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

812 -20.80 (-2.50%)

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Historical option data for SBIN

20 Dec 2024 04:10 PM IST
SBIN 26DEC2024 900 CE
Delta: 0.02
Vega: 0.06
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 0.35 -0.40 38.38 8,114 -179 10,649
19 Dec 832.80 0.75 -0.40 32.79 6,408 -27 10,824
18 Dec 838.15 1.15 -0.50 29.85 6,445 93 10,848
17 Dec 850.55 1.65 -0.75 26.78 7,264 760 10,751
16 Dec 860.95 2.4 0.00 23.36 8,706 240 9,991
13 Dec 861.55 2.4 -0.20 19.73 14,757 -143 9,686
12 Dec 853.70 2.6 -1.40 22.65 7,745 49 9,843
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 0.02

Historical price for 900 CE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 38.38, the open interest changed by -179 which decreased total open position to 10649


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 32.79, the open interest changed by -27 which decreased total open position to 10824


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 29.85, the open interest changed by 93 which increased total open position to 10848


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 26.78, the open interest changed by 760 which increased total open position to 10751


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 23.36, the open interest changed by 240 which increased total open position to 9991


On 13 Dec SBIN was trading at 861.55. The strike last trading price was 2.4, which was -0.20 lower than the previous day. The implied volatity was 19.73, the open interest changed by -143 which decreased total open position to 9686


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 2.6, which was -1.40 lower than the previous day. The implied volatity was 22.65, the open interest changed by 49 which increased total open position to 9843


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: -0.97
Vega: 0.07
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 85 19.95 40.37 91 -61 649
19 Dec 832.80 65.05 6.80 - 30 -18 711
18 Dec 838.15 58.25 9.85 29.05 282 -250 733
17 Dec 850.55 48.4 9.65 19.76 81 -26 987
16 Dec 860.95 38.75 -0.85 21.61 187 -35 1,024
13 Dec 861.55 39.6 -5.25 25.15 382 134 1,058
12 Dec 853.70 44.85 7.15 19.99 253 21 930
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 -0.97

Historical price for 900 PE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 85, which was 19.95 higher than the previous day. The implied volatity was 40.37, the open interest changed by -61 which decreased total open position to 649


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 65.05, which was 6.80 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 711


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 58.25, which was 9.85 higher than the previous day. The implied volatity was 29.05, the open interest changed by -250 which decreased total open position to 733


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 48.4, which was 9.65 higher than the previous day. The implied volatity was 19.76, the open interest changed by -26 which decreased total open position to 987


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 38.75, which was -0.85 lower than the previous day. The implied volatity was 21.61, the open interest changed by -35 which decreased total open position to 1024


On 13 Dec SBIN was trading at 861.55. The strike last trading price was 39.6, which was -5.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by 134 which increased total open position to 1058


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 44.85, which was 7.15 higher than the previous day. The implied volatity was 19.99, the open interest changed by 21 which increased total open position to 930


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