SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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