SBIN
State Bank Of India
Historical option data for SBIN
11 Apr 2025 04:10 PM IST
| SBIN 24APR2025 880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 753.85 | 0.4 | 0 | 38.47 | 151 | -6 | 730 | |||
| 9 Apr | 742.20 | 0.35 | -0.25 | 38.04 | 208 | 16 | 734 | |||
| 8 Apr | 768.60 | 0.6 | 0.05 | 32.32 | 654 | -17 | 718 | |||
| 7 Apr | 746.90 | 0.5 | 0.05 | 35.85 | 455 | -88 | 729 | |||
| 4 Apr | 767.45 | 0.45 | 0 | 27.63 | 179 | 10 | 817 | |||
| 3 Apr | 779.20 | 0.45 | 0 | 24.40 | 323 | 16 | 807 | |||
| 2 Apr | 775.95 | 0.45 | 0.05 | 24.51 | 650 | 246 | 792 | |||
| 1 Apr | 771.70 | 0.4 | -0.25 | 24.52 | 716 | -83 | 535 | |||
| 28 Mar | 771.50 | 0.6 | -0.3 | 24.14 | 953 | 189 | 618 | |||
| 27 Mar | 772.30 | 0.85 | 0 | 24.98 | 283 | 122 | 428 | |||
| 26 Mar | 764.00 | 0.8 | -0.45 | 26.21 | 219 | 58 | 309 | |||
| 25 Mar | 772.85 | 1.2 | -0.4 | 26.06 | 341 | 75 | 251 | |||
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| 24 Mar | 780.80 | 1.7 | -12.85 | 25.08 | 468 | 175 | 175 | |||
For State Bank Of India - strike price 880 expiring on 24APR2025
Delta for 880 CE is 0.02
Historical price for 880 CE is as follows
On 11 Apr SBIN was trading at 753.85. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 38.47, the open interest changed by -6 which decreased total open position to 730
On 9 Apr SBIN was trading at 742.20. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 38.04, the open interest changed by 16 which increased total open position to 734
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 32.32, the open interest changed by -17 which decreased total open position to 718
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 35.85, the open interest changed by -88 which decreased total open position to 729
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 27.63, the open interest changed by 10 which increased total open position to 817
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 24.40, the open interest changed by 16 which increased total open position to 807
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 24.51, the open interest changed by 246 which increased total open position to 792
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 24.52, the open interest changed by -83 which decreased total open position to 535
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 24.14, the open interest changed by 189 which increased total open position to 618
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 24.98, the open interest changed by 122 which increased total open position to 428
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 26.21, the open interest changed by 58 which increased total open position to 309
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 26.06, the open interest changed by 75 which increased total open position to 251
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 1.7, which was -12.85 lower than the previous day. The implied volatity was 25.08, the open interest changed by 175 which increased total open position to 175
| SBIN 24APR2025 880 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 |
| 11 Apr | 753.85 | 108 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 742.20 | 108 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 768.60 | 108 | -25.5 | 40.10 | 4 | -2 | 146 |
| 7 Apr | 746.90 | 133.5 | 21.55 | 62.38 | 18 | 0 | 164 |
| 4 Apr | 767.45 | 111.85 | 15.85 | 47.88 | 7 | 0 | 164 |
| 3 Apr | 779.20 | 96 | -8.05 | 27.81 | 17 | -3 | 155 |
| 2 Apr | 775.95 | 104.05 | 0 | 0.00 | 0 | -1 | 0 |
| 1 Apr | 771.70 | 104.05 | -0.05 | 27.86 | 1 | 159 | 159 |
| 28 Mar | 771.50 | 104.05 | -0.05 | 0.00 | 0 | -4 | 0 |
| 27 Mar | 772.30 | 104.05 | -6.2 | 32.29 | 9 | -2 | 161 |
| 26 Mar | 764.00 | 110.25 | 11.25 | - | 16 | 4 | 167 |
| 25 Mar | 772.85 | 99 | 5.4 | - | 43 | 36 | 160 |
| 24 Mar | 780.80 | 93.25 | -24.05 | 25.05 | 147 | 124 | 124 |
For State Bank Of India - strike price 880 expiring on 24APR2025
Delta for 880 PE is 0.00
Historical price for 880 PE is as follows
On 11 Apr SBIN was trading at 753.85. The strike last trading price was 108, 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 9 Apr SBIN was trading at 742.20. The strike last trading price was 108, 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 8 Apr SBIN was trading at 768.60. The strike last trading price was 108, which was -25.5 lower than the previous day. The implied volatity was 40.10, the open interest changed by -2 which decreased total open position to 146
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 133.5, which was 21.55 higher than the previous day. The implied volatity was 62.38, the open interest changed by 0 which decreased total open position to 164
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 111.85, which was 15.85 higher than the previous day. The implied volatity was 47.88, the open interest changed by 0 which decreased total open position to 164
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 96, which was -8.05 lower than the previous day. The implied volatity was 27.81, the open interest changed by -3 which decreased total open position to 155
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 104.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 104.05, which was -0.05 lower than the previous day. The implied volatity was 27.86, the open interest changed by 159 which increased total open position to 159
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 104.05, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 104.05, which was -6.2 lower than the previous day. The implied volatity was 32.29, the open interest changed by -2 which decreased total open position to 161
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 110.25, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 167
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 99, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 160
On 24 Mar SBIN was trading at 780.80. The strike last trading price was 93.25, which was -24.05 lower than the previous day. The implied volatity was 25.05, the open interest changed by 124 which increased total open position to 124
