SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 49.5 | 16.10 | - | 12,15,000 | -1,79,250 | 6,52,500 | |||
| 4 Jul | 839.30 | 33.4 | - | 8,26,500 | -18,000 | 8,31,750 | ||||
| 3 Jul | 839.95 | 34.6 | - | 29,25,000 | 2,31,750 | 8,49,750 | ||||
| 2 Jul | 826.15 | 28.2 | - | 13,65,750 | 3,36,000 | 6,17,250 | ||||
| 1 Jul | 841.95 | 39.25 | - | 2,55,000 | 27,000 | 2,81,250 | ||||
| 28 Jun | 848.95 | 43.6 | - | 3,92,250 | -46,500 | 2,54,250 | ||||
| 27 Jun | 844.00 | 40.8 | - | 4,84,500 | 51,750 | 3,00,750 | ||||
| 26 Jun | 845.35 | 41.55 | - | 4,92,000 | -6,750 | 2,47,500 | ||||
| 25 Jun | 842.25 | 40.7 | - | 2,97,750 | -11,250 | 2,54,250 | ||||
| 24 Jun | 832.70 | 35.2 | - | 6,51,750 | 54,750 | 2,65,500 | ||||
| 21 Jun | 836.30 | 37.20 | - | 1,82,250 | 75,750 | 2,11,500 | ||||
| 20 Jun | 843.75 | 45.70 | - | 36,000 | 13,500 | 1,35,750 | ||||
| 19 Jun | 852.60 | 52.50 | - | 1,29,750 | 75,000 | 1,22,250 | ||||
| 18 Jun | 844.90 | 45.60 | - | 15,000 | 0 | 45,750 | ||||
| 14 Jun | 839.20 | 42.00 | - | 4,500 | -750 | 45,750 | ||||
| 13 Jun | 843.90 | 46.00 | - | 15,000 | 0 | 47,250 | ||||
| 12 Jun | 839.10 | 45.55 | - | 16,500 | -750 | 48,000 | ||||
| 11 Jun | 835.55 | 45.50 | - | 16,500 | -3,750 | 48,000 | ||||
| 10 Jun | 831.80 | 46.10 | - | 51,000 | -6,750 | 52,500 | ||||
| 7 Jun | 829.95 | 46.85 | - | 93,750 | -9,750 | 60,750 | ||||
| 6 Jun | 816.95 | 42.85 | - | 1,30,500 | 44,250 | 70,500 | ||||
| 5 Jun | 789.75 | 33.00 | - | 53,250 | 0 | 26,250 | ||||
| 4 Jun | 775.20 | 47.00 | - | 15,000 | 9,000 | 26,250 | ||||
| 3 Jun | 905.65 | 110.60 | - | 10,500 | -750 | 17,250 | ||||
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| 31 May | 830.35 | 53.50 | - | 5,250 | 2,250 | 18,750 | ||||
| 30 May | 825.85 | 54.00 | - | 750 | 16,500 | 16,500 | ||||
| 29 May | 822.65 | 61.20 | - | 0 | 0 | 0 | ||||
| 28 May | 831.15 | 61.20 | - | 0 | 0 | 0 | ||||
| 27 May | 833.70 | 61.20 | - | 0 | 0 | 0 | ||||
| 24 May | 828.60 | 61.20 | - | 6,000 | 0 | 16,500 | ||||
| 23 May | 832.10 | 52.15 | - | 0 | 0 | 0 | ||||
| 22 May | 818.75 | 52.15 | - | 8,250 | 0 | 16,500 | ||||
| 21 May | 830.65 | 41.10 | - | 0 | 0 | 0 | ||||
| 18 May | 821.00 | 41.10 | - | 0 | 0 | 0 | ||||
| 17 May | 817.85 | 41.10 | - | 0 | 750 | 0 | ||||
| 16 May | 811.95 | 41.10 | - | 9,750 | 750 | 16,500 | ||||
| 15 May | 820.30 | 50.70 | - | 2,250 | -750 | 15,750 | ||||
| 14 May | 818.20 | 49.20 | - | 11,250 | 15,750 | 15,750 | ||||
| 13 May | 808.80 | 51.80 | - | 0 | 1,500 | 0 | ||||
For STATE BANK OF INDIA - strike price 820 expiring on 25JUL2024
Delta for 820 CE is -
Historical price for 820 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 49.5, which was 16.10 higher than the previous day. The implied volatity was -, the open interest changed by -179250 which decreased total open position to 652500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 33.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 831750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 34.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 231750 which increased total open position to 849750
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 28.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 336000 which increased total open position to 617250
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 39.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 281250
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 43.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -46500 which decreased total open position to 254250
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 40.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 51750 which increased total open position to 300750
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 41.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 247500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 40.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -11250 which decreased total open position to 254250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 35.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 54750 which increased total open position to 265500
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 37.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 75750 which increased total open position to 211500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 45.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 135750
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 52.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 75000 which increased total open position to 122250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 45.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 42.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 45750
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 46.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47250
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 45.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 48000
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 45.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 48000
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 46.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 52500
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 46.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -9750 which decreased total open position to 60750
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 42.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 44250 which increased total open position to 70500
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26250
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 26250
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 110.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 17250
On 31 May SBIN was trading at 830.35. The strike last trading price was 53.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 18750
On 30 May SBIN was trading at 825.85. The strike last trading price was 54.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 16500
On 29 May SBIN was trading at 822.65. The strike last trading price was 61.20, 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 28 May SBIN was trading at 831.15. The strike last trading price was 61.20, 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 27 May SBIN was trading at 833.70. The strike last trading price was 61.20, 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 24 May SBIN was trading at 828.60. The strike last trading price was 61.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16500
On 23 May SBIN was trading at 832.10. The strike last trading price was 52.15, 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 22 May SBIN was trading at 818.75. The strike last trading price was 52.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16500
On 21 May SBIN was trading at 830.65. The strike last trading price was 41.10, 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 May SBIN was trading at 821.00. The strike last trading price was 41.10, 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 17 May SBIN was trading at 817.85. The strike last trading price was 41.10, 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 16 May SBIN was trading at 811.95. The strike last trading price was 41.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 16500
On 15 May SBIN was trading at 820.30. The strike last trading price was 50.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 15750
On 14 May SBIN was trading at 818.20. The strike last trading price was 49.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 15750
On 13 May SBIN was trading at 808.80. The strike last trading price was 51.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 4.75 | -4.90 | - | 56,13,750 | 98,250 | 17,07,000 |
| 4 Jul | 839.30 | 9.65 | - | 26,81,250 | 1,03,500 | 16,08,750 | |
| 3 Jul | 839.95 | 9.8 | - | 43,38,750 | 77,250 | 15,05,250 | |
| 2 Jul | 826.15 | 15.95 | - | 37,79,250 | 3,36,000 | 14,31,750 | |
| 1 Jul | 841.95 | 10.6 | - | 12,35,250 | 1,35,750 | 10,95,750 | |
| 28 Jun | 848.95 | 9.05 | - | 32,39,250 | -2,10,000 | 9,60,000 | |
| 27 Jun | 844.00 | 11.3 | - | 18,27,000 | 3,56,250 | 11,70,000 | |
| 26 Jun | 845.35 | 11.65 | - | 11,33,250 | 83,250 | 8,12,250 | |
| 25 Jun | 842.25 | 12.3 | - | 11,40,000 | 75,750 | 7,29,000 | |
| 24 Jun | 832.70 | 14.5 | - | 12,36,750 | 1,17,000 | 6,51,750 | |
| 21 Jun | 836.30 | 16.00 | - | 5,42,250 | 1,72,500 | 5,33,250 | |
| 20 Jun | 843.75 | 12.85 | - | 2,56,500 | 64,500 | 3,60,750 | |
| 19 Jun | 852.60 | 10.35 | - | 6,31,500 | 50,250 | 2,96,250 | |
| 18 Jun | 844.90 | 12.50 | - | 3,05,250 | 75,000 | 2,37,750 | |
| 14 Jun | 839.20 | 16.25 | - | 66,750 | 25,500 | 1,62,750 | |
| 13 Jun | 843.90 | 15.30 | - | 63,000 | 30,750 | 1,26,000 | |
| 12 Jun | 839.10 | 18.00 | - | 35,250 | 1,500 | 94,500 | |
| 11 Jun | 835.55 | 22.40 | - | 33,000 | 17,250 | 93,000 | |
| 10 Jun | 831.80 | 27.55 | - | 33,750 | 11,250 | 75,750 | |
| 7 Jun | 829.95 | 30.25 | - | 52,500 | 8,250 | 63,750 | |
| 6 Jun | 816.95 | 36.75 | - | 30,750 | 14,250 | 55,500 | |
| 5 Jun | 789.75 | 79.35 | - | 750 | -750 | 41,250 | |
| 4 Jun | 775.20 | 79.35 | - | 20,250 | 2,250 | 42,000 | |
| 3 Jun | 905.65 | 11.05 | - | 1,08,000 | -17,250 | 39,750 | |
| 31 May | 830.35 | 31.10 | - | 32,250 | -3,000 | 56,250 | |
| 30 May | 825.85 | 33.60 | - | 7,500 | 750 | 59,250 | |
| 29 May | 822.65 | 36.90 | - | 9,750 | 4,500 | 58,500 | |
| 28 May | 831.15 | 38.15 | - | 18,000 | 8,250 | 53,250 | |
| 27 May | 833.70 | 34.80 | - | 8,250 | 750 | 44,250 | |
| 24 May | 828.60 | 37.90 | - | 12,000 | 750 | 43,500 | |
| 23 May | 832.10 | 36.90 | - | 3,750 | -1,500 | 42,750 | |
| 22 May | 818.75 | 54.65 | - | 0 | 0 | 0 | |
| 21 May | 830.65 | 54.65 | - | 0 | 0 | 0 | |
| 18 May | 821.00 | 54.65 | - | 0 | 0 | 0 | |
| 17 May | 817.85 | 54.65 | - | 0 | 0 | 0 | |
| 16 May | 811.95 | 54.65 | - | 750 | 0 | 44,250 | |
| 15 May | 820.30 | 54.40 | - | 0 | 0 | 0 | |
| 14 May | 818.20 | 54.40 | - | 0 | 0 | 0 | |
| 13 May | 808.80 | 54.40 | - | 5,250 | 0 | 44,250 | |
For STATE BANK OF INDIA - strike price 820 expiring on 25JUL2024
Delta for 820 PE is -
Historical price for 820 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 4.75, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by 98250 which increased total open position to 1707000
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 1608750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 77250 which increased total open position to 1505250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 15.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 336000 which increased total open position to 1431750
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 135750 which increased total open position to 1095750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -210000 which decreased total open position to 960000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 11.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 356250 which increased total open position to 1170000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 83250 which increased total open position to 812250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 75750 which increased total open position to 729000
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 117000 which increased total open position to 651750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 172500 which increased total open position to 533250
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 360750
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50250 which increased total open position to 296250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 75000 which increased total open position to 237750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 162750
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 30750 which increased total open position to 126000
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 94500
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 22.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 93000
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 27.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 75750
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 30.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 63750
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 36.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 55500
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 79.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 41250
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 79.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 42000
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -17250 which decreased total open position to 39750
On 31 May SBIN was trading at 830.35. The strike last trading price was 31.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 56250
On 30 May SBIN was trading at 825.85. The strike last trading price was 33.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 59250
On 29 May SBIN was trading at 822.65. The strike last trading price was 36.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 58500
On 28 May SBIN was trading at 831.15. The strike last trading price was 38.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 53250
On 27 May SBIN was trading at 833.70. The strike last trading price was 34.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 44250
On 24 May SBIN was trading at 828.60. The strike last trading price was 37.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 43500
On 23 May SBIN was trading at 832.10. The strike last trading price was 36.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 42750
On 22 May SBIN was trading at 818.75. The strike last trading price was 54.65, 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 21 May SBIN was trading at 830.65. The strike last trading price was 54.65, 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 May SBIN was trading at 821.00. The strike last trading price was 54.65, 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 17 May SBIN was trading at 817.85. The strike last trading price was 54.65, 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 16 May SBIN was trading at 811.95. The strike last trading price was 54.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44250
On 15 May SBIN was trading at 820.30. The strike last trading price was 54.40, 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 May SBIN was trading at 818.20. The strike last trading price was 54.40, 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 May SBIN was trading at 808.80. The strike last trading price was 54.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44250