SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.17
Theta: -0.38
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 780.75 | 1.25 | -1.60 | 30.50 | 13,899 | 355 | 8,519 | |||
| 20 Nov | 803.00 | 2.85 | 0.00 | 22.32 | 19,150 | 1,440 | 8,147 | |||
| 19 Nov | 803.00 | 2.85 | -3.00 | 22.32 | 19,150 | 1,423 | 8,147 | |||
| 18 Nov | 814.30 | 5.85 | 1.00 | 20.98 | 12,129 | 313 | 6,749 | |||
| 14 Nov | 804.25 | 4.85 | -3.55 | 19.82 | 12,339 | 965 | 6,472 | |||
| 13 Nov | 808.65 | 8.4 | -6.30 | 21.79 | 24,379 | 2,077 | 5,531 | |||
| 12 Nov | 826.70 | 14.7 | -12.10 | 21.53 | 10,173 | 1,022 | 3,454 | |||
| 11 Nov | 847.65 | 26.8 | 1.00 | 20.62 | 3,800 | -371 | 2,433 | |||
| 8 Nov | 843.15 | 25.8 | -16.60 | 20.87 | 10,325 | 200 | 2,802 | |||
| 7 Nov | 859.60 | 42.4 | 2.75 | 27.31 | 2,107 | -285 | 2,606 | |||
| 6 Nov | 854.80 | 39.65 | 3.25 | 25.12 | 3,032 | -634 | 2,895 | |||
| 5 Nov | 849.20 | 36.4 | 8.55 | 27.54 | 18,238 | -645 | 3,610 | |||
| 4 Nov | 829.85 | 27.85 | 2.85 | 29.23 | 18,757 | 599 | 4,250 | |||
| 1 Nov | 821.20 | 25 | -0.30 | 29.43 | 1,363 | 88 | 3,659 | |||
| 31 Oct | 820.20 | 25.3 | -0.90 | - | 8,993 | 835 | 3,592 | |||
| 30 Oct | 822.45 | 26.2 | -5.70 | - | 4,465 | 970 | 2,752 | |||
| 29 Oct | 832.70 | 31.9 | 18.90 | - | 5,385 | 796 | 1,880 | |||
| 28 Oct | 792.05 | 13 | 2.55 | - | 1,344 | 52 | 1,086 | |||
| 25 Oct | 780.95 | 10.45 | -2.30 | - | 1,231 | 98 | 1,034 | |||
| 24 Oct | 794.55 | 12.75 | 1.40 | - | 731 | -26 | 913 | |||
| 23 Oct | 786.00 | 11.35 | -1.70 | - | 877 | 168 | 940 | |||
| 22 Oct | 790.40 | 13.05 | -7.45 | - | 785 | 94 | 773 | |||
| 21 Oct | 813.95 | 20.5 | -4.45 | - | 746 | 228 | 678 | |||
| 18 Oct | 820.40 | 24.95 | 3.95 | - | 423 | 54 | 450 | |||
| 17 Oct | 811.05 | 21 | 3.00 | - | 376 | 199 | 396 | |||
| 16 Oct | 805.45 | 18 | -0.65 | - | 48 | 14 | 196 | |||
| 15 Oct | 804.65 | 18.65 | -0.65 | - | 19 | 6 | 183 | |||
| 14 Oct | 805.15 | 19.3 | -0.35 | - | 83 | 42 | 176 | |||
| 11 Oct | 799.75 | 19.65 | -1.25 | - | 77 | 42 | 125 | |||
| 10 Oct | 797.10 | 20.9 | 0.90 | - | 14 | 11 | 83 | |||
| 9 Oct | 797.40 | 20 | 4.00 | - | 46 | 17 | 71 | |||
| 8 Oct | 781.45 | 16 | 1.80 | - | 73 | 41 | 54 | |||
| 7 Oct | 770.65 | 14.2 | -6.50 | - | 15 | 4 | 13 | |||
| 4 Oct | 796.65 | 20.7 | -16.30 | - | 9 | 5 | 5 | |||
| 3 Oct | 794.10 | 37 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 796.95 | 37 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 787.90 | 37 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 802.65 | 37 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 830 expiring on 28NOV2024
Delta for 830 CE is 0.08
Historical price for 830 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 1.25, which was -1.60 lower than the previous day. The implied volatity was 30.50, the open interest changed by 355 which increased total open position to 8519
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 22.32, the open interest changed by 1440 which increased total open position to 8147
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 2.85, which was -3.00 lower than the previous day. The implied volatity was 22.32, the open interest changed by 1423 which increased total open position to 8147
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 5.85, which was 1.00 higher than the previous day. The implied volatity was 20.98, the open interest changed by 313 which increased total open position to 6749
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 4.85, which was -3.55 lower than the previous day. The implied volatity was 19.82, the open interest changed by 965 which increased total open position to 6472
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 8.4, which was -6.30 lower than the previous day. The implied volatity was 21.79, the open interest changed by 2077 which increased total open position to 5531
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 14.7, which was -12.10 lower than the previous day. The implied volatity was 21.53, the open interest changed by 1022 which increased total open position to 3454
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 26.8, which was 1.00 higher than the previous day. The implied volatity was 20.62, the open interest changed by -371 which decreased total open position to 2433
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 25.8, which was -16.60 lower than the previous day. The implied volatity was 20.87, the open interest changed by 200 which increased total open position to 2802
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 42.4, which was 2.75 higher than the previous day. The implied volatity was 27.31, the open interest changed by -285 which decreased total open position to 2606
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 39.65, which was 3.25 higher than the previous day. The implied volatity was 25.12, the open interest changed by -634 which decreased total open position to 2895
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 36.4, which was 8.55 higher than the previous day. The implied volatity was 27.54, the open interest changed by -645 which decreased total open position to 3610
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 27.85, which was 2.85 higher than the previous day. The implied volatity was 29.23, the open interest changed by 599 which increased total open position to 4250
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 25, which was -0.30 lower than the previous day. The implied volatity was 29.43, the open interest changed by 88 which increased total open position to 3659
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 25.3, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 26.2, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 31.9, which was 18.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 13, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 10.45, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 12.75, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 11.35, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 13.05, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 20.5, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 24.95, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 21, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 18, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 18.65, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 19.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 19.65, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 20.9, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 20, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 16, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 14.2, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 20.7, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.26
Theta: -0.56
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 51 | 18.90 | 40.88 | 777 | -364 | 1,363 |
| 20 Nov | 803.00 | 32.1 | 0.00 | 31.33 | 2,434 | -186 | 1,734 |
| 19 Nov | 803.00 | 32.1 | 11.65 | 31.33 | 2,434 | -179 | 1,734 |
| 18 Nov | 814.30 | 20.45 | -6.30 | 23.07 | 2,341 | -408 | 1,920 |
| 14 Nov | 804.25 | 26.75 | 4.10 | 21.78 | 2,306 | -222 | 2,351 |
| 13 Nov | 808.65 | 22.65 | 7.05 | 21.71 | 9,052 | -673 | 2,627 |
| 12 Nov | 826.70 | 15.6 | 8.40 | 22.37 | 16,382 | 282 | 3,296 |
| 11 Nov | 847.65 | 7.2 | -3.10 | 20.95 | 8,246 | 94 | 3,037 |
| 8 Nov | 843.15 | 10.3 | 0.90 | 21.83 | 26,183 | -215 | 2,931 |
| 7 Nov | 859.60 | 9.4 | -0.50 | 27.48 | 5,602 | 110 | 3,138 |
| 6 Nov | 854.80 | 9.9 | -4.50 | 26.69 | 5,869 | 674 | 3,027 |
| 5 Nov | 849.20 | 14.4 | -8.05 | 28.91 | 11,757 | 664 | 2,418 |
| 4 Nov | 829.85 | 22.45 | -6.40 | 29.77 | 5,715 | 305 | 1,769 |
| 1 Nov | 821.20 | 28.85 | 1.15 | 31.29 | 541 | 70 | 1,465 |
| 31 Oct | 820.20 | 27.7 | 2.20 | - | 3,097 | 460 | 1,398 |
| 30 Oct | 822.45 | 25.5 | 2.80 | - | 2,797 | 137 | 936 |
| 29 Oct | 832.70 | 22.7 | -20.30 | - | 1,981 | 358 | 800 |
| 28 Oct | 792.05 | 43 | -9.35 | - | 78 | 30 | 443 |
| 25 Oct | 780.95 | 52.35 | 11.70 | - | 50 | 10 | 413 |
| 24 Oct | 794.55 | 40.65 | -7.85 | - | 30 | 0 | 403 |
| 23 Oct | 786.00 | 48.5 | 3.05 | - | 25 | 11 | 403 |
| 22 Oct | 790.40 | 45.45 | 15.65 | - | 244 | 61 | 391 |
| 21 Oct | 813.95 | 29.8 | 4.90 | - | 479 | 201 | 329 |
| 18 Oct | 820.40 | 24.9 | -6.50 | - | 167 | 80 | 123 |
| 17 Oct | 811.05 | 31.4 | 8.40 | - | 57 | 40 | 42 |
| 16 Oct | 805.45 | 23 | -9.00 | - | 1 | 0 | 1 |
| 15 Oct | 804.65 | 32 | -22.75 | - | 1 | 0 | 0 |
| 14 Oct | 805.15 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 799.75 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 797.10 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 797.40 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 781.45 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 770.65 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 796.65 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 794.10 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 796.95 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 787.90 | 54.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 802.65 | 54.75 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 830 expiring on 28NOV2024
Delta for 830 PE is -0.84
Historical price for 830 PE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 51, which was 18.90 higher than the previous day. The implied volatity was 40.88, the open interest changed by -364 which decreased total open position to 1363
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 32.1, which was 0.00 lower than the previous day. The implied volatity was 31.33, the open interest changed by -186 which decreased total open position to 1734
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 32.1, which was 11.65 higher than the previous day. The implied volatity was 31.33, the open interest changed by -179 which decreased total open position to 1734
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 20.45, which was -6.30 lower than the previous day. The implied volatity was 23.07, the open interest changed by -408 which decreased total open position to 1920
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 26.75, which was 4.10 higher than the previous day. The implied volatity was 21.78, the open interest changed by -222 which decreased total open position to 2351
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 22.65, which was 7.05 higher than the previous day. The implied volatity was 21.71, the open interest changed by -673 which decreased total open position to 2627
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 15.6, which was 8.40 higher than the previous day. The implied volatity was 22.37, the open interest changed by 282 which increased total open position to 3296
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 7.2, which was -3.10 lower than the previous day. The implied volatity was 20.95, the open interest changed by 94 which increased total open position to 3037
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 10.3, which was 0.90 higher than the previous day. The implied volatity was 21.83, the open interest changed by -215 which decreased total open position to 2931
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 9.4, which was -0.50 lower than the previous day. The implied volatity was 27.48, the open interest changed by 110 which increased total open position to 3138
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 9.9, which was -4.50 lower than the previous day. The implied volatity was 26.69, the open interest changed by 674 which increased total open position to 3027
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 14.4, which was -8.05 lower than the previous day. The implied volatity was 28.91, the open interest changed by 664 which increased total open position to 2418
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 22.45, which was -6.40 lower than the previous day. The implied volatity was 29.77, the open interest changed by 305 which increased total open position to 1769
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 28.85, which was 1.15 higher than the previous day. The implied volatity was 31.29, the open interest changed by 70 which increased total open position to 1465
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 27.7, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 25.5, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 22.7, which was -20.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 43, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 52.35, which was 11.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 40.65, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 48.5, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 45.45, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 29.8, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 24.9, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 31.4, which was 8.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 23, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 32, which was -22.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 54.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 54.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
