[--[65.84.65.76]--]
SBIN
STATE BANK OF INDIA

859.75 20.45 (2.44%)

Back to Option Chain


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 19.5 8.20 - 31,46,250 95,250 6,63,000
4 Jul 839.30 11.3 - 14,93,250 -10,500 5,67,750
3 Jul 839.95 12.4 - 15,78,750 -48,000 5,78,250
2 Jul 826.15 9.95 - 18,30,000 87,750 6,24,750
1 Jul 841.95 15.55 - 9,85,500 18,750 5,37,000
28 Jun 848.95 17.9 - 39,05,250 3,76,500 5,18,250
27 Jun 844.00 16.55 - 7,65,750 35,250 1,41,750
26 Jun 845.35 17.85 - 4,28,250 33,000 1,07,250
25 Jun 842.25 17.3 - 1,83,000 17,250 74,250
24 Jun 832.70 14.1 - 70,500 12,000 57,000
21 Jun 836.30 15.50 - 45,000 15,000 45,000
20 Jun 843.75 20.70 - 55,500 18,750 30,750
19 Jun 852.60 25.70 - 27,000 10,500 12,000
18 Jun 844.90 22.00 - 750 750 750
14 Jun 839.20 19.50 - 0 750 0
13 Jun 843.90 19.50 - 750 0 0
12 Jun 839.10 24.25 - 0 0 0
11 Jun 835.55 24.25 - 0 0 0
10 Jun 831.80 24.25 - 0 0 0
7 Jun 829.95 24.25 - 0 0 0
6 Jun 816.95 24.25 - 0 0 0
5 Jun 789.75 24.25 - 0 0 0
4 Jun 775.20 24.25 - 0 0 0
3 Jun 905.65 24.25 - 0 0 0
31 May 830.35 24.25 - 0 0 0


For STATE BANK OF INDIA - strike price 865 expiring on 25JUL2024

Delta for 865 CE is -

Historical price for 865 CE is as follows

On 5 Jul SBIN was trading at 859.75. The strike last trading price was 19.5, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by 95250 which increased total open position to 663000


On 4 Jul SBIN was trading at 839.30. The strike last trading price was 11.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 567750


On 3 Jul SBIN was trading at 839.95. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -48000 which decreased total open position to 578250


On 2 Jul SBIN was trading at 826.15. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 87750 which increased total open position to 624750


On 1 Jul SBIN was trading at 841.95. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 18750 which increased total open position to 537000


On 28 Jun SBIN was trading at 848.95. The strike last trading price was 17.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 376500 which increased total open position to 518250


On 27 Jun SBIN was trading at 844.00. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 35250 which increased total open position to 141750


On 26 Jun SBIN was trading at 845.35. The strike last trading price was 17.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 107250


On 25 Jun SBIN was trading at 842.25. The strike last trading price was 17.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 74250


On 24 Jun SBIN was trading at 832.70. The strike last trading price was 14.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 57000


On 21 Jun SBIN was trading at 836.30. The strike last trading price was 15.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 45000


On 20 Jun SBIN was trading at 843.75. The strike last trading price was 20.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 18750 which increased total open position to 30750


On 19 Jun SBIN was trading at 852.60. The strike last trading price was 25.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 12000


On 18 Jun SBIN was trading at 844.90. The strike last trading price was 22.00, 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 14 Jun SBIN was trading at 839.20. The strike last trading price was 19.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0


On 13 Jun SBIN was trading at 843.90. The strike last trading price was 19.50, 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 12 Jun SBIN was trading at 839.10. The strike last trading price was 24.25, 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 24.25, 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 24.25, 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 24.25, 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 24.25, 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 24.25, 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 24.25, 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 24.25, 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 24.25, 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 19.3 -13.15 - 9,32,250 48,750 1,86,000
4 Jul 839.30 32.45 - 1,17,750 -6,750 1,37,250
3 Jul 839.95 31.9 - 60,750 -3,750 1,44,000
2 Jul 826.15 42.25 - 3,39,000 0 1,47,750
1 Jul 841.95 31.5 - 2,28,000 -33,000 1,47,750
28 Jun 848.95 27.9 - 15,14,250 1,11,000 1,80,750
27 Jun 844.00 31.7 - 1,74,750 2,250 69,750
26 Jun 845.35 31.7 - 1,68,000 51,000 67,500
25 Jun 842.25 33.5 - 26,250 11,250 16,500
24 Jun 832.70 38.35 - 5,250 4,500 5,250
21 Jun 836.30 41.80 - 750 0 0
20 Jun 843.75 53.75 - 0 0 0
19 Jun 852.60 53.75 - 0 0 0
18 Jun 844.90 53.75 - 0 0 0
14 Jun 839.20 53.75 - 0 0 0
13 Jun 843.90 53.75 - 0 0 0
12 Jun 839.10 53.75 - 0 0 0
11 Jun 835.55 53.75 - 0 0 0
10 Jun 831.80 53.75 - 0 0 0
7 Jun 829.95 53.75 - 0 0 0
6 Jun 816.95 53.75 - 0 0 0
5 Jun 789.75 53.75 - 0 0 0
4 Jun 775.20 53.75 - 0 0 0
3 Jun 905.65 53.75 - 0 0 0
31 May 830.35 53.75 - 0 0 0


For STATE BANK OF INDIA - strike price 865 expiring on 25JUL2024

Delta for 865 PE is -

Historical price for 865 PE is as follows

On 5 Jul SBIN was trading at 859.75. The strike last trading price was 19.3, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by 48750 which increased total open position to 186000


On 4 Jul SBIN was trading at 839.30. The strike last trading price was 32.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 137250


On 3 Jul SBIN was trading at 839.95. The strike last trading price was 31.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 144000


On 2 Jul SBIN was trading at 826.15. The strike last trading price was 42.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147750


On 1 Jul SBIN was trading at 841.95. The strike last trading price was 31.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 147750


On 28 Jun SBIN was trading at 848.95. The strike last trading price was 27.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 111000 which increased total open position to 180750


On 27 Jun SBIN was trading at 844.00. The strike last trading price was 31.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 69750


On 26 Jun SBIN was trading at 845.35. The strike last trading price was 31.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 51000 which increased total open position to 67500


On 25 Jun SBIN was trading at 842.25. The strike last trading price was 33.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 16500


On 24 Jun SBIN was trading at 832.70. The strike last trading price was 38.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 5250


On 21 Jun SBIN was trading at 836.30. The strike last trading price was 41.80, 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 20 Jun SBIN was trading at 843.75. The strike last trading price was 53.75, 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 19 Jun SBIN was trading at 852.60. The strike last trading price was 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0