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

856.35 -5.25 (-0.61%)

Back to Option Chain


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