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

856.7 -4.90 (-0.57%)

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Historical option data for SBIN

12 Dec 2024 10:00 AM IST
SBIN 26DEC2024 910 CE
Delta: 0.10
Vega: 0.30
Theta: -0.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.35 1.75 -0.90 21.84 743 116 2,316
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
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 0.10

Historical price for 910 CE is as follows

On 12 Dec SBIN was trading at 857.35. The strike last trading price was 1.75, which was -0.90 lower than the previous day. The implied volatity was 21.84, the open interest changed by 116 which increased total open position to 2316


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
Date Close Ltp Change IV Volume Change OI OI
12 Dec 857.35 43.8 0.00 0.00 0 26 0
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 12 Dec SBIN was trading at 857.35. The strike last trading price was 43.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0


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