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

859.75 20.45 (2.44%)

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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 41.25 14.25 - 27,57,750 -5,35,500 17,98,500
4 Jul 839.30 27 - 19,91,250 -96,750 23,34,000
3 Jul 839.95 27.95 - 1,19,61,750 -51,750 24,30,750
2 Jul 826.15 22.8 - 60,60,000 18,69,750 24,84,000
1 Jul 841.95 32.55 - 5,77,500 2,10,750 6,14,250
28 Jun 848.95 36.8 - 10,29,000 -1,14,750 4,03,500
27 Jun 844.00 34.25 - 11,03,250 35,250 5,18,250
26 Jun 845.35 35 - 7,74,750 29,250 4,83,000
25 Jun 842.25 34.3 - 7,91,250 -55,500 4,53,750
24 Jun 832.70 29.3 - 15,93,750 2,19,750 5,13,000
21 Jun 836.30 31.30 - 4,67,250 1,68,000 2,93,250
20 Jun 843.75 39.00 - 88,500 24,750 1,26,750
19 Jun 852.60 45.10 - 87,750 1,500 1,02,000
18 Jun 844.90 39.55 - 42,750 11,250 99,750
14 Jun 839.20 36.65 - 81,000 14,250 88,500
13 Jun 843.90 40.80 - 26,250 750 72,000
12 Jun 839.10 39.60 - 60,000 5,250 72,000
11 Jun 835.55 38.50 - 42,000 8,250 66,750
10 Jun 831.80 40.10 - 73,500 7,500 57,000
7 Jun 829.95 42.00 - 49,500 13,500 49,500
6 Jun 816.95 38.30 - 42,000 19,500 36,000
5 Jun 789.75 29.25 - 21,750 16,500 16,500
4 Jun 775.20 101.00 - 0 -10,500 0
3 Jun 905.65 101.00 - 18,000 -10,500 14,250
31 May 830.35 50.95 - 25,500 10,500 24,000
30 May 825.85 49.30 - 1,500 750 13,500
29 May 822.65 51.00 - 8,250 2,250 12,750
28 May 831.15 56.80 - 1,500 0 10,500
27 May 833.70 49.75 - 0 0 0
24 May 828.60 49.75 - 0 0 0
23 May 832.10 49.75 - 0 0 0
22 May 818.75 49.75 - 0 3,000 0
21 May 830.65 49.75 - 7,500 2,250 9,750
18 May 821.00 50.40 - 0 0 0
17 May 817.85 50.40 - 0 0 0
16 May 811.95 50.40 - 0 0 0
15 May 820.30 50.40 - 0 750 0
14 May 818.20 50.40 - 750 6,750 6,750
13 May 808.80 48.00 - 0 0 0


For STATE BANK OF INDIA - strike price 830 expiring on 25JUL2024

Delta for 830 CE is -

Historical price for 830 CE is as follows

On 5 Jul SBIN was trading at 859.75. The strike last trading price was 41.25, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by -535500 which decreased total open position to 1798500


On 4 Jul SBIN was trading at 839.30. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by -96750 which decreased total open position to 2334000


On 3 Jul SBIN was trading at 839.95. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -51750 which decreased total open position to 2430750


On 2 Jul SBIN was trading at 826.15. The strike last trading price was 22.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1869750 which increased total open position to 2484000


On 1 Jul SBIN was trading at 841.95. The strike last trading price was 32.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 210750 which increased total open position to 614250


On 28 Jun SBIN was trading at 848.95. The strike last trading price was 36.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -114750 which decreased total open position to 403500


On 27 Jun SBIN was trading at 844.00. The strike last trading price was 34.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 35250 which increased total open position to 518250


On 26 Jun SBIN was trading at 845.35. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by 29250 which increased total open position to 483000


On 25 Jun SBIN was trading at 842.25. The strike last trading price was 34.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -55500 which decreased total open position to 453750


On 24 Jun SBIN was trading at 832.70. The strike last trading price was 29.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 219750 which increased total open position to 513000


On 21 Jun SBIN was trading at 836.30. The strike last trading price was 31.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 168000 which increased total open position to 293250


On 20 Jun SBIN was trading at 843.75. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 24750 which increased total open position to 126750


On 19 Jun SBIN was trading at 852.60. The strike last trading price was 45.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 102000


On 18 Jun SBIN was trading at 844.90. The strike last trading price was 39.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 99750


On 14 Jun SBIN was trading at 839.20. The strike last trading price was 36.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 88500


On 13 Jun SBIN was trading at 843.90. The strike last trading price was 40.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 72000


On 12 Jun SBIN was trading at 839.10. The strike last trading price was 39.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 72000


On 11 Jun SBIN was trading at 835.55. The strike last trading price was 38.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 66750


On 10 Jun SBIN was trading at 831.80. The strike last trading price was 40.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 57000


On 7 Jun SBIN was trading at 829.95. The strike last trading price was 42.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 49500


On 6 Jun SBIN was trading at 816.95. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 36000


On 5 Jun SBIN was trading at 789.75. The strike last trading price was 29.25, 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 4 Jun SBIN was trading at 775.20. The strike last trading price was 101.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 0


On 3 Jun SBIN was trading at 905.65. The strike last trading price was 101.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 14250


On 31 May SBIN was trading at 830.35. The strike last trading price was 50.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 24000


On 30 May SBIN was trading at 825.85. The strike last trading price was 49.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 13500


On 29 May SBIN was trading at 822.65. The strike last trading price was 51.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 12750


On 28 May SBIN was trading at 831.15. The strike last trading price was 56.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500


On 27 May SBIN was trading at 833.70. The strike last trading price was 49.75, 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 49.75, 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 23 May SBIN was trading at 832.10. The strike last trading price was 49.75, 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 49.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 0


On 21 May SBIN was trading at 830.65. The strike last trading price was 49.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 9750


On 18 May SBIN was trading at 821.00. The strike last trading price was 50.40, 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 17 May SBIN was trading at 817.85. The strike last trading price was 50.40, 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 16 May SBIN was trading at 811.95. The strike last trading price was 50.40, 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 15 May SBIN was trading at 820.30. The strike last trading price was 50.40, 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 May SBIN was trading at 818.20. The strike last trading price was 50.40, 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 13 May SBIN was trading at 808.80. The strike last trading price was 48.00, 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 6.55 -6.60 - 74,94,000 1,45,500 27,14,250
4 Jul 839.30 13.15 - 39,69,750 36,000 25,68,750
3 Jul 839.95 13.3 - 77,04,000 -75,750 25,32,750
2 Jul 826.15 20.25 - 59,79,000 11,30,250 26,10,750
1 Jul 841.95 13.95 - 21,26,250 1,11,750 14,80,500
28 Jun 848.95 11.85 - 35,72,250 5,36,250 13,68,750
27 Jun 844.00 14.5 - 18,33,750 1,41,000 8,32,500
26 Jun 845.35 15 - 11,43,000 1,13,250 6,92,250
25 Jun 842.25 15.8 - 9,46,500 28,500 5,79,000
24 Jun 832.70 18.7 - 11,16,750 1,78,500 5,52,000
21 Jun 836.30 20.05 - 5,85,750 84,750 3,72,750
20 Jun 843.75 16.05 - 1,56,750 25,500 2,88,000
19 Jun 852.60 13.20 - 2,94,000 27,000 2,62,500
18 Jun 844.90 16.00 - 2,65,500 1,03,500 2,34,750
14 Jun 839.20 19.80 - 81,000 37,500 1,31,250
13 Jun 843.90 19.20 - 45,750 19,500 94,500
12 Jun 839.10 21.60 - 61,500 6,750 73,500
11 Jun 835.55 26.55 - 28,500 3,000 67,500
10 Jun 831.80 31.65 - 21,750 12,000 64,500
7 Jun 829.95 35.30 - 18,750 1,500 52,500
6 Jun 816.95 43.20 - 23,250 -3,000 51,000
5 Jun 789.75 66.75 - 12,750 -12,000 54,000
4 Jun 775.20 73.05 - 24,750 3,000 66,000
3 Jun 905.65 15.00 - 77,250 46,500 63,000
31 May 830.35 37.00 - 23,250 16,500 16,500
30 May 825.85 50.00 - 0 0 0
29 May 822.65 50.00 - 0 0 0
28 May 831.15 50.00 - 0 0 0
27 May 833.70 50.00 - 0 0 0
24 May 828.60 50.00 - 0 0 0
23 May 832.10 50.00 - 0 0 0
22 May 818.75 50.00 - 0 0 0
21 May 830.65 50.00 - 750 0 6,000
18 May 821.00 50.00 - 0 0 0
17 May 817.85 50.00 - 0 0 0
16 May 811.95 50.00 - 0 0 0
15 May 820.30 50.00 - 0 0 0
14 May 818.20 50.00 - 0 0 0
13 May 808.80 50.00 - 0 0 0


For STATE BANK OF INDIA - strike price 830 expiring on 25JUL2024

Delta for 830 PE is -

Historical price for 830 PE is as follows

On 5 Jul SBIN was trading at 859.75. The strike last trading price was 6.55, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by 145500 which increased total open position to 2714250


On 4 Jul SBIN was trading at 839.30. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 2568750


On 3 Jul SBIN was trading at 839.95. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -75750 which decreased total open position to 2532750


On 2 Jul SBIN was trading at 826.15. The strike last trading price was 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1130250 which increased total open position to 2610750


On 1 Jul SBIN was trading at 841.95. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 111750 which increased total open position to 1480500


On 28 Jun SBIN was trading at 848.95. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 536250 which increased total open position to 1368750


On 27 Jun SBIN was trading at 844.00. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 141000 which increased total open position to 832500


On 26 Jun SBIN was trading at 845.35. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 113250 which increased total open position to 692250


On 25 Jun SBIN was trading at 842.25. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 579000


On 24 Jun SBIN was trading at 832.70. The strike last trading price was 18.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 178500 which increased total open position to 552000


On 21 Jun SBIN was trading at 836.30. The strike last trading price was 20.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 84750 which increased total open position to 372750


On 20 Jun SBIN was trading at 843.75. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 288000


On 19 Jun SBIN was trading at 852.60. The strike last trading price was 13.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 262500


On 18 Jun SBIN was trading at 844.90. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 234750


On 14 Jun SBIN was trading at 839.20. The strike last trading price was 19.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 131250


On 13 Jun SBIN was trading at 843.90. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 94500


On 12 Jun SBIN was trading at 839.10. The strike last trading price was 21.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 73500


On 11 Jun SBIN was trading at 835.55. The strike last trading price was 26.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 67500


On 10 Jun SBIN was trading at 831.80. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 64500


On 7 Jun SBIN was trading at 829.95. The strike last trading price was 35.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 52500


On 6 Jun SBIN was trading at 816.95. The strike last trading price was 43.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 51000


On 5 Jun SBIN was trading at 789.75. The strike last trading price was 66.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 54000


On 4 Jun SBIN was trading at 775.20. The strike last trading price was 73.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 66000


On 3 Jun SBIN was trading at 905.65. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 63000


On 31 May SBIN was trading at 830.35. The strike last trading price was 37.00, 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 30 May SBIN was trading at 825.85. The strike last trading price was 50.00, 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 29 May SBIN was trading at 822.65. The strike last trading price was 50.00, 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 50.00, 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 50.00, 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 50.00, 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 23 May SBIN was trading at 832.10. The strike last trading price was 50.00, 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 50.00, 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 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6000


On 18 May SBIN was trading at 821.00. The strike last trading price was 50.00, 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 50.00, 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 50.00, 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 15 May SBIN was trading at 820.30. The strike last trading price was 50.00, 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 50.00, 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 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0