SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 37.7 | 13.65 | - | 14,43,750 | -2,55,750 | 4,29,000 | |||
| 4 Jul | 839.30 | 24.05 | - | 17,74,500 | 42,000 | 6,84,750 | ||||
| 3 Jul | 839.95 | 25.25 | - | 56,21,250 | -1,23,000 | 6,42,750 | ||||
| 2 Jul | 826.15 | 20.35 | - | 22,48,500 | 4,74,000 | 7,50,000 | ||||
| 1 Jul | 841.95 | 29.75 | - | 2,93,250 | 1,05,000 | 2,76,000 | ||||
| 28 Jun | 848.95 | 33.6 | - | 3,36,750 | -79,500 | 1,71,000 | ||||
| 27 Jun | 844.00 | 31.15 | - | 3,58,500 | 42,000 | 2,50,500 | ||||
| 26 Jun | 845.35 | 32.1 | - | 4,20,750 | 4,500 | 2,06,250 | ||||
| 25 Jun | 842.25 | 31.3 | - | 7,37,250 | -39,000 | 2,01,750 | ||||
| 24 Jun | 832.70 | 26.6 | - | 5,77,500 | 1,29,750 | 2,43,000 | ||||
| 21 Jun | 836.30 | 28.55 | - | 2,56,500 | 91,500 | 1,11,000 | ||||
| 20 Jun | 843.75 | 37.35 | - | 3,750 | 2,250 | 19,500 | ||||
| 19 Jun | 852.60 | 42.00 | - | 18,000 | 3,000 | 17,250 | ||||
| 18 Jun | 844.90 | 35.65 | - | 12,000 | 1,500 | 13,500 | ||||
| 14 Jun | 839.20 | 33.75 | - | 8,250 | 1,500 | 12,000 | ||||
| 13 Jun | 843.90 | 35.10 | - | 4,500 | 3,000 | 10,500 | ||||
| 12 Jun | 839.10 | 37.10 | - | 18,000 | -3,750 | 6,750 | ||||
| 11 Jun | 835.55 | 36.50 | - | 12,000 | 5,250 | 10,500 | ||||
| 10 Jun | 831.80 | 37.80 | - | 7,500 | 3,000 | 4,500 | ||||
| 7 Jun | 829.95 | 37.00 | - | 2,250 | 1,500 | 1,500 | ||||
| 6 Jun | 816.95 | 36.55 | - | 0 | 0 | 0 | ||||
| 5 Jun | 789.75 | 36.55 | - | 0 | 0 | 0 | ||||
| 4 Jun | 775.20 | 36.55 | - | 0 | 0 | 0 | ||||
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| 3 Jun | 905.65 | 36.55 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 36.55 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 835 expiring on 25JUL2024
Delta for 835 CE is -
Historical price for 835 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 37.7, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by -255750 which decreased total open position to 429000
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 684750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -123000 which decreased total open position to 642750
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 474000 which increased total open position to 750000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 276000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 33.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -79500 which decreased total open position to 171000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 250500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 32.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 206250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 31.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -39000 which decreased total open position to 201750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 26.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 129750 which increased total open position to 243000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 28.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 91500 which increased total open position to 111000
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 19500
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 42.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 17250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 35.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 13500
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 33.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 12000
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 35.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 10500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 37.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 6750
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 10500
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 37.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 4500
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 36.55, 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 5 Jun SBIN was trading at 789.75. The strike last trading price was 36.55, 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 4 Jun SBIN was trading at 775.20. The strike last trading price was 36.55, 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 3 Jun SBIN was trading at 905.65. The strike last trading price was 36.55, 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 31 May SBIN was trading at 830.35. The strike last trading price was 36.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 7.75 | -7.55 | - | 45,08,250 | 2,38,500 | 6,51,750 |
| 4 Jul | 839.30 | 15.3 | - | 27,97,500 | 15,750 | 4,13,250 | |
| 3 Jul | 839.95 | 15.3 | - | 26,63,250 | 61,500 | 3,97,500 | |
| 2 Jul | 826.15 | 23.15 | - | 14,97,750 | 64,500 | 3,34,500 | |
| 1 Jul | 841.95 | 15.85 | - | 5,88,750 | -45,000 | 2,70,000 | |
| 28 Jun | 848.95 | 13.6 | - | 10,64,250 | 1,71,000 | 3,15,000 | |
| 27 Jun | 844.00 | 16.55 | - | 11,43,000 | 8,250 | 1,44,000 | |
| 26 Jun | 845.35 | 16.95 | - | 5,52,000 | 49,500 | 1,36,500 | |
| 25 Jun | 842.25 | 17.9 | - | 2,58,000 | 10,500 | 87,000 | |
| 24 Jun | 832.70 | 21.15 | - | 1,95,750 | 15,750 | 77,250 | |
| 21 Jun | 836.30 | 22.20 | - | 74,250 | 39,750 | 61,500 | |
| 20 Jun | 843.75 | 18.00 | - | 66,000 | 24,000 | 30,750 | |
| 19 Jun | 852.60 | 15.05 | - | 24,750 | 5,250 | 6,750 | |
| 18 Jun | 844.90 | 18.50 | - | 1,500 | 0 | 0 | |
| 14 Jun | 839.20 | 36.40 | - | 0 | 0 | 0 | |
| 13 Jun | 843.90 | 36.40 | - | 0 | 0 | 0 | |
| 12 Jun | 839.10 | 36.40 | - | 0 | 0 | 0 | |
| 11 Jun | 835.55 | 36.40 | - | 0 | 0 | 0 | |
| 10 Jun | 831.80 | 36.40 | - | 0 | 0 | 0 | |
| 7 Jun | 829.95 | 36.40 | - | 0 | 0 | 0 | |
| 6 Jun | 816.95 | 36.40 | - | 0 | 0 | 0 | |
| 5 Jun | 789.75 | 36.40 | - | 0 | 0 | 0 | |
| 4 Jun | 775.20 | 36.40 | - | 0 | 0 | 0 | |
| 3 Jun | 905.65 | 36.40 | - | 0 | 0 | 0 | |
| 31 May | 830.35 | 36.40 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 835 expiring on 25JUL2024
Delta for 835 PE is -
Historical price for 835 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 7.75, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 238500 which increased total open position to 651750
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 413250
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 61500 which increased total open position to 397500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 23.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 64500 which increased total open position to 334500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -45000 which decreased total open position to 270000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 13.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 171000 which increased total open position to 315000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 144000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 136500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 17.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 87000
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 21.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 77250
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 22.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 39750 which increased total open position to 61500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 30750
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 15.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 6750
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 18.50, 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 Jun SBIN was trading at 839.20. The strike last trading price was 36.40, 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 13 Jun SBIN was trading at 843.90. The strike last trading price was 36.40, 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 12 Jun SBIN was trading at 839.10. The strike last trading price was 36.40, 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 11 Jun SBIN was trading at 835.55. The strike last trading price was 36.40, 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 10 Jun SBIN was trading at 831.80. The strike last trading price was 36.40, 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 7 Jun SBIN was trading at 829.95. The strike last trading price was 36.40, 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 6 Jun SBIN was trading at 816.95. The strike last trading price was 36.40, 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 5 Jun SBIN was trading at 789.75. The strike last trading price was 36.40, 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 4 Jun SBIN was trading at 775.20. The strike last trading price was 36.40, 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 3 Jun SBIN was trading at 905.65. The strike last trading price was 36.40, 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 31 May SBIN was trading at 830.35. The strike last trading price was 36.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0