SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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