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

859.75 20.45 (2.44%)

Back to Option Chain


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 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
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: -
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