SBIN
State Bank Of India
Historical option data for SBIN
08 Apr 2025 05:50 PM IST
| SBIN 24APR2025 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.08
Theta: -0.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 768.60 | 0.4 | -0.1 | 34.65 | 931 | 216 | 1,109 | |||
| 7 Apr | 746.90 | 0.5 | 0.1 | 40.10 | 423 | 12 | 893 | |||
| 4 Apr | 767.45 | 0.35 | 0 | 30.43 | 493 | 276 | 873 | |||
| 3 Apr | 779.20 | 0.35 | 0.05 | 27.25 | 203 | 31 | 598 | |||
| 2 Apr | 775.95 | 0.25 | -0.05 | 26.00 | 297 | 12 | 574 | |||
| 1 Apr | 771.70 | 0.25 | -0.2 | 26.49 | 649 | 17 | 572 | |||
| 28 Mar | 771.50 | 0.45 | -0.15 | 26.45 | 762 | 206 | 555 | |||
| 27 Mar | 772.30 | 0.55 | -0.05 | 26.59 | 230 | 73 | 347 | |||
| 26 Mar | 764.00 | 0.6 | -0.35 | 28.33 | 257 | 184 | 274 | |||
| 25 Mar | 772.85 | 0.85 | -10.45 | 27.90 | 211 | 89 | 89 | |||
For State Bank Of India - strike price 900 expiring on 24APR2025
Delta for 900 CE is 0.02
Historical price for 900 CE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 34.65, the open interest changed by 216 which increased total open position to 1109
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 40.10, the open interest changed by 12 which increased total open position to 893
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 30.43, the open interest changed by 276 which increased total open position to 873
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 27.25, the open interest changed by 31 which increased total open position to 598
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 26.00, the open interest changed by 12 which increased total open position to 574
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 26.49, the open interest changed by 17 which increased total open position to 572
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by 206 which increased total open position to 555
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 26.59, the open interest changed by 73 which increased total open position to 347
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 28.33, the open interest changed by 184 which increased total open position to 274
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 0.85, which was -10.45 lower than the previous day. The implied volatity was 27.90, the open interest changed by 89 which increased total open position to 89
| SBIN 24APR2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.20
Theta: -0.05
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 768.60 | 128 | -21.7 | 45.82 | 16 | 0 | 377 |
| 7 Apr | 746.90 | 147.2 | 16.55 | 38.56 | 38 | -29 | 376 |
| 4 Apr | 767.45 | 128.6 | 12.55 | 43.48 | 26 | 4 | 404 |
| 3 Apr | 779.20 | 116.05 | -5.8 | 33.05 | 19 | 3 | 394 |
| 2 Apr | 775.95 | 121.85 | -0.25 | 43.81 | 17 | -2 | 390 |
| 1 Apr | 771.70 | 122.1 | 0.85 | - | 12 | 1 | 391 |
| 28 Mar | 771.50 | 121.25 | -0.2 | - | 95 | 41 | 390 |
| 27 Mar | 772.30 | 120 | -9.05 | - | 80 | 70 | 345 |
| 26 Mar | 764.00 | 130 | 10.65 | - | 100 | 99 | 274 |
| 25 Mar | 772.85 | 121.6 | -12.1 | - | 178 | 173 | 173 |
For State Bank Of India - strike price 900 expiring on 24APR2025
Delta for 900 PE is -0.94
Historical price for 900 PE is as follows
On 8 Apr SBIN was trading at 768.60. The strike last trading price was 128, which was -21.7 lower than the previous day. The implied volatity was 45.82, the open interest changed by 0 which decreased total open position to 377
On 7 Apr SBIN was trading at 746.90. The strike last trading price was 147.2, which was 16.55 higher than the previous day. The implied volatity was 38.56, the open interest changed by -29 which decreased total open position to 376
On 4 Apr SBIN was trading at 767.45. The strike last trading price was 128.6, which was 12.55 higher than the previous day. The implied volatity was 43.48, the open interest changed by 4 which increased total open position to 404
On 3 Apr SBIN was trading at 779.20. The strike last trading price was 116.05, which was -5.8 lower than the previous day. The implied volatity was 33.05, the open interest changed by 3 which increased total open position to 394
On 2 Apr SBIN was trading at 775.95. The strike last trading price was 121.85, which was -0.25 lower than the previous day. The implied volatity was 43.81, the open interest changed by -2 which decreased total open position to 390
On 1 Apr SBIN was trading at 771.70. The strike last trading price was 122.1, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 391
On 28 Mar SBIN was trading at 771.50. The strike last trading price was 121.25, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 390
On 27 Mar SBIN was trading at 772.30. The strike last trading price was 120, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 345
On 26 Mar SBIN was trading at 764.00. The strike last trading price was 130, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 274
On 25 Mar SBIN was trading at 772.85. The strike last trading price was 121.6, which was -12.1 lower than the previous day. The implied volatity was -, the open interest changed by 173 which increased total open position to 173
