SBIN
State Bank Of India
Historical option data for SBIN
14 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.33
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 804.25 | 2.2 | -1.85 | 21.92 | 15,583 | 691 | 14,421 | |||
| 13 Nov | 808.65 | 4.05 | -3.00 | 23.13 | 22,192 | 978 | 13,913 | |||
| 12 Nov | 826.70 | 7.05 | -7.55 | 21.56 | 26,749 | 1,929 | 12,930 | |||
| 11 Nov | 847.65 | 14.6 | 0.25 | 20.11 | 33,333 | -1,308 | 11,064 | |||
| 8 Nov | 843.15 | 14.35 | -14.25 | 20.82 | 78,800 | 5,763 | 12,468 | |||
| 7 Nov | 859.60 | 28.6 | 2.45 | 26.18 | 19,834 | 14 | 6,713 | |||
| 6 Nov | 854.80 | 26.15 | 2.20 | 24.26 | 18,634 | -508 | 6,701 | |||
| 5 Nov | 849.20 | 23.95 | 5.70 | 26.34 | 28,364 | 1,130 | 7,224 | |||
| 4 Nov | 829.85 | 18.25 | 1.60 | 28.84 | 16,753 | 2,200 | 6,093 | |||
| 1 Nov | 821.20 | 16.65 | -0.10 | 29.20 | 1,096 | 29 | 3,890 | |||
| 31 Oct | 820.20 | 16.75 | -0.40 | - | 4,846 | 614 | 3,888 | |||
| 30 Oct | 822.45 | 17.15 | -4.90 | - | 4,066 | 205 | 3,270 | |||
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| 29 Oct | 832.70 | 22.05 | 13.90 | - | 7,166 | 866 | 3,063 | |||
| 28 Oct | 792.05 | 8.15 | 1.65 | - | 2,497 | 319 | 2,193 | |||
| 25 Oct | 780.95 | 6.5 | -1.50 | - | 1,519 | 14 | 1,874 | |||
| 24 Oct | 794.55 | 8 | 0.85 | - | 1,446 | 470 | 1,859 | |||
| 23 Oct | 786.00 | 7.15 | -1.45 | - | 1,340 | 260 | 1,389 | |||
| 22 Oct | 790.40 | 8.6 | -4.75 | - | 1,724 | 0 | 1,127 | |||
| 21 Oct | 813.95 | 13.35 | -3.10 | - | 1,022 | 83 | 1,128 | |||
| 18 Oct | 820.40 | 16.45 | 2.50 | - | 787 | -9 | 1,044 | |||
| 17 Oct | 811.05 | 13.95 | 2.25 | - | 1,001 | 206 | 1,054 | |||
| 16 Oct | 805.45 | 11.7 | -0.15 | - | 161 | 49 | 844 | |||
| 15 Oct | 804.65 | 11.85 | -0.90 | - | 246 | 104 | 796 | |||
| 14 Oct | 805.15 | 12.75 | 0.55 | - | 354 | 138 | 688 | |||
| 11 Oct | 799.75 | 12.2 | -2.00 | - | 151 | 53 | 550 | |||
| 10 Oct | 797.10 | 14.2 | -0.15 | - | 176 | 40 | 494 | |||
| 9 Oct | 797.40 | 14.35 | 3.25 | - | 309 | 138 | 454 | |||
| 8 Oct | 781.45 | 11.1 | 0.80 | - | 261 | 111 | 315 | |||
| 7 Oct | 770.65 | 10.3 | -3.10 | - | 189 | 56 | 203 | |||
| 4 Oct | 796.65 | 13.4 | -0.15 | - | 175 | 84 | 146 | |||
| 3 Oct | 794.10 | 13.55 | 0.05 | - | 79 | 28 | 62 | |||
| 1 Oct | 796.95 | 13.5 | -1.45 | - | 33 | 26 | 32 | |||
| 30 Sept | 787.90 | 14.95 | -14.60 | - | 7 | 5 | 5 | |||
| 27 Sept | 802.65 | 29.55 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 850 expiring on 28NOV2024
Delta for 850 CE is 0.13
Historical price for 850 CE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 2.2, which was -1.85 lower than the previous day. The implied volatity was 21.92, the open interest changed by 691 which increased total open position to 14421
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 4.05, which was -3.00 lower than the previous day. The implied volatity was 23.13, the open interest changed by 978 which increased total open position to 13913
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 7.05, which was -7.55 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1929 which increased total open position to 12930
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 14.6, which was 0.25 higher than the previous day. The implied volatity was 20.11, the open interest changed by -1308 which decreased total open position to 11064
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 14.35, which was -14.25 lower than the previous day. The implied volatity was 20.82, the open interest changed by 5763 which increased total open position to 12468
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 28.6, which was 2.45 higher than the previous day. The implied volatity was 26.18, the open interest changed by 14 which increased total open position to 6713
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 26.15, which was 2.20 higher than the previous day. The implied volatity was 24.26, the open interest changed by -508 which decreased total open position to 6701
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 23.95, which was 5.70 higher than the previous day. The implied volatity was 26.34, the open interest changed by 1130 which increased total open position to 7224
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 18.25, which was 1.60 higher than the previous day. The implied volatity was 28.84, the open interest changed by 2200 which increased total open position to 6093
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 16.65, which was -0.10 lower than the previous day. The implied volatity was 29.20, the open interest changed by 29 which increased total open position to 3890
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 16.75, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 17.15, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 22.05, which was 13.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 8.15, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 6.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 8, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 7.15, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 8.6, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 13.35, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 16.45, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 13.95, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 11.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 11.85, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 12.75, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 12.2, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 14.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 14.35, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 11.1, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 10.3, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 13.4, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 13.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 13.5, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 14.95, which was -14.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 29.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.38
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 804.25 | 44 | 5.75 | 24.71 | 757 | -215 | 2,818 |
| 13 Nov | 808.65 | 38.25 | 10.25 | 23.10 | 2,667 | -470 | 3,032 |
| 12 Nov | 826.70 | 28 | 13.05 | 22.73 | 9,235 | -436 | 3,501 |
| 11 Nov | 847.65 | 14.95 | -4.05 | 20.46 | 14,787 | 77 | 4,024 |
| 8 Nov | 843.15 | 19 | 3.60 | 21.32 | 48,739 | 387 | 4,098 |
| 7 Nov | 859.60 | 15.4 | -0.95 | 26.22 | 14,287 | 449 | 3,787 |
| 6 Nov | 854.80 | 16.35 | -5.40 | 25.48 | 10,898 | 1,057 | 3,337 |
| 5 Nov | 849.20 | 21.75 | -10.70 | 27.51 | 7,757 | 1,382 | 2,267 |
| 4 Nov | 829.85 | 32.45 | -8.10 | 28.86 | 1,067 | 104 | 886 |
| 1 Nov | 821.20 | 40.55 | 1.40 | 31.43 | 23 | 5 | 783 |
| 31 Oct | 820.20 | 39.15 | 2.40 | - | 810 | 101 | 778 |
| 30 Oct | 822.45 | 36.75 | 3.80 | - | 827 | 28 | 678 |
| 29 Oct | 832.70 | 32.95 | -24.60 | - | 760 | 194 | 648 |
| 28 Oct | 792.05 | 57.55 | -9.85 | - | 516 | 243 | 454 |
| 25 Oct | 780.95 | 67.4 | 11.90 | - | 159 | 19 | 211 |
| 24 Oct | 794.55 | 55.5 | -9.05 | - | 69 | 35 | 186 |
| 23 Oct | 786.00 | 64.55 | 3.05 | - | 48 | 7 | 150 |
| 22 Oct | 790.40 | 61.5 | 18.50 | - | 56 | 5 | 143 |
| 21 Oct | 813.95 | 43 | 6.25 | - | 102 | 22 | 135 |
| 18 Oct | 820.40 | 36.75 | -5.95 | - | 106 | 57 | 114 |
| 17 Oct | 811.05 | 42.7 | -4.35 | - | 51 | 10 | 56 |
| 16 Oct | 805.45 | 47.05 | -2.40 | - | 3 | 2 | 46 |
| 15 Oct | 804.65 | 49.45 | 1.15 | - | 5 | 3 | 44 |
| 14 Oct | 805.15 | 48.3 | -6.85 | - | 25 | 15 | 40 |
| 11 Oct | 799.75 | 55.15 | 0.00 | - | 0 | 18 | 0 |
| 10 Oct | 797.10 | 55.15 | -2.30 | - | 20 | 16 | 23 |
| 9 Oct | 797.40 | 57.45 | -9.25 | - | 3 | 2 | 6 |
| 8 Oct | 781.45 | 66.7 | 0.00 | - | 0 | 1 | 0 |
| 7 Oct | 770.65 | 66.7 | 11.70 | - | 2 | 1 | 4 |
| 4 Oct | 796.65 | 55 | -2.15 | - | 1 | 0 | 2 |
| 3 Oct | 794.10 | 57.15 | 0.00 | - | 0 | 2 | 0 |
| 1 Oct | 796.95 | 57.15 | -9.90 | - | 2 | 0 | 0 |
| 30 Sept | 787.90 | 67.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 802.65 | 67.05 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 850 expiring on 28NOV2024
Delta for 850 PE is -0.84
Historical price for 850 PE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 44, which was 5.75 higher than the previous day. The implied volatity was 24.71, the open interest changed by -215 which decreased total open position to 2818
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 38.25, which was 10.25 higher than the previous day. The implied volatity was 23.10, the open interest changed by -470 which decreased total open position to 3032
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 28, which was 13.05 higher than the previous day. The implied volatity was 22.73, the open interest changed by -436 which decreased total open position to 3501
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 14.95, which was -4.05 lower than the previous day. The implied volatity was 20.46, the open interest changed by 77 which increased total open position to 4024
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 19, which was 3.60 higher than the previous day. The implied volatity was 21.32, the open interest changed by 387 which increased total open position to 4098
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 15.4, which was -0.95 lower than the previous day. The implied volatity was 26.22, the open interest changed by 449 which increased total open position to 3787
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 16.35, which was -5.40 lower than the previous day. The implied volatity was 25.48, the open interest changed by 1057 which increased total open position to 3337
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 21.75, which was -10.70 lower than the previous day. The implied volatity was 27.51, the open interest changed by 1382 which increased total open position to 2267
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 32.45, which was -8.10 lower than the previous day. The implied volatity was 28.86, the open interest changed by 104 which increased total open position to 886
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 40.55, which was 1.40 higher than the previous day. The implied volatity was 31.43, the open interest changed by 5 which increased total open position to 783
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 39.15, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 36.75, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 32.95, which was -24.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 57.55, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 67.4, which was 11.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 55.5, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 64.55, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 61.5, which was 18.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 43, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 36.75, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 42.7, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 47.05, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 49.45, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 48.3, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 55.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 55.15, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 57.45, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 66.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 66.7, which was 11.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 55, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 57.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 57.15, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 67.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 67.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
