SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:20 AM IST
| SBIN 26DEC2024 890 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.49
Theta: -0.40
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 12 Dec | 857.55 | 4.1 | -1.60 | 20.50 | 1,436 | 245 | 3,630 | |||
| 11 Dec | 861.60 | 5.7 | -1.80 | 21.02 | 4,121 | 357 | 3,381 | |||
| 10 Dec | 867.50 | 7.5 | 1.20 | 20.10 | 4,470 | 56 | 3,039 | |||
| 9 Dec | 858.05 | 6.3 | -1.45 | 22.10 | 4,221 | 278 | 2,989 | |||
| 6 Dec | 863.65 | 7.75 | -1.00 | 20.25 | 10,541 | 175 | 2,703 | |||
| 5 Dec | 865.45 | 8.75 | 1.75 | 20.47 | 7,996 | 410 | 2,529 | |||
| 4 Dec | 859.70 | 7 | 0.85 | 19.86 | 4,851 | 283 | 2,120 | |||
| 3 Dec | 853.95 | 6.15 | 1.85 | 20.01 | 5,235 | -32 | 1,839 | |||
| 2 Dec | 836.40 | 4.3 | -0.95 | 22.05 | 2,400 | 180 | 1,890 | |||
| 29 Nov | 838.95 | 5.25 | -1.25 | 21.64 | 2,918 | 548 | 1,730 | |||
| 28 Nov | 838.85 | 6.5 | 0.50 | 22.47 | 3,211 | 231 | 1,183 | |||
| 27 Nov | 834.10 | 6 | -0.65 | 23.05 | 1,176 | 356 | 952 | |||
| 26 Nov | 839.40 | 6.65 | -1.90 | 22.48 | 842 | 167 | 596 | |||
| 25 Nov | 844.45 | 8.55 | 4.50 | 22.26 | 1,050 | 314 | 430 | |||
| 22 Nov | 816.05 | 4.05 | 1.85 | 23.36 | 869 | 178 | 294 | |||
| 21 Nov | 780.75 | 2.2 | -0.75 | 26.78 | 322 | 52 | 114 | |||
| 20 Nov | 803.00 | 2.95 | 0.00 | 23.07 | 175 | 8 | 62 | |||
| 19 Nov | 803.00 | 2.95 | -0.65 | 23.07 | 175 | 8 | 62 | |||
| 18 Nov | 814.30 | 3.6 | 0.00 | 21.21 | 33 | 6 | 54 | |||
| 14 Nov | 804.25 | 3.6 | -1.10 | 21.87 | 26 | 2 | 47 | |||
| 13 Nov | 808.65 | 4.7 | -2.75 | 21.86 | 99 | 30 | 45 | |||
| 12 Nov | 826.70 | 7.45 | -4.30 | 21.86 | 26 | 6 | 14 | |||
| 11 Nov | 847.65 | 11.75 | -6.40 | 20.61 | 8 | 4 | 8 | |||
| 8 Nov | 843.15 | 18.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 859.60 | 18.15 | 0.00 | 21.20 | 1 | 0 | 3 | |||
| 6 Nov | 854.80 | 18.15 | 0.00 | 21.91 | 1 | 0 | 3 | |||
| 5 Nov | 849.20 | 18.15 | -2.75 | 23.72 | 3 | 2 | 2 | |||
| 4 Nov | 829.85 | 20.9 | 20.90 | 4.05 | 0 | 0 | 0 | |||
| 1 Nov | 821.20 | 0 | 4.46 | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 890 expiring on 26DEC2024
Delta for 890 CE is 0.21
Historical price for 890 CE is as follows
On 12 Dec SBIN was trading at 857.55. The strike last trading price was 4.1, which was -1.60 lower than the previous day. The implied volatity was 20.50, the open interest changed by 245 which increased total open position to 3630
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 5.7, which was -1.80 lower than the previous day. The implied volatity was 21.02, the open interest changed by 357 which increased total open position to 3381
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 7.5, which was 1.20 higher than the previous day. The implied volatity was 20.10, the open interest changed by 56 which increased total open position to 3039
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 6.3, which was -1.45 lower than the previous day. The implied volatity was 22.10, the open interest changed by 278 which increased total open position to 2989
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 7.75, which was -1.00 lower than the previous day. The implied volatity was 20.25, the open interest changed by 175 which increased total open position to 2703
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 8.75, which was 1.75 higher than the previous day. The implied volatity was 20.47, the open interest changed by 410 which increased total open position to 2529
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 19.86, the open interest changed by 283 which increased total open position to 2120
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 6.15, which was 1.85 higher than the previous day. The implied volatity was 20.01, the open interest changed by -32 which decreased total open position to 1839
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 4.3, which was -0.95 lower than the previous day. The implied volatity was 22.05, the open interest changed by 180 which increased total open position to 1890
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 5.25, which was -1.25 lower than the previous day. The implied volatity was 21.64, the open interest changed by 548 which increased total open position to 1730
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 6.5, which was 0.50 higher than the previous day. The implied volatity was 22.47, the open interest changed by 231 which increased total open position to 1183
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 6, which was -0.65 lower than the previous day. The implied volatity was 23.05, the open interest changed by 356 which increased total open position to 952
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 6.65, which was -1.90 lower than the previous day. The implied volatity was 22.48, the open interest changed by 167 which increased total open position to 596
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 8.55, which was 4.50 higher than the previous day. The implied volatity was 22.26, the open interest changed by 314 which increased total open position to 430
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 4.05, which was 1.85 higher than the previous day. The implied volatity was 23.36, the open interest changed by 178 which increased total open position to 294
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 26.78, the open interest changed by 52 which increased total open position to 114
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 23.07, the open interest changed by 8 which increased total open position to 62
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 23.07, the open interest changed by 8 which increased total open position to 62
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by 6 which increased total open position to 54
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 3.6, which was -1.10 lower than the previous day. The implied volatity was 21.87, the open interest changed by 2 which increased total open position to 47
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 4.7, which was -2.75 lower than the previous day. The implied volatity was 21.86, the open interest changed by 30 which increased total open position to 45
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 7.45, which was -4.30 lower than the previous day. The implied volatity was 21.86, the open interest changed by 6 which increased total open position to 14
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 11.75, which was -6.40 lower than the previous day. The implied volatity was 20.61, the open interest changed by 4 which increased total open position to 8
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 18.15, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 21.20, the open interest changed by 0 which decreased total open position to 3
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 3
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 18.15, which was -2.75 lower than the previous day. The implied volatity was 23.72, the open interest changed by 2 which increased total open position to 2
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 20.9, which was 20.90 higher than the previous day. The implied volatity was 4.05, 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 4.46, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 890 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.48
Theta: -0.15
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 857.55 | 32.8 | 3.10 | 20.11 | 86 | 7 | 431 |
| 11 Dec | 861.60 | 29.7 | 2.05 | 20.05 | 473 | 72 | 429 |
| 10 Dec | 867.50 | 27.65 | -7.15 | 23.63 | 210 | -14 | 357 |
| 9 Dec | 858.05 | 34.8 | 4.50 | 23.47 | 427 | -4 | 372 |
| 6 Dec | 863.65 | 30.3 | -1.20 | 20.77 | 1,376 | -1 | 376 |
| 5 Dec | 865.45 | 31.5 | -3.85 | 23.26 | 834 | 86 | 378 |
| 4 Dec | 859.70 | 35.35 | -3.55 | 22.96 | 309 | 29 | 291 |
| 3 Dec | 853.95 | 38.9 | -10.15 | 22.65 | 212 | 28 | 261 |
| 2 Dec | 836.40 | 49.05 | -1.70 | 17.15 | 12 | -2 | 234 |
| 29 Nov | 838.95 | 50.75 | 0.75 | 22.82 | 22 | 2 | 237 |
| 28 Nov | 838.85 | 50 | -4.80 | 23.68 | 144 | 37 | 233 |
| 27 Nov | 834.10 | 54.8 | 2.30 | 24.08 | 128 | 68 | 196 |
| 26 Nov | 839.40 | 52.5 | 3.30 | 24.44 | 153 | 90 | 128 |
| 25 Nov | 844.45 | 49.2 | -29.30 | 26.60 | 60 | 38 | 38 |
| 22 Nov | 816.05 | 78.5 | 20.50 | 34.02 | 5 | 4 | 4 |
| 21 Nov | 780.75 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 803.00 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 803.00 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 814.30 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 804.25 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 808.65 | 58 | 0.00 | 0.00 | 0 | -2 | 0 |
| 12 Nov | 826.70 | 58 | 10.15 | 18.56 | 2 | 0 | 2 |
| 11 Nov | 847.65 | 47.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 843.15 | 47.85 | -3.15 | 20.60 | 1 | 0 | 1 |
| 7 Nov | 859.60 | 51 | -29.85 | 31.80 | 1 | 0 | 0 |
| 6 Nov | 854.80 | 80.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 849.20 | 80.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 829.85 | 80.85 | 80.85 | - | 0 | 0 | 0 |
| 1 Nov | 821.20 | 0 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 890 expiring on 26DEC2024
Delta for 890 PE is -0.79
Historical price for 890 PE is as follows
On 12 Dec SBIN was trading at 857.55. The strike last trading price was 32.8, which was 3.10 higher than the previous day. The implied volatity was 20.11, the open interest changed by 7 which increased total open position to 431
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 29.7, which was 2.05 higher than the previous day. The implied volatity was 20.05, the open interest changed by 72 which increased total open position to 429
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 27.65, which was -7.15 lower than the previous day. The implied volatity was 23.63, the open interest changed by -14 which decreased total open position to 357
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 34.8, which was 4.50 higher than the previous day. The implied volatity was 23.47, the open interest changed by -4 which decreased total open position to 372
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 30.3, which was -1.20 lower than the previous day. The implied volatity was 20.77, the open interest changed by -1 which decreased total open position to 376
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 31.5, which was -3.85 lower than the previous day. The implied volatity was 23.26, the open interest changed by 86 which increased total open position to 378
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 35.35, which was -3.55 lower than the previous day. The implied volatity was 22.96, the open interest changed by 29 which increased total open position to 291
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 38.9, which was -10.15 lower than the previous day. The implied volatity was 22.65, the open interest changed by 28 which increased total open position to 261
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 49.05, which was -1.70 lower than the previous day. The implied volatity was 17.15, the open interest changed by -2 which decreased total open position to 234
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 50.75, which was 0.75 higher than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 237
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 50, which was -4.80 lower than the previous day. The implied volatity was 23.68, the open interest changed by 37 which increased total open position to 233
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 54.8, which was 2.30 higher than the previous day. The implied volatity was 24.08, the open interest changed by 68 which increased total open position to 196
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 52.5, which was 3.30 higher than the previous day. The implied volatity was 24.44, the open interest changed by 90 which increased total open position to 128
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 49.2, which was -29.30 lower than the previous day. The implied volatity was 26.60, the open interest changed by 38 which increased total open position to 38
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 78.5, which was 20.50 higher than the previous day. The implied volatity was 34.02, the open interest changed by 4 which increased total open position to 4
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 58, 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 20 Nov SBIN was trading at 803.00. The strike last trading price was 58, 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 58, 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 58, 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 58, 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 58, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 58, which was 10.15 higher than the previous day. The implied volatity was 18.56, the open interest changed by 0 which decreased total open position to 2
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 47.85, 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 47.85, which was -3.15 lower than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 1
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 51, which was -29.85 lower than the previous day. The implied volatity was 31.80, 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 80.85, 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 80.85, 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 80.85, which was 80.85 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
