SBIN
State Bank Of India
Historical option data for SBIN
20 Dec 2024 04:10 PM IST
| SBIN 26DEC2024 930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.03
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 812.00 | 0.2 | -0.20 | 45.17 | 536 | -78 | 1,445 | |||
| 19 Dec | 832.80 | 0.4 | 0.00 | 39.29 | 794 | -232 | 1,528 | |||
| 18 Dec | 838.15 | 0.4 | -0.05 | 33.73 | 620 | -162 | 1,765 | |||
| 17 Dec | 850.55 | 0.45 | -0.15 | 29.37 | 945 | -162 | 1,928 | |||
| 16 Dec | 860.95 | 0.6 | -0.05 | 25.67 | 1,424 | 178 | 2,090 | |||
| 13 Dec | 861.55 | 0.65 | 0.00 | 22.29 | 1,196 | -226 | 1,907 | |||
| 12 Dec | 853.70 | 0.65 | -0.50 | 23.79 | 1,052 | -51 | 2,135 | |||
| 11 Dec | 861.60 | 1.15 | -0.35 | 23.23 | 1,380 | 105 | 2,193 | |||
| 10 Dec | 867.50 | 1.5 | 0.05 | 21.89 | 1,556 | 256 | 2,092 | |||
| 9 Dec | 858.05 | 1.45 | -0.45 | 23.90 | 1,320 | -63 | 1,840 | |||
| 6 Dec | 863.65 | 1.9 | -0.35 | 22.02 | 3,956 | 206 | 1,914 | |||
| 5 Dec | 865.45 | 2.25 | 0.55 | 22.03 | 3,213 | 196 | 1,708 | |||
| 4 Dec | 859.70 | 1.7 | 0.20 | 21.43 | 1,711 | 107 | 1,513 | |||
| 3 Dec | 853.95 | 1.5 | 0.40 | 21.53 | 1,606 | 379 | 1,411 | |||
| 2 Dec | 836.40 | 1.1 | -0.45 | 23.40 | 1,018 | 184 | 1,043 | |||
| 29 Nov | 838.95 | 1.55 | -0.60 | 23.19 | 1,593 | 147 | 857 | |||
| 28 Nov | 838.85 | 2.15 | -0.10 | 24.09 | 1,016 | 395 | 710 | |||
| 27 Nov | 834.10 | 2.25 | -0.05 | 25.21 | 420 | 19 | 318 | |||
| 26 Nov | 839.40 | 2.3 | -0.60 | 24.08 | 451 | 0 | 306 | |||
| 25 Nov | 844.45 | 2.9 | 1.20 | 23.40 | 739 | 301 | 306 | |||
| 22 Nov | 816.05 | 1.7 | 0.30 | 25.74 | 40 | 30 | 35 | |||
| 21 Nov | 780.75 | 1.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 803.00 | 1.4 | 0.00 | 26.23 | 1 | 0 | 5 | |||
| 19 Nov | 803.00 | 1.4 | 0.05 | 26.23 | 1 | 0 | 5 | |||
| 18 Nov | 814.30 | 1.35 | -0.85 | 23.04 | 2 | 0 | 5 | |||
| 14 Nov | 804.25 | 2.2 | 0.00 | 0.00 | 0 | -5 | 0 | |||
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| 13 Nov | 808.65 | 2.2 | -0.45 | 24.29 | 22 | -4 | 6 | |||
| 12 Nov | 826.70 | 2.65 | -5.85 | 22.38 | 14 | 9 | 10 | |||
| 11 Nov | 847.65 | 8.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 843.15 | 8.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 859.60 | 8.5 | -3.65 | 22.31 | 1 | 0 | 0 | |||
| 6 Nov | 854.80 | 12.15 | 12.15 | 5.25 | 0 | 0 | 0 | |||
| 5 Nov | 849.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 829.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 930 expiring on 26DEC2024
Delta for 930 CE is 0.01
Historical price for 930 CE is as follows
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 45.17, the open interest changed by -78 which decreased total open position to 1445
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 39.29, the open interest changed by -232 which decreased total open position to 1528
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by -162 which decreased total open position to 1765
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.37, the open interest changed by -162 which decreased total open position to 1928
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 25.67, the open interest changed by 178 which increased total open position to 2090
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 22.29, the open interest changed by -226 which decreased total open position to 1907
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 23.79, the open interest changed by -51 which decreased total open position to 2135
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 23.23, the open interest changed by 105 which increased total open position to 2193
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 21.89, the open interest changed by 256 which increased total open position to 2092
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 23.90, the open interest changed by -63 which decreased total open position to 1840
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 22.02, the open interest changed by 206 which increased total open position to 1914
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 22.03, the open interest changed by 196 which increased total open position to 1708
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 21.43, the open interest changed by 107 which increased total open position to 1513
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 1.5, which was 0.40 higher than the previous day. The implied volatity was 21.53, the open interest changed by 379 which increased total open position to 1411
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 23.40, the open interest changed by 184 which increased total open position to 1043
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 23.19, the open interest changed by 147 which increased total open position to 857
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 24.09, the open interest changed by 395 which increased total open position to 710
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 25.21, the open interest changed by 19 which increased total open position to 318
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 306
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 2.9, which was 1.20 higher than the previous day. The implied volatity was 23.40, the open interest changed by 301 which increased total open position to 306
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 1.7, which was 0.30 higher than the previous day. The implied volatity was 25.74, the open interest changed by 30 which increased total open position to 35
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 1.4, 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 20 Nov SBIN was trading at 803.00. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 5
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 5
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 5
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 24.29, the open interest changed by -4 which decreased total open position to 6
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 2.65, which was -5.85 lower than the previous day. The implied volatity was 22.38, the open interest changed by 9 which increased total open position to 10
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 8.5, 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 8 Nov SBIN was trading at 843.15. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 8.5, which was -3.65 lower than the previous day. The implied volatity was 22.31, 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 12.15, which was 12.15 higher than the previous day. The implied volatity was 5.25, 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 0, 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 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 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.07
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 812.00 | 115.1 | 25.10 | 53.49 | 1 | 0 | 41 |
| 19 Dec | 832.80 | 90 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 838.15 | 90 | 20.60 | 50.28 | 1 | 0 | 42 |
| 17 Dec | 850.55 | 69.4 | 3.40 | - | 1 | 0 | 42 |
| 16 Dec | 860.95 | 66 | -6.30 | - | 4 | 0 | 43 |
| 13 Dec | 861.55 | 72.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Dec | 853.70 | 72.3 | 6.75 | - | 2 | 0 | 44 |
| 11 Dec | 861.60 | 65.55 | -3.70 | 23.29 | 6 | 2 | 43 |
| 10 Dec | 867.50 | 69.25 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 858.05 | 69.25 | 10.30 | 25.07 | 2 | -1 | 41 |
| 6 Dec | 863.65 | 58.95 | -7.25 | - | 4 | -1 | 42 |
| 5 Dec | 865.45 | 66.2 | -6.80 | 29.59 | 68 | 18 | 44 |
| 4 Dec | 859.70 | 73 | -1.85 | 33.10 | 31 | 23 | 25 |
| 3 Dec | 853.95 | 74.85 | -16.40 | 28.36 | 2 | 1 | 2 |
| 2 Dec | 836.40 | 91.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 838.95 | 91.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 838.85 | 91.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 834.10 | 91.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 839.40 | 91.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 844.45 | 91.25 | -20.40 | 41.22 | 1 | 0 | 0 |
| 22 Nov | 816.05 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 780.75 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 803.00 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 803.00 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 814.30 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 804.25 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 808.65 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 826.70 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 847.65 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 843.15 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 859.60 | 111.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 854.80 | 111.65 | 111.65 | - | 0 | 0 | 0 |
| 5 Nov | 849.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 829.85 | 0 | 0.00 | 0 | 0 | 0 | |
For State Bank Of India - strike price 930 expiring on 26DEC2024
Delta for 930 PE is -0.97
Historical price for 930 PE is as follows
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 115.1, which was 25.10 higher than the previous day. The implied volatity was 53.49, the open interest changed by 0 which decreased total open position to 41
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 90, which was 20.60 higher than the previous day. The implied volatity was 50.28, the open interest changed by 0 which decreased total open position to 42
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 69.4, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 66, which was -6.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 72.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 72.3, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 65.55, which was -3.70 lower than the previous day. The implied volatity was 23.29, the open interest changed by 2 which increased total open position to 43
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 69.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 69.25, which was 10.30 higher than the previous day. The implied volatity was 25.07, the open interest changed by -1 which decreased total open position to 41
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 58.95, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 42
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 66.2, which was -6.80 lower than the previous day. The implied volatity was 29.59, the open interest changed by 18 which increased total open position to 44
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 73, which was -1.85 lower than the previous day. The implied volatity was 33.10, the open interest changed by 23 which increased total open position to 25
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 74.85, which was -16.40 lower than the previous day. The implied volatity was 28.36, the open interest changed by 1 which increased total open position to 2
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 91.25, 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 29 Nov SBIN was trading at 838.95. The strike last trading price was 91.25, 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 28 Nov SBIN was trading at 838.85. The strike last trading price was 91.25, 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 27 Nov SBIN was trading at 834.10. The strike last trading price was 91.25, 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 26 Nov SBIN was trading at 839.40. The strike last trading price was 91.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 91.25, which was -20.40 lower than the previous day. The implied volatity was 41.22, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, 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 111.65, which was 111.65 higher 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 0, 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 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
