SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:10 AM IST
| SBIN 26DEC2024 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.39
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 856.80 | 2.75 | -1.25 | 21.54 | 2,501 | 67 | 9,861 | |||
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| 11 Dec | 861.60 | 4 | -1.20 | 21.83 | 8,672 | 418 | 9,832 | |||
| 10 Dec | 867.50 | 5.2 | 0.70 | 20.66 | 9,968 | 35 | 9,402 | |||
| 9 Dec | 858.05 | 4.5 | -1.20 | 22.68 | 9,622 | 782 | 9,385 | |||
| 6 Dec | 863.65 | 5.7 | -0.70 | 20.96 | 23,858 | 297 | 8,566 | |||
| 5 Dec | 865.45 | 6.4 | 1.30 | 20.95 | 19,806 | 198 | 8,335 | |||
| 4 Dec | 859.70 | 5.1 | 0.60 | 20.43 | 16,875 | -471 | 8,125 | |||
| 3 Dec | 853.95 | 4.5 | 1.35 | 20.59 | 11,444 | 395 | 8,630 | |||
| 2 Dec | 836.40 | 3.15 | -0.75 | 22.51 | 4,911 | 833 | 8,196 | |||
| 29 Nov | 838.95 | 3.9 | -1.10 | 22.04 | 6,660 | 1,166 | 7,351 | |||
| 28 Nov | 838.85 | 5 | 0.20 | 22.95 | 6,976 | 614 | 6,189 | |||
| 27 Nov | 834.10 | 4.8 | -0.30 | 23.79 | 5,830 | 2,023 | 5,569 | |||
| 26 Nov | 839.40 | 5.1 | -1.55 | 22.94 | 3,221 | 538 | 3,539 | |||
| 25 Nov | 844.45 | 6.65 | 3.35 | 22.63 | 5,928 | 1,023 | 3,037 | |||
| 22 Nov | 816.05 | 3.3 | 1.40 | 24.09 | 2,923 | 19 | 2,033 | |||
| 21 Nov | 780.75 | 1.9 | -0.50 | 27.71 | 2,270 | 371 | 2,013 | |||
| 20 Nov | 803.00 | 2.4 | 0.00 | 23.77 | 1,064 | 309 | 1,643 | |||
| 19 Nov | 803.00 | 2.4 | -0.70 | 23.77 | 1,064 | 310 | 1,643 | |||
| 18 Nov | 814.30 | 3.1 | 0.05 | 22.29 | 715 | 134 | 1,335 | |||
| 14 Nov | 804.25 | 3.05 | -1.15 | 22.66 | 590 | 208 | 1,201 | |||
| 13 Nov | 808.65 | 4.2 | -1.60 | 23.05 | 883 | 181 | 993 | |||
| 12 Nov | 826.70 | 5.8 | -3.70 | 21.96 | 670 | 172 | 813 | |||
| 11 Nov | 847.65 | 9.5 | 0.00 | 20.94 | 598 | -43 | 642 | |||
| 8 Nov | 843.15 | 9.5 | -7.25 | 21.36 | 2,040 | 193 | 689 | |||
| 7 Nov | 859.60 | 16.75 | 0.20 | 22.90 | 277 | 44 | 496 | |||
| 6 Nov | 854.80 | 16.55 | 1.05 | 23.30 | 161 | 28 | 452 | |||
| 5 Nov | 849.20 | 15.5 | 3.00 | 24.30 | 299 | 23 | 422 | |||
| 4 Nov | 829.85 | 12.5 | 0.65 | 25.99 | 250 | 40 | 399 | |||
| 1 Nov | 821.20 | 11.85 | 0.35 | 26.69 | 20 | 4 | 358 | |||
| 31 Oct | 820.20 | 11.5 | -0.15 | - | 129 | 20 | 354 | |||
| 30 Oct | 822.45 | 11.65 | -3.15 | - | 295 | 7 | 334 | |||
| 29 Oct | 832.70 | 14.8 | 8.05 | - | 374 | 282 | 328 | |||
| 28 Oct | 792.05 | 6.75 | 0.45 | - | 36 | 25 | 42 | |||
| 25 Oct | 780.95 | 6.3 | 0.80 | - | 13 | 2 | 17 | |||
| 24 Oct | 794.55 | 5.5 | -1.40 | - | 2 | 1 | 14 | |||
| 23 Oct | 786.00 | 6.9 | -0.95 | - | 12 | 5 | 13 | |||
| 22 Oct | 790.40 | 7.85 | - | 9 | 8 | 8 | ||||
For State Bank Of India - strike price 900 expiring on 26DEC2024
Delta for 900 CE is 0.15
Historical price for 900 CE is as follows
On 12 Dec SBIN was trading at 856.80. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 21.54, the open interest changed by 67 which increased total open position to 9861
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 4, which was -1.20 lower than the previous day. The implied volatity was 21.83, the open interest changed by 418 which increased total open position to 9832
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 5.2, which was 0.70 higher than the previous day. The implied volatity was 20.66, the open interest changed by 35 which increased total open position to 9402
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 4.5, which was -1.20 lower than the previous day. The implied volatity was 22.68, the open interest changed by 782 which increased total open position to 9385
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 5.7, which was -0.70 lower than the previous day. The implied volatity was 20.96, the open interest changed by 297 which increased total open position to 8566
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 6.4, which was 1.30 higher than the previous day. The implied volatity was 20.95, the open interest changed by 198 which increased total open position to 8335
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 5.1, which was 0.60 higher than the previous day. The implied volatity was 20.43, the open interest changed by -471 which decreased total open position to 8125
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 4.5, which was 1.35 higher than the previous day. The implied volatity was 20.59, the open interest changed by 395 which increased total open position to 8630
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 3.15, which was -0.75 lower than the previous day. The implied volatity was 22.51, the open interest changed by 833 which increased total open position to 8196
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 22.04, the open interest changed by 1166 which increased total open position to 7351
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 5, which was 0.20 higher than the previous day. The implied volatity was 22.95, the open interest changed by 614 which increased total open position to 6189
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 4.8, which was -0.30 lower than the previous day. The implied volatity was 23.79, the open interest changed by 2023 which increased total open position to 5569
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 5.1, which was -1.55 lower than the previous day. The implied volatity was 22.94, the open interest changed by 538 which increased total open position to 3539
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 6.65, which was 3.35 higher than the previous day. The implied volatity was 22.63, the open interest changed by 1023 which increased total open position to 3037
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 3.3, which was 1.40 higher than the previous day. The implied volatity was 24.09, the open interest changed by 19 which increased total open position to 2033
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 1.9, which was -0.50 lower than the previous day. The implied volatity was 27.71, the open interest changed by 371 which increased total open position to 2013
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 23.77, the open interest changed by 309 which increased total open position to 1643
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 23.77, the open interest changed by 310 which increased total open position to 1643
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 22.29, the open interest changed by 134 which increased total open position to 1335
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 22.66, the open interest changed by 208 which increased total open position to 1201
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 4.2, which was -1.60 lower than the previous day. The implied volatity was 23.05, the open interest changed by 181 which increased total open position to 993
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 5.8, which was -3.70 lower than the previous day. The implied volatity was 21.96, the open interest changed by 172 which increased total open position to 813
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 20.94, the open interest changed by -43 which decreased total open position to 642
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 9.5, which was -7.25 lower than the previous day. The implied volatity was 21.36, the open interest changed by 193 which increased total open position to 689
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 16.75, which was 0.20 higher than the previous day. The implied volatity was 22.90, the open interest changed by 44 which increased total open position to 496
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 16.55, which was 1.05 higher than the previous day. The implied volatity was 23.30, the open interest changed by 28 which increased total open position to 452
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 15.5, which was 3.00 higher than the previous day. The implied volatity was 24.30, the open interest changed by 23 which increased total open position to 422
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 12.5, which was 0.65 higher than the previous day. The implied volatity was 25.99, the open interest changed by 40 which increased total open position to 399
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 11.85, which was 0.35 higher than the previous day. The implied volatity was 26.69, the open interest changed by 4 which increased total open position to 358
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 11.5, which was -0.15 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 11.65, which was -3.15 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 14.8, which was 8.05 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 6.75, which was 0.45 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 6.3, which was 0.80 higher 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 5.5, which was -1.40 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 6.9, which was -0.95 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 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 26DEC2024 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.37
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 856.80 | 42 | 4.30 | 20.62 | 54 | -32 | 877 |
| 11 Dec | 861.60 | 37.7 | 2.45 | 20.09 | 284 | 37 | 905 |
| 10 Dec | 867.50 | 35.25 | -7.55 | 24.54 | 237 | 47 | 866 |
| 9 Dec | 858.05 | 42.8 | 5.00 | 23.98 | 281 | 9 | 816 |
| 6 Dec | 863.65 | 37.8 | -1.20 | 20.90 | 1,105 | -27 | 807 |
| 5 Dec | 865.45 | 39 | -4.15 | 23.91 | 1,225 | 7 | 835 |
| 4 Dec | 859.70 | 43.15 | -4.05 | 23.56 | 397 | 12 | 827 |
| 3 Dec | 853.95 | 47.2 | -14.20 | 23.62 | 364 | 115 | 815 |
| 2 Dec | 836.40 | 61.4 | 1.50 | 24.95 | 125 | 27 | 699 |
| 29 Nov | 838.95 | 59.9 | 1.90 | 24.38 | 268 | 30 | 674 |
| 28 Nov | 838.85 | 58 | -5.40 | 23.65 | 358 | 98 | 644 |
| 27 Nov | 834.10 | 63.4 | 2.60 | 24.74 | 253 | -35 | 546 |
| 26 Nov | 839.40 | 60.8 | 5.35 | 24.95 | 172 | 55 | 567 |
| 25 Nov | 844.45 | 55.45 | -27.85 | 25.12 | 599 | 238 | 511 |
| 22 Nov | 816.05 | 83.3 | -33.70 | 29.28 | 150 | 16 | 289 |
| 21 Nov | 780.75 | 117 | 28.00 | 38.15 | 96 | -19 | 272 |
| 20 Nov | 803.00 | 89 | 0.00 | 13.34 | 57 | 17 | 291 |
| 19 Nov | 803.00 | 89 | 7.80 | 13.34 | 57 | 17 | 291 |
| 18 Nov | 814.30 | 81.2 | -9.80 | 25.15 | 20 | 2 | 272 |
| 14 Nov | 804.25 | 91 | 2.00 | 29.54 | 40 | 8 | 270 |
| 13 Nov | 808.65 | 89 | 19.45 | 33.36 | 63 | 25 | 262 |
| 12 Nov | 826.70 | 69.55 | 16.55 | 22.73 | 91 | 44 | 236 |
| 11 Nov | 847.65 | 53 | -3.00 | 21.43 | 103 | 71 | 191 |
| 8 Nov | 843.15 | 56 | 8.50 | 20.70 | 144 | 64 | 120 |
| 7 Nov | 859.60 | 47.5 | -4.90 | 23.83 | 32 | 9 | 56 |
| 6 Nov | 854.80 | 52.4 | -5.30 | 26.50 | 40 | 23 | 47 |
| 5 Nov | 849.20 | 57.7 | -49.05 | 26.71 | 28 | 24 | 24 |
| 4 Nov | 829.85 | 106.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 821.20 | 106.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 820.20 | 106.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 822.45 | 106.75 | 106.75 | - | 0 | 0 | 0 |
| 29 Oct | 832.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 792.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 780.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 794.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 786.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 790.40 | 0 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 900 expiring on 26DEC2024
Delta for 900 PE is -0.86
Historical price for 900 PE is as follows
On 12 Dec SBIN was trading at 856.80. The strike last trading price was 42, which was 4.30 higher than the previous day. The implied volatity was 20.62, the open interest changed by -32 which decreased total open position to 877
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 37.7, which was 2.45 higher than the previous day. The implied volatity was 20.09, the open interest changed by 37 which increased total open position to 905
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 35.25, which was -7.55 lower than the previous day. The implied volatity was 24.54, the open interest changed by 47 which increased total open position to 866
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 42.8, which was 5.00 higher than the previous day. The implied volatity was 23.98, the open interest changed by 9 which increased total open position to 816
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 37.8, which was -1.20 lower than the previous day. The implied volatity was 20.90, the open interest changed by -27 which decreased total open position to 807
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 39, which was -4.15 lower than the previous day. The implied volatity was 23.91, the open interest changed by 7 which increased total open position to 835
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 43.15, which was -4.05 lower than the previous day. The implied volatity was 23.56, the open interest changed by 12 which increased total open position to 827
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 47.2, which was -14.20 lower than the previous day. The implied volatity was 23.62, the open interest changed by 115 which increased total open position to 815
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 61.4, which was 1.50 higher than the previous day. The implied volatity was 24.95, the open interest changed by 27 which increased total open position to 699
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 59.9, which was 1.90 higher than the previous day. The implied volatity was 24.38, the open interest changed by 30 which increased total open position to 674
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 58, which was -5.40 lower than the previous day. The implied volatity was 23.65, the open interest changed by 98 which increased total open position to 644
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 63.4, which was 2.60 higher than the previous day. The implied volatity was 24.74, the open interest changed by -35 which decreased total open position to 546
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 60.8, which was 5.35 higher than the previous day. The implied volatity was 24.95, the open interest changed by 55 which increased total open position to 567
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 55.45, which was -27.85 lower than the previous day. The implied volatity was 25.12, the open interest changed by 238 which increased total open position to 511
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 83.3, which was -33.70 lower than the previous day. The implied volatity was 29.28, the open interest changed by 16 which increased total open position to 289
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 117, which was 28.00 higher than the previous day. The implied volatity was 38.15, the open interest changed by -19 which decreased total open position to 272
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 89, which was 0.00 lower than the previous day. The implied volatity was 13.34, the open interest changed by 17 which increased total open position to 291
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 89, which was 7.80 higher than the previous day. The implied volatity was 13.34, the open interest changed by 17 which increased total open position to 291
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 81.2, which was -9.80 lower than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 272
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 91, which was 2.00 higher than the previous day. The implied volatity was 29.54, the open interest changed by 8 which increased total open position to 270
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 89, which was 19.45 higher than the previous day. The implied volatity was 33.36, the open interest changed by 25 which increased total open position to 262
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 69.55, which was 16.55 higher than the previous day. The implied volatity was 22.73, the open interest changed by 44 which increased total open position to 236
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 53, which was -3.00 lower than the previous day. The implied volatity was 21.43, the open interest changed by 71 which increased total open position to 191
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 56, which was 8.50 higher than the previous day. The implied volatity was 20.70, the open interest changed by 64 which increased total open position to 120
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 47.5, which was -4.90 lower than the previous day. The implied volatity was 23.83, the open interest changed by 9 which increased total open position to 56
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 52.4, which was -5.30 lower than the previous day. The implied volatity was 26.50, the open interest changed by 23 which increased total open position to 47
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 57.7, which was -49.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by 24 which increased total open position to 24
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 106.75, 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 1 Nov SBIN was trading at 821.20. The strike last trading price was 106.75, 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 31 Oct SBIN was trading at 820.20. The strike last trading price was 106.75, 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 Oct SBIN was trading at 822.45. The strike last trading price was 106.75, which was 106.75 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 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 28 Oct SBIN was trading at 792.05. 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 25 Oct SBIN was trading at 780.95. 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 24 Oct SBIN was trading at 794.55. 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 23 Oct SBIN was trading at 786.00. 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 22 Oct SBIN was trading at 790.40. 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
