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

857.8 -3.80 (-0.44%)

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Historical option data for SBIN

12 Dec 2024 10:20 AM IST
SBIN 26DEC2024 850 CE
Delta: 0.62
Vega: 0.64
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.55 20.45 -4.05 21.63 1,318 146 4,332
11 Dec 861.60 24.5 -3.40 22.71 2,838 27 4,185
10 Dec 867.50 27.9 4.70 19.93 3,837 -128 4,159
9 Dec 858.05 23.2 -3.95 22.38 3,877 -3 4,288
6 Dec 863.65 27.15 -0.95 21.21 6,719 -50 4,309
5 Dec 865.45 28.1 3.95 20.59 10,521 -566 4,361
4 Dec 859.70 24.15 2.35 19.69 15,339 -425 4,937
3 Dec 853.95 21.8 6.35 20.01 27,043 -750 5,363
2 Dec 836.40 15.45 -1.70 21.99 12,789 908 6,144
29 Nov 838.95 17.15 -2.30 21.44 13,317 961 5,263
28 Nov 838.85 19.45 2.40 22.46 18,554 538 4,313
27 Nov 834.10 17.05 -2.20 22.25 6,045 1,100 3,767
26 Nov 839.40 19.25 -4.20 22.40 4,185 287 2,670
25 Nov 844.45 23.45 12.35 22.53 9,057 539 2,385
22 Nov 816.05 11.1 5.95 22.03 6,048 219 2,065
21 Nov 780.75 5.15 -3.10 24.40 4,143 564 1,850
20 Nov 803.00 8.25 0.00 21.74 1,606 209 1,295
19 Nov 803.00 8.25 -2.75 21.74 1,606 218 1,295
18 Nov 814.30 11 1.15 20.58 1,017 138 1,079
14 Nov 804.25 9.85 -3.10 20.71 739 123 941
13 Nov 808.65 12.95 -5.05 21.53 803 285 821
12 Nov 826.70 18 -10.30 21.04 590 186 536
11 Nov 847.65 28.3 1.30 21.17 491 -6 350
8 Nov 843.15 27 -12.50 20.93 690 183 356
7 Nov 859.60 39.5 2.30 23.06 205 68 173
6 Nov 854.80 37.2 1.15 22.09 312 -44 106
5 Nov 849.20 36.05 7.95 24.66 175 114 130
4 Nov 829.85 28.1 -6.05 25.34 34 16 16
1 Nov 821.20 34.15 1.47 0 0 0


For State Bank Of India - strike price 850 expiring on 26DEC2024

Delta for 850 CE is 0.62

Historical price for 850 CE is as follows

On 12 Dec SBIN was trading at 857.55. The strike last trading price was 20.45, which was -4.05 lower than the previous day. The implied volatity was 21.63, the open interest changed by 146 which increased total open position to 4332


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 24.5, which was -3.40 lower than the previous day. The implied volatity was 22.71, the open interest changed by 27 which increased total open position to 4185


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 27.9, which was 4.70 higher than the previous day. The implied volatity was 19.93, the open interest changed by -128 which decreased total open position to 4159


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 23.2, which was -3.95 lower than the previous day. The implied volatity was 22.38, the open interest changed by -3 which decreased total open position to 4288


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 27.15, which was -0.95 lower than the previous day. The implied volatity was 21.21, the open interest changed by -50 which decreased total open position to 4309


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 28.1, which was 3.95 higher than the previous day. The implied volatity was 20.59, the open interest changed by -566 which decreased total open position to 4361


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 24.15, which was 2.35 higher than the previous day. The implied volatity was 19.69, the open interest changed by -425 which decreased total open position to 4937


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 21.8, which was 6.35 higher than the previous day. The implied volatity was 20.01, the open interest changed by -750 which decreased total open position to 5363


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 15.45, which was -1.70 lower than the previous day. The implied volatity was 21.99, the open interest changed by 908 which increased total open position to 6144


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 17.15, which was -2.30 lower than the previous day. The implied volatity was 21.44, the open interest changed by 961 which increased total open position to 5263


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 19.45, which was 2.40 higher than the previous day. The implied volatity was 22.46, the open interest changed by 538 which increased total open position to 4313


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 17.05, which was -2.20 lower than the previous day. The implied volatity was 22.25, the open interest changed by 1100 which increased total open position to 3767


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 19.25, which was -4.20 lower than the previous day. The implied volatity was 22.40, the open interest changed by 287 which increased total open position to 2670


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 23.45, which was 12.35 higher than the previous day. The implied volatity was 22.53, the open interest changed by 539 which increased total open position to 2385


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 11.1, which was 5.95 higher than the previous day. The implied volatity was 22.03, the open interest changed by 219 which increased total open position to 2065


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 5.15, which was -3.10 lower than the previous day. The implied volatity was 24.40, the open interest changed by 564 which increased total open position to 1850


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 21.74, the open interest changed by 209 which increased total open position to 1295


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 8.25, which was -2.75 lower than the previous day. The implied volatity was 21.74, the open interest changed by 218 which increased total open position to 1295


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 11, which was 1.15 higher than the previous day. The implied volatity was 20.58, the open interest changed by 138 which increased total open position to 1079


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 9.85, which was -3.10 lower than the previous day. The implied volatity was 20.71, the open interest changed by 123 which increased total open position to 941


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 12.95, which was -5.05 lower than the previous day. The implied volatity was 21.53, the open interest changed by 285 which increased total open position to 821


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 18, which was -10.30 lower than the previous day. The implied volatity was 21.04, the open interest changed by 186 which increased total open position to 536


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 28.3, which was 1.30 higher than the previous day. The implied volatity was 21.17, the open interest changed by -6 which decreased total open position to 350


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 27, which was -12.50 lower than the previous day. The implied volatity was 20.93, the open interest changed by 183 which increased total open position to 356


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 39.5, which was 2.30 higher than the previous day. The implied volatity was 23.06, the open interest changed by 68 which increased total open position to 173


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 37.2, which was 1.15 higher than the previous day. The implied volatity was 22.09, the open interest changed by -44 which decreased total open position to 106


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 36.05, which was 7.95 higher than the previous day. The implied volatity was 24.66, the open interest changed by 114 which increased total open position to 130


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 28.1, which was -6.05 lower than the previous day. The implied volatity was 25.34, the open interest changed by 16 which increased total open position to 16


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 34.15, which was lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0


SBIN 26DEC2024 850 PE
Delta: -0.37
Vega: 0.64
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.55 9.45 0.95 21.09 1,975 147 4,489
11 Dec 861.60 8.5 0.25 21.59 5,394 -708 4,346
10 Dec 867.50 8.25 -3.40 23.81 6,283 614 5,108
9 Dec 858.05 11.65 2.10 23.23 8,019 -606 4,522
6 Dec 863.65 9.55 -1.30 21.20 13,907 394 5,148
5 Dec 865.45 10.85 -2.05 23.10 15,308 -164 4,761
4 Dec 859.70 12.9 -2.05 22.72 13,378 816 4,939
3 Dec 853.95 14.95 -7.85 22.40 14,791 1,851 4,155
2 Dec 836.40 22.8 -0.30 21.96 3,828 236 2,300
29 Nov 838.95 23.1 -0.10 22.45 4,445 -96 2,063
28 Nov 838.85 23.2 -2.75 23.32 5,705 431 2,163
27 Nov 834.10 25.95 0.50 22.77 2,994 553 1,722
26 Nov 839.40 25.45 3.40 23.93 2,731 -339 1,173
25 Nov 844.45 22.05 -19.25 23.79 4,481 1,065 1,488
22 Nov 816.05 41.3 -27.55 24.94 569 48 471
21 Nov 780.75 68.85 17.35 28.54 334 -7 423
20 Nov 803.00 51.5 0.00 26.37 227 78 430
19 Nov 803.00 51.5 11.30 26.37 227 78 430
18 Nov 814.30 40.2 -8.60 22.84 100 19 351
14 Nov 804.25 48.8 6.80 25.51 65 -3 329
13 Nov 808.65 42 9.55 22.80 129 3 333
12 Nov 826.70 32.45 10.45 21.65 348 -44 330
11 Nov 847.65 22 -3.70 21.23 301 37 374
8 Nov 843.15 25.7 2.10 22.05 394 32 336
7 Nov 859.60 23.6 0.30 26.21 232 106 303
6 Nov 854.80 23.3 -5.00 24.98 220 131 195
5 Nov 849.20 28.3 -10.35 26.18 103 55 57
4 Nov 829.85 38.65 38.65 27.58 2 0 0
1 Nov 821.20 0 - 0 0 0


For State Bank Of India - strike price 850 expiring on 26DEC2024

Delta for 850 PE is -0.37

Historical price for 850 PE is as follows

On 12 Dec SBIN was trading at 857.55. The strike last trading price was 9.45, which was 0.95 higher than the previous day. The implied volatity was 21.09, the open interest changed by 147 which increased total open position to 4489


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 8.5, which was 0.25 higher than the previous day. The implied volatity was 21.59, the open interest changed by -708 which decreased total open position to 4346


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 8.25, which was -3.40 lower than the previous day. The implied volatity was 23.81, the open interest changed by 614 which increased total open position to 5108


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 11.65, which was 2.10 higher than the previous day. The implied volatity was 23.23, the open interest changed by -606 which decreased total open position to 4522


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 9.55, which was -1.30 lower than the previous day. The implied volatity was 21.20, the open interest changed by 394 which increased total open position to 5148


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 10.85, which was -2.05 lower than the previous day. The implied volatity was 23.10, the open interest changed by -164 which decreased total open position to 4761


On 4 Dec SBIN was trading at 859.70. The strike last trading price was 12.9, which was -2.05 lower than the previous day. The implied volatity was 22.72, the open interest changed by 816 which increased total open position to 4939


On 3 Dec SBIN was trading at 853.95. The strike last trading price was 14.95, which was -7.85 lower than the previous day. The implied volatity was 22.40, the open interest changed by 1851 which increased total open position to 4155


On 2 Dec SBIN was trading at 836.40. The strike last trading price was 22.8, which was -0.30 lower than the previous day. The implied volatity was 21.96, the open interest changed by 236 which increased total open position to 2300


On 29 Nov SBIN was trading at 838.95. The strike last trading price was 23.1, which was -0.10 lower than the previous day. The implied volatity was 22.45, the open interest changed by -96 which decreased total open position to 2063


On 28 Nov SBIN was trading at 838.85. The strike last trading price was 23.2, which was -2.75 lower than the previous day. The implied volatity was 23.32, the open interest changed by 431 which increased total open position to 2163


On 27 Nov SBIN was trading at 834.10. The strike last trading price was 25.95, which was 0.50 higher than the previous day. The implied volatity was 22.77, the open interest changed by 553 which increased total open position to 1722


On 26 Nov SBIN was trading at 839.40. The strike last trading price was 25.45, which was 3.40 higher than the previous day. The implied volatity was 23.93, the open interest changed by -339 which decreased total open position to 1173


On 25 Nov SBIN was trading at 844.45. The strike last trading price was 22.05, which was -19.25 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1065 which increased total open position to 1488


On 22 Nov SBIN was trading at 816.05. The strike last trading price was 41.3, which was -27.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by 48 which increased total open position to 471


On 21 Nov SBIN was trading at 780.75. The strike last trading price was 68.85, which was 17.35 higher than the previous day. The implied volatity was 28.54, the open interest changed by -7 which decreased total open position to 423


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 51.5, which was 0.00 lower than the previous day. The implied volatity was 26.37, the open interest changed by 78 which increased total open position to 430


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 51.5, which was 11.30 higher than the previous day. The implied volatity was 26.37, the open interest changed by 78 which increased total open position to 430


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 40.2, which was -8.60 lower than the previous day. The implied volatity was 22.84, the open interest changed by 19 which increased total open position to 351


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 48.8, which was 6.80 higher than the previous day. The implied volatity was 25.51, the open interest changed by -3 which decreased total open position to 329


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 42, which was 9.55 higher than the previous day. The implied volatity was 22.80, the open interest changed by 3 which increased total open position to 333


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 32.45, which was 10.45 higher than the previous day. The implied volatity was 21.65, the open interest changed by -44 which decreased total open position to 330


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 22, which was -3.70 lower than the previous day. The implied volatity was 21.23, the open interest changed by 37 which increased total open position to 374


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 25.7, which was 2.10 higher than the previous day. The implied volatity was 22.05, the open interest changed by 32 which increased total open position to 336


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 23.6, which was 0.30 higher than the previous day. The implied volatity was 26.21, the open interest changed by 106 which increased total open position to 303


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 23.3, which was -5.00 lower than the previous day. The implied volatity was 24.98, the open interest changed by 131 which increased total open position to 195


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 28.3, which was -10.35 lower than the previous day. The implied volatity was 26.18, the open interest changed by 55 which increased total open position to 57


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 38.65, which was 38.65 higher than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0