`
[--[65.84.65.76]--]
SBIN
State Bank Of India

780.75 -22.25 (-2.77%)

Back to Option Chain


Historical option data for SBIN

21 Nov 2024 04:10 PM IST
SBIN 28NOV2024 890 CE
Delta: 0.02
Vega: 0.05
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 780.75 0.35 -0.05 44.69 1,372 -553 1,652
20 Nov 803.00 0.4 0.00 32.79 1,637 -150 2,222
19 Nov 803.00 0.4 -0.15 32.79 1,637 -133 2,222
18 Nov 814.30 0.55 -0.10 28.69 1,286 -166 2,355
14 Nov 804.25 0.65 -0.60 27.14 2,166 3 2,523
13 Nov 808.65 1.25 -0.45 27.78 3,377 -90 2,521
12 Nov 826.70 1.7 -1.80 24.41 5,591 -44 2,702
11 Nov 847.65 3.5 -0.50 21.75 8,320 -289 2,755
8 Nov 843.15 4 -7.00 22.47 20,749 1,317 3,088
7 Nov 859.60 11 1.10 26.08 5,559 254 1,791
6 Nov 854.80 9.9 1.10 24.96 4,340 348 1,535
5 Nov 849.20 8.8 1.75 25.96 4,980 324 1,191
4 Nov 829.85 7.05 0.20 29.00 3,211 344 871
1 Nov 821.20 6.85 0.10 29.55 281 61 513
31 Oct 820.20 6.75 -0.25 - 964 100 457
30 Oct 822.45 7 -2.95 - 904 -90 359
29 Oct 832.70 9.95 6.40 - 1,290 163 448
28 Oct 792.05 3.55 0.65 - 201 64 277
25 Oct 780.95 2.9 -0.40 - 71 -42 213
24 Oct 794.55 3.3 0.10 - 81 20 255
23 Oct 786.00 3.2 -0.65 - 125 -5 235
22 Oct 790.40 3.85 -1.90 - 238 31 240
21 Oct 813.95 5.75 -1.45 - 298 204 206
18 Oct 820.40 7.2 -11.00 - 3 2 2
17 Oct 811.05 18.2 0.00 - 0 0 0
16 Oct 805.45 18.2 0.00 - 0 0 0
15 Oct 804.65 18.2 18.20 - 0 0 0
14 Oct 805.15 0 0.00 - 0 0 0
11 Oct 799.75 0 0.00 - 0 0 0
10 Oct 797.10 0 0.00 - 0 0 0
9 Oct 797.40 0 0.00 - 0 0 0
8 Oct 781.45 0 0.00 - 0 0 0
7 Oct 770.65 0 0.00 - 0 0 0
4 Oct 796.65 0 0.00 - 0 0 0
3 Oct 794.10 0 0.00 - 0 0 0
1 Oct 796.95 0 0.00 - 0 0 0
30 Sept 787.90 0 0.00 - 0 0 0
27 Sept 802.65 0 - 0 0 0


For State Bank Of India - strike price 890 expiring on 28NOV2024

Delta for 890 CE is 0.02

Historical price for 890 CE is as follows

On 21 Nov SBIN was trading at 780.75. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 44.69, the open interest changed by -553 which decreased total open position to 1652


On 20 Nov SBIN was trading at 803.00. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 32.79, the open interest changed by -150 which decreased total open position to 2222


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 32.79, the open interest changed by -133 which decreased total open position to 2222


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 28.69, the open interest changed by -166 which decreased total open position to 2355


On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 27.14, the open interest changed by 3 which increased total open position to 2523


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 27.78, the open interest changed by -90 which decreased total open position to 2521


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 1.7, which was -1.80 lower than the previous day. The implied volatity was 24.41, the open interest changed by -44 which decreased total open position to 2702


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 21.75, the open interest changed by -289 which decreased total open position to 2755


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 4, which was -7.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1317 which increased total open position to 3088


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 11, which was 1.10 higher than the previous day. The implied volatity was 26.08, the open interest changed by 254 which increased total open position to 1791


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 9.9, which was 1.10 higher than the previous day. The implied volatity was 24.96, the open interest changed by 348 which increased total open position to 1535


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 8.8, which was 1.75 higher than the previous day. The implied volatity was 25.96, the open interest changed by 324 which increased total open position to 1191


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 7.05, which was 0.20 higher than the previous day. The implied volatity was 29.00, the open interest changed by 344 which increased total open position to 871


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 6.85, which was 0.10 higher than the previous day. The implied volatity was 29.55, the open interest changed by 61 which increased total open position to 513


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 6.75, which was -0.25 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 7, which was -2.95 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 9.95, which was 6.40 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 3.55, which was 0.65 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 2.9, 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 24 Oct SBIN was trading at 794.55. The strike last trading price was 3.3, which was 0.10 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 3.2, 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 22 Oct SBIN was trading at 790.40. The strike last trading price was 3.85, which was -1.90 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 5.75, which was -1.45 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 7.2, which was -11.00 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 18.2, 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 18.2, 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 18.2, which was 18.20 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SBIN 28NOV2024 890 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 780.75 75 0.00 0.00 0 -2 0
20 Nov 803.00 75 0.00 - 2 -2 181
19 Nov 803.00 75 0.00 - 2 -1 181
18 Nov 814.30 75 0.00 0.00 0 0 0
14 Nov 804.25 75 -0.35 - 1 0 182
13 Nov 808.65 75.35 12.85 28.02 9 -7 182
12 Nov 826.70 62.5 18.95 26.86 36 2 196
11 Nov 847.65 43.55 -4.70 22.04 116 4 196
8 Nov 843.15 48.25 10.85 22.89 599 60 192
7 Nov 859.60 37.4 -2.85 25.88 303 37 134
6 Nov 854.80 40.25 -4.85 27.04 379 -53 97
5 Nov 849.20 45.1 -15.35 25.59 63 -3 148
4 Nov 829.85 60.45 -9.20 28.14 36 3 152
1 Nov 821.20 69.65 0.00 0.00 0 68 0
31 Oct 820.20 69.65 2.65 - 117 64 145
30 Oct 822.45 67 6.45 - 57 15 81
29 Oct 832.70 60.55 -34.65 - 73 61 61
28 Oct 792.05 95.2 0.00 - 0 0 0
25 Oct 780.95 95.2 0.00 - 0 0 0
24 Oct 794.55 95.2 0.00 - 0 0 0
23 Oct 786.00 95.2 0.00 - 0 0 0
22 Oct 790.40 95.2 0.00 - 0 0 0
21 Oct 813.95 95.2 0.00 - 0 0 0
18 Oct 820.40 95.2 0.00 - 0 0 0
17 Oct 811.05 95.2 0.00 - 0 0 0
16 Oct 805.45 95.2 0.00 - 0 0 0
15 Oct 804.65 95.2 95.20 - 0 0 0
14 Oct 805.15 0 0.00 - 0 0 0
11 Oct 799.75 0 0.00 - 0 0 0
10 Oct 797.10 0 0.00 - 0 0 0
9 Oct 797.40 0 0.00 - 0 0 0
8 Oct 781.45 0 0.00 - 0 0 0
7 Oct 770.65 0 0.00 - 0 0 0
4 Oct 796.65 0 0.00 - 0 0 0
3 Oct 794.10 0 0.00 - 0 0 0
1 Oct 796.95 0 0.00 - 0 0 0
30 Sept 787.90 0 0.00 - 0 0 0
27 Sept 802.65 0 - 0 0 0


For State Bank Of India - strike price 890 expiring on 28NOV2024

Delta for 890 PE is 0.00

Historical price for 890 PE is as follows

On 21 Nov SBIN was trading at 780.75. The strike last trading price was 75, 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 20 Nov SBIN was trading at 803.00. The strike last trading price was 75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 181


On 19 Nov SBIN was trading at 803.00. The strike last trading price was 75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 181


On 18 Nov SBIN was trading at 814.30. The strike last trading price was 75, 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 75, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 182


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 75.35, which was 12.85 higher than the previous day. The implied volatity was 28.02, the open interest changed by -7 which decreased total open position to 182


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 62.5, which was 18.95 higher than the previous day. The implied volatity was 26.86, the open interest changed by 2 which increased total open position to 196


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 43.55, which was -4.70 lower than the previous day. The implied volatity was 22.04, the open interest changed by 4 which increased total open position to 196


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 48.25, which was 10.85 higher than the previous day. The implied volatity was 22.89, the open interest changed by 60 which increased total open position to 192


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 37.4, which was -2.85 lower than the previous day. The implied volatity was 25.88, the open interest changed by 37 which increased total open position to 134


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 40.25, which was -4.85 lower than the previous day. The implied volatity was 27.04, the open interest changed by -53 which decreased total open position to 97


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 45.1, which was -15.35 lower than the previous day. The implied volatity was 25.59, the open interest changed by -3 which decreased total open position to 148


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 60.45, which was -9.20 lower than the previous day. The implied volatity was 28.14, the open interest changed by 3 which increased total open position to 152


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 69.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 68 which increased total open position to 0


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 69.65, which was 2.65 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 67, which was 6.45 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 60.55, which was -34.65 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 95.2, 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 25 Oct SBIN was trading at 780.95. The strike last trading price was 95.2, 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 24 Oct SBIN was trading at 794.55. The strike last trading price was 95.2, 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 95.2, 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 22 Oct SBIN was trading at 790.40. The strike last trading price was 95.2, 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 21 Oct SBIN was trading at 813.95. The strike last trading price was 95.2, 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 95.2, 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 95.2, 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 95.2, 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 95.2, which was 95.20 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to