SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
SBIN 24APR2025 820 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.16
Vega: 0.39
Theta: -0.36
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 768.60 | 3.5 | 1.3 | 27.03 | 6,968 | 144 | 2,717 | |||
7 Apr | 746.90 | 2.2 | 0 | 30.09 | 4,074 | -437 | 2,567 | |||
4 Apr | 767.45 | 2.3 | -1.75 | 21.26 | 5,371 | 334 | 2,996 | |||
3 Apr | 779.20 | 4.15 | 0.8 | 20.95 | 6,593 | -96 | 2,670 | |||
2 Apr | 775.95 | 3.35 | 0.35 | 20.00 | 4,313 | 482 | 2,799 | |||
1 Apr | 771.70 | 3 | -0.6 | 20.55 | 4,021 | 415 | 2,326 | |||
28 Mar | 771.50 | 3.55 | -0.8 | 19.82 | 3,644 | 607 | 1,911 | |||
27 Mar | 772.30 | 4.65 | 1.1 | 21.10 | 1,961 | 225 | 1,301 | |||
26 Mar | 764.00 | 3.5 | -2 | 21.47 | 1,023 | 85 | 1,077 | |||
25 Mar | 772.85 | 5.2 | -2.3 | 21.69 | 1,733 | 224 | 994 | |||
24 Mar | 780.80 | 7.7 | 5.1 | 21.29 | 2,792 | 355 | 777 | |||
21 Mar | 753.20 | 2.65 | 0.1 | 20.07 | 332 | 55 | 422 | |||
20 Mar | 749.55 | 2.45 | -0.3 | 20.81 | 244 | 149 | 367 | |||
19 Mar | 745.10 | 2.7 | 0.3 | 21.84 | 242 | 121 | 217 | |||
18 Mar | 736.70 | 2.35 | 0.6 | 22.53 | 77 | 37 | 97 | |||
17 Mar | 723.15 | 1.75 | -0.5 | 23.86 | 48 | 10 | 59 | |||
13 Mar | 727.85 | 2.2 | -0.2 | 22.73 | 19 | 11 | 47 | |||
12 Mar | 723.05 | 2.4 | -0.55 | 24.11 | 23 | 14 | 36 | |||
11 Mar | 729.85 | 2.95 | 0.3 | 23.45 | 5 | 3 | 21 | |||
10 Mar | 728.90 | 2.65 | -0.35 | 22.98 | 31 | 1 | 19 | |||
7 Mar | 732.75 | 3 | -0.25 | 21.91 | 1 | 0 | 18 | |||
6 Mar | 732.05 | 3.25 | 0.05 | 22.50 | 1 | 0 | 18 | |||
5 Mar | 730.35 | 3.25 | 0.8 | 22.29 | 15 | 5 | 17 | |||
4 Mar | 716.05 | 2.45 | 1.2 | 23.23 | 34 | 6 | 11 | |||
3 Mar | 695.30 | 1.25 | -0.8 | 23.51 | 1 | 0 | 5 | |||
|
||||||||||
28 Feb | 688.80 | 2.05 | -27.4 | 26.66 | 6 | 3 | 3 | |||
27 Feb | 703.90 | 29.45 | 0 | 9.22 | 0 | 0 | 0 | |||
26 Feb | 710.05 | 29.45 | 0 | 8.43 | 0 | 0 | 0 | |||
25 Feb | 710.90 | 29.45 | 0 | 8.43 | 0 | 0 | 0 | |||
24 Feb | 716.40 | 29.45 | 0 | 7.85 | 0 | 0 | 0 | |||
21 Feb | 722.00 | 29.45 | 0 | 7.25 | 0 | 0 | 0 | |||
20 Feb | 729.70 | 29.45 | 0 | 6.51 | 0 | 0 | 0 | |||
19 Feb | 727.30 | 29.45 | 0 | 6.65 | 0 | 0 | 0 | |||
18 Feb | 725.80 | 29.45 | 0 | 6.69 | 0 | 0 | 0 | |||
17 Feb | 727.70 | 29.45 | 0 | 6.45 | 0 | 0 | 0 | |||
14 Feb | 722.15 | 29.45 | 0 | 6.79 | 0 | 0 | 0 | |||
13 Feb | 727.65 | 29.45 | 0 | 6.27 | 0 | 0 | 0 | |||
4 Feb | 779.20 | 29.45 | 0 | 1.96 | 0 | 0 | 0 | |||
3 Feb | 760.95 | 29.45 | 0 | 3.14 | 0 | 0 | 0 | |||
1 Feb | 766.00 | 29.45 | 0 | 2.69 | 0 | 0 | 0 |
For State Bank Of India - strike price 820 expiring on 24APR2025
Delta for 820 CE is 0.16
Historical price for 820 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 3.5, which was 1.3 higher than the previous day. The implied volatity was 27.03, the open interest changed by 144 which increased total open position to 2717
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 30.09, the open interest changed by -437 which decreased total open position to 2567
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 2.3, which was -1.75 lower than the previous day. The implied volatity was 21.26, the open interest changed by 334 which increased total open position to 2996
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 4.15, which was 0.8 higher than the previous day. The implied volatity was 20.95, the open interest changed by -96 which decreased total open position to 2670
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 20.00, the open interest changed by 482 which increased total open position to 2799
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 415 which increased total open position to 2326
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 3.55, which was -0.8 lower than the previous day. The implied volatity was 19.82, the open interest changed by 607 which increased total open position to 1911
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 4.65, which was 1.1 higher than the previous day. The implied volatity was 21.10, the open interest changed by 225 which increased total open position to 1301
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 3.5, which was -2 lower than the previous day. The implied volatity was 21.47, the open interest changed by 85 which increased total open position to 1077
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 5.2, which was -2.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by 224 which increased total open position to 994
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 7.7, which was 5.1 higher than the previous day. The implied volatity was 21.29, the open interest changed by 355 which increased total open position to 777
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 2.65, which was 0.1 higher than the previous day. The implied volatity was 20.07, the open interest changed by 55 which increased total open position to 422
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 2.45, which was -0.3 lower than the previous day. The implied volatity was 20.81, the open interest changed by 149 which increased total open position to 367
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was 21.84, the open interest changed by 121 which increased total open position to 217
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 2.35, which was 0.6 higher than the previous day. The implied volatity was 22.53, the open interest changed by 37 which increased total open position to 97
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 1.75, which was -0.5 lower than the previous day. The implied volatity was 23.86, the open interest changed by 10 which increased total open position to 59
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 22.73, the open interest changed by 11 which increased total open position to 47
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 24.11, the open interest changed by 14 which increased total open position to 36
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 2.95, which was 0.3 higher than the previous day. The implied volatity was 23.45, the open interest changed by 3 which increased total open position to 21
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 19
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 18
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 18
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 3.25, which was 0.8 higher than the previous day. The implied volatity was 22.29, the open interest changed by 5 which increased total open position to 17
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 2.45, which was 1.2 higher than the previous day. The implied volatity was 23.23, the open interest changed by 6 which increased total open position to 11
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 1.25, which was -0.8 lower than the previous day. The implied volatity was 23.51, the open interest changed by 0 which decreased total open position to 5
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 2.05, which was -27.4 lower than the previous day. The implied volatity was 26.66, the open interest changed by 3 which increased total open position to 3
On 27 Feb SBIN was trading at 703.90. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SBIN was trading at 710.05. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 8.43, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SBIN was trading at 710.90. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 8.43, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SBIN was trading at 716.40. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SBIN was trading at 722.00. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SBIN was trading at 729.70. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SBIN was trading at 727.30. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SBIN was trading at 725.80. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 6.69, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SBIN was trading at 727.70. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SBIN was trading at 722.15. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SBIN was trading at 727.65. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SBIN was trading at 779.20. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SBIN was trading at 760.95. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SBIN was trading at 766.00. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
SBIN 24APR2025 820 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.81
Vega: 0.43
Theta: -0.23
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 768.60 | 51.3 | -26.9 | 30.40 | 73 | 34 | 265 |
7 Apr | 746.90 | 78.2 | 26.55 | 51.63 | 40 | -3 | 232 |
4 Apr | 767.45 | 50.85 | 10.35 | 26.09 | 58 | -17 | 235 |
3 Apr | 779.20 | 39.85 | -4.7 | 21.54 | 160 | -11 | 251 |
2 Apr | 775.95 | 44.4 | -2.05 | 24.88 | 19 | -3 | 260 |
1 Apr | 771.70 | 46.5 | 0.6 | 20.33 | 34 | -4 | 262 |
28 Mar | 771.50 | 45.9 | -0.35 | 19.02 | 112 | 37 | 266 |
27 Mar | 772.30 | 45.4 | -8.35 | 19.44 | 60 | 41 | 229 |
26 Mar | 764.00 | 53.95 | 8.65 | 20.74 | 114 | 72 | 186 |
25 Mar | 772.85 | 45.7 | 4.8 | 17.37 | 64 | 33 | 112 |
24 Mar | 780.80 | 40.15 | -21.85 | 21.80 | 49 | 26 | 78 |
21 Mar | 753.20 | 62 | -5 | 22.95 | 22 | 4 | 50 |
20 Mar | 749.55 | 67 | -1.75 | 22.70 | 2 | 1 | 45 |
19 Mar | 745.10 | 68.75 | -7.65 | 19.82 | 21 | 19 | 44 |
18 Mar | 736.70 | 75.5 | -7.1 | 19.96 | 3 | 2 | 25 |
17 Mar | 723.15 | 82.6 | 0 | 0.00 | 0 | 0 | 0 |
13 Mar | 727.85 | 82.6 | 0 | 0.00 | 0 | 0 | 0 |
12 Mar | 723.05 | 82.6 | 0 | 0.00 | 0 | 0 | 0 |
11 Mar | 729.85 | 82.6 | 0 | 0.00 | 0 | 0 | 0 |
10 Mar | 728.90 | 82.6 | -0.9 | 14.49 | 4 | 1 | 23 |
7 Mar | 732.75 | 83.5 | -4.5 | 26.72 | 1 | 0 | 22 |
6 Mar | 732.05 | 88 | 1.15 | 31.62 | 8 | 0 | 14 |
5 Mar | 730.35 | 86.85 | -13.15 | 29.85 | 4 | 2 | 12 |
4 Mar | 716.05 | 100 | 26.8 | 32.55 | 10 | 0 | 0 |
3 Mar | 695.30 | 73.2 | 0 | - | 0 | 0 | 0 |
28 Feb | 688.80 | 73.2 | 0 | - | 0 | 0 | 0 |
27 Feb | 703.90 | 0 | 0 | - | 0 | 0 | 0 |
26 Feb | 710.05 | 0 | 0 | - | 0 | 0 | 0 |
25 Feb | 710.90 | 0 | 0 | - | 0 | 0 | 0 |
24 Feb | 716.40 | 0 | 0 | - | 0 | 0 | 0 |
21 Feb | 722.00 | 0 | 0 | - | 0 | 0 | 0 |
20 Feb | 729.70 | 0 | 0 | - | 0 | 0 | 0 |
19 Feb | 727.30 | 0 | 0 | - | 0 | 0 | 0 |
18 Feb | 725.80 | 0 | 0 | - | 0 | 0 | 0 |
17 Feb | 727.70 | 0 | 0 | - | 0 | 0 | 0 |
14 Feb | 722.15 | 0 | 0 | - | 0 | 0 | 0 |
13 Feb | 727.65 | 0 | 0 | - | 0 | 0 | 0 |
4 Feb | 779.20 | 0 | 0 | - | 0 | 0 | 0 |
3 Feb | 760.95 | 0 | 0 | - | 0 | 0 | 0 |
1 Feb | 766.00 | 0 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 820 expiring on 24APR2025
Delta for 820 PE is -0.81
Historical price for 820 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 51.3, which was -26.9 lower than the previous day. The implied volatity was 30.40, the open interest changed by 34 which increased total open position to 265
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 78.2, which was 26.55 higher than the previous day. The implied volatity was 51.63, the open interest changed by -3 which decreased total open position to 232
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 50.85, which was 10.35 higher than the previous day. The implied volatity was 26.09, the open interest changed by -17 which decreased total open position to 235
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 39.85, which was -4.7 lower than the previous day. The implied volatity was 21.54, the open interest changed by -11 which decreased total open position to 251
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 44.4, which was -2.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by -3 which decreased total open position to 260
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 46.5, which was 0.6 higher than the previous day. The implied volatity was 20.33, the open interest changed by -4 which decreased total open position to 262
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 45.9, which was -0.35 lower than the previous day. The implied volatity was 19.02, the open interest changed by 37 which increased total open position to 266
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 45.4, which was -8.35 lower than the previous day. The implied volatity was 19.44, the open interest changed by 41 which increased total open position to 229
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 53.95, which was 8.65 higher than the previous day. The implied volatity was 20.74, the open interest changed by 72 which increased total open position to 186
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 45.7, which was 4.8 higher than the previous day. The implied volatity was 17.37, the open interest changed by 33 which increased total open position to 112
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 40.15, which was -21.85 lower than the previous day. The implied volatity was 21.80, the open interest changed by 26 which increased total open position to 78
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 62, which was -5 lower than the previous day. The implied volatity was 22.95, the open interest changed by 4 which increased total open position to 50
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 67, which was -1.75 lower than the previous day. The implied volatity was 22.70, the open interest changed by 1 which increased total open position to 45
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 68.75, which was -7.65 lower than the previous day. The implied volatity was 19.82, the open interest changed by 19 which increased total open position to 44
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 75.5, which was -7.1 lower than the previous day. The implied volatity was 19.96, the open interest changed by 2 which increased total open position to 25
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 82.6, 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 82.6, 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 82.6, 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 11 Mar SBIN was trading at 729.85. The strike last trading price was 82.6, 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 82.6, which was -0.9 lower than the previous day. The implied volatity was 14.49, the open interest changed by 1 which increased total open position to 23
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 83.5, which was -4.5 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 22
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 88, which was 1.15 higher than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 14
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 86.85, which was -13.15 lower than the previous day. The implied volatity was 29.85, the open interest changed by 2 which increased total open position to 12
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 100, which was 26.8 higher than the previous day. The implied volatity was 32.55, 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 73.2, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 73.2, 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 27 Feb SBIN was trading at 703.90. The strike last trading price was 0, 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 26 Feb SBIN was trading at 710.05. The strike last trading price was 0, 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 25 Feb SBIN was trading at 710.90. The strike last trading price was 0, 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 24 Feb SBIN was trading at 716.40. The strike last trading price was 0, 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 21 Feb SBIN was trading at 722.00. The strike last trading price was 0, 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 20 Feb SBIN was trading at 729.70. The strike last trading price was 0, 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 Feb SBIN was trading at 727.30. The strike last trading price was 0, 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 Feb SBIN was trading at 725.80. The strike last trading price was 0, 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 Feb SBIN was trading at 727.70. The strike last trading price was 0, 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 14 Feb SBIN was trading at 722.15. The strike last trading price was 0, 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 Feb SBIN was trading at 727.65. The strike last trading price was 0, 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 Feb SBIN was trading at 779.20. The strike last trading price was 0, 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 3 Feb SBIN was trading at 760.95. The strike last trading price was 0, 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 1 Feb SBIN was trading at 766.00. The strike last trading price was 0, 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