SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.16
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 0.95 | 0.2 | 29.97 | 881 | 3 | 1,133 | |||
| 7 Apr | 746.90 | 0.75 | 0.15 | 33.63 | 590 | -88 | 1,137 | |||
| 4 Apr | 767.45 | 0.6 | -0.25 | 24.66 | 1,126 | -77 | 1,230 | |||
| 3 Apr | 779.20 | 0.9 | 0.15 | 23.05 | 1,368 | 64 | 1,310 | |||
| 2 Apr | 775.95 | 0.75 | -0.05 | 22.50 | 1,175 | 98 | 1,252 | |||
| 1 Apr | 771.70 | 0.8 | -0.25 | 23.36 | 1,529 | 75 | 1,154 | |||
| 28 Mar | 771.50 | 1 | -0.35 | 22.50 | 1,303 | 137 | 1,079 | |||
| 27 Mar | 772.30 | 1.45 | 0.2 | 23.63 | 671 | 47 | 947 | |||
| 26 Mar | 764.00 | 1.25 | -0.65 | 24.61 | 358 | 91 | 900 | |||
| 25 Mar | 772.85 | 1.8 | -0.75 | 24.29 | 891 | 141 | 809 | |||
| 24 Mar | 780.80 | 2.6 | 1.6 | 23.41 | 1,568 | 389 | 662 | |||
| 21 Mar | 753.20 | 0.95 | 0 | 22.99 | 56 | 23 | 264 | |||
| 20 Mar | 749.55 | 0.9 | -0.15 | 23.60 | 112 | 40 | 240 | |||
| 19 Mar | 745.10 | 1.05 | 0.15 | 24.58 | 202 | 58 | 200 | |||
| 18 Mar | 736.70 | 0.9 | 0.05 | 25.01 | 30 | 11 | 137 | |||
| 17 Mar | 723.15 | 0.85 | 0.15 | 27.26 | 15 | 7 | 125 | |||
| 13 Mar | 727.85 | 0.7 | -0.45 | 24.05 | 3 | 0 | 120 | |||
| 12 Mar | 723.05 | 1.15 | 0 | 26.90 | 12 | 0 | 120 | |||
| 11 Mar | 729.85 | 1.15 | 0 | 25.34 | 3 | 0 | 118 | |||
| 10 Mar | 728.90 | 1.15 | -0.3 | 25.31 | 58 | 0 | 117 | |||
| 7 Mar | 732.75 | 1.45 | 0 | 24.82 | 9 | -1 | 117 | |||
| 6 Mar | 732.05 | 1.45 | 0 | 24.74 | 40 | 22 | 119 | |||
| 5 Mar | 730.35 | 1.45 | 0.4 | 24.48 | 28 | 0 | 97 | |||
| 4 Mar | 716.05 | 1.05 | 0.1 | 25.12 | 1 | 0 | 97 | |||
| 3 Mar | 695.30 | 0.95 | -0.35 | 28.09 | 11 | 0 | 92 | |||
| 28 Feb | 688.80 | 1.25 | -0.25 | 29.43 | 33 | 17 | 89 | |||
| 27 Feb | 703.90 | 1.5 | -0.45 | 27.92 | 24 | 9 | 72 | |||
| 26 Feb | 710.05 | 1.95 | -0.85 | 27.47 | 11 | 4 | 63 | |||
| 25 Feb | 710.90 | 1.95 | -0.85 | 27.47 | 11 | 4 | 63 | |||
| 24 Feb | 716.40 | 2.8 | 0.1 | 28.24 | 6 | 4 | 58 | |||
| 19 Feb | 727.30 | 2.7 | -1.3 | 24.90 | 4 | 1 | 55 | |||
| 18 Feb | 725.80 | 4 | 0 | 27.45 | 8 | 5 | 54 | |||
| 17 Feb | 727.70 | 4 | -0.4 | 26.69 | 10 | 3 | 48 | |||
| 14 Feb | 722.15 | 4.4 | -0.8 | 28.04 | 18 | 15 | 45 | |||
| 13 Feb | 727.65 | 5.2 | -0.8 | 27.99 | 35 | 29 | 30 | |||
| 4 Feb | 779.20 | 18.6 | 0 | 4.57 | 0 | 0 | 0 | |||
| 3 Feb | 760.95 | 18.6 | 0 | 5.78 | 0 | 0 | 0 | |||
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| 1 Feb | 766.00 | 18.6 | 0 | 4.65 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 860 expiring on 24APR2025
Delta for 860 CE is 0.05
Historical price for 860 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 29.97, the open interest changed by 3 which increased total open position to 1133
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 33.63, the open interest changed by -88 which decreased total open position to 1137
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by -77 which decreased total open position to 1230
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 23.05, the open interest changed by 64 which increased total open position to 1310
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 22.50, the open interest changed by 98 which increased total open position to 1252
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 23.36, the open interest changed by 75 which increased total open position to 1154
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 22.50, the open interest changed by 137 which increased total open position to 1079
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 23.63, the open interest changed by 47 which increased total open position to 947
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 24.61, the open interest changed by 91 which increased total open position to 900
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 24.29, the open interest changed by 141 which increased total open position to 809
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 2.6, which was 1.6 higher than the previous day. The implied volatity was 23.41, the open interest changed by 389 which increased total open position to 662
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 22.99, the open interest changed by 23 which increased total open position to 264
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 23.60, the open interest changed by 40 which increased total open position to 240
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 24.58, the open interest changed by 58 which increased total open position to 200
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 25.01, the open interest changed by 11 which increased total open position to 137
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 27.26, the open interest changed by 7 which increased total open position to 125
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 120
On 12 Mar SBIN was trading at 723.05. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 120
On 11 Mar SBIN was trading at 729.85. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 118
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 117
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 24.82, the open interest changed by -1 which decreased total open position to 117
On 6 Mar SBIN was trading at 732.05. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 24.74, the open interest changed by 22 which increased total open position to 119
On 5 Mar SBIN was trading at 730.35. The strike last trading price was 1.45, which was 0.4 higher than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 97
On 4 Mar SBIN was trading at 716.05. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 25.12, the open interest changed by 0 which decreased total open position to 97
On 3 Mar SBIN was trading at 695.30. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 28.09, the open interest changed by 0 which decreased total open position to 92
On 28 Feb SBIN was trading at 688.80. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 29.43, the open interest changed by 17 which increased total open position to 89
On 27 Feb SBIN was trading at 703.90. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 27.92, the open interest changed by 9 which increased total open position to 72
On 26 Feb SBIN was trading at 710.05. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 4 which increased total open position to 63
On 25 Feb SBIN was trading at 710.90. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 4 which increased total open position to 63
On 24 Feb SBIN was trading at 716.40. The strike last trading price was 2.8, which was 0.1 higher than the previous day. The implied volatity was 28.24, the open interest changed by 4 which increased total open position to 58
On 19 Feb SBIN was trading at 727.30. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 24.90, the open interest changed by 1 which increased total open position to 55
On 18 Feb SBIN was trading at 725.80. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 27.45, the open interest changed by 5 which increased total open position to 54
On 17 Feb SBIN was trading at 727.70. The strike last trading price was 4, which was -0.4 lower than the previous day. The implied volatity was 26.69, the open interest changed by 3 which increased total open position to 48
On 14 Feb SBIN was trading at 722.15. The strike last trading price was 4.4, which was -0.8 lower than the previous day. The implied volatity was 28.04, the open interest changed by 15 which increased total open position to 45
On 13 Feb SBIN was trading at 727.65. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 27.99, the open interest changed by 29 which increased total open position to 30
On 4 Feb SBIN was trading at 779.20. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SBIN was trading at 760.95. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SBIN was trading at 766.00. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
| SBIN 24APR2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.19
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 87.45 | -21.55 | 31.48 | 13 | 3 | 791 |
| 7 Apr | 746.90 | 109 | 19.25 | 40.84 | 17 | -4 | 790 |
| 4 Apr | 767.45 | 89.75 | 12.4 | 36.24 | 6 | -1 | 793 |
| 3 Apr | 779.20 | 77.35 | -3.65 | 28.12 | 32 | -20 | 796 |
| 2 Apr | 775.95 | 81 | -2.55 | 30.16 | 5 | 0 | 815 |
| 1 Apr | 771.70 | 83.55 | -1.2 | 23.91 | 23 | -1 | 816 |
| 28 Mar | 771.50 | 84.8 | 1.4 | 27.22 | 283 | 7 | 817 |
| 27 Mar | 772.30 | 83.35 | -7.65 | 25.37 | 66 | -10 | 795 |
| 26 Mar | 764.00 | 91 | 10.4 | 20.80 | 26 | 9 | 804 |
| 25 Mar | 772.85 | 80.7 | 4.2 | - | 53 | 26 | 785 |
| 24 Mar | 780.80 | 74.7 | -26.55 | 24.29 | 1,094 | 577 | 761 |
| 21 Mar | 753.20 | 99.5 | -5.2 | 26.77 | 67 | 62 | 180 |
| 20 Mar | 749.55 | 103.8 | -2.1 | 21.37 | 28 | 27 | 117 |
| 19 Mar | 745.10 | 106.9 | -11.1 | 20.80 | 25 | 23 | 89 |
| 18 Mar | 736.70 | 118 | -10.7 | 35.32 | 2 | 1 | 65 |
| 17 Mar | 723.15 | 128.55 | 2.9 | 26.63 | 15 | 11 | 61 |
| 13 Mar | 727.85 | 125.5 | -0.15 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 723.05 | 125.5 | -0.15 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 729.85 | 125.5 | -0.15 | 0.00 | 0 | 50 | 0 |
| 10 Mar | 728.90 | 125.5 | 23.8 | 33.07 | 50 | 22 | 22 |
| 7 Mar | 732.75 | 101.7 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 732.05 | 101.7 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 730.35 | 101.7 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 716.05 | 101.7 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 695.30 | 101.7 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 688.80 | 101.7 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 703.90 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 710.05 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 710.90 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 716.40 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 727.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 725.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 727.70 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 722.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 727.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 779.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 760.95 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 766.00 | 0 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 860 expiring on 24APR2025
Delta for 860 PE is -0.94
Historical price for 860 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 87.45, which was -21.55 lower than the previous day. The implied volatity was 31.48, the open interest changed by 3 which increased total open position to 791
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 109, which was 19.25 higher than the previous day. The implied volatity was 40.84, the open interest changed by -4 which decreased total open position to 790
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 89.75, which was 12.4 higher than the previous day. The implied volatity was 36.24, the open interest changed by -1 which decreased total open position to 793
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 77.35, which was -3.65 lower than the previous day. The implied volatity was 28.12, the open interest changed by -20 which decreased total open position to 796
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 81, which was -2.55 lower than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 815
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 83.55, which was -1.2 lower than the previous day. The implied volatity was 23.91, the open interest changed by -1 which decreased total open position to 816
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 84.8, which was 1.4 higher than the previous day. The implied volatity was 27.22, the open interest changed by 7 which increased total open position to 817
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 83.35, which was -7.65 lower than the previous day. The implied volatity was 25.37, the open interest changed by -10 which decreased total open position to 795
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 91, which was 10.4 higher than the previous day. The implied volatity was 20.80, the open interest changed by 9 which increased total open position to 804
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 80.7, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 785
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 74.7, which was -26.55 lower than the previous day. The implied volatity was 24.29, the open interest changed by 577 which increased total open position to 761
On 21 Mar SBIN was trading at 753.20. The strike last trading price was 99.5, which was -5.2 lower than the previous day. The implied volatity was 26.77, the open interest changed by 62 which increased total open position to 180
On 20 Mar SBIN was trading at 749.55. The strike last trading price was 103.8, which was -2.1 lower than the previous day. The implied volatity was 21.37, the open interest changed by 27 which increased total open position to 117
On 19 Mar SBIN was trading at 745.10. The strike last trading price was 106.9, which was -11.1 lower than the previous day. The implied volatity was 20.80, the open interest changed by 23 which increased total open position to 89
On 18 Mar SBIN was trading at 736.70. The strike last trading price was 118, which was -10.7 lower than the previous day. The implied volatity was 35.32, the open interest changed by 1 which increased total open position to 65
On 17 Mar SBIN was trading at 723.15. The strike last trading price was 128.55, which was 2.9 higher than the previous day. The implied volatity was 26.63, the open interest changed by 11 which increased total open position to 61
On 13 Mar SBIN was trading at 727.85. The strike last trading price was 125.5, which was -0.15 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 125.5, which was -0.15 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 125.5, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 50 which increased total open position to 0
On 10 Mar SBIN was trading at 728.90. The strike last trading price was 125.5, which was 23.8 higher than the previous day. The implied volatity was 33.07, the open interest changed by 22 which increased total open position to 22
On 7 Mar SBIN was trading at 732.75. The strike last trading price was 101.7, which was 0 lower than the previous day. The implied volatity was -, 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 101.7, which was 0 lower than the previous day. The implied volatity was -, 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 101.7, 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 101.7, 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 101.7, which was 0 lower than the previous day. The implied volatity was -, 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 101.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SBIN was trading at 703.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SBIN was trading at 710.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SBIN was trading at 710.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SBIN was trading at 716.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SBIN was trading at 727.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SBIN was trading at 725.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SBIN was trading at 727.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SBIN was trading at 722.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SBIN was trading at 727.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SBIN was trading at 779.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SBIN was trading at 760.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SBIN was trading at 766.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
