SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 6.45 | 2.85 | - | 4,96,500 | 5,250 | 3,88,500 | |||
| 4 Jul | 839.30 | 3.6 | - | 1,54,500 | 5,250 | 3,83,250 | ||||
| 3 Jul | 839.95 | 4.25 | - | 3,44,250 | 57,000 | 3,78,000 | ||||
| 2 Jul | 826.15 | 3.7 | - | 2,84,250 | 33,750 | 3,21,750 | ||||
| 1 Jul | 841.95 | 5.75 | - | 2,83,500 | 61,500 | 2,88,000 | ||||
| 28 Jun | 848.95 | 6.95 | - | 8,07,750 | 1,35,000 | 2,26,500 | ||||
| 27 Jun | 844.00 | 6.45 | - | 86,250 | 25,500 | 91,500 | ||||
| 26 Jun | 845.35 | 7.45 | - | 56,250 | 9,750 | 66,000 | ||||
| 25 Jun | 842.25 | 7.15 | - | 38,250 | 10,500 | 56,250 | ||||
| 24 Jun | 832.70 | 5.9 | - | 33,000 | 11,250 | 45,750 | ||||
| 21 Jun | 836.30 | 6.75 | - | 8,250 | 2,250 | 34,500 | ||||
| 20 Jun | 843.75 | 9.15 | - | 13,500 | 6,000 | 31,500 | ||||
| 19 Jun | 852.60 | 11.80 | - | 32,250 | 18,000 | 25,500 | ||||
| 18 Jun | 844.90 | 8.10 | - | 14,250 | 7,500 | 7,500 | ||||
| 14 Jun | 839.20 | 12.20 | - | 0 | 0 | 0 | ||||
| 13 Jun | 843.90 | 12.20 | - | 0 | 750 | 0 | ||||
| 12 Jun | 839.10 | 12.20 | - | 750 | 0 | 0 | ||||
| 11 Jun | 835.55 | 13.05 | - | 0 | 0 | 0 | ||||
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| 10 Jun | 831.80 | 13.05 | - | 0 | 0 | 0 | ||||
| 7 Jun | 829.95 | 13.05 | - | 0 | 0 | 0 | ||||
| 6 Jun | 816.95 | 13.05 | - | 0 | 0 | 0 | ||||
| 5 Jun | 789.75 | 13.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 775.20 | 13.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 905.65 | 13.05 | - | 0 | 0 | 0 | ||||
| 31 May | 830.35 | 0.00 | - | 0 | 0 | 0 | ||||
For STATE BANK OF INDIA - strike price 905 expiring on 25JUL2024
Delta for 905 CE is -
Historical price for 905 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 6.45, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 388500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 383250
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 378000
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 33750 which increased total open position to 321750
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 61500 which increased total open position to 288000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 135000 which increased total open position to 226500
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 91500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 66000
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 56250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 45750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 34500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 31500
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 11.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 25500
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May SBIN was trading at 830.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 45.8 | -17.95 | - | 33,000 | -21,000 | 54,000 |
| 4 Jul | 839.30 | 63.75 | - | 750 | 3,000 | 75,000 | |
| 3 Jul | 839.95 | 78.35 | - | 3,750 | 0 | 72,000 | |
| 2 Jul | 826.15 | 62.15 | - | 0 | 11,250 | 0 | |
| 1 Jul | 841.95 | 62.15 | - | 15,000 | 11,250 | 71,250 | |
| 28 Jun | 848.95 | 50.45 | - | 16,500 | 3,000 | 60,000 | |
| 27 Jun | 844.00 | 61.7 | - | 53,250 | 50,250 | 57,000 | |
| 26 Jun | 845.35 | 65.25 | - | 1,500 | 750 | 6,000 | |
| 25 Jun | 842.25 | 63.35 | - | 6,750 | 5,250 | 5,250 | |
| 24 Jun | 832.70 | 82.15 | - | 0 | 0 | 0 | |
| 21 Jun | 836.30 | 82.15 | - | 0 | 0 | 0 | |
| 20 Jun | 843.75 | 82.15 | - | 0 | 0 | 0 | |
| 19 Jun | 852.60 | 82.15 | - | 0 | 0 | 0 | |
| 18 Jun | 844.90 | 82.15 | - | 0 | 0 | 0 | |
| 14 Jun | 839.20 | 82.15 | - | 0 | 0 | 0 | |
| 13 Jun | 843.90 | 82.15 | - | 0 | 0 | 0 | |
| 12 Jun | 839.10 | 82.15 | - | 0 | 0 | 0 | |
| 11 Jun | 835.55 | 82.15 | - | 0 | 0 | 0 | |
| 10 Jun | 831.80 | 82.15 | - | 0 | 0 | 0 | |
| 7 Jun | 829.95 | 82.15 | - | 0 | 0 | 0 | |
| 6 Jun | 816.95 | 82.15 | - | 0 | 0 | 0 | |
| 5 Jun | 789.75 | 82.15 | - | 0 | 0 | 0 | |
| 4 Jun | 775.20 | 82.15 | - | 0 | 0 | 0 | |
| 3 Jun | 905.65 | 82.15 | - | 0 | 0 | 0 | |
| 31 May | 830.35 | 0.00 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 905 expiring on 25JUL2024
Delta for 905 PE is -
Historical price for 905 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 45.8, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by -21000 which decreased total open position to 54000
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 63.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 75000
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 78.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72000
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 62.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 0
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 62.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 71250
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 50.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 60000
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 61.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 50250 which increased total open position to 57000
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 6000
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 63.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 5250
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 82.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May SBIN was trading at 830.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0