SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:30 AM IST
| SBIN 26DEC2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.22
Theta: -0.19
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 856.70 | 1.1 | -0.60 | 22.54 | 830 | 92 | 2,625 | |||
| 11 Dec | 861.60 | 1.7 | -0.60 | 22.56 | 2,011 | 89 | 2,537 | |||
| 10 Dec | 867.50 | 2.3 | 0.15 | 21.47 | 2,172 | 262 | 2,455 | |||
| 9 Dec | 858.05 | 2.15 | -0.55 | 23.53 | 2,247 | 222 | 2,201 | |||
| 6 Dec | 863.65 | 2.7 | -0.55 | 21.49 | 9,086 | 200 | 1,971 | |||
| 5 Dec | 865.45 | 3.25 | 0.80 | 21.73 | 5,870 | -118 | 1,774 | |||
| 4 Dec | 859.70 | 2.45 | 0.30 | 21.03 | 3,972 | -5 | 1,901 | |||
|
|
||||||||||
| 3 Dec | 853.95 | 2.15 | 0.60 | 21.12 | 3,567 | 37 | 1,909 | |||
| 2 Dec | 836.40 | 1.55 | -0.50 | 23.02 | 1,577 | 391 | 1,914 | |||
| 29 Nov | 838.95 | 2.05 | -0.85 | 22.63 | 2,078 | 859 | 1,515 | |||
| 28 Nov | 838.85 | 2.9 | 0.05 | 23.81 | 1,289 | 27 | 656 | |||
| 27 Nov | 834.10 | 2.85 | -0.05 | 24.63 | 716 | 56 | 629 | |||
| 26 Nov | 839.40 | 2.9 | -0.85 | 23.52 | 519 | 45 | 576 | |||
| 25 Nov | 844.45 | 3.75 | 1.75 | 22.96 | 1,110 | 256 | 532 | |||
| 22 Nov | 816.05 | 2 | 0.70 | 24.87 | 534 | 47 | 323 | |||
| 21 Nov | 780.75 | 1.3 | -0.20 | 28.90 | 135 | -33 | 276 | |||
| 20 Nov | 803.00 | 1.5 | 0.00 | 24.70 | 159 | 61 | 301 | |||
| 19 Nov | 803.00 | 1.5 | -0.45 | 24.70 | 159 | 53 | 301 | |||
| 18 Nov | 814.30 | 1.95 | -0.05 | 23.30 | 159 | 94 | 247 | |||
| 14 Nov | 804.25 | 2 | -0.70 | 23.71 | 90 | 11 | 153 | |||
| 13 Nov | 808.65 | 2.7 | -0.85 | 23.82 | 143 | 15 | 142 | |||
| 12 Nov | 826.70 | 3.55 | -2.45 | 22.40 | 123 | 12 | 128 | |||
| 11 Nov | 847.65 | 6 | -0.10 | 21.40 | 73 | -2 | 114 | |||
| 8 Nov | 843.15 | 6.1 | -5.15 | 21.78 | 225 | 52 | 118 | |||
| 7 Nov | 859.60 | 11.25 | -0.25 | 22.85 | 37 | 16 | 66 | |||
| 6 Nov | 854.80 | 11.5 | 0.30 | 23.55 | 33 | 15 | 50 | |||
| 5 Nov | 849.20 | 11.2 | 3.20 | 24.81 | 55 | 31 | 32 | |||
| 4 Nov | 829.85 | 8 | 25.25 | 1 | 0 | 0 | ||||
For State Bank Of India - strike price 920 expiring on 26DEC2024
Delta for 920 CE is 0.07
Historical price for 920 CE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was 22.54, the open interest changed by 92 which increased total open position to 2625
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 22.56, the open interest changed by 89 which increased total open position to 2537
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 21.47, the open interest changed by 262 which increased total open position to 2455
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 23.53, the open interest changed by 222 which increased total open position to 2201
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 21.49, the open interest changed by 200 which increased total open position to 1971
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 3.25, which was 0.80 higher than the previous day. The implied volatity was 21.73, the open interest changed by -118 which decreased total open position to 1774
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 21.03, the open interest changed by -5 which decreased total open position to 1901
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 2.15, which was 0.60 higher than the previous day. The implied volatity was 21.12, the open interest changed by 37 which increased total open position to 1909
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 23.02, the open interest changed by 391 which increased total open position to 1914
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 2.05, which was -0.85 lower than the previous day. The implied volatity was 22.63, the open interest changed by 859 which increased total open position to 1515
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 2.9, which was 0.05 higher than the previous day. The implied volatity was 23.81, the open interest changed by 27 which increased total open position to 656
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 24.63, the open interest changed by 56 which increased total open position to 629
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 2.9, which was -0.85 lower than the previous day. The implied volatity was 23.52, the open interest changed by 45 which increased total open position to 576
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 3.75, which was 1.75 higher than the previous day. The implied volatity was 22.96, the open interest changed by 256 which increased total open position to 532
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 2, which was 0.70 higher than the previous day. The implied volatity was 24.87, the open interest changed by 47 which increased total open position to 323
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 28.90, the open interest changed by -33 which decreased total open position to 276
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 61 which increased total open position to 301
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 24.70, the open interest changed by 53 which increased total open position to 301
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 23.30, the open interest changed by 94 which increased total open position to 247
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 2, which was -0.70 lower than the previous day. The implied volatity was 23.71, the open interest changed by 11 which increased total open position to 153
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 2.7, which was -0.85 lower than the previous day. The implied volatity was 23.82, the open interest changed by 15 which increased total open position to 142
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 3.55, which was -2.45 lower than the previous day. The implied volatity was 22.40, the open interest changed by 12 which increased total open position to 128
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 6, which was -0.10 lower than the previous day. The implied volatity was 21.40, the open interest changed by -2 which decreased total open position to 114
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 6.1, which was -5.15 lower than the previous day. The implied volatity was 21.78, the open interest changed by 52 which increased total open position to 118
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 11.25, which was -0.25 lower than the previous day. The implied volatity was 22.85, the open interest changed by 16 which increased total open position to 66
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 11.5, which was 0.30 higher than the previous day. The implied volatity was 23.55, the open interest changed by 15 which increased total open position to 50
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 11.2, which was 3.20 higher than the previous day. The implied volatity was 24.81, the open interest changed by 31 which increased total open position to 32
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 8, which was lower than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.10
Theta: 0.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 856.70 | 60.3 | 4.90 | 17.37 | 8 | -2 | 113 |
| 11 Dec | 861.60 | 55.4 | 3.15 | 19.75 | 38 | 8 | 115 |
| 10 Dec | 867.50 | 52.25 | -4.45 | 26.83 | 31 | 8 | 106 |
| 9 Dec | 858.05 | 56.7 | 2.70 | - | 5 | 0 | 101 |
| 6 Dec | 863.65 | 54 | -1.60 | 19.67 | 35 | 9 | 102 |
| 5 Dec | 865.45 | 55.6 | -4.20 | 25.40 | 175 | 19 | 94 |
| 4 Dec | 859.70 | 59.8 | -5.30 | 24.18 | 6 | 0 | 74 |
| 3 Dec | 853.95 | 65.1 | -17.85 | 26.09 | 9 | -1 | 75 |
| 2 Dec | 836.40 | 82.95 | 6.15 | 33.59 | 6 | -1 | 76 |
| 29 Nov | 838.95 | 76.8 | -2.40 | 23.25 | 88 | -3 | 78 |
| 28 Nov | 838.85 | 79.2 | -2.45 | 31.10 | 22 | -18 | 81 |
| 27 Nov | 834.10 | 81.65 | 3.65 | 26.66 | 50 | 23 | 91 |
| 26 Nov | 839.40 | 78 | 4.65 | 25.38 | 70 | 10 | 68 |
| 25 Nov | 844.45 | 73.35 | -26.65 | 27.69 | 36 | 30 | 56 |
| 22 Nov | 816.05 | 100 | -5.80 | 27.63 | 13 | 10 | 36 |
| 21 Nov | 780.75 | 105.8 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Nov | 803.00 | 105.8 | 0.00 | - | 9 | 4 | 25 |
| 19 Nov | 803.00 | 105.8 | 0.80 | - | 9 | 3 | 25 |
| 18 Nov | 814.30 | 105 | 33.00 | 35.63 | 16 | 4 | 19 |
| 14 Nov | 804.25 | 72 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 808.65 | 72 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 826.70 | 72 | 4.35 | - | 1 | 0 | 15 |
| 11 Nov | 847.65 | 67.65 | -54.20 | 19.91 | 15 | 14 | 14 |
| 8 Nov | 843.15 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 859.60 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 854.80 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 849.20 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 829.85 | 121.85 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 920 expiring on 26DEC2024
Delta for 920 PE is -0.97
Historical price for 920 PE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 60.3, which was 4.90 higher than the previous day. The implied volatity was 17.37, the open interest changed by -2 which decreased total open position to 113
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 55.4, which was 3.15 higher than the previous day. The implied volatity was 19.75, the open interest changed by 8 which increased total open position to 115
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 52.25, which was -4.45 lower than the previous day. The implied volatity was 26.83, the open interest changed by 8 which increased total open position to 106
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 56.7, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 54, which was -1.60 lower than the previous day. The implied volatity was 19.67, the open interest changed by 9 which increased total open position to 102
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 55.6, which was -4.20 lower than the previous day. The implied volatity was 25.40, the open interest changed by 19 which increased total open position to 94
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 59.8, which was -5.30 lower than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 74
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 65.1, which was -17.85 lower than the previous day. The implied volatity was 26.09, the open interest changed by -1 which decreased total open position to 75
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 82.95, which was 6.15 higher than the previous day. The implied volatity was 33.59, the open interest changed by -1 which decreased total open position to 76
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 76.8, which was -2.40 lower than the previous day. The implied volatity was 23.25, the open interest changed by -3 which decreased total open position to 78
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 79.2, which was -2.45 lower than the previous day. The implied volatity was 31.10, the open interest changed by -18 which decreased total open position to 81
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 81.65, which was 3.65 higher than the previous day. The implied volatity was 26.66, the open interest changed by 23 which increased total open position to 91
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 78, which was 4.65 higher than the previous day. The implied volatity was 25.38, the open interest changed by 10 which increased total open position to 68
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 73.35, which was -26.65 lower than the previous day. The implied volatity was 27.69, the open interest changed by 30 which increased total open position to 56
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 100, which was -5.80 lower than the previous day. The implied volatity was 27.63, the open interest changed by 10 which increased total open position to 36
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 105.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 105.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 105.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 25
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 105, which was 33.00 higher than the previous day. The implied volatity was 35.63, the open interest changed by 4 which increased total open position to 19
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 72, 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 Nov SBIN was trading at 808.65. The strike last trading price was 72, 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 Nov SBIN was trading at 826.70. The strike last trading price was 72, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 67.65, which was -54.20 lower than the previous day. The implied volatity was 19.91, the open interest changed by 14 which increased total open position to 14
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 121.85, 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 121.85, 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 121.85, 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 121.85, 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 4 Nov SBIN was trading at 829.85. The strike last trading price was 121.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
