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 | 45 | 15.05 | - | 2,98,500 | -96,750 | 1,35,750 | |||
4 Jul | 839.30 | 29.95 | - | 2,57,250 | 9,000 | 2,32,500 | ||||
3 Jul | 839.95 | 31.25 | - | 19,93,500 | -1,80,000 | 2,23,500 | ||||
2 Jul | 826.15 | 25.35 | - | 12,16,500 | 2,84,250 | 3,93,000 | ||||
1 Jul | 841.95 | 35.6 | - | 77,250 | 43,500 | 1,08,750 | ||||
28 Jun | 848.95 | 40.25 | - | 1,33,500 | -18,000 | 65,250 | ||||
27 Jun | 844.00 | 37.5 | - | 2,63,250 | 22,500 | 83,250 | ||||
26 Jun | 845.35 | 38.35 | - | 86,250 | 12,000 | 60,750 | ||||
25 Jun | 842.25 | 37.1 | - | 84,000 | -9,750 | 48,750 | ||||
24 Jun | 832.70 | 32.35 | - | 3,09,750 | 51,000 | 60,750 | ||||
21 Jun | 836.30 | 33.05 | - | 10,500 | 7,500 | 9,750 | ||||
20 Jun | 843.75 | 41.80 | - | 0 | 1,500 | 0 | ||||
19 Jun | 852.60 | 41.80 | - | 3,750 | 1,500 | 4,500 | ||||
18 Jun | 844.90 | 44.00 | - | 0 | 750 | 0 | ||||
14 Jun | 839.20 | 44.00 | - | 1,500 | 750 | 3,000 | ||||
13 Jun | 843.90 | 40.30 | - | 0 | 0 | 0 | ||||
12 Jun | 839.10 | 40.30 | - | 750 | 0 | 2,250 | ||||
11 Jun | 835.55 | 43.45 | - | 0 | 0 | 0 | ||||
10 Jun | 831.80 | 43.45 | - | 0 | 2,250 | 0 | ||||
7 Jun | 829.95 | 43.45 | - | 8,250 | 5,250 | 5,250 | ||||
6 Jun | 816.95 | 41.50 | - | 0 | 0 | 0 | ||||
5 Jun | 789.75 | 41.50 | - | 0 | 0 | 0 | ||||
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4 Jun | 775.20 | 41.50 | - | 0 | 0 | 0 | ||||
3 Jun | 905.65 | 41.50 | - | 0 | 0 | 0 | ||||
31 May | 830.35 | 41.50 | - | 0 | 0 | 0 |
For STATE BANK OF INDIA - strike price 825 expiring on 25JUL2024
Delta for 825 CE is -
Historical price for 825 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 45, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by -96750 which decreased total open position to 135750
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 29.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 232500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 31.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -180000 which decreased total open position to 223500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 25.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 284250 which increased total open position to 393000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 35.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 43500 which increased total open position to 108750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 40.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 65250
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 37.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 83250
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 38.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 60750
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 37.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -9750 which decreased total open position to 48750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 32.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 51000 which increased total open position to 60750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 33.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 9750
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 41.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 41.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4500
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 44.00, 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 14 Jun SBIN was trading at 839.20. The strike last trading price was 44.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 3000
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 40.30, 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 40.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2250
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 43.45, 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 43.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 0
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 43.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 5250
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 41.50, 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 41.50, 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 41.50, 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 41.50, 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 41.50, 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 | 5.55 | -5.80 | - | 14,78,250 | 36,750 | 4,97,250 |
4 Jul | 839.30 | 11.35 | - | 7,53,750 | 30,000 | 4,60,500 | |
3 Jul | 839.95 | 11.45 | - | 20,85,750 | 74,250 | 4,30,500 | |
2 Jul | 826.15 | 18.15 | - | 11,88,750 | 1,14,000 | 3,57,000 | |
1 Jul | 841.95 | 12.1 | - | 2,43,000 | -12,000 | 2,43,000 | |
28 Jun | 848.95 | 10.3 | - | 9,57,000 | 1,00,500 | 2,55,000 | |
27 Jun | 844.00 | 12.95 | - | 3,06,750 | 18,000 | 1,54,500 | |
26 Jun | 845.35 | 13.15 | - | 2,92,500 | 31,500 | 1,35,750 | |
25 Jun | 842.25 | 13.8 | - | 1,65,000 | 24,000 | 1,04,250 | |
24 Jun | 832.70 | 16.55 | - | 2,24,250 | 63,000 | 80,250 | |
21 Jun | 836.30 | 19.00 | - | 18,750 | 9,000 | 17,250 | |
20 Jun | 843.75 | 14.30 | - | 3,000 | 750 | 7,500 | |
19 Jun | 852.60 | 13.35 | - | 10,500 | 6,750 | 6,750 | |
18 Jun | 844.90 | 31.50 | - | 0 | 0 | 0 | |
14 Jun | 839.20 | 31.50 | - | 0 | 0 | 0 | |
13 Jun | 843.90 | 31.50 | - | 0 | 0 | 0 | |
12 Jun | 839.10 | 31.50 | - | 0 | 0 | 0 | |
11 Jun | 835.55 | 31.50 | - | 0 | 0 | 0 | |
10 Jun | 831.80 | 31.50 | - | 0 | 0 | 0 | |
7 Jun | 829.95 | 31.50 | - | 0 | 0 | 0 | |
6 Jun | 816.95 | 31.50 | - | 0 | 0 | 0 | |
5 Jun | 789.75 | 31.50 | - | 0 | 0 | 0 | |
4 Jun | 775.20 | 31.50 | - | 0 | 0 | 0 | |
3 Jun | 905.65 | 31.50 | - | 0 | 0 | 0 | |
31 May | 830.35 | 31.50 | - | 0 | 0 | 0 |
For STATE BANK OF INDIA - strike price 825 expiring on 25JUL2024
Delta for 825 PE is -
Historical price for 825 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 5.55, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by 36750 which increased total open position to 497250
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 460500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 74250 which increased total open position to 430500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 18.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 114000 which increased total open position to 357000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 243000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 100500 which increased total open position to 255000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 154500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 135750
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 13.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 104250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 80250
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 17250
On 20 Jun SBIN was trading at 843.75. 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 7500
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 13.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 6750
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, 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 31.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0