SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.21
Theta: -0.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 768.60 | 1.35 | 0.35 | 29.43 | 4,299 | 231 | 1,835 | |||
| 7 Apr | 746.90 | 1 | 0.2 | 32.94 | 1,659 | 62 | 1,604 | |||
| 4 Apr | 767.45 | 0.85 | -0.35 | 23.95 | 2,042 | 125 | 1,551 | |||
| 3 Apr | 779.20 | 1.3 | 0.3 | 22.43 | 2,560 | 229 | 1,429 | |||
| 2 Apr | 775.95 | 0.95 | -0.05 | 21.27 | 2,303 | -71 | 1,168 | |||
| 1 Apr | 771.70 | 1.05 | -0.3 | 22.57 | 2,100 | 329 | 1,238 | |||
| 28 Mar | 771.50 | 1.35 | -0.4 | 21.97 | 1,981 | 291 | 909 | |||
| 27 Mar | 772.30 | 1.8 | 0.25 | 22.62 | 884 | 147 | 621 | |||
| 26 Mar | 764.00 | 1.5 | -0.85 | 23.50 | 647 | 153 | 469 | |||
| 25 Mar | 772.85 | 2.25 | -0.85 | 23.43 | 644 | 305 | 305 | |||
| 24 Mar | 780.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 753.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 749.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 745.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 736.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 723.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 727.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 723.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 729.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 728.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 732.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 732.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 730.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 716.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 695.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 688.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 850 expiring on 24APR2025
Delta for 850 CE is 0.07
Historical price for 850 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 29.43, the open interest changed by 231 which increased total open position to 1835
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 1, which was 0.2 higher than the previous day. The implied volatity was 32.94, the open interest changed by 62 which increased total open position to 1604
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 23.95, the open interest changed by 125 which increased total open position to 1551
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 1.3, which was 0.3 higher than the previous day. The implied volatity was 22.43, the open interest changed by 229 which increased total open position to 1429
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 21.27, the open interest changed by -71 which decreased total open position to 1168
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 1.05, which was -0.3 lower than the previous day. The implied volatity was 22.57, the open interest changed by 329 which increased total open position to 1238
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 21.97, the open interest changed by 291 which increased total open position to 909
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 22.62, the open interest changed by 147 which increased total open position to 621
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 23.50, the open interest changed by 153 which increased total open position to 469
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 23.43, the open interest changed by 305 which increased total open position to 305
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 0, 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 21 Mar SBIN was trading at 753.20. The strike last trading price was 0, 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 20 Mar SBIN was trading at 749.55. The strike last trading price was 0, 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 19 Mar SBIN was trading at 745.10. The strike last trading price was 0, 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 18 Mar SBIN was trading at 736.70. The strike last trading price was 0, 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 17 Mar SBIN was trading at 723.15. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 10 Mar SBIN was trading at 728.90. The strike last trading price was 0, 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 7 Mar SBIN was trading at 732.75. The strike last trading price was 0, 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 6 Mar SBIN was trading at 732.05. The strike last trading price was 0, 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 5 Mar SBIN was trading at 730.35. The strike last trading price was 0, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 0, 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 0, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 0, 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
| SBIN 24APR2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.24
Theta: -0.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 78 | -21.05 | 31.09 | 97 | -7 | 542 |
| 7 Apr | 746.90 | 98.5 | 18.85 | 35.50 | 40 | 3 | 554 |
| 4 Apr | 767.45 | 78.2 | 11.2 | 28.33 | 58 | 33 | 543 |
| 3 Apr | 779.20 | 67 | -6.25 | 24.15 | 24 | 9 | 509 |
| 2 Apr | 775.95 | 73.25 | -3.15 | 32.78 | 66 | -4 | 499 |
| 1 Apr | 771.70 | 76.4 | 1.5 | 29.03 | 39 | 18 | 503 |
| 28 Mar | 771.50 | 74.85 | 1.85 | 24.82 | 123 | -6 | 485 |
| 27 Mar | 772.30 | 73 | -7.9 | 21.81 | 28 | 26 | 491 |
| 26 Mar | 764.00 | 81.4 | 9.4 | 21.43 | 382 | 359 | 464 |
| 25 Mar | 772.85 | 72.5 | -67.4 | - | 119 | 103 | 103 |
| 24 Mar | 780.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 753.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 749.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 745.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 736.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 723.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 727.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 723.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 729.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 728.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 732.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 732.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 730.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 716.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 695.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 688.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 850 expiring on 24APR2025
Delta for 850 PE is -0.92
Historical price for 850 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 78, which was -21.05 lower than the previous day. The implied volatity was 31.09, the open interest changed by -7 which decreased total open position to 542
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 98.5, which was 18.85 higher than the previous day. The implied volatity was 35.50, the open interest changed by 3 which increased total open position to 554
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 78.2, which was 11.2 higher than the previous day. The implied volatity was 28.33, the open interest changed by 33 which increased total open position to 543
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 67, which was -6.25 lower than the previous day. The implied volatity was 24.15, the open interest changed by 9 which increased total open position to 509
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 73.25, which was -3.15 lower than the previous day. The implied volatity was 32.78, the open interest changed by -4 which decreased total open position to 499
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 76.4, which was 1.5 higher than the previous day. The implied volatity was 29.03, the open interest changed by 18 which increased total open position to 503
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 74.85, which was 1.85 higher than the previous day. The implied volatity was 24.82, the open interest changed by -6 which decreased total open position to 485
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 73, which was -7.9 lower than the previous day. The implied volatity was 21.81, the open interest changed by 26 which increased total open position to 491
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 81.4, which was 9.4 higher than the previous day. The implied volatity was 21.43, the open interest changed by 359 which increased total open position to 464
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 72.5, which was -67.4 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 103
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 0, 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 21 Mar SBIN was trading at 753.20. The strike last trading price was 0, 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 20 Mar SBIN was trading at 749.55. The strike last trading price was 0, 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 19 Mar SBIN was trading at 745.10. The strike last trading price was 0, 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 18 Mar SBIN was trading at 736.70. The strike last trading price was 0, 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 17 Mar SBIN was trading at 723.15. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 10 Mar SBIN was trading at 728.90. The strike last trading price was 0, 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 7 Mar SBIN was trading at 732.75. The strike last trading price was 0, 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 6 Mar SBIN was trading at 732.05. The strike last trading price was 0, 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 5 Mar SBIN was trading at 730.35. The strike last trading price was 0, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 0, 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 0, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 0, 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
