SBIN
State Bank Of India
Historical option data for SBIN
14 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.11
Theta: -0.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 804.25 | 0.55 | -0.30 | 31.28 | 1,087 | -244 | 1,493 | |||
| 13 Nov | 808.65 | 0.85 | -0.20 | 30.74 | 1,092 | -191 | 1,717 | |||
| 12 Nov | 826.70 | 1.05 | -0.85 | 27.02 | 3,194 | -41 | 1,915 | |||
| 11 Nov | 847.65 | 1.9 | -0.45 | 23.74 | 4,387 | -339 | 1,964 | |||
| 8 Nov | 843.15 | 2.35 | -4.15 | 24.39 | 12,195 | 1,131 | 2,312 | |||
| 7 Nov | 859.60 | 6.5 | 0.55 | 26.67 | 2,902 | 287 | 1,189 | |||
| 6 Nov | 854.80 | 5.95 | 0.60 | 25.93 | 2,308 | 331 | 906 | |||
| 5 Nov | 849.20 | 5.35 | 0.85 | 26.87 | 2,521 | 142 | 574 | |||
| 4 Nov | 829.85 | 4.5 | 0.30 | 29.98 | 1,488 | 206 | 436 | |||
| 1 Nov | 821.20 | 4.2 | -0.15 | 29.87 | 77 | 23 | 230 | |||
| 31 Oct | 820.20 | 4.35 | -0.30 | - | 514 | 86 | 210 | |||
| 30 Oct | 822.45 | 4.65 | -9.40 | - | 285 | 123 | 123 | |||
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| 29 Oct | 832.70 | 14.05 | 14.05 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 813.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 820.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 811.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 805.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 804.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 805.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 799.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 797.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 797.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 781.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 796.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 796.95 | 0 | - | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 910 expiring on 28NOV2024
Delta for 910 CE is 0.03
Historical price for 910 CE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 31.28, the open interest changed by -244 which decreased total open position to 1493
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 30.74, the open interest changed by -191 which decreased total open position to 1717
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 1.05, which was -0.85 lower than the previous day. The implied volatity was 27.02, the open interest changed by -41 which decreased total open position to 1915
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 23.74, the open interest changed by -339 which decreased total open position to 1964
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 2.35, which was -4.15 lower than the previous day. The implied volatity was 24.39, the open interest changed by 1131 which increased total open position to 2312
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 6.5, which was 0.55 higher than the previous day. The implied volatity was 26.67, the open interest changed by 287 which increased total open position to 1189
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 5.95, which was 0.60 higher than the previous day. The implied volatity was 25.93, the open interest changed by 331 which increased total open position to 906
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 5.35, which was 0.85 higher than the previous day. The implied volatity was 26.87, the open interest changed by 142 which increased total open position to 574
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 4.5, which was 0.30 higher than the previous day. The implied volatity was 29.98, the open interest changed by 206 which increased total open position to 436
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 4.2, which was -0.15 lower than the previous day. The implied volatity was 29.87, the open interest changed by 23 which increased total open position to 230
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 4.35, which was -0.30 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 4.65, which was -9.40 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 14.05, which was 14.05 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. 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 18 Oct SBIN was trading at 820.40. 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 17 Oct SBIN was trading at 811.05. 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 16 Oct SBIN was trading at 805.45. 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 15 Oct SBIN was trading at 804.65. 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 14 Oct SBIN was trading at 805.15. 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 11 Oct SBIN was trading at 799.75. 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 10 Oct SBIN was trading at 797.10. 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 9 Oct SBIN was trading at 797.40. 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 8 Oct SBIN was trading at 781.45. 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 4 Oct SBIN was trading at 796.65. 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 1 Oct SBIN was trading at 796.95. 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
| SBIN 28NOV2024 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.18
Theta: -0.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 804.25 | 102 | 0.00 | 37.39 | 36 | 16 | 64 |
| 13 Nov | 808.65 | 102 | 21.45 | 54.51 | 4 | -1 | 49 |
| 12 Nov | 826.70 | 80.55 | 19.80 | 24.14 | 4 | -3 | 51 |
| 11 Nov | 847.65 | 60.75 | -5.00 | 20.07 | 8 | 5 | 55 |
| 8 Nov | 843.15 | 65.75 | 12.65 | 22.83 | 72 | 8 | 51 |
| 7 Nov | 859.60 | 53.1 | -2.65 | 26.96 | 46 | -4 | 41 |
| 6 Nov | 854.80 | 55.75 | -5.50 | 27.78 | 26 | -10 | 45 |
| 5 Nov | 849.20 | 61.25 | -16.65 | 25.89 | 39 | 6 | 54 |
| 4 Nov | 829.85 | 77.9 | -32.90 | 29.16 | 59 | 48 | 48 |
| 1 Nov | 821.20 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 820.20 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 822.45 | 110.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 832.70 | 110.8 | 110.80 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 813.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 820.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 811.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 805.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 804.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 805.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 799.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 797.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 797.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 781.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 796.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 796.95 | 0 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 910 expiring on 28NOV2024
Delta for 910 PE is -0.94
Historical price for 910 PE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 102, which was 0.00 lower than the previous day. The implied volatity was 37.39, the open interest changed by 16 which increased total open position to 64
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 102, which was 21.45 higher than the previous day. The implied volatity was 54.51, the open interest changed by -1 which decreased total open position to 49
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 80.55, which was 19.80 higher than the previous day. The implied volatity was 24.14, the open interest changed by -3 which decreased total open position to 51
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 60.75, which was -5.00 lower than the previous day. The implied volatity was 20.07, the open interest changed by 5 which increased total open position to 55
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 65.75, which was 12.65 higher than the previous day. The implied volatity was 22.83, the open interest changed by 8 which increased total open position to 51
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 53.1, which was -2.65 lower than the previous day. The implied volatity was 26.96, the open interest changed by -4 which decreased total open position to 41
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 55.75, which was -5.50 lower than the previous day. The implied volatity was 27.78, the open interest changed by -10 which decreased total open position to 45
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 61.25, which was -16.65 lower than the previous day. The implied volatity was 25.89, the open interest changed by 6 which increased total open position to 54
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 77.9, which was -32.90 lower than the previous day. The implied volatity was 29.16, the open interest changed by 48 which increased total open position to 48
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 110.8, 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 31 Oct SBIN was trading at 820.20. The strike last trading price was 110.8, 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 110.8, 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 29 Oct SBIN was trading at 832.70. The strike last trading price was 110.8, which was 110.80 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBIN was trading at 813.95. 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 18 Oct SBIN was trading at 820.40. 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 17 Oct SBIN was trading at 811.05. 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 16 Oct SBIN was trading at 805.45. 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 15 Oct SBIN was trading at 804.65. 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 14 Oct SBIN was trading at 805.15. 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 11 Oct SBIN was trading at 799.75. 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 10 Oct SBIN was trading at 797.10. 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 9 Oct SBIN was trading at 797.40. 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 8 Oct SBIN was trading at 781.45. 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 4 Oct SBIN was trading at 796.65. 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 1 Oct SBIN was trading at 796.95. 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
