SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 24.4 | 9.70 | - | 49,64,250 | 70,500 | 7,57,500 | |||
| 4 Jul | 839.30 | 14.7 | - | 21,54,750 | 27,000 | 6,87,000 | ||||
| 3 Jul | 839.95 | 15.75 | - | 23,10,000 | -1,41,750 | 6,60,000 | ||||
| 2 Jul | 826.15 | 12.75 | - | 26,43,750 | 2,04,000 | 7,98,750 | ||||
| 1 Jul | 841.95 | 19.5 | - | 12,45,000 | 1,13,250 | 5,94,750 | ||||
| 28 Jun | 848.95 | 22.3 | - | 36,85,500 | 1,74,000 | 4,81,500 | ||||
| 27 Jun | 844.00 | 20.85 | - | 9,02,250 | 41,250 | 3,07,500 | ||||
| 26 Jun | 845.35 | 21.85 | - | 7,23,000 | 45,000 | 2,65,500 | ||||
| 25 Jun | 842.25 | 21.25 | - | 2,88,000 | 27,750 | 2,20,500 | ||||
| 24 Jun | 832.70 | 17.55 | - | 2,21,250 | 22,500 | 1,89,750 | ||||
| 21 Jun | 836.30 | 19.30 | - | 1,80,000 | 57,000 | 1,67,250 | ||||
| 20 Jun | 843.75 | 25.25 | - | 1,50,000 | 48,750 | 1,10,250 | ||||
|
|
||||||||||
| 19 Jun | 852.60 | 29.80 | - | 1,89,750 | 30,750 | 61,500 | ||||
| 18 Jun | 844.90 | 24.60 | - | 46,500 | 25,500 | 28,500 | ||||
| 14 Jun | 839.20 | 24.20 | - | 3,000 | 0 | 3,000 | ||||
| 13 Jun | 843.90 | 25.65 | - | 2,250 | 1,500 | 3,750 | ||||
| 12 Jun | 839.10 | 25.75 | - | 3,000 | 1,500 | 3,000 | ||||
| 11 Jun | 835.55 | 27.10 | - | 3,000 | 1,500 | 2,250 | ||||
| 10 Jun | 831.80 | 17.50 | - | 0 | 0 | 0 | ||||
| 7 Jun | 829.95 | 17.50 | - | 0 | 750 | 750 | ||||
| 6 Jun | 816.95 | 17.50 | - | 0 | 0 | 0 | ||||
| 5 Jun | 789.75 | 17.50 | - | 750 | 0 | 0 | ||||
| 4 Jun | 775.20 | 27.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 905.65 | 27.95 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 27.95 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 855 expiring on 25JUL2024
Delta for 855 CE is -
Historical price for 855 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 24.4, which was 9.70 higher than the previous day. The implied volatity was -, the open interest changed by 70500 which increased total open position to 757500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 687000
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 15.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -141750 which decreased total open position to 660000
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 204000 which increased total open position to 798750
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 19.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 113250 which increased total open position to 594750
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 22.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 174000 which increased total open position to 481500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 20.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 41250 which increased total open position to 307500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 21.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 45000 which increased total open position to 265500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 27750 which increased total open position to 220500
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 189750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 19.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 167250
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 48750 which increased total open position to 110250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 29.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 30750 which increased total open position to 61500
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 24.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 28500
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 25.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 3750
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 25.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 3000
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 2250
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 17.50, 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 17.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 17.50, 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 5 Jun SBIN was trading at 789.75. The strike last trading price was 17.50, 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 4 Jun SBIN was trading at 775.20. The strike last trading price was 27.95, 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 27.95, 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 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 14.6 | -11.30 | - | 20,39,250 | 1,56,750 | 4,92,000 |
| 4 Jul | 839.30 | 25.9 | - | 5,77,500 | 45,750 | 3,35,250 | |
| 3 Jul | 839.95 | 25.8 | - | 2,31,000 | -4,500 | 2,89,500 | |
| 2 Jul | 826.15 | 35 | - | 8,07,000 | -9,000 | 2,96,250 | |
| 1 Jul | 841.95 | 25.65 | - | 6,59,250 | -11,250 | 3,05,250 | |
| 28 Jun | 848.95 | 22.3 | - | 40,19,250 | 1,37,250 | 3,16,500 | |
| 27 Jun | 844.00 | 26.15 | - | 4,59,750 | 3,750 | 1,79,250 | |
| 26 Jun | 845.35 | 26.6 | - | 4,06,500 | 69,750 | 1,75,500 | |
| 25 Jun | 842.25 | 27.35 | - | 66,000 | 3,000 | 1,05,750 | |
| 24 Jun | 832.70 | 31.6 | - | 26,250 | 3,750 | 1,02,000 | |
| 21 Jun | 836.30 | 32.50 | - | 94,500 | 48,000 | 98,250 | |
| 20 Jun | 843.75 | 27.40 | - | 74,250 | 50,250 | 50,250 | |
| 19 Jun | 852.60 | 47.60 | - | 0 | 0 | 0 | |
| 18 Jun | 844.90 | 47.60 | - | 0 | 0 | 0 | |
| 14 Jun | 839.20 | 47.60 | - | 0 | 0 | 0 | |
| 13 Jun | 843.90 | 47.60 | - | 0 | 0 | 0 | |
| 12 Jun | 839.10 | 47.60 | - | 0 | 0 | 0 | |
| 11 Jun | 835.55 | 47.60 | - | 0 | 0 | 0 | |
| 10 Jun | 831.80 | 47.60 | - | 0 | 0 | 0 | |
| 7 Jun | 829.95 | 47.60 | - | 0 | 0 | 0 | |
| 6 Jun | 816.95 | 47.60 | - | 0 | 0 | 0 | |
| 5 Jun | 789.75 | 47.60 | - | 0 | 0 | 0 | |
| 4 Jun | 775.20 | 47.60 | - | 0 | 0 | 0 | |
| 3 Jun | 905.65 | 47.60 | - | 0 | 0 | 0 | |
| 31 May | 830.35 | 47.60 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 855 expiring on 25JUL2024
Delta for 855 PE is -
Historical price for 855 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 14.6, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 156750 which increased total open position to 492000
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 25.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 45750 which increased total open position to 335250
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 25.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 289500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 296250
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 25.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -11250 which decreased total open position to 305250
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 22.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 137250 which increased total open position to 316500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 26.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 179250
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 69750 which increased total open position to 175500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 105750
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 31.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 102000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 32.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 98250
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 27.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50250 which increased total open position to 50250
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 47.60, 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 18 Jun SBIN was trading at 844.90. The strike last trading price was 47.60, 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 14 Jun SBIN was trading at 839.20. The strike last trading price was 47.60, 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 13 Jun SBIN was trading at 843.90. The strike last trading price was 47.60, 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 12 Jun SBIN was trading at 839.10. The strike last trading price was 47.60, 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 47.60, 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 47.60, 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 47.60, 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 6 Jun SBIN was trading at 816.95. The strike last trading price was 47.60, 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 5 Jun SBIN was trading at 789.75. The strike last trading price was 47.60, 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 4 Jun SBIN was trading at 775.20. The strike last trading price was 47.60, 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 47.60, 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 47.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0