SBIN
State Bank Of India
Historical option data for SBIN
14 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 890 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.13
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.04
Historical price for 890 CE is as follows
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: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -
Historical price for 890 PE is as follows
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
