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[--[65.84.65.76]--]
SBIN
State Bank Of India

742.2 -26.40 (-3.43%)

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Historical option data for SBIN

09 Apr 2025 04:10 PM IST
SBIN 24APR2025 840 CE
Delta: 0.04
Vega: 0.14
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 742.20 0.85 -0.85 33.50 2,793 -122 2,573
8 Apr 768.60 1.7 0.45 28.05 5,264 -639 2,706
7 Apr 746.90 1.2 0.1 31.52 2,760 -261 3,334
4 Apr 767.45 1.15 -0.7 22.97 3,198 700 3,601
3 Apr 779.20 1.85 0.35 21.70 4,572 751 2,912
2 Apr 775.95 1.5 0.15 20.99 2,297 90 2,131
1 Apr 771.70 1.3 -0.55 21.23 5,345 -1,284 2,054
28 Mar 771.50 1.85 -0.5 21.13 2,223 344 3,338
27 Mar 772.30 2.5 0.45 22.18 1,357 181 3,002
26 Mar 764.00 2 -1.1 22.89 705 112 2,808
25 Mar 772.85 2.95 -1.3 22.81 1,244 247 2,697
24 Mar 780.80 4.5 3.1 22.39 6,209 2,231 2,450
21 Mar 753.20 1.45 -0.05 21.20 113 38 218
20 Mar 749.55 1.5 -0.15 22.35 73 33 178
19 Mar 745.10 1.55 0.05 22.87 107 15 139
18 Mar 736.70 1.5 0.05 24.00 22 0 124
17 Mar 723.15 1.45 0 26.49 1 0 123
13 Mar 727.85 1.45 -0.1 24.12 22 1 124
12 Mar 723.05 1.55 -0.25 25.22 19 8 124
11 Mar 729.85 1.8 0 24.37 67 10 116
10 Mar 728.90 1.8 -0.35 24.38 17 105 105
7 Mar 732.75 2.15 0 0.00 0 6 0
6 Mar 732.05 2.15 0.05 23.63 18 6 97
5 Mar 730.35 2 0 23.00 24 5 91
4 Mar 716.05 2 0.6 25.39 19 9 85
3 Mar 695.30 1.4 -0.05 27.03 4 3 77
28 Feb 688.80 1.45 -0.15 27.47 110 20 73
27 Feb 703.90 1.6 -0.6 25.44 3 0 53
26 Feb 710.05 2.2 -0.9 25.26 1 1 52
25 Feb 710.90 2.2 -0.9 25.26 1 0 52
24 Feb 716.40 3.1 -1.1 25.91 6 2 51
21 Feb 722.00 4.2 -0.6 26.29 4 -1 49
20 Feb 729.70 4.8 0.7 25.40 8 2 45
19 Feb 727.30 4 -1 24.36 17 4 41
18 Feb 725.80 5 0 26.00 28 18 28
17 Feb 727.70 5 -18.5 25.27 10 1 1
14 Feb 722.15 23.5 0 8.00 0 0 0
13 Feb 727.65 23.5 0 7.62 0 0 0
4 Feb 779.20 23.5 0 3.32 0 0 0
3 Feb 760.95 23.5 0 4.57 0 0 0
1 Feb 766.00 23.5 0 4.60 0 0 0


For State Bank Of India - strike price 840 expiring on 24APR2025

Delta for 840 CE is 0.04

Historical price for 840 CE is as follows

On 9 Apr SBIN was trading at 742.20. The strike last trading price was 0.85, which was -0.85 lower than the previous day. The implied volatity was 33.50, the open interest changed by -122 which decreased total open position to 2573


On 8 Apr SBIN was trading at 768.60. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was 28.05, the open interest changed by -639 which decreased total open position to 2706


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 31.52, the open interest changed by -261 which decreased total open position to 3334


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 22.97, the open interest changed by 700 which increased total open position to 3601


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 21.70, the open interest changed by 751 which increased total open position to 2912


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 20.99, the open interest changed by 90 which increased total open position to 2131


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 21.23, the open interest changed by -1284 which decreased total open position to 2054


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 1.85, which was -0.5 lower than the previous day. The implied volatity was 21.13, the open interest changed by 344 which increased total open position to 3338


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 22.18, the open interest changed by 181 which increased total open position to 3002


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 2, which was -1.1 lower than the previous day. The implied volatity was 22.89, the open interest changed by 112 which increased total open position to 2808


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 2.95, which was -1.3 lower than the previous day. The implied volatity was 22.81, the open interest changed by 247 which increased total open position to 2697


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 4.5, which was 3.1 higher than the previous day. The implied volatity was 22.39, the open interest changed by 2231 which increased total open position to 2450


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 21.20, the open interest changed by 38 which increased total open position to 218


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 22.35, the open interest changed by 33 which increased total open position to 178


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 22.87, the open interest changed by 15 which increased total open position to 139


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 124


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 123


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1 which increased total open position to 124


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 25.22, the open interest changed by 8 which increased total open position to 124


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 24.37, the open interest changed by 10 which increased total open position to 116


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 24.38, the open interest changed by 105 which increased total open position to 105


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 23.63, the open interest changed by 6 which increased total open position to 97


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 23.00, the open interest changed by 5 which increased total open position to 91


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 2, which was 0.6 higher than the previous day. The implied volatity was 25.39, the open interest changed by 9 which increased total open position to 85


On 3 Mar SBIN was trading at 695.30. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by 3 which increased total open position to 77


On 28 Feb SBIN was trading at 688.80. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 27.47, the open interest changed by 20 which increased total open position to 73


On 27 Feb SBIN was trading at 703.90. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 53


On 26 Feb SBIN was trading at 710.05. The strike last trading price was 2.2, which was -0.9 lower than the previous day. The implied volatity was 25.26, the open interest changed by 1 which increased total open position to 52


On 25 Feb SBIN was trading at 710.90. The strike last trading price was 2.2, which was -0.9 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 52


On 24 Feb SBIN was trading at 716.40. The strike last trading price was 3.1, which was -1.1 lower than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 51


On 21 Feb SBIN was trading at 722.00. The strike last trading price was 4.2, which was -0.6 lower than the previous day. The implied volatity was 26.29, the open interest changed by -1 which decreased total open position to 49


On 20 Feb SBIN was trading at 729.70. The strike last trading price was 4.8, which was 0.7 higher than the previous day. The implied volatity was 25.40, the open interest changed by 2 which increased total open position to 45


On 19 Feb SBIN was trading at 727.30. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 24.36, the open interest changed by 4 which increased total open position to 41


On 18 Feb SBIN was trading at 725.80. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 26.00, the open interest changed by 18 which increased total open position to 28


On 17 Feb SBIN was trading at 727.70. The strike last trading price was 5, which was -18.5 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 1


On 14 Feb SBIN was trading at 722.15. The strike last trading price was 23.5, which was 0 lower than the previous day. The implied volatity was 8.00, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SBIN was trading at 727.65. The strike last trading price was 23.5, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SBIN was trading at 779.20. The strike last trading price was 23.5, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SBIN was trading at 760.95. The strike last trading price was 23.5, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBIN was trading at 766.00. The strike last trading price was 23.5, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0


SBIN 24APR2025 840 PE
Delta: -0.94
Vega: 0.18
Theta: -0.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 742.20 95.55 24.45 37.24 18 -12 818
8 Apr 768.60 71.1 -19.65 37.58 22 -4 831
7 Apr 746.90 90.75 20.2 41.20 86 -14 836
4 Apr 767.45 70.05 12.15 30.92 27 0 850
3 Apr 779.20 57.9 -4.8 23.89 172 -12 850
2 Apr 775.95 63 -2.2 29.07 33 -4 863
1 Apr 771.70 65.2 1.35 22.72 27 10 867
28 Mar 771.50 63.85 0.3 19.20 134 -9 857
27 Mar 772.30 62.85 -7.65 18.86 14 8 866
26 Mar 764.00 70.5 7.25 - 33 6 858
25 Mar 772.85 64.4 6.95 19.47 95 14 852
24 Mar 780.80 56.75 -25.25 22.99 974 771 838
21 Mar 753.20 82 -3.75 27.42 30 27 65
20 Mar 749.55 86.5 -0.05 26.49 36 16 38
19 Mar 745.10 86.55 -9.8 13.31 1 0 23
18 Mar 736.70 96 -6 25.82 4 2 21
17 Mar 723.15 102 0 0.00 0 0 0
13 Mar 727.85 102 0 0.00 0 0 0
12 Mar 723.05 102 0 0.00 0 0 0
11 Mar 729.85 102 0 0.00 0 2 0
10 Mar 728.90 102 -0.5 - 3 2 18
7 Mar 732.75 102.5 0.5 30.19 2 1 16
6 Mar 732.05 102 -9 26.86 1 0 14
5 Mar 730.35 111 24.05 39.39 14 6 6
4 Mar 716.05 86.95 0 0.00 0 0 0
3 Mar 695.30 86.95 0 - 0 0 0
28 Feb 688.80 86.95 0 - 0 0 0
27 Feb 703.90 0 0 - 0 0 0
26 Feb 710.05 0 0 - 0 0 0
25 Feb 710.90 0 0 - 0 0 0
24 Feb 716.40 0 0 - 0 0 0
21 Feb 722.00 0 0 - 0 0 0
20 Feb 729.70 0 0 - 0 0 0
19 Feb 727.30 0 0 - 0 0 0
18 Feb 725.80 0 0 - 0 0 0
17 Feb 727.70 0 0 - 0 0 0
14 Feb 722.15 0 0 - 0 0 0
13 Feb 727.65 0 0 - 0 0 0
4 Feb 779.20 0 0 - 0 0 0
3 Feb 760.95 0 0 - 0 0 0
1 Feb 766.00 0 0 - 0 0 0


For State Bank Of India - strike price 840 expiring on 24APR2025

Delta for 840 PE is -0.94

Historical price for 840 PE is as follows

On 9 Apr SBIN was trading at 742.20. The strike last trading price was 95.55, which was 24.45 higher than the previous day. The implied volatity was 37.24, the open interest changed by -12 which decreased total open position to 818


On 8 Apr SBIN was trading at 768.60. The strike last trading price was 71.1, which was -19.65 lower than the previous day. The implied volatity was 37.58, the open interest changed by -4 which decreased total open position to 831


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 90.75, which was 20.2 higher than the previous day. The implied volatity was 41.20, the open interest changed by -14 which decreased total open position to 836


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 70.05, which was 12.15 higher than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 850


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 57.9, which was -4.8 lower than the previous day. The implied volatity was 23.89, the open interest changed by -12 which decreased total open position to 850


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 63, which was -2.2 lower than the previous day. The implied volatity was 29.07, the open interest changed by -4 which decreased total open position to 863


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 65.2, which was 1.35 higher than the previous day. The implied volatity was 22.72, the open interest changed by 10 which increased total open position to 867


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 63.85, which was 0.3 higher than the previous day. The implied volatity was 19.20, the open interest changed by -9 which decreased total open position to 857


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 62.85, which was -7.65 lower than the previous day. The implied volatity was 18.86, the open interest changed by 8 which increased total open position to 866


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 70.5, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 858


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 64.4, which was 6.95 higher than the previous day. The implied volatity was 19.47, the open interest changed by 14 which increased total open position to 852


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 56.75, which was -25.25 lower than the previous day. The implied volatity was 22.99, the open interest changed by 771 which increased total open position to 838


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 82, which was -3.75 lower than the previous day. The implied volatity was 27.42, the open interest changed by 27 which increased total open position to 65


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 86.5, which was -0.05 lower than the previous day. The implied volatity was 26.49, the open interest changed by 16 which increased total open position to 38


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 86.55, which was -9.8 lower than the previous day. The implied volatity was 13.31, the open interest changed by 0 which decreased total open position to 23


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 96, which was -6 lower than the previous day. The implied volatity was 25.82, the open interest changed by 2 which increased total open position to 21


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 102, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 18


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 102.5, which was 0.5 higher than the previous day. The implied volatity was 30.19, the open interest changed by 1 which increased total open position to 16


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 102, which was -9 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 14


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 111, which was 24.05 higher than the previous day. The implied volatity was 39.39, the open interest changed by 6 which increased total open position to 6


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 86.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Mar SBIN was trading at 695.30. The strike last trading price was 86.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Feb SBIN was trading at 688.80. The strike last trading price was 86.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb SBIN was trading at 703.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb SBIN was trading at 710.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb SBIN was trading at 710.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SBIN was trading at 716.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb SBIN was trading at 722.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SBIN was trading at 729.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SBIN was trading at 727.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb SBIN was trading at 725.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SBIN was trading at 727.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb SBIN was trading at 722.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SBIN was trading at 727.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SBIN was trading at 779.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SBIN was trading at 760.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBIN was trading at 766.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0