SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:00 AM IST
| SBIN 26DEC2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.65
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 857.35 | 9.6 | -3.05 | 20.21 | 3,740 | 633 | 8,941 | |||
| 11 Dec | 861.60 | 12.65 | -2.75 | 21.25 | 15,117 | 1,071 | 8,356 | |||
| 10 Dec | 867.50 | 15.4 | 2.70 | 19.77 | 16,779 | -637 | 7,346 | |||
| 9 Dec | 858.05 | 12.7 | -2.60 | 21.94 | 15,705 | 1,213 | 8,008 | |||
| 6 Dec | 863.65 | 15.3 | -1.05 | 20.35 | 31,005 | 870 | 6,804 | |||
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| 5 Dec | 865.45 | 16.35 | 2.75 | 20.22 | 26,716 | -3 | 5,945 | |||
| 4 Dec | 859.70 | 13.6 | 1.60 | 19.58 | 17,764 | 747 | 5,956 | |||
| 3 Dec | 853.95 | 12 | 3.75 | 19.70 | 15,124 | 3,039 | 5,236 | |||
| 2 Dec | 836.40 | 8.25 | -1.35 | 21.63 | 3,700 | 106 | 2,201 | |||
| 29 Nov | 838.95 | 9.6 | -1.70 | 21.21 | 5,518 | 615 | 2,144 | |||
| 28 Nov | 838.85 | 11.3 | 1.25 | 22.03 | 5,226 | 368 | 1,526 | |||
| 27 Nov | 834.10 | 10.05 | -1.40 | 22.28 | 1,814 | 256 | 1,158 | |||
| 26 Nov | 839.40 | 11.45 | -2.95 | 22.15 | 1,511 | 178 | 903 | |||
| 25 Nov | 844.45 | 14.4 | 7.75 | 22.09 | 1,883 | 355 | 725 | |||
| 22 Nov | 816.05 | 6.65 | 3.45 | 22.52 | 1,265 | 80 | 450 | |||
| 21 Nov | 780.75 | 3.2 | -1.60 | 25.29 | 755 | 106 | 369 | |||
| 20 Nov | 803.00 | 4.8 | 0.00 | 22.13 | 349 | 102 | 262 | |||
| 19 Nov | 803.00 | 4.8 | -1.80 | 22.13 | 349 | 101 | 262 | |||
| 18 Nov | 814.30 | 6.6 | 0.80 | 21.11 | 249 | 15 | 162 | |||
| 14 Nov | 804.25 | 5.8 | -2.50 | 20.97 | 120 | 27 | 142 | |||
| 13 Nov | 808.65 | 8.3 | -3.40 | 22.08 | 96 | 10 | 111 | |||
| 12 Nov | 826.70 | 11.7 | -7.20 | 21.39 | 152 | 18 | 101 | |||
| 11 Nov | 847.65 | 18.9 | 0.55 | 20.96 | 73 | 0 | 84 | |||
| 8 Nov | 843.15 | 18.35 | -11.05 | 21.31 | 147 | 71 | 84 | |||
| 7 Nov | 859.60 | 29.4 | 2.20 | 23.46 | 20 | 9 | 11 | |||
| 6 Nov | 854.80 | 27.2 | 0.30 | 22.40 | 2 | 1 | 1 | |||
| 5 Nov | 849.20 | 26.9 | 0.00 | 0.85 | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 26.9 | 26.90 | 2.40 | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 0 | 2.90 | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 870 expiring on 26DEC2024
Delta for 870 CE is 0.40
Historical price for 870 CE is as follows
On 12 Dec SBIN was trading at 857.35. The strike last trading price was 9.6, which was -3.05 lower than the previous day. The implied volatity was 20.21, the open interest changed by 633 which increased total open position to 8941
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 12.65, which was -2.75 lower than the previous day. The implied volatity was 21.25, the open interest changed by 1071 which increased total open position to 8356
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 15.4, which was 2.70 higher than the previous day. The implied volatity was 19.77, the open interest changed by -637 which decreased total open position to 7346
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 12.7, which was -2.60 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1213 which increased total open position to 8008
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 15.3, which was -1.05 lower than the previous day. The implied volatity was 20.35, the open interest changed by 870 which increased total open position to 6804
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 16.35, which was 2.75 higher than the previous day. The implied volatity was 20.22, the open interest changed by -3 which decreased total open position to 5945
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 13.6, which was 1.60 higher than the previous day. The implied volatity was 19.58, the open interest changed by 747 which increased total open position to 5956
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 12, which was 3.75 higher than the previous day. The implied volatity was 19.70, the open interest changed by 3039 which increased total open position to 5236
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 8.25, which was -1.35 lower than the previous day. The implied volatity was 21.63, the open interest changed by 106 which increased total open position to 2201
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 9.6, which was -1.70 lower than the previous day. The implied volatity was 21.21, the open interest changed by 615 which increased total open position to 2144
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 11.3, which was 1.25 higher than the previous day. The implied volatity was 22.03, the open interest changed by 368 which increased total open position to 1526
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 10.05, which was -1.40 lower than the previous day. The implied volatity was 22.28, the open interest changed by 256 which increased total open position to 1158
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 11.45, which was -2.95 lower than the previous day. The implied volatity was 22.15, the open interest changed by 178 which increased total open position to 903
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 14.4, which was 7.75 higher than the previous day. The implied volatity was 22.09, the open interest changed by 355 which increased total open position to 725
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 6.65, which was 3.45 higher than the previous day. The implied volatity was 22.52, the open interest changed by 80 which increased total open position to 450
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 3.2, which was -1.60 lower than the previous day. The implied volatity was 25.29, the open interest changed by 106 which increased total open position to 369
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 22.13, the open interest changed by 102 which increased total open position to 262
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 4.8, which was -1.80 lower than the previous day. The implied volatity was 22.13, the open interest changed by 101 which increased total open position to 262
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 6.6, which was 0.80 higher than the previous day. The implied volatity was 21.11, the open interest changed by 15 which increased total open position to 162
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 5.8, which was -2.50 lower than the previous day. The implied volatity was 20.97, the open interest changed by 27 which increased total open position to 142
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 8.3, which was -3.40 lower than the previous day. The implied volatity was 22.08, the open interest changed by 10 which increased total open position to 111
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 11.7, which was -7.20 lower than the previous day. The implied volatity was 21.39, the open interest changed by 18 which increased total open position to 101
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 18.9, which was 0.55 higher than the previous day. The implied volatity was 20.96, the open interest changed by 0 which decreased total open position to 84
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 18.35, which was -11.05 lower than the previous day. The implied volatity was 21.31, the open interest changed by 71 which increased total open position to 84
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 29.4, which was 2.20 higher than the previous day. The implied volatity was 23.46, the open interest changed by 9 which increased total open position to 11
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 27.2, which was 0.30 higher than the previous day. The implied volatity was 22.40, the open interest changed by 1 which increased total open position to 1
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 26.9, which was 0.00 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 26.9, which was 26.90 higher than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.65
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 857.35 | 19 | 2.30 | 20.35 | 607 | -21 | 2,260 |
| 11 Dec | 861.60 | 16.7 | 1.00 | 20.41 | 5,443 | -171 | 2,289 |
| 10 Dec | 867.50 | 15.7 | -5.25 | 23.10 | 4,291 | 232 | 2,466 |
| 9 Dec | 858.05 | 20.95 | 3.25 | 22.62 | 5,513 | -326 | 2,235 |
| 6 Dec | 863.65 | 17.7 | -1.40 | 20.48 | 12,766 | 592 | 2,554 |
| 5 Dec | 865.45 | 19.1 | -2.95 | 22.63 | 7,968 | 837 | 1,995 |
| 4 Dec | 859.70 | 22.05 | -2.80 | 22.25 | 3,680 | 608 | 1,166 |
| 3 Dec | 853.95 | 24.85 | -10.70 | 21.88 | 2,108 | 358 | 566 |
| 2 Dec | 836.40 | 35.55 | 0.45 | 21.70 | 339 | -19 | 211 |
| 29 Nov | 838.95 | 35.1 | 0.05 | 21.96 | 380 | 14 | 233 |
| 28 Nov | 838.85 | 35.05 | -3.80 | 23.14 | 665 | 66 | 221 |
| 27 Nov | 834.10 | 38.85 | 1.25 | 22.92 | 198 | 35 | 157 |
| 26 Nov | 839.40 | 37.6 | 3.90 | 23.93 | 184 | 15 | 123 |
| 25 Nov | 844.45 | 33.7 | -51.50 | 24.31 | 347 | 96 | 101 |
| 22 Nov | 816.05 | 85.2 | 0.00 | 0.00 | 0 | 3 | 0 |
| 21 Nov | 780.75 | 85.2 | 51.80 | 27.73 | 7 | 3 | 5 |
| 20 Nov | 803.00 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 803.00 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 814.30 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 804.25 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 808.65 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 826.70 | 33.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 847.65 | 33.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 843.15 | 33.4 | 3.40 | 19.20 | 5 | 2 | 3 |
| 7 Nov | 859.60 | 30 | -37.05 | 23.96 | 1 | 0 | 0 |
| 6 Nov | 854.80 | 67.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 849.20 | 67.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 829.85 | 67.05 | 67.05 | - | 0 | 0 | 0 |
| 1 Nov | 821.20 | 0 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 870 expiring on 26DEC2024
Delta for 870 PE is -0.60
Historical price for 870 PE is as follows
On 12 Dec SBIN was trading at 857.35. The strike last trading price was 19, which was 2.30 higher than the previous day. The implied volatity was 20.35, the open interest changed by -21 which decreased total open position to 2260
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 16.7, which was 1.00 higher than the previous day. The implied volatity was 20.41, the open interest changed by -171 which decreased total open position to 2289
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 15.7, which was -5.25 lower than the previous day. The implied volatity was 23.10, the open interest changed by 232 which increased total open position to 2466
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 20.95, which was 3.25 higher than the previous day. The implied volatity was 22.62, the open interest changed by -326 which decreased total open position to 2235
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 17.7, which was -1.40 lower than the previous day. The implied volatity was 20.48, the open interest changed by 592 which increased total open position to 2554
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 19.1, which was -2.95 lower than the previous day. The implied volatity was 22.63, the open interest changed by 837 which increased total open position to 1995
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 22.05, which was -2.80 lower than the previous day. The implied volatity was 22.25, the open interest changed by 608 which increased total open position to 1166
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 24.85, which was -10.70 lower than the previous day. The implied volatity was 21.88, the open interest changed by 358 which increased total open position to 566
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 35.55, which was 0.45 higher than the previous day. The implied volatity was 21.70, the open interest changed by -19 which decreased total open position to 211
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 35.1, which was 0.05 higher than the previous day. The implied volatity was 21.96, the open interest changed by 14 which increased total open position to 233
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 35.05, which was -3.80 lower than the previous day. The implied volatity was 23.14, the open interest changed by 66 which increased total open position to 221
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 38.85, which was 1.25 higher than the previous day. The implied volatity was 22.92, the open interest changed by 35 which increased total open position to 157
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 37.6, which was 3.90 higher than the previous day. The implied volatity was 23.93, the open interest changed by 15 which increased total open position to 123
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 33.7, which was -51.50 lower than the previous day. The implied volatity was 24.31, the open interest changed by 96 which increased total open position to 101
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 85.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 85.2, which was 51.80 higher than the previous day. The implied volatity was 27.73, the open interest changed by 3 which increased total open position to 5
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 33.4, which was 0.00 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 19 Nov SBIN was trading at 803.00. The strike last trading price was 33.4, which was 0.00 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 18 Nov SBIN was trading at 814.30. The strike last trading price was 33.4, which was 0.00 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 14 Nov SBIN was trading at 804.25. The strike last trading price was 33.4, which was 0.00 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 13 Nov SBIN was trading at 808.65. The strike last trading price was 33.4, which was 0.00 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 Nov SBIN was trading at 826.70. The strike last trading price was 33.4, which was 0.00 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 Nov SBIN was trading at 847.65. The strike last trading price was 33.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 33.4, which was 3.40 higher than the previous day. The implied volatity was 19.20, the open interest changed by 2 which increased total open position to 3
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 30, which was -37.05 lower than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 67.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 67.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 67.05, which was 67.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
