SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:30 AM IST
| SBIN 26DEC2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.65
Theta: -0.64
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 856.70 | 20 | -4.50 | 21.84 | 1,434 | 145 | 4,331 | |||
| 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 0.61
Historical price for 850 CE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 20, which was -4.50 lower than the previous day. The implied volatity was 21.84, the open interest changed by 145 which increased total open position to 4331
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: -0.38
Vega: 0.64
Theta: -0.39
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 856.70 | 9.7 | 1.20 | 21.13 | 2,063 | 151 | 4,493 |
| 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 -0.38
Historical price for 850 PE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 9.7, which was 1.20 higher than the previous day. The implied volatity was 21.13, the open interest changed by 151 which increased total open position to 4493
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
