0 0
6 Jun 816.95 27.95 - 0 750 0
5 Jun 789.75 27.95 - 1,500 750 750
4 Jun 775.20 46.90 - 0 0 0
3 Jun 905.65 46.90 - 0 0 0
31 May 830.35 46.90 - 0 0 0


For STATE BANK OF INDIA - strike price 815 expiring on 25JUL2024

Delta for 815 CE is -

Historical price for 815 CE is as follows

On 5 Jul SBIN was trading at 859.75. The strike last trading price was 53.5, which was 16.70 higher than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 30000


On 4 Jul SBIN was trading at 839.30. The strike last trading price was 36.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 39000


On 3 Jul SBIN was trading at 839.95. The strike last trading price was 38.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 42000


On 2 Jul SBIN was trading at 826.15. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 50250


On 1 Jul SBIN was trading at 841.95. The strike last trading price was 42.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 12750


On 28 Jun SBIN was trading at 848.95. The strike last trading price was 48.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11250


On 27 Jun SBIN was trading at 844.00. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 11250


On 26 Jun SBIN was trading at 845.35. The strike last trading price was 45.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 12750


On 25 Jun SBIN was trading at 842.25. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9000


On 24 Jun SBIN was trading at 832.70. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 9000


On 21 Jun SBIN was trading at 836.30. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun SBIN was trading at 843.75. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun SBIN was trading at 852.60. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun SBIN was trading at 844.90. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun SBIN was trading at 839.20. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun SBIN was trading at 843.90. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun SBIN was trading at 839.10. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun SBIN was trading at 835.55. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun SBIN was trading at 831.80. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750


On 7 Jun SBIN was trading at 829.95. The strike last trading price was 49.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun SBIN was trading at 816.95. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0


On 5 Jun SBIN was trading at 789.75. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750


On 4 Jun SBIN was trading at 775.20. The strike last trading price was 46.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun SBIN was trading at 905.65. The strike last trading price was 46.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May SBIN was trading at 830.35. The strike last trading price was 46.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 859.75 3.95 -4.30 - 9,15,000 7,500 2,88,750
4 Jul 839.30 8.25 - 4,65,000 30,000 2,81,250
3 Jul 839.95 8.25 - 4,28,250 29,250 2,51,250
2 Jul 826.15 14 - 6,08,250 69,000 2,23,500
1 Jul 841.95 9.35 - 2,16,750 9,750 1,54,500
28 Jun 848.95 7.85 - 6,73,500 33,000 1,44,750
27 Jun 844.00 9.8 - 1,57,500 24,750 1,11,750
26 Jun 845.35 10.35 - 93,000 62,250 87,000
25 Jun 842.25 10.75 - 32,250 10,500 24,750
24 Jun 832.70 13.25 - 60,750 12,000 12,750
21 Jun 836.30 14.30 - 3,000 750 750
20 Jun 843.75 26.95 - 0 0 0
19 Jun 852.60 26.95 - 0 0 0
18 Jun 844.90 26.95 - 0 0 0
14 Jun 839.20 26.95 - 0 0 0
13 Jun 843.90 26.95 - 0 0 0
12 Jun 839.10 26.95 - 0 0 0
11 Jun 835.55 26.95 - 0 0 0
10 Jun 831.80 26.95 - 0 0 0
7 Jun 829.95 26.95 - 0 0 0
6 Jun 816.95 26.95 - 0 0 0
5 Jun 789.75 26.95 - 0 0 0
4 Jun 775.20 26.95 - 0 0 0
3 Jun 905.65 26.95 - 0 0 0
31 May 830.35 26.95 - 0 0 0


For STATE BANK OF INDIA - strike price 815 expiring on 25JUL2024

Delta for 815 PE is -

Historical price for 815 PE is as follows

On 5 Jul SBIN was trading at 859.75. The strike last trading price was 3.95, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 288750


On 4 Jul SBIN was trading at 839.30. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 281250


On 3 Jul SBIN was trading at 839.95. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 29250 which increased total open position to 251250


On 2 Jul SBIN was trading at 826.15. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 223500


On 1 Jul SBIN was trading at 841.95. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 154500


On 28 Jun SBIN was trading at 848.95. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 144750


On 27 Jun SBIN was trading at 844.00. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 24750 which increased total open position to 111750


On 26 Jun SBIN was trading at 845.35. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 62250 which increased total open position to 87000


On 25 Jun SBIN was trading at 842.25. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 24750


On 24 Jun SBIN was trading at 832.70. The strike last trading price was 13.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12750


On 21 Jun SBIN was trading at 836.30. The strike last trading price was 14.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750


On 20 Jun SBIN was trading at 843.75. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun SBIN was trading at 852.60. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun SBIN was trading at 844.90. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun SBIN was trading at 839.20. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun SBIN was trading at 843.90. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun SBIN was trading at 839.10. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun SBIN was trading at 835.55. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun SBIN was trading at 831.80. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun SBIN was trading at 829.95. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun SBIN was trading at 816.95. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun SBIN was trading at 789.75. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun SBIN was trading at 775.20. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun SBIN was trading at 905.65. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May SBIN was trading at 830.35. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0