SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:00 AM IST
| SBIN 26DEC2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.48
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 857.35 | 35.35 | -4.90 | 23.12 | 47 | 1 | 945 | |||
| 11 Dec | 861.60 | 40.25 | -3.55 | 25.23 | 359 | 47 | 946 | |||
| 10 Dec | 867.50 | 43.8 | 6.05 | 19.44 | 260 | -26 | 899 | |||
| 9 Dec | 858.05 | 37.75 | -4.80 | 23.68 | 354 | -80 | 926 | |||
| 6 Dec | 863.65 | 42.55 | -0.45 | 22.71 | 896 | -262 | 1,006 | |||
| 5 Dec | 865.45 | 43 | 4.35 | 20.71 | 863 | -157 | 1,270 | |||
| 4 Dec | 859.70 | 38.65 | 3.40 | 20.41 | 1,861 | 75 | 1,429 | |||
| 3 Dec | 853.95 | 35.25 | 8.90 | 20.49 | 3,025 | -127 | 1,364 | |||
| 2 Dec | 836.40 | 26.35 | -1.90 | 22.91 | 4,692 | 550 | 1,503 | |||
| 29 Nov | 838.95 | 28.25 | -2.60 | 22.15 | 3,537 | 149 | 954 | |||
| 28 Nov | 838.85 | 30.85 | 3.85 | 23.22 | 3,870 | -118 | 797 | |||
| 27 Nov | 834.10 | 27 | -2.90 | 22.31 | 2,801 | 164 | 930 | |||
| 26 Nov | 839.40 | 29.9 | -4.60 | 22.65 | 950 | 133 | 767 | |||
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| 25 Nov | 844.45 | 34.5 | 16.35 | 22.09 | 1,839 | -55 | 640 | |||
| 22 Nov | 816.05 | 18.15 | 9.85 | 21.89 | 2,819 | 30 | 725 | |||
| 21 Nov | 780.75 | 8.3 | -5.25 | 23.58 | 1,979 | 342 | 696 | |||
| 20 Nov | 803.00 | 13.55 | 0.00 | 21.27 | 880 | 141 | 353 | |||
| 19 Nov | 803.00 | 13.55 | -4.40 | 21.27 | 880 | 140 | 353 | |||
| 18 Nov | 814.30 | 17.95 | 1.75 | 20.32 | 404 | 58 | 213 | |||
| 14 Nov | 804.25 | 16.2 | -3.70 | 20.67 | 193 | 17 | 149 | |||
| 13 Nov | 808.65 | 19.9 | -7.65 | 21.19 | 312 | 55 | 124 | |||
| 12 Nov | 826.70 | 27.55 | -14.50 | 21.44 | 103 | 46 | 68 | |||
| 11 Nov | 847.65 | 42.05 | 1.60 | 23.15 | 25 | 6 | 22 | |||
| 8 Nov | 843.15 | 40.45 | -10.10 | 23.43 | 16 | 9 | 16 | |||
| 7 Nov | 859.60 | 50.55 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 6 Nov | 854.80 | 50.55 | 2.65 | 22.80 | 9 | -2 | 8 | |||
| 5 Nov | 849.20 | 47.9 | 10.15 | 24.58 | 42 | 3 | 10 | |||
| 4 Nov | 829.85 | 37.75 | -5.05 | 25.33 | 14 | 5 | 5 | |||
| 1 Nov | 821.20 | 42.8 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 830 expiring on 26DEC2024
Delta for 830 CE is 0.79
Historical price for 830 CE is as follows
On 12 Dec SBIN was trading at 857.35. The strike last trading price was 35.35, which was -4.90 lower than the previous day. The implied volatity was 23.12, the open interest changed by 1 which increased total open position to 945
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 40.25, which was -3.55 lower than the previous day. The implied volatity was 25.23, the open interest changed by 47 which increased total open position to 946
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 43.8, which was 6.05 higher than the previous day. The implied volatity was 19.44, the open interest changed by -26 which decreased total open position to 899
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 37.75, which was -4.80 lower than the previous day. The implied volatity was 23.68, the open interest changed by -80 which decreased total open position to 926
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 42.55, which was -0.45 lower than the previous day. The implied volatity was 22.71, the open interest changed by -262 which decreased total open position to 1006
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 43, which was 4.35 higher than the previous day. The implied volatity was 20.71, the open interest changed by -157 which decreased total open position to 1270
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 38.65, which was 3.40 higher than the previous day. The implied volatity was 20.41, the open interest changed by 75 which increased total open position to 1429
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 35.25, which was 8.90 higher than the previous day. The implied volatity was 20.49, the open interest changed by -127 which decreased total open position to 1364
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 26.35, which was -1.90 lower than the previous day. The implied volatity was 22.91, the open interest changed by 550 which increased total open position to 1503
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 28.25, which was -2.60 lower than the previous day. The implied volatity was 22.15, the open interest changed by 149 which increased total open position to 954
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 30.85, which was 3.85 higher than the previous day. The implied volatity was 23.22, the open interest changed by -118 which decreased total open position to 797
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 27, which was -2.90 lower than the previous day. The implied volatity was 22.31, the open interest changed by 164 which increased total open position to 930
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 29.9, which was -4.60 lower than the previous day. The implied volatity was 22.65, the open interest changed by 133 which increased total open position to 767
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 34.5, which was 16.35 higher than the previous day. The implied volatity was 22.09, the open interest changed by -55 which decreased total open position to 640
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 18.15, which was 9.85 higher than the previous day. The implied volatity was 21.89, the open interest changed by 30 which increased total open position to 725
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 8.3, which was -5.25 lower than the previous day. The implied volatity was 23.58, the open interest changed by 342 which increased total open position to 696
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 21.27, the open interest changed by 141 which increased total open position to 353
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 13.55, which was -4.40 lower than the previous day. The implied volatity was 21.27, the open interest changed by 140 which increased total open position to 353
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 17.95, which was 1.75 higher than the previous day. The implied volatity was 20.32, the open interest changed by 58 which increased total open position to 213
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 16.2, which was -3.70 lower than the previous day. The implied volatity was 20.67, the open interest changed by 17 which increased total open position to 149
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 19.9, which was -7.65 lower than the previous day. The implied volatity was 21.19, the open interest changed by 55 which increased total open position to 124
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 27.55, which was -14.50 lower than the previous day. The implied volatity was 21.44, the open interest changed by 46 which increased total open position to 68
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 42.05, which was 1.60 higher than the previous day. The implied volatity was 23.15, the open interest changed by 6 which increased total open position to 22
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 40.45, which was -10.10 lower than the previous day. The implied volatity was 23.43, the open interest changed by 9 which increased total open position to 16
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 50.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 50.55, which was 2.65 higher than the previous day. The implied volatity was 22.80, the open interest changed by -2 which decreased total open position to 8
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 47.9, which was 10.15 higher than the previous day. The implied volatity was 24.58, the open interest changed by 3 which increased total open position to 10
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 37.75, which was -5.05 lower than the previous day. The implied volatity was 25.33, the open interest changed by 5 which increased total open position to 5
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 42.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.48
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 857.35 | 4.7 | 0.40 | 23.28 | 827 | -11 | 2,952 |
| 11 Dec | 861.60 | 4.3 | -0.10 | 23.67 | 2,616 | 50 | 2,971 |
| 10 Dec | 867.50 | 4.4 | -1.85 | 25.67 | 3,448 | 276 | 2,929 |
| 9 Dec | 858.05 | 6.25 | 0.95 | 24.68 | 3,870 | -242 | 2,651 |
| 6 Dec | 863.65 | 5.3 | -1.05 | 23.13 | 7,459 | -114 | 2,901 |
| 5 Dec | 865.45 | 6.35 | -0.95 | 24.90 | 6,744 | -15 | 3,018 |
| 4 Dec | 859.70 | 7.3 | -1.30 | 23.89 | 4,580 | 234 | 3,044 |
| 3 Dec | 853.95 | 8.6 | -5.15 | 23.47 | 6,734 | 1,073 | 2,820 |
| 2 Dec | 836.40 | 13.75 | -0.50 | 22.78 | 6,779 | 216 | 1,752 |
| 29 Nov | 838.95 | 14.25 | -0.55 | 23.09 | 6,522 | -6 | 1,540 |
| 28 Nov | 838.85 | 14.8 | -1.35 | 24.19 | 7,245 | 511 | 1,596 |
| 27 Nov | 834.10 | 16.15 | -0.05 | 22.93 | 2,880 | 219 | 1,078 |
| 26 Nov | 839.40 | 16.2 | 2.15 | 24.17 | 1,367 | 37 | 860 |
| 25 Nov | 844.45 | 14.05 | -14.45 | 24.34 | 2,346 | 625 | 830 |
| 22 Nov | 816.05 | 28.5 | -24.50 | 24.52 | 783 | 151 | 356 |
| 21 Nov | 780.75 | 53 | 14.95 | 27.96 | 92 | 11 | 208 |
| 20 Nov | 803.00 | 38.05 | 0.00 | 26.39 | 246 | 47 | 198 |
| 19 Nov | 803.00 | 38.05 | 11.55 | 26.39 | 246 | 48 | 198 |
| 18 Nov | 814.30 | 26.5 | -6.50 | 21.56 | 79 | 9 | 149 |
| 14 Nov | 804.25 | 33 | 0.50 | 22.77 | 48 | 18 | 141 |
| 13 Nov | 808.65 | 32.5 | 10.45 | 25.36 | 122 | -27 | 124 |
| 12 Nov | 826.70 | 22.05 | 7.90 | 21.88 | 167 | 85 | 152 |
| 11 Nov | 847.65 | 14.15 | -3.15 | 21.50 | 44 | 12 | 66 |
| 8 Nov | 843.15 | 17.3 | 1.10 | 22.37 | 86 | 0 | 52 |
| 7 Nov | 859.60 | 16.2 | -0.80 | 26.23 | 32 | 16 | 50 |
| 6 Nov | 854.80 | 17 | -3.80 | 26.08 | 32 | 24 | 34 |
| 5 Nov | 849.20 | 20.8 | -22.55 | 26.94 | 20 | 9 | 9 |
| 4 Nov | 829.85 | 43.35 | 43.35 | 1.20 | 0 | 0 | 0 |
| 1 Nov | 821.20 | 0 | 0.58 | 0 | 0 | 0 | |
For State Bank Of India - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.21
Historical price for 830 PE is as follows
On 12 Dec SBIN was trading at 857.35. The strike last trading price was 4.7, which was 0.40 higher than the previous day. The implied volatity was 23.28, the open interest changed by -11 which decreased total open position to 2952
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 4.3, which was -0.10 lower than the previous day. The implied volatity was 23.67, the open interest changed by 50 which increased total open position to 2971
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 4.4, which was -1.85 lower than the previous day. The implied volatity was 25.67, the open interest changed by 276 which increased total open position to 2929
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 6.25, which was 0.95 higher than the previous day. The implied volatity was 24.68, the open interest changed by -242 which decreased total open position to 2651
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 5.3, which was -1.05 lower than the previous day. The implied volatity was 23.13, the open interest changed by -114 which decreased total open position to 2901
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 6.35, which was -0.95 lower than the previous day. The implied volatity was 24.90, the open interest changed by -15 which decreased total open position to 3018
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 7.3, which was -1.30 lower than the previous day. The implied volatity was 23.89, the open interest changed by 234 which increased total open position to 3044
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 8.6, which was -5.15 lower than the previous day. The implied volatity was 23.47, the open interest changed by 1073 which increased total open position to 2820
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 13.75, which was -0.50 lower than the previous day. The implied volatity was 22.78, the open interest changed by 216 which increased total open position to 1752
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 14.25, which was -0.55 lower than the previous day. The implied volatity was 23.09, the open interest changed by -6 which decreased total open position to 1540
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 14.8, which was -1.35 lower than the previous day. The implied volatity was 24.19, the open interest changed by 511 which increased total open position to 1596
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 16.15, which was -0.05 lower than the previous day. The implied volatity was 22.93, the open interest changed by 219 which increased total open position to 1078
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 16.2, which was 2.15 higher than the previous day. The implied volatity was 24.17, the open interest changed by 37 which increased total open position to 860
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 14.05, which was -14.45 lower than the previous day. The implied volatity was 24.34, the open interest changed by 625 which increased total open position to 830
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 28.5, which was -24.50 lower than the previous day. The implied volatity was 24.52, the open interest changed by 151 which increased total open position to 356
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 53, which was 14.95 higher than the previous day. The implied volatity was 27.96, the open interest changed by 11 which increased total open position to 208
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 38.05, which was 0.00 lower than the previous day. The implied volatity was 26.39, the open interest changed by 47 which increased total open position to 198
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 38.05, which was 11.55 higher than the previous day. The implied volatity was 26.39, the open interest changed by 48 which increased total open position to 198
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 26.5, which was -6.50 lower than the previous day. The implied volatity was 21.56, the open interest changed by 9 which increased total open position to 149
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 33, which was 0.50 higher than the previous day. The implied volatity was 22.77, the open interest changed by 18 which increased total open position to 141
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 32.5, which was 10.45 higher than the previous day. The implied volatity was 25.36, the open interest changed by -27 which decreased total open position to 124
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 22.05, which was 7.90 higher than the previous day. The implied volatity was 21.88, the open interest changed by 85 which increased total open position to 152
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 14.15, which was -3.15 lower than the previous day. The implied volatity was 21.50, the open interest changed by 12 which increased total open position to 66
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 17.3, which was 1.10 higher than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 52
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 16.2, which was -0.80 lower than the previous day. The implied volatity was 26.23, the open interest changed by 16 which increased total open position to 50
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 17, which was -3.80 lower than the previous day. The implied volatity was 26.08, the open interest changed by 24 which increased total open position to 34
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 20.8, which was -22.55 lower than the previous day. The implied volatity was 26.94, the open interest changed by 9 which increased total open position to 9
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 43.35, which was 43.35 higher than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
