SBIN
State Bank Of India
Historical option data for SBIN
20 Dec 2024 04:10 PM IST
| SBIN 26DEC2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 812.00 | 0.3 | -0.25 | 40.99 | 886 | -257 | 1,740 | |||
| 19 Dec | 832.80 | 0.55 | -0.25 | 34.49 | 1,337 | -376 | 2,002 | |||
| 18 Dec | 838.15 | 0.8 | -0.25 | 31.17 | 1,964 | -180 | 2,378 | |||
| 17 Dec | 850.55 | 1.05 | -0.50 | 27.55 | 2,999 | 318 | 2,572 | |||
| 16 Dec | 860.95 | 1.55 | 0.05 | 24.27 | 2,655 | 150 | 2,257 | |||
| 13 Dec | 861.55 | 1.5 | -0.15 | 20.43 | 4,945 | -256 | 2,114 | |||
| 12 Dec | 853.70 | 1.65 | -1.00 | 22.99 | 2,162 | 184 | 2,384 | |||
| 11 Dec | 861.60 | 2.65 | -0.80 | 22.24 | 2,079 | 229 | 2,200 | |||
| 10 Dec | 867.50 | 3.45 | 0.30 | 20.99 | 2,571 | 217 | 1,976 | |||
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| 9 Dec | 858.05 | 3.15 | -0.80 | 23.16 | 2,650 | 86 | 1,771 | |||
| 6 Dec | 863.65 | 3.95 | -0.55 | 21.21 | 6,169 | 240 | 1,686 | |||
| 5 Dec | 865.45 | 4.5 | 0.90 | 21.19 | 5,653 | -101 | 1,454 | |||
| 4 Dec | 859.70 | 3.6 | 0.55 | 20.81 | 3,179 | 58 | 1,550 | |||
| 3 Dec | 853.95 | 3.05 | 0.95 | 20.69 | 3,463 | 534 | 1,493 | |||
| 2 Dec | 836.40 | 2.1 | -0.70 | 22.44 | 1,278 | 138 | 951 | |||
| 29 Nov | 838.95 | 2.8 | -1.00 | 22.25 | 1,310 | 193 | 823 | |||
| 28 Nov | 838.85 | 3.8 | 0.20 | 23.36 | 1,200 | 127 | 628 | |||
| 27 Nov | 834.10 | 3.6 | -0.25 | 24.01 | 520 | 115 | 500 | |||
| 26 Nov | 839.40 | 3.85 | -1.20 | 23.13 | 561 | 71 | 378 | |||
| 25 Nov | 844.45 | 5.05 | 2.40 | 22.84 | 817 | 270 | 301 | |||
| 22 Nov | 816.05 | 2.65 | 1.05 | 24.67 | 282 | 88 | 119 | |||
| 21 Nov | 780.75 | 1.6 | -0.40 | 28.42 | 15 | 7 | 31 | |||
| 20 Nov | 803.00 | 2 | 0.00 | 24.50 | 16 | 4 | 25 | |||
| 19 Nov | 803.00 | 2 | -0.40 | 24.50 | 16 | 5 | 25 | |||
| 18 Nov | 814.30 | 2.4 | 0.10 | 22.66 | 6 | 2 | 19 | |||
| 14 Nov | 804.25 | 2.3 | -0.50 | 22.79 | 19 | 1 | 17 | |||
| 13 Nov | 808.65 | 2.8 | -1.60 | 22.24 | 3 | 1 | 16 | |||
| 12 Nov | 826.70 | 4.4 | -3.40 | 21.95 | 25 | 4 | 15 | |||
| 11 Nov | 847.65 | 7.8 | -6.15 | 21.32 | 10 | 6 | 11 | |||
| 8 Nov | 843.15 | 13.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 859.60 | 13.95 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 6 Nov | 854.80 | 13.95 | -2.15 | 23.48 | 9 | 3 | 3 | |||
| 5 Nov | 849.20 | 16.1 | 16.10 | 4.17 | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 910 expiring on 26DEC2024
Delta for 910 CE is 0.02
Historical price for 910 CE is as follows
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 40.99, the open interest changed by -257 which decreased total open position to 1740
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 34.49, the open interest changed by -376 which decreased total open position to 2002
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 31.17, the open interest changed by -180 which decreased total open position to 2378
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 1.05, which was -0.50 lower than the previous day. The implied volatity was 27.55, the open interest changed by 318 which increased total open position to 2572
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 24.27, the open interest changed by 150 which increased total open position to 2257
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 20.43, the open interest changed by -256 which decreased total open position to 2114
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 1.65, which was -1.00 lower than the previous day. The implied volatity was 22.99, the open interest changed by 184 which increased total open position to 2384
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 2.65, which was -0.80 lower than the previous day. The implied volatity was 22.24, the open interest changed by 229 which increased total open position to 2200
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 3.45, which was 0.30 higher than the previous day. The implied volatity was 20.99, the open interest changed by 217 which increased total open position to 1976
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 3.15, which was -0.80 lower than the previous day. The implied volatity was 23.16, the open interest changed by 86 which increased total open position to 1771
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 3.95, which was -0.55 lower than the previous day. The implied volatity was 21.21, the open interest changed by 240 which increased total open position to 1686
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 4.5, which was 0.90 higher than the previous day. The implied volatity was 21.19, the open interest changed by -101 which decreased total open position to 1454
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 3.6, which was 0.55 higher than the previous day. The implied volatity was 20.81, the open interest changed by 58 which increased total open position to 1550
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 3.05, which was 0.95 higher than the previous day. The implied volatity was 20.69, the open interest changed by 534 which increased total open position to 1493
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 22.44, the open interest changed by 138 which increased total open position to 951
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 2.8, which was -1.00 lower than the previous day. The implied volatity was 22.25, the open interest changed by 193 which increased total open position to 823
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 3.8, which was 0.20 higher than the previous day. The implied volatity was 23.36, the open interest changed by 127 which increased total open position to 628
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 3.6, which was -0.25 lower than the previous day. The implied volatity was 24.01, the open interest changed by 115 which increased total open position to 500
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 3.85, which was -1.20 lower than the previous day. The implied volatity was 23.13, the open interest changed by 71 which increased total open position to 378
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 5.05, which was 2.40 higher than the previous day. The implied volatity was 22.84, the open interest changed by 270 which increased total open position to 301
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 2.65, which was 1.05 higher than the previous day. The implied volatity was 24.67, the open interest changed by 88 which increased total open position to 119
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 28.42, the open interest changed by 7 which increased total open position to 31
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 24.50, the open interest changed by 4 which increased total open position to 25
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 24.50, the open interest changed by 5 which increased total open position to 25
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 2.4, which was 0.10 higher than the previous day. The implied volatity was 22.66, the open interest changed by 2 which increased total open position to 19
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 22.79, the open interest changed by 1 which increased total open position to 17
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 2.8, which was -1.60 lower than the previous day. The implied volatity was 22.24, the open interest changed by 1 which increased total open position to 16
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 4.4, which was -3.40 lower than the previous day. The implied volatity was 21.95, the open interest changed by 4 which increased total open position to 15
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 7.8, which was -6.15 lower than the previous day. The implied volatity was 21.32, the open interest changed by 6 which increased total open position to 11
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 13.95, which was -2.15 lower than the previous day. The implied volatity was 23.48, the open interest changed by 3 which increased total open position to 3
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 16.1, which was 16.10 higher than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 812.00 | 64.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 832.80 | 64.9 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 838.15 | 64.9 | 9.35 | - | 1 | 0 | 115 |
| 17 Dec | 850.55 | 55.55 | 1.90 | - | 1 | 0 | 116 |
| 16 Dec | 860.95 | 53.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 861.55 | 53.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 853.70 | 53.65 | 9.85 | 17.90 | 1 | 0 | 116 |
| 11 Dec | 861.60 | 43.8 | 0.10 | - | 38 | 26 | 116 |
| 10 Dec | 867.50 | 43.7 | -4.20 | 25.97 | 11 | 1 | 88 |
| 9 Dec | 858.05 | 47.9 | 1.00 | 13.55 | 2 | 0 | 86 |
| 6 Dec | 863.65 | 46.9 | -0.20 | 22.83 | 79 | 1 | 87 |
| 5 Dec | 865.45 | 47.1 | -4.40 | 24.66 | 85 | 0 | 71 |
| 4 Dec | 859.70 | 51.5 | -4.25 | 24.28 | 25 | 7 | 72 |
| 3 Dec | 853.95 | 55.75 | -11.20 | 24.37 | 17 | 8 | 65 |
| 2 Dec | 836.40 | 66.95 | 0.00 | - | 1 | 0 | 57 |
| 29 Nov | 838.95 | 66.95 | -3.05 | 21.22 | 9 | 1 | 56 |
| 28 Nov | 838.85 | 70 | -1.60 | 29.60 | 71 | 29 | 55 |
| 27 Nov | 834.10 | 71.6 | 1.60 | 24.11 | 3 | 0 | 24 |
| 26 Nov | 839.40 | 70 | 5.30 | 26.41 | 2 | 0 | 22 |
| 25 Nov | 844.45 | 64.7 | -31.10 | 26.97 | 35 | 20 | 20 |
| 22 Nov | 816.05 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 780.75 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 803.00 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 803.00 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 814.30 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 804.25 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 808.65 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 826.70 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 847.65 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 843.15 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 859.60 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 854.80 | 95.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 849.20 | 95.8 | 95.80 | - | 0 | 0 | 0 |
| 4 Nov | 829.85 | 0 | 0.00 | 0 | 0 | 0 | |
For State Bank Of India - strike price 910 expiring on 26DEC2024
Delta for 910 PE is 0.00
Historical price for 910 PE is as follows
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 64.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 64.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 64.9, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 55.55, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 53.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 53.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 53.65, which was 9.85 higher than the previous day. The implied volatity was 17.90, the open interest changed by 0 which decreased total open position to 116
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 43.8, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 116
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 43.7, which was -4.20 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1 which increased total open position to 88
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 47.9, which was 1.00 higher than the previous day. The implied volatity was 13.55, the open interest changed by 0 which decreased total open position to 86
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 46.9, which was -0.20 lower than the previous day. The implied volatity was 22.83, the open interest changed by 1 which increased total open position to 87
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 47.1, which was -4.40 lower than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 71
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 51.5, which was -4.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 7 which increased total open position to 72
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 55.75, which was -11.20 lower than the previous day. The implied volatity was 24.37, the open interest changed by 8 which increased total open position to 65
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 66.95, 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 57
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 66.95, which was -3.05 lower than the previous day. The implied volatity was 21.22, the open interest changed by 1 which increased total open position to 56
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 70, which was -1.60 lower than the previous day. The implied volatity was 29.60, the open interest changed by 29 which increased total open position to 55
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 71.6, which was 1.60 higher than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 24
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 70, which was 5.30 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 22
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 64.7, which was -31.10 lower than the previous day. The implied volatity was 26.97, the open interest changed by 20 which increased total open position to 20
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 95.8, 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 21 Nov SBIN was trading at 780.75. The strike last trading price was 95.8, 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 20 Nov SBIN was trading at 803.00. The strike last trading price was 95.8, 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 19 Nov SBIN was trading at 803.00. The strike last trading price was 95.8, 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 18 Nov SBIN was trading at 814.30. The strike last trading price was 95.8, 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 14 Nov SBIN was trading at 804.25. The strike last trading price was 95.8, 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 13 Nov SBIN was trading at 808.65. The strike last trading price was 95.8, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 95.8, 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 11 Nov SBIN was trading at 847.65. The strike last trading price was 95.8, 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 95.8, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 95.8, 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 6 Nov SBIN was trading at 854.80. The strike last trading price was 95.8, 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 95.8, which was 95.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
