SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.31
Theta: -0.29
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 2.45 | 0.85 | 27.54 | 4,158 | 89 | 1,939 | |||
| 7 Apr | 746.90 | 1.6 | 0.1 | 30.70 | 3,109 | -319 | 1,859 | |||
| 4 Apr | 767.45 | 1.6 | -1.1 | 22.05 | 2,747 | 322 | 2,177 | |||
| 3 Apr | 779.20 | 2.8 | 0.6 | 21.35 | 3,977 | 414 | 1,859 | |||
| 2 Apr | 775.95 | 2.2 | 0.2 | 20.36 | 1,579 | 144 | 1,451 | |||
| 1 Apr | 771.70 | 2 | -0.55 | 20.93 | 2,064 | 101 | 1,314 | |||
| 28 Mar | 771.50 | 2.5 | -0.65 | 20.34 | 1,761 | 122 | 1,213 | |||
| 27 Mar | 772.30 | 3.35 | 0.7 | 21.51 | 1,244 | 190 | 1,069 | |||
| 26 Mar | 764.00 | 2.6 | -1.5 | 22.09 | 853 | 264 | 858 | |||
| 25 Mar | 772.85 | 3.8 | -2 | 22.03 | 922 | 175 | 594 | |||
| 24 Mar | 780.80 | 5.75 | 3.8 | 21.63 | 1,372 | 331 | 419 | |||
| 21 Mar | 753.20 | 1.9 | 0 | 20.48 | 31 | -1 | 88 | |||
| 20 Mar | 749.55 | 1.9 | -2.8 | 21.49 | 117 | 89 | 89 | |||
| 19 Mar | 745.10 | 4.7 | 0 | 8.22 | 0 | 0 | 0 | |||
| 18 Mar | 736.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 723.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 727.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 12 Mar | 723.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 729.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 728.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 732.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 732.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 730.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 716.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 695.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 688.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 830 expiring on 24APR2025
Delta for 830 CE is 0.12
Historical price for 830 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 2.45, which was 0.85 higher than the previous day. The implied volatity was 27.54, the open interest changed by 89 which increased total open position to 1939
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 1.6, which was 0.1 higher than the previous day. The implied volatity was 30.70, the open interest changed by -319 which decreased total open position to 1859
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 1.6, which was -1.1 lower than the previous day. The implied volatity was 22.05, the open interest changed by 322 which increased total open position to 2177
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 2.8, which was 0.6 higher than the previous day. The implied volatity was 21.35, the open interest changed by 414 which increased total open position to 1859
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 20.36, the open interest changed by 144 which increased total open position to 1451
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 20.93, the open interest changed by 101 which increased total open position to 1314
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 20.34, the open interest changed by 122 which increased total open position to 1213
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 3.35, which was 0.7 higher than the previous day. The implied volatity was 21.51, the open interest changed by 190 which increased total open position to 1069
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 2.6, which was -1.5 lower than the previous day. The implied volatity was 22.09, the open interest changed by 264 which increased total open position to 858
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 3.8, which was -2 lower than the previous day. The implied volatity was 22.03, the open interest changed by 175 which increased total open position to 594
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 5.75, which was 3.8 higher than the previous day. The implied volatity was 21.63, the open interest changed by 331 which increased total open position to 419
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 20.48, the open interest changed by -1 which decreased total open position to 88
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 1.9, which was -2.8 lower than the previous day. The implied volatity was 21.49, the open interest changed by 89 which increased total open position to 89
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 0, 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 17 Mar SBIN was trading at 723.15. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 7 Mar SBIN was trading at 732.75. The strike last trading price was 0, 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 6 Mar SBIN was trading at 732.05. The strike last trading price was 0, 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 5 Mar SBIN was trading at 730.35. The strike last trading price was 0, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 0, 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 3 Mar SBIN was trading at 695.30. The strike last trading price was 0, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 0, 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
| SBIN 24APR2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.40
Theta: -0.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 60.9 | -19.2 | 33.34 | 28 | 8 | 115 |
| 7 Apr | 746.90 | 80.1 | 23.4 | 35.81 | 13 | -4 | 107 |
| 4 Apr | 767.45 | 56.7 | 7.5 | 15.10 | 13 | -5 | 110 |
| 3 Apr | 779.20 | 48.95 | -4.1 | 23.20 | 77 | 4 | 116 |
| 2 Apr | 775.95 | 53.05 | -2.6 | 25.88 | 10 | -4 | 111 |
| 1 Apr | 771.70 | 55.3 | -1.2 | 20.24 | 34 | -2 | 115 |
| 28 Mar | 771.50 | 56.5 | 1.1 | 23.18 | 15 | 12 | 117 |
| 27 Mar | 772.30 | 54.3 | -7.55 | 20.11 | 61 | 23 | 104 |
| 26 Mar | 764.00 | 61.85 | 9 | 17.88 | 32 | 13 | 80 |
| 25 Mar | 772.85 | 52.85 | 4.7 | - | 29 | 16 | 66 |
| 24 Mar | 780.80 | 48 | -23 | 22.03 | 55 | 33 | 35 |
| 21 Mar | 753.20 | 71 | -9 | 22.98 | 1 | 0 | 1 |
| 20 Mar | 749.55 | 80 | -41.7 | 30.85 | 1 | 0 | 0 |
| 19 Mar | 745.10 | 121.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 736.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 723.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 727.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 723.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 729.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 728.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 732.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 732.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 730.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 716.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 695.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 688.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 830 expiring on 24APR2025
Delta for 830 PE is -0.84
Historical price for 830 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 60.9, which was -19.2 lower than the previous day. The implied volatity was 33.34, the open interest changed by 8 which increased total open position to 115
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 80.1, which was 23.4 higher than the previous day. The implied volatity was 35.81, the open interest changed by -4 which decreased total open position to 107
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 56.7, which was 7.5 higher than the previous day. The implied volatity was 15.10, the open interest changed by -5 which decreased total open position to 110
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 48.95, which was -4.1 lower than the previous day. The implied volatity was 23.20, the open interest changed by 4 which increased total open position to 116
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 53.05, which was -2.6 lower than the previous day. The implied volatity was 25.88, the open interest changed by -4 which decreased total open position to 111
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 55.3, which was -1.2 lower than the previous day. The implied volatity was 20.24, the open interest changed by -2 which decreased total open position to 115
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 56.5, which was 1.1 higher than the previous day. The implied volatity was 23.18, the open interest changed by 12 which increased total open position to 117
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 54.3, which was -7.55 lower than the previous day. The implied volatity was 20.11, the open interest changed by 23 which increased total open position to 104
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 61.85, which was 9 higher than the previous day. The implied volatity was 17.88, the open interest changed by 13 which increased total open position to 80
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 52.85, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 66
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 48, which was -23 lower than the previous day. The implied volatity was 22.03, the open interest changed by 33 which increased total open position to 35
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 71, which was -9 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 80, which was -41.7 lower than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 121.7, 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 Mar SBIN was trading at 736.70. The strike last trading price was 0, 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 17 Mar SBIN was trading at 723.15. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 7 Mar SBIN was trading at 732.75. The strike last trading price was 0, 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 6 Mar SBIN was trading at 732.05. The strike last trading price was 0, 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 5 Mar SBIN was trading at 730.35. The strike last trading price was 0, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 0, 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 3 Mar SBIN was trading at 695.30. The strike last trading price was 0, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 0, 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
