SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.13
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 768.60 | 0.75 | 0.15 | 31.15 | 500 | 14 | 573 | |||
| 7 Apr | 746.90 | 0.6 | 0.15 | 34.66 | 470 | -35 | 566 | |||
| 4 Apr | 767.45 | 0.5 | -0.05 | 26.02 | 688 | -31 | 609 | |||
| 3 Apr | 779.20 | 0.6 | 0.05 | 23.50 | 505 | 85 | 642 | |||
| 2 Apr | 775.95 | 0.55 | -0.05 | 23.33 | 546 | 273 | 563 | |||
| 1 Apr | 771.70 | 0.55 | -0.25 | 24.00 | 674 | -31 | 291 | |||
| 28 Mar | 771.50 | 0.8 | -0.25 | 23.49 | 788 | 177 | 322 | |||
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| 27 Mar | 772.30 | 1.1 | 0.25 | 24.28 | 339 | 128 | 145 | |||
| 26 Mar | 764.00 | 0.85 | -1.2 | 24.64 | 29 | 18 | 18 | |||
| 25 Mar | 772.85 | 2.05 | 0 | 10.75 | 0 | 0 | 0 | |||
| 24 Mar | 780.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For State Bank Of India - strike price 870 expiring on 24APR2025
Delta for 870 CE is 0.04
Historical price for 870 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 31.15, the open interest changed by 14 which increased total open position to 573
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 34.66, the open interest changed by -35 which decreased total open position to 566
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 26.02, the open interest changed by -31 which decreased total open position to 609
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 23.50, the open interest changed by 85 which increased total open position to 642
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 23.33, the open interest changed by 273 which increased total open position to 563
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 24.00, the open interest changed by -31 which decreased total open position to 291
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 23.49, the open interest changed by 177 which increased total open position to 322
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 24.28, the open interest changed by 128 which increased total open position to 145
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 0.85, which was -1.2 lower than the previous day. The implied volatity was 24.64, the open interest changed by 18 which increased total open position to 18
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 0, 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
| SBIN 24APR2025 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 83 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 746.90 | 83 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 767.45 | 83 | 0 | 0.00 | 0 | 2 | 0 |
| 3 Apr | 779.20 | 83 | -13.2 | - | 2 | 1 | 13 |
| 2 Apr | 775.95 | 96.2 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 771.70 | 96.2 | 0 | 0.00 | 0 | 5 | 0 |
| 28 Mar | 771.50 | 96.2 | 0 | 0.00 | 0 | 5 | 0 |
| 27 Mar | 772.30 | 96.2 | 4.2 | 35.04 | 5 | 4 | 11 |
| 26 Mar | 764.00 | 92 | -66.6 | - | 7 | 1 | 1 |
| 25 Mar | 772.85 | 158.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 780.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 870 expiring on 24APR2025
Delta for 870 PE is 0.00
Historical price for 870 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 83, 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 7 Apr SBIN was trading at 746.90. The strike last trading price was 83, 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 Apr SBIN was trading at 767.45. The strike last trading price was 83, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 83, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 96.2, 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 1 Apr SBIN was trading at 771.70. The strike last trading price was 96.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 96.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 96.2, which was 4.2 higher than the previous day. The implied volatity was 35.04, the open interest changed by 4 which increased total open position to 11
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 92, which was -66.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 158.6, 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 Mar SBIN was trading at 780.80. The strike last trading price was 0, 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
