SBIN
State Bank Of India
Historical option data for SBIN
14 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.20
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 804.25 | 1.05 | -0.90 | 24.06 | 5,766 | 298 | 10,657 | |||
| 13 Nov | 808.65 | 1.95 | -1.20 | 24.67 | 10,257 | -242 | 10,529 | |||
| 12 Nov | 826.70 | 3.15 | -3.95 | 22.21 | 12,896 | 222 | 10,789 | |||
| 11 Nov | 847.65 | 7.1 | -0.40 | 20.40 | 12,715 | -98 | 10,597 | |||
| 8 Nov | 843.15 | 7.5 | -10.50 | 21.22 | 49,906 | 5,024 | 10,797 | |||
| 7 Nov | 859.60 | 18 | 1.55 | 25.59 | 12,925 | 247 | 5,780 | |||
| 6 Nov | 854.80 | 16.45 | 1.70 | 24.67 | 11,148 | 180 | 5,522 | |||
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| 5 Nov | 849.20 | 14.75 | 3.30 | 25.78 | 14,097 | 3,897 | 5,340 | |||
| 4 Nov | 829.85 | 11.45 | 0.85 | 28.68 | 4,200 | 386 | 1,449 | |||
| 1 Nov | 821.20 | 10.6 | 0.15 | 28.90 | 274 | 18 | 1,066 | |||
| 31 Oct | 820.20 | 10.45 | -0.65 | - | 1,701 | 196 | 1,048 | |||
| 30 Oct | 822.45 | 11.1 | -3.60 | - | 746 | 133 | 852 | |||
| 29 Oct | 832.70 | 14.7 | 9.55 | - | 1,833 | 338 | 719 | |||
| 28 Oct | 792.05 | 5.15 | 1.05 | - | 611 | 83 | 380 | |||
| 25 Oct | 780.95 | 4.1 | -0.80 | - | 363 | -21 | 297 | |||
| 24 Oct | 794.55 | 4.9 | 0.30 | - | 277 | 72 | 318 | |||
| 23 Oct | 786.00 | 4.6 | -0.90 | - | 108 | -7 | 246 | |||
| 22 Oct | 790.40 | 5.5 | -3.30 | - | 343 | 125 | 253 | |||
| 21 Oct | 813.95 | 8.8 | -2.30 | - | 99 | 55 | 128 | |||
| 18 Oct | 820.40 | 11.1 | 2.25 | - | 50 | 21 | 71 | |||
| 17 Oct | 811.05 | 8.85 | 1.90 | - | 200 | 9 | 50 | |||
| 16 Oct | 805.45 | 6.95 | -1.60 | - | 7 | 2 | 40 | |||
| 15 Oct | 804.65 | 8.55 | 0.00 | - | 1 | 0 | 37 | |||
| 14 Oct | 805.15 | 8.55 | -2.05 | - | 4 | 1 | 36 | |||
| 11 Oct | 799.75 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 797.10 | 10.6 | 0.00 | - | 0 | 34 | 0 | |||
| 9 Oct | 797.40 | 10.6 | -0.40 | - | 38 | 23 | 24 | |||
| 8 Oct | 781.45 | 11 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 770.65 | 11 | 0.00 | - | 0 | 1 | 0 | |||
| 4 Oct | 796.65 | 11 | -12.30 | - | 1 | 0 | 0 | |||
| 3 Oct | 794.10 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 796.95 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 787.90 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 802.65 | 23.3 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 870 expiring on 28NOV2024
Delta for 870 CE is 0.06
Historical price for 870 CE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 1.05, which was -0.90 lower than the previous day. The implied volatity was 24.06, the open interest changed by 298 which increased total open position to 10657
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 1.95, which was -1.20 lower than the previous day. The implied volatity was 24.67, the open interest changed by -242 which decreased total open position to 10529
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 3.15, which was -3.95 lower than the previous day. The implied volatity was 22.21, the open interest changed by 222 which increased total open position to 10789
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 7.1, which was -0.40 lower than the previous day. The implied volatity was 20.40, the open interest changed by -98 which decreased total open position to 10597
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 7.5, which was -10.50 lower than the previous day. The implied volatity was 21.22, the open interest changed by 5024 which increased total open position to 10797
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 18, which was 1.55 higher than the previous day. The implied volatity was 25.59, the open interest changed by 247 which increased total open position to 5780
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 16.45, which was 1.70 higher than the previous day. The implied volatity was 24.67, the open interest changed by 180 which increased total open position to 5522
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 14.75, which was 3.30 higher than the previous day. The implied volatity was 25.78, the open interest changed by 3897 which increased total open position to 5340
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 11.45, which was 0.85 higher than the previous day. The implied volatity was 28.68, the open interest changed by 386 which increased total open position to 1449
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 10.6, which was 0.15 higher than the previous day. The implied volatity was 28.90, the open interest changed by 18 which increased total open position to 1066
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 10.45, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 11.1, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 14.7, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 5.15, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 4.1, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 4.9, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 4.6, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 5.5, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 8.8, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 11.1, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 8.85, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 6.95, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 8.55, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 10.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 11, which was -12.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 23.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 23.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.32
Theta: -0.14
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 804.25 | 63.55 | 7.55 | 30.89 | 234 | -74 | 965 |
| 13 Nov | 808.65 | 56 | 12.00 | 24.39 | 333 | -75 | 1,041 |
| 12 Nov | 826.70 | 44 | 16.70 | 23.83 | 1,249 | -70 | 1,103 |
| 11 Nov | 847.65 | 27.3 | -4.60 | 20.70 | 2,445 | 199 | 1,172 |
| 8 Nov | 843.15 | 31.9 | 7.10 | 21.59 | 6,739 | 119 | 976 |
| 7 Nov | 859.60 | 24.8 | -1.50 | 25.84 | 2,860 | 155 | 871 |
| 6 Nov | 854.80 | 26.3 | -6.15 | 25.57 | 1,933 | 403 | 716 |
| 5 Nov | 849.20 | 32.45 | -12.50 | 27.01 | 575 | 171 | 309 |
| 4 Nov | 829.85 | 44.95 | -8.95 | 27.94 | 75 | 5 | 138 |
| 1 Nov | 821.20 | 53.9 | 0.00 | 0.00 | 0 | 47 | 0 |
| 31 Oct | 820.20 | 53.9 | 3.90 | - | 122 | 47 | 133 |
| 30 Oct | 822.45 | 50 | 4.30 | - | 43 | -7 | 85 |
| 29 Oct | 832.70 | 45.7 | -31.30 | - | 158 | 88 | 92 |
| 28 Oct | 792.05 | 77 | -4.00 | - | 2 | 2 | 3 |
| 25 Oct | 780.95 | 81 | -2.00 | - | 1 | 0 | 1 |
| 24 Oct | 794.55 | 83 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 786.00 | 83 | 16.40 | - | 6 | 3 | 4 |
| 22 Oct | 790.40 | 66.6 | -13.95 | - | 1 | 0 | 0 |
| 21 Oct | 813.95 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 820.40 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 811.05 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 805.45 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 804.65 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 805.15 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 799.75 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 797.10 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 797.40 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 781.45 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 770.65 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 796.65 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 794.10 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 796.95 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 787.90 | 80.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 802.65 | 80.55 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 870 expiring on 28NOV2024
Delta for 870 PE is -0.88
Historical price for 870 PE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 63.55, which was 7.55 higher than the previous day. The implied volatity was 30.89, the open interest changed by -74 which decreased total open position to 965
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 56, which was 12.00 higher than the previous day. The implied volatity was 24.39, the open interest changed by -75 which decreased total open position to 1041
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 44, which was 16.70 higher than the previous day. The implied volatity was 23.83, the open interest changed by -70 which decreased total open position to 1103
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 27.3, which was -4.60 lower than the previous day. The implied volatity was 20.70, the open interest changed by 199 which increased total open position to 1172
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 31.9, which was 7.10 higher than the previous day. The implied volatity was 21.59, the open interest changed by 119 which increased total open position to 976
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 24.8, which was -1.50 lower than the previous day. The implied volatity was 25.84, the open interest changed by 155 which increased total open position to 871
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 26.3, which was -6.15 lower than the previous day. The implied volatity was 25.57, the open interest changed by 403 which increased total open position to 716
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 32.45, which was -12.50 lower than the previous day. The implied volatity was 27.01, the open interest changed by 171 which increased total open position to 309
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 44.95, which was -8.95 lower than the previous day. The implied volatity was 27.94, the open interest changed by 5 which increased total open position to 138
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 53.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 47 which increased total open position to 0
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 53.9, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBIN was trading at 822.45. The strike last trading price was 50, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBIN was trading at 832.70. The strike last trading price was 45.7, which was -31.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBIN was trading at 792.05. The strike last trading price was 77, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBIN was trading at 780.95. The strike last trading price was 81, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBIN was trading at 794.55. The strike last trading price was 83, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBIN was trading at 786.00. The strike last trading price was 83, which was 16.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SBIN was trading at 790.40. The strike last trading price was 66.6, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBIN was trading at 820.40. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SBIN was trading at 811.05. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SBIN was trading at 805.45. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBIN was trading at 804.65. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SBIN was trading at 805.15. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SBIN was trading at 799.75. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SBIN was trading at 797.10. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBIN was trading at 797.40. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBIN was trading at 781.45. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SBIN was trading at 770.65. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SBIN was trading at 796.65. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SBIN was trading at 794.10. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SBIN was trading at 796.95. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SBIN was trading at 787.90. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SBIN was trading at 802.65. The strike last trading price was 80.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
