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 | 34.15 | 12.60 | - | 1,06,60,500 | -18,82,500 | 19,30,500 | |||
| 4 Jul | 839.30 | 21.55 | - | 92,42,250 | 5,52,000 | 38,13,000 | ||||
| 3 Jul | 839.95 | 22.6 | - | 1,39,32,000 | -4,66,500 | 32,61,000 | ||||
| 2 Jul | 826.15 | 18.15 | - | 1,01,10,750 | 15,75,000 | 38,04,000 | ||||
| 1 Jul | 841.95 | 26.95 | - | 29,76,000 | 7,00,500 | 22,29,000 | ||||
| 28 Jun | 848.95 | 30.25 | - | 37,77,000 | -3,52,500 | 15,28,500 | ||||
| 27 Jun | 844.00 | 28.35 | - | 51,94,500 | 3,94,500 | 18,81,000 | ||||
| 26 Jun | 845.35 | 29.4 | - | 39,43,500 | 1,11,000 | 14,85,750 | ||||
| 25 Jun | 842.25 | 28.65 | - | 31,45,500 | -66,000 | 13,74,750 | ||||
| 24 Jun | 832.70 | 24.35 | - | 21,76,500 | 5,01,000 | 14,43,000 | ||||
| 21 Jun | 836.30 | 26.00 | - | 17,45,250 | 6,88,500 | 9,40,500 | ||||
| 20 Jun | 843.75 | 33.05 | - | 4,04,250 | 1,11,000 | 2,51,250 | ||||
| 19 Jun | 852.60 | 38.60 | - | 4,48,500 | -15,750 | 1,40,250 | ||||
| 18 Jun | 844.90 | 33.65 | - | 2,04,000 | 9,000 | 1,56,000 | ||||
| 14 Jun | 839.20 | 31.10 | - | 1,77,000 | 46,500 | 1,47,000 | ||||
| 13 Jun | 843.90 | 35.00 | - | 1,17,750 | 25,500 | 1,00,500 | ||||
| 12 Jun | 839.10 | 34.55 | - | 66,000 | 28,500 | 75,750 | ||||
| 11 Jun | 835.55 | 33.65 | - | 39,000 | 21,000 | 46,500 | ||||
| 10 Jun | 831.80 | 34.75 | - | 25,500 | 16,500 | 25,500 | ||||
| 7 Jun | 829.95 | 36.80 | - | 8,250 | 750 | 9,750 | ||||
| 6 Jun | 816.95 | 33.60 | - | 18,750 | 750 | 9,000 | ||||
| 5 Jun | 789.75 | 24.80 | - | 10,500 | 8,250 | 8,250 | ||||
| 4 Jun | 775.20 | 48.00 | - | 0 | 0 | 0 | ||||
| 3 Jun | 905.65 | 48.00 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 48.00 | - | 0 | 750 | 0 | ||||
| 30 May | 825.85 | 48.00 | - | 0 | 750 | 0 | ||||
| 29 May | 822.65 | 48.00 | - | 1,500 | 750 | 750 | ||||
| 28 May | 831.15 | 40.10 | - | 0 | 0 | 0 | ||||
| 27 May | 833.70 | 40.10 | - | 0 | 0 | 0 | ||||
| 24 May | 828.60 | 40.10 | - | 0 | 0 | 0 | ||||
| 23 May | 832.10 | 40.10 | - | 0 | 0 | 0 | ||||
| 22 May | 818.75 | 40.10 | - | 0 | 0 | 0 | ||||
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| 21 May | 830.65 | 40.10 | - | 0 | 0 | 0 | ||||
| 18 May | 821.00 | 40.10 | - | 0 | 0 | 0 | ||||
| 17 May | 817.85 | 40.10 | - | 0 | 0 | 0 | ||||
| 16 May | 811.95 | 40.10 | - | 0 | 0 | 0 | ||||
| 15 May | 820.30 | 40.10 | - | 0 | 0 | 0 | ||||
| 14 May | 818.20 | 40.10 | - | 0 | 0 | 0 | ||||
| 13 May | 808.80 | 40.10 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 840 expiring on 25JUL2024
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 34.15, which was 12.60 higher than the previous day. The implied volatity was -, the open interest changed by -1882500 which decreased total open position to 1930500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 21.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 552000 which increased total open position to 3813000
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 22.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -466500 which decreased total open position to 3261000
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 18.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575000 which increased total open position to 3804000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 700500 which increased total open position to 2229000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 30.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -352500 which decreased total open position to 1528500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 28.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 394500 which increased total open position to 1881000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 29.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 111000 which increased total open position to 1485750
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 28.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 1374750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 24.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 501000 which increased total open position to 1443000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 26.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 688500 which increased total open position to 940500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 33.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 111000 which increased total open position to 251250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 38.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 140250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 33.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 156000
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 31.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 46500 which increased total open position to 147000
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 35.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 100500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 34.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 75750
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 33.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 46500
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 34.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 25500
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 36.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 9750
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 33.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 9000
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 24.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 8250
On 4 Jun SBIN was trading at 775.20. 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
On 3 Jun SBIN was trading at 905.65. 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
On 31 May SBIN was trading at 830.35. The strike last trading price was 48.00, 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 30 May SBIN was trading at 825.85. The strike last trading price was 48.00, 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 29 May SBIN was trading at 822.65. The strike last trading price was 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 28 May SBIN was trading at 831.15. The strike last trading price was 40.10, 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 40.10, 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 40.10, 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 40.10, 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 40.10, 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 40.10, 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 18 May SBIN was trading at 821.00. The strike last trading price was 40.10, 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 40.10, 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 40.10, 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 40.10, 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 40.10, 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 40.10, 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 | 9.3 | -8.35 | - | 1,32,48,750 | 11,61,000 | 33,81,750 |
| 4 Jul | 839.30 | 17.65 | - | 69,28,500 | 2,11,500 | 22,20,750 | |
| 3 Jul | 839.95 | 17.75 | - | 58,35,000 | -1,23,000 | 20,09,250 | |
| 2 Jul | 826.15 | 25.85 | - | 56,67,000 | 1,35,750 | 21,37,500 | |
| 1 Jul | 841.95 | 18 | - | 40,94,250 | 1,49,250 | 20,01,750 | |
| 28 Jun | 848.95 | 15.5 | - | 63,15,750 | 3,50,250 | 18,52,500 | |
| 27 Jun | 844.00 | 18.75 | - | 47,61,750 | 3,75,000 | 15,02,250 | |
| 26 Jun | 845.35 | 19.2 | - | 29,14,500 | 2,94,750 | 11,30,250 | |
| 25 Jun | 842.25 | 20.05 | - | 11,97,750 | 81,000 | 8,35,500 | |
| 24 Jun | 832.70 | 23.7 | - | 6,23,250 | 1,12,500 | 7,39,500 | |
| 21 Jun | 836.30 | 24.70 | - | 10,63,500 | 1,81,500 | 6,26,250 | |
| 20 Jun | 843.75 | 20.10 | - | 4,41,750 | 1,14,750 | 4,44,750 | |
| 19 Jun | 852.60 | 16.85 | - | 6,19,500 | 2,10,750 | 3,30,000 | |
| 18 Jun | 844.90 | 20.00 | - | 2,21,250 | 30,750 | 1,15,500 | |
| 14 Jun | 839.20 | 24.00 | - | 69,750 | 23,250 | 84,750 | |
| 13 Jun | 843.90 | 23.35 | - | 63,750 | 20,250 | 61,500 | |
| 12 Jun | 839.10 | 26.75 | - | 46,500 | 16,500 | 41,250 | |
| 11 Jun | 835.55 | 31.00 | - | 36,000 | 18,750 | 24,750 | |
| 10 Jun | 831.80 | 37.90 | - | 7,500 | 4,500 | 6,000 | |
| 7 Jun | 829.95 | 41.90 | - | 1,500 | 1,500 | 1,500 | |
| 6 Jun | 816.95 | 41.25 | - | 750 | 0 | 0 | |
| 5 Jun | 789.75 | 26.55 | - | 0 | -750 | 0 | |
| 4 Jun | 775.20 | 26.55 | - | 1,500 | 750 | 750 | |
| 3 Jun | 905.65 | 52.20 | - | 0 | 0 | 0 | |
| 31 May | 830.35 | 52.20 | - | 0 | 0 | 0 | |
| 30 May | 825.85 | 52.20 | - | 0 | 0 | 0 | |
| 29 May | 822.65 | 52.20 | - | 0 | 0 | 0 | |
| 28 May | 831.15 | 52.20 | - | 0 | 0 | 0 | |
| 27 May | 833.70 | 52.20 | - | 0 | 0 | 0 | |
| 24 May | 828.60 | 52.20 | - | 0 | 0 | 0 | |
| 23 May | 832.10 | 52.20 | - | 0 | 0 | 0 | |
| 22 May | 818.75 | 52.20 | - | 0 | 0 | 0 | |
| 21 May | 830.65 | 52.20 | - | 0 | 0 | 0 | |
| 18 May | 821.00 | 52.20 | - | 0 | 0 | 0 | |
| 17 May | 817.85 | 52.20 | - | 0 | 0 | 0 | |
| 16 May | 811.95 | 52.20 | - | 0 | 0 | 0 | |
| 15 May | 820.30 | 52.20 | - | 0 | 0 | 0 | |
| 14 May | 818.20 | 52.20 | - | 0 | 0 | 0 | |
| 13 May | 808.80 | 52.20 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 840 expiring on 25JUL2024
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 9.3, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 1161000 which increased total open position to 3381750
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 17.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 211500 which increased total open position to 2220750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 17.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -123000 which decreased total open position to 2009250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 25.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 135750 which increased total open position to 2137500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by 149250 which increased total open position to 2001750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 350250 which increased total open position to 1852500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 375000 which increased total open position to 1502250
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 19.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 294750 which increased total open position to 1130250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 20.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 81000 which increased total open position to 835500
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 23.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 112500 which increased total open position to 739500
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 626250
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 20.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 114750 which increased total open position to 444750
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 210750 which increased total open position to 330000
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30750 which increased total open position to 115500
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23250 which increased total open position to 84750
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 23.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 20250 which increased total open position to 61500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 26.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 41250
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 31.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18750 which increased total open position to 24750
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 37.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 6000
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 41.90, 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 41.25, 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 26.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 0
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 26.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 52.20, 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 52.20, 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 30 May SBIN was trading at 825.85. The strike last trading price was 52.20, 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 52.20, 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 52.20, 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 52.20, 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 52.20, 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 52.20, 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 52.20, 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 52.20, 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 18 May SBIN was trading at 821.00. The strike last trading price was 52.20, 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 52.20, 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 52.20, 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 52.20, 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 52.20, 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 52.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0