SBIN
STATE BANK OF INDIA
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