SBIN
State Bank Of India
Historical option data for SBIN
14 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.08
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 804.25 | 0.4 | -0.30 | 32.02 | 1,238 | -7 | 2,411 | |||
| 13 Nov | 808.65 | 0.7 | -0.15 | 32.06 | 1,331 | -275 | 2,423 | |||
| 12 Nov | 826.70 | 0.85 | -0.55 | 28.33 | 2,923 | 58 | 2,702 | |||
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| 11 Nov | 847.65 | 1.4 | -0.40 | 24.63 | 3,794 | -338 | 2,649 | |||
| 8 Nov | 843.15 | 1.8 | -3.25 | 25.25 | 11,755 | 1,367 | 2,964 | |||
| 7 Nov | 859.60 | 5.05 | 0.35 | 27.20 | 3,545 | 212 | 1,576 | |||
| 6 Nov | 854.80 | 4.7 | 0.60 | 26.64 | 2,676 | 1 | 1,367 | |||
| 5 Nov | 849.20 | 4.1 | 0.50 | 27.22 | 3,022 | 184 | 1,364 | |||
| 4 Nov | 829.85 | 3.6 | 0.15 | 30.49 | 2,133 | 104 | 1,180 | |||
| 1 Nov | 821.20 | 3.45 | -0.25 | 30.50 | 307 | 132 | 1,075 | |||
| 31 Oct | 820.20 | 3.7 | -0.05 | - | 935 | 1 | 946 | |||
| 30 Oct | 822.45 | 3.75 | -1.65 | - | 925 | 240 | 942 | |||
| 29 Oct | 832.70 | 5.4 | 3.10 | - | 1,340 | -26 | 702 | |||
| 28 Oct | 792.05 | 2.3 | 0.25 | - | 540 | 10 | 728 | |||
| 25 Oct | 780.95 | 2.05 | -0.15 | - | 203 | -4 | 718 | |||
| 24 Oct | 794.55 | 2.2 | 0.05 | - | 310 | 65 | 722 | |||
| 23 Oct | 786.00 | 2.15 | -0.15 | - | 711 | 200 | 655 | |||
| 22 Oct | 790.40 | 2.3 | -1.30 | - | 628 | 202 | 455 | |||
| 21 Oct | 813.95 | 3.6 | -0.60 | - | 307 | 100 | 252 | |||
| 18 Oct | 820.40 | 4.2 | 0.60 | - | 93 | 58 | 153 | |||
| 17 Oct | 811.05 | 3.6 | 0.80 | - | 66 | 39 | 95 | |||
| 16 Oct | 805.45 | 2.8 | 0.20 | - | 48 | 17 | 55 | |||
| 15 Oct | 804.65 | 2.6 | -0.25 | - | 31 | 16 | 38 | |||
| 14 Oct | 805.15 | 2.85 | -0.60 | - | 20 | 10 | 21 | |||
| 11 Oct | 799.75 | 3.45 | -0.65 | - | 35 | 9 | 17 | |||
| 10 Oct | 797.10 | 4.1 | 0.10 | - | 5 | 4 | 7 | |||
| 9 Oct | 797.40 | 4 | 0.75 | - | 1 | 0 | 2 | |||
| 8 Oct | 781.45 | 3.25 | -0.70 | - | 2 | 1 | 2 | |||
| 4 Oct | 796.65 | 3.95 | -1.55 | - | 4 | 2 | 2 | |||
| 1 Oct | 796.95 | 5.5 | - | 1 | 0 | 1 | ||||
For State Bank Of India - strike price 920 expiring on 28NOV2024
Delta for 920 CE is 0.02
Historical price for 920 CE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 32.02, the open interest changed by -7 which decreased total open position to 2411
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 32.06, the open interest changed by -275 which decreased total open position to 2423
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 28.33, the open interest changed by 58 which increased total open position to 2702
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was 24.63, the open interest changed by -338 which decreased total open position to 2649
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 1.8, which was -3.25 lower than the previous day. The implied volatity was 25.25, the open interest changed by 1367 which increased total open position to 2964
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 5.05, which was 0.35 higher than the previous day. The implied volatity was 27.20, the open interest changed by 212 which increased total open position to 1576
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 4.7, which was 0.60 higher than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 1367
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 4.1, which was 0.50 higher than the previous day. The implied volatity was 27.22, the open interest changed by 184 which increased total open position to 1364
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 30.49, the open interest changed by 104 which increased total open position to 1180
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 30.50, the open interest changed by 132 which increased total open position to 1075
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 3.7, which was -0.05 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 3.75, which was -1.65 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 5.4, which was 3.10 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 2.3, which was 0.25 higher 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 2.05, which was -0.15 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 2.2, which was 0.05 higher 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 2.15, which was -0.15 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 2.3, which was -1.30 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 3.6, which was -0.60 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 4.2, which was 0.60 higher 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 3.6, which was 0.80 higher 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 2.8, which was 0.20 higher 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 2.6, which was -0.25 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 2.85, which was -0.60 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 3.45, which was -0.65 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 4.1, which was 0.10 higher 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 4, which was 0.75 higher 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 3.25, which was -0.70 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 3.95, which was -1.55 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 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.27
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 804.25 | 114 | 23.60 | 49.08 | 1 | 0 | 92 |
| 13 Nov | 808.65 | 90.4 | 0.00 | 0.00 | 0 | -21 | 0 |
| 12 Nov | 826.70 | 90.4 | 24.40 | 25.56 | 22 | -20 | 93 |
| 11 Nov | 847.65 | 66 | -7.20 | - | 4 | 1 | 113 |
| 8 Nov | 843.15 | 73.2 | 11.50 | - | 51 | 20 | 112 |
| 7 Nov | 859.60 | 61.7 | -3.40 | 27.72 | 41 | 14 | 92 |
| 6 Nov | 854.80 | 65.1 | -6.75 | 29.88 | 17 | 0 | 79 |
| 5 Nov | 849.20 | 71.85 | -13.30 | 29.94 | 95 | 4 | 79 |
| 4 Nov | 829.85 | 85.15 | -8.35 | 24.24 | 1 | 0 | 75 |
| 1 Nov | 821.20 | 93.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 820.20 | 93.5 | 0.00 | - | 0 | 33 | 0 |
| 30 Oct | 822.45 | 93.5 | 8.00 | - | 36 | 34 | 76 |
| 29 Oct | 832.70 | 85.5 | -38.50 | - | 62 | 12 | 42 |
| 28 Oct | 792.05 | 124 | -10.00 | - | 7 | 6 | 28 |
| 25 Oct | 780.95 | 134 | 14.10 | - | 2 | 1 | 22 |
| 24 Oct | 794.55 | 119.9 | -9.10 | - | 12 | 11 | 20 |
| 23 Oct | 786.00 | 129 | 8.55 | - | 10 | 7 | 8 |
| 22 Oct | 790.40 | 120.45 | 6.90 | - | 1 | 0 | 0 |
| 21 Oct | 813.95 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 820.40 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 811.05 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 805.45 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 804.65 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 805.15 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 799.75 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 797.10 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 797.40 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 781.45 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 796.65 | 113.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 796.95 | 113.55 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 920 expiring on 28NOV2024
Delta for 920 PE is -0.90
Historical price for 920 PE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 114, which was 23.60 higher than the previous day. The implied volatity was 49.08, the open interest changed by 0 which decreased total open position to 92
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 90.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 90.4, which was 24.40 higher than the previous day. The implied volatity was 25.56, the open interest changed by -20 which decreased total open position to 93
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 66, which was -7.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 113
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 73.2, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 112
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 61.7, which was -3.40 lower than the previous day. The implied volatity was 27.72, the open interest changed by 14 which increased total open position to 92
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 65.1, which was -6.75 lower than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 79
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 71.85, which was -13.30 lower than the previous day. The implied volatity was 29.94, the open interest changed by 4 which increased total open position to 79
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 85.15, which was -8.35 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 75
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 93.5, 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 31 Oct SBIN was trading at 820.20. The strike last trading price was 93.5, 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 93.5, which was 8.00 higher 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 85.5, which was -38.50 lower 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 124, which was -10.00 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 134, which was 14.10 higher 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 119.9, which was -9.10 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 129, which was 8.55 higher 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 120.45, which was 6.90 higher 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, 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 113.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
