SBIN
STATE BANK OF INDIA
Historical option data for SBIN
04 Jul 2024 11:30 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 839.40 | 19.7 | -0.50 | - | 21,00,000 | 2,43,000 | 15,54,750 | |||
| 3 Jul | 839.95 | 20.2 | - | 37,68,750 | -1,99,500 | 13,11,750 | ||||
| 2 Jul | 826.15 | 16.2 | - | 38,90,250 | 4,59,000 | 15,06,000 | ||||
| 1 Jul | 841.95 | 24.25 | - | 27,47,250 | 6,36,750 | 10,47,000 | ||||
| 28 Jun | 848.95 | 27.5 | - | 18,00,000 | -2,57,250 | 4,10,250 | ||||
| 27 Jun | 844.00 | 25.8 | - | 27,63,000 | 2,24,250 | 6,67,500 | ||||
| 26 Jun | 845.35 | 26.6 | - | 18,38,250 | 1,20,750 | 4,46,250 | ||||
| 25 Jun | 842.25 | 26.1 | - | 5,95,500 | 72,750 | 3,25,500 | ||||
| 24 Jun | 832.70 | 21.95 | - | 2,43,750 | 16,500 | 2,51,250 | ||||
| 21 Jun | 836.30 | 23.50 | - | 3,28,500 | 87,750 | 2,35,500 | ||||
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| 20 Jun | 843.75 | 30.35 | - | 1,47,000 | 73,500 | 1,47,750 | ||||
| 19 Jun | 852.60 | 36.20 | - | 1,88,250 | 0 | 74,250 | ||||
| 18 Jun | 844.90 | 31.10 | - | 60,000 | 30,750 | 73,500 | ||||
| 14 Jun | 839.20 | 28.40 | - | 51,000 | 4,500 | 42,750 | ||||
| 13 Jun | 843.90 | 32.10 | - | 27,000 | 11,250 | 38,250 | ||||
| 12 Jun | 839.10 | 34.05 | - | 9,750 | 3,000 | 24,000 | ||||
| 11 Jun | 835.55 | 31.15 | - | 3,750 | 750 | 21,750 | ||||
| 10 Jun | 831.80 | 33.00 | - | 17,250 | 9,000 | 21,000 | ||||
| 7 Jun | 829.95 | 29.50 | - | 750 | 750 | 11,250 | ||||
| 6 Jun | 816.95 | 30.00 | - | 3,750 | 3,750 | 10,500 | ||||
| 5 Jun | 789.75 | 26.25 | - | 11,250 | 750 | 6,750 | ||||
| 4 Jun | 775.20 | 42.25 | - | 6,750 | 6,000 | 6,000 | ||||
| 3 Jun | 905.65 | 32.05 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 32.05 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 845 expiring on 25JUL2024
Delta for 845 CE is -
Historical price for 845 CE is as follows
On 4 Jul SBIN was trading at 839.40. The strike last trading price was 19.7, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 243000 which increased total open position to 1554750
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 20.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -199500 which decreased total open position to 1311750
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 16.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 459000 which increased total open position to 1506000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 24.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 636750 which increased total open position to 1047000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 27.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -257250 which decreased total open position to 410250
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 25.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 224250 which increased total open position to 667500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 26.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 120750 which increased total open position to 446250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 26.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 72750 which increased total open position to 325500
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 251250
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 87750 which increased total open position to 235500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 30.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 73500 which increased total open position to 147750
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 36.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 31.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 30750 which increased total open position to 73500
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 28.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 42750
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 32.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 38250
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 34.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 24000
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 31.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 21750
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 21000
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 29.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 11250
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 10500
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 26.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 6750
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 42.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 32.05, 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 32.05, 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 |
| 4 Jul | 839.40 | 20.8 | 0.65 | - | 9,64,500 | 28,500 | 6,19,500 |
| 3 Jul | 839.95 | 20.15 | - | 12,72,750 | -28,500 | 5,91,000 | |
| 2 Jul | 826.15 | 28.8 | - | 19,48,500 | 71,250 | 6,21,750 | |
| 1 Jul | 841.95 | 20.35 | - | 19,89,750 | 87,750 | 5,50,500 | |
| 28 Jun | 848.95 | 17.6 | - | 24,69,000 | 1,23,750 | 4,62,750 | |
| 27 Jun | 844.00 | 21 | - | 13,67,250 | 1,31,250 | 3,39,000 | |
| 26 Jun | 845.35 | 21.4 | - | 7,99,500 | 68,250 | 2,16,000 | |
| 25 Jun | 842.25 | 22.6 | - | 2,58,000 | 48,750 | 1,47,750 | |
| 24 Jun | 832.70 | 26.5 | - | 59,250 | 9,000 | 98,250 | |
| 21 Jun | 836.30 | 27.30 | - | 1,08,750 | 27,000 | 87,750 | |
| 20 Jun | 843.75 | 22.45 | - | 1,07,250 | 31,500 | 59,250 | |
| 19 Jun | 852.60 | 19.90 | - | 39,750 | 8,250 | 27,750 | |
| 18 Jun | 844.90 | 22.85 | - | 51,750 | 11,250 | 18,750 | |
| 14 Jun | 839.20 | 38.85 | - | 750 | 0 | 7,500 | |
| 13 Jun | 843.90 | 89.65 | - | 0 | 0 | 7,500 | |
| 12 Jun | 839.10 | 89.65 | - | 0 | 0 | 0 | |
| 11 Jun | 835.55 | 89.65 | - | 0 | 0 | 0 | |
| 10 Jun | 831.80 | 89.65 | - | 0 | 0 | 0 | |
| 7 Jun | 829.95 | 89.65 | - | 0 | 7,500 | 0 | |
| 6 Jun | 816.95 | 89.65 | - | 0 | 7,500 | 0 | |
| 5 Jun | 789.75 | 89.65 | - | 0 | 7,500 | 7,500 | |
| 4 Jun | 775.20 | 89.65 | - | 7,500 | 0 | 0 | |
| 3 Jun | 905.65 | 41.80 | - | 0 | 0 | 0 | |
| 31 May | 830.35 | 41.80 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 845 expiring on 25JUL2024
Delta for 845 PE is -
Historical price for 845 PE is as follows
On 4 Jul SBIN was trading at 839.40. The strike last trading price was 20.8, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 619500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 20.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -28500 which decreased total open position to 591000
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 28.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 71250 which increased total open position to 621750
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 87750 which increased total open position to 550500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 17.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 123750 which increased total open position to 462750
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 131250 which increased total open position to 339000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 68250 which increased total open position to 216000
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 22.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 48750 which increased total open position to 147750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 26.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 98250
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 27.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 87750
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 59250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 27750
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 18750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 38.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7500
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 89.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 89.65, 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 89.65, 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 89.65, 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 89.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 0
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 89.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 0
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 89.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 89.65, 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 41.80, 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 41.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0