SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 17 | 7.15 | - | 89,52,750 | -2,47,500 | 21,15,000 | |||
| 4 Jul | 839.30 | 9.85 | - | 25,98,000 | -51,000 | 23,62,500 | ||||
| 3 Jul | 839.95 | 10.75 | - | 52,63,500 | 24,000 | 24,13,500 | ||||
| 2 Jul | 826.15 | 8.5 | - | 56,17,500 | 2,74,500 | 23,91,000 | ||||
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| 1 Jul | 841.95 | 13.6 | - | 29,53,500 | 3,31,500 | 21,16,500 | ||||
| 28 Jun | 848.95 | 15.9 | - | 95,58,750 | 7,24,500 | 17,85,000 | ||||
| 27 Jun | 844.00 | 14.8 | - | 21,29,250 | 2,74,500 | 10,60,500 | ||||
| 26 Jun | 845.35 | 15.9 | - | 14,29,500 | 86,250 | 7,94,250 | ||||
| 25 Jun | 842.25 | 15.45 | - | 9,43,500 | 61,500 | 7,08,000 | ||||
| 24 Jun | 832.70 | 12.5 | - | 5,85,750 | 1,91,250 | 6,45,000 | ||||
| 21 Jun | 836.30 | 13.80 | - | 6,46,500 | 79,500 | 4,53,000 | ||||
| 20 Jun | 843.75 | 18.90 | - | 5,68,500 | 1,77,750 | 3,72,750 | ||||
| 19 Jun | 852.60 | 23.50 | - | 6,02,250 | 13,500 | 1,95,000 | ||||
| 18 Jun | 844.90 | 18.50 | - | 2,35,500 | 1,41,000 | 1,80,750 | ||||
| 14 Jun | 839.20 | 17.90 | - | 15,750 | 4,500 | 39,750 | ||||
| 13 Jun | 843.90 | 20.70 | - | 6,000 | 750 | 34,500 | ||||
| 12 Jun | 839.10 | 20.80 | - | 18,000 | 6,750 | 33,750 | ||||
| 11 Jun | 835.55 | 21.00 | - | 19,500 | -750 | 26,250 | ||||
| 10 Jun | 831.80 | 23.25 | - | 9,000 | 3,000 | 25,500 | ||||
| 7 Jun | 829.95 | 24.50 | - | 3,000 | 0 | 21,750 | ||||
| 6 Jun | 816.95 | 22.60 | - | 10,500 | 3,750 | 21,750 | ||||
| 5 Jun | 789.75 | 17.30 | - | 12,750 | -4,500 | 18,000 | ||||
| 4 Jun | 775.20 | 28.00 | - | 35,250 | 11,250 | 22,500 | ||||
| 3 Jun | 905.65 | 73.00 | - | 39,000 | 2,250 | 11,250 | ||||
| 31 May | 830.35 | 31.50 | - | 6,750 | 6,000 | 8,250 | ||||
| 30 May | 825.85 | 33.00 | - | 750 | 2,250 | 2,250 | ||||
| 29 May | 822.65 | 40.70 | - | 0 | 0 | 0 | ||||
| 28 May | 831.15 | 40.70 | - | 0 | 1,500 | 0 | ||||
| 27 May | 833.70 | 40.70 | - | 1,500 | 0 | 750 | ||||
| 24 May | 828.60 | 33.10 | - | 0 | 0 | 0 | ||||
| 23 May | 832.10 | 33.10 | - | 0 | 0 | 0 | ||||
| 22 May | 818.75 | 33.10 | - | 0 | 750 | 0 | ||||
| 21 May | 830.65 | 33.10 | - | 750 | 0 | 0 | ||||
| 17 May | 817.85 | 28.85 | - | 0 | 0 | 0 | ||||
| 16 May | 811.95 | 28.85 | - | 0 | 0 | 0 | ||||
| 15 May | 820.30 | 28.85 | - | 0 | 0 | 0 | ||||
| 14 May | 818.20 | 28.85 | - | 0 | 0 | 0 | ||||
| 13 May | 808.80 | 28.85 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 870 expiring on 25JUL2024
Delta for 870 CE is -
Historical price for 870 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 17, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by -247500 which decreased total open position to 2115000
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -51000 which decreased total open position to 2362500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 2413500
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 274500 which increased total open position to 2391000
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 13.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 331500 which increased total open position to 2116500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 15.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 724500 which increased total open position to 1785000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 274500 which increased total open position to 1060500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 15.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 86250 which increased total open position to 794250
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 61500 which increased total open position to 708000
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 12.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 191250 which increased total open position to 645000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 79500 which increased total open position to 453000
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 18.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 177750 which increased total open position to 372750
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 195000
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 18.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 141000 which increased total open position to 180750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 17.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 39750
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 20.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 34500
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 20.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 33750
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 26250
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 23.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 25500
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 24.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21750
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 22.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 21750
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 17.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 18000
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 22500
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 73.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 11250
On 31 May SBIN was trading at 830.35. The strike last trading price was 31.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 8250
On 30 May SBIN was trading at 825.85. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2250
On 29 May SBIN was trading at 822.65. The strike last trading price was 40.70, 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 28 May SBIN was trading at 831.15. The strike last trading price was 40.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 27 May SBIN was trading at 833.70. The strike last trading price was 40.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 24 May SBIN was trading at 828.60. The strike last trading price was 33.10, 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 23 May SBIN was trading at 832.10. The strike last trading price was 33.10, 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 22 May SBIN was trading at 818.75. The strike last trading price was 33.10, 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 21 May SBIN was trading at 830.65. The strike last trading price was 33.10, 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 17 May SBIN was trading at 817.85. The strike last trading price was 28.85, 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 16 May SBIN was trading at 811.95. The strike last trading price was 28.85, 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 15 May SBIN was trading at 820.30. The strike last trading price was 28.85, 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 May SBIN was trading at 818.20. The strike last trading price was 28.85, 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 May SBIN was trading at 808.80. The strike last trading price was 28.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 22 | -13.95 | - | 7,82,250 | 84,000 | 4,30,500 |
| 4 Jul | 839.30 | 35.95 | - | 1,53,000 | -3,750 | 3,46,500 | |
| 3 Jul | 839.95 | 34.9 | - | 1,32,750 | -11,250 | 3,50,250 | |
| 2 Jul | 826.15 | 45.95 | - | 3,18,000 | -19,500 | 3,67,500 | |
| 1 Jul | 841.95 | 34.75 | - | 2,11,500 | 6,750 | 3,87,000 | |
| 28 Jun | 848.95 | 30.9 | - | 16,57,500 | 1,70,250 | 3,80,250 | |
| 27 Jun | 844.00 | 34.7 | - | 2,18,250 | 42,000 | 2,10,000 | |
| 26 Jun | 845.35 | 35.6 | - | 3,03,750 | 45,000 | 1,69,500 | |
| 25 Jun | 842.25 | 36.8 | - | 90,750 | 12,750 | 1,24,500 | |
| 24 Jun | 832.70 | 42.2 | - | 48,750 | -12,750 | 1,11,000 | |
| 21 Jun | 836.30 | 42.70 | - | 84,750 | 17,250 | 1,23,750 | |
| 20 Jun | 843.75 | 37.35 | - | 1,35,750 | 43,500 | 1,06,500 | |
| 19 Jun | 852.60 | 31.00 | - | 1,30,500 | 14,250 | 63,000 | |
| 18 Jun | 844.90 | 34.50 | - | 70,500 | 48,000 | 48,000 | |
| 14 Jun | 839.20 | 72.40 | - | 0 | 0 | 0 | |
| 13 Jun | 843.90 | 72.40 | - | 0 | 0 | 0 | |
| 12 Jun | 839.10 | 72.40 | - | 0 | 0 | 0 | |
| 11 Jun | 835.55 | 72.40 | - | 0 | 0 | 0 | |
| 10 Jun | 831.80 | 72.40 | - | 0 | 0 | 0 | |
| 7 Jun | 829.95 | 72.40 | - | 0 | 750 | 0 | |
| 6 Jun | 816.95 | 72.40 | - | 750 | 750 | 750 | |
| 5 Jun | 789.75 | 72.40 | - | 750 | 0 | 0 | |
| 4 Jun | 775.20 | 70.40 | - | 0 | 0 | 0 | |
| 3 Jun | 905.65 | 70.40 | - | 0 | 0 | 0 | |
| 31 May | 830.35 | 70.40 | - | 0 | 0 | 0 | |
| 30 May | 825.85 | 0.00 | - | 0 | 0 | 0 | |
| 29 May | 822.65 | 0.00 | - | 0 | 0 | 0 | |
| 28 May | 831.15 | 0.00 | - | 0 | 0 | 0 | |
| 27 May | 833.70 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 828.60 | 0.00 | - | 0 | 0 | 0 | |
| 23 May | 832.10 | 0.00 | - | 0 | 0 | 0 | |
| 22 May | 818.75 | 0.00 | - | 0 | 0 | 0 | |
| 21 May | 830.65 | 0.00 | - | 0 | 0 | 0 | |
| 17 May | 817.85 | 0.00 | - | 0 | 0 | 0 | |
| 16 May | 811.95 | 0.00 | - | 0 | 0 | 0 | |
| 15 May | 820.30 | 0.00 | - | 0 | 0 | 0 | |
| 14 May | 818.20 | 0.00 | - | 0 | 0 | 0 | |
| 13 May | 808.80 | 0.00 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 870 expiring on 25JUL2024
Delta for 870 PE is -
Historical price for 870 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 22, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 430500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 35.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 346500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 34.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -11250 which decreased total open position to 350250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 45.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -19500 which decreased total open position to 367500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 34.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 387000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 30.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 170250 which increased total open position to 380250
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 34.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 210000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 35.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 45000 which increased total open position to 169500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 36.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 124500
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 42.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -12750 which decreased total open position to 111000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 42.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 123750
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 43500 which increased total open position to 106500
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 31.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 63000
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 34.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 48000
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 72.40, 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 72.40, 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 72.40, 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 72.40, 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 72.40, 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 72.40, 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 6 Jun SBIN was trading at 816.95. The strike last trading price was 72.40, 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 5 Jun SBIN was trading at 789.75. The strike last trading price was 72.40, 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 70.40, 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 70.40, 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 70.40, 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 30 May SBIN was trading at 825.85. The strike last trading price was 0.00, 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 29 May SBIN was trading at 822.65. The strike last trading price was 0.00, 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 28 May SBIN was trading at 831.15. The strike last trading price was 0.00, 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 27 May SBIN was trading at 833.70. The strike last trading price was 0.00, 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 24 May SBIN was trading at 828.60. The strike last trading price was 0.00, 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 23 May SBIN was trading at 832.10. The strike last trading price was 0.00, 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 22 May SBIN was trading at 818.75. The strike last trading price was 0.00, 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 21 May SBIN was trading at 830.65. The strike last trading price was 0.00, 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 17 May SBIN was trading at 817.85. The strike last trading price was 0.00, 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 16 May SBIN was trading at 811.95. The strike last trading price was 0.00, 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 15 May SBIN was trading at 820.30. The strike last trading price was 0.00, 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 May SBIN was trading at 818.20. The strike last trading price was 0.00, 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 May SBIN was trading at 808.80. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0