SBIN
State Bank Of India
Historical option data for SBIN
20 Dec 2024 04:10 PM IST
| SBIN 26DEC2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 812.00 | 0.1 | -0.20 | 44.45 | 597 | -123 | 1,769 | |||
| 19 Dec | 832.80 | 0.3 | -0.10 | 40.71 | 624 | -241 | 1,892 | |||
| 18 Dec | 838.15 | 0.4 | 0.00 | 36.75 | 771 | -270 | 2,133 | |||
| 17 Dec | 850.55 | 0.4 | -0.10 | 31.69 | 535 | -70 | 2,401 | |||
| 16 Dec | 860.95 | 0.5 | 0.00 | 27.71 | 1,443 | 49 | 2,469 | |||
| 13 Dec | 861.55 | 0.5 | 0.00 | 23.76 | 1,662 | -218 | 2,426 | |||
| 12 Dec | 853.70 | 0.5 | -0.30 | 25.09 | 1,307 | -232 | 2,657 | |||
| 11 Dec | 861.60 | 0.8 | -0.25 | 23.96 | 1,545 | -101 | 2,897 | |||
| 10 Dec | 867.50 | 1.05 | -0.05 | 22.70 | 1,550 | -33 | 3,000 | |||
| 9 Dec | 858.05 | 1.1 | -0.30 | 24.90 | 1,779 | 198 | 3,034 | |||
| 6 Dec | 863.65 | 1.4 | -0.25 | 22.78 | 4,559 | 281 | 2,843 | |||
| 5 Dec | 865.45 | 1.65 | 0.40 | 22.70 | 3,776 | 434 | 2,562 | |||
| 4 Dec | 859.70 | 1.25 | 0.15 | 22.13 | 2,777 | 350 | 2,121 | |||
| 3 Dec | 853.95 | 1.1 | 0.30 | 22.18 | 2,003 | 62 | 1,771 | |||
| 2 Dec | 836.40 | 0.8 | -0.35 | 23.89 | 909 | 130 | 1,710 | |||
| 29 Nov | 838.95 | 1.15 | -0.60 | 23.64 | 1,674 | 455 | 1,573 | |||
| 28 Nov | 838.85 | 1.75 | -0.05 | 24.91 | 876 | 137 | 1,116 | |||
| 27 Nov | 834.10 | 1.8 | 0.05 | 25.84 | 675 | 54 | 979 | |||
| 26 Nov | 839.40 | 1.75 | -0.45 | 24.53 | 443 | 69 | 910 | |||
| 25 Nov | 844.45 | 2.2 | 0.80 | 23.73 | 1,098 | 594 | 841 | |||
| 22 Nov | 816.05 | 1.4 | 0.35 | 26.38 | 130 | 26 | 273 | |||
| 21 Nov | 780.75 | 1.05 | -0.05 | 30.86 | 36 | -5 | 248 | |||
| 20 Nov | 803.00 | 1.1 | 0.00 | 26.31 | 101 | 33 | 253 | |||
| 19 Nov | 803.00 | 1.1 | -0.10 | 26.31 | 101 | 33 | 253 | |||
| 18 Nov | 814.30 | 1.2 | -0.15 | 24.12 | 36 | -1 | 220 | |||
| 14 Nov | 804.25 | 1.35 | -0.50 | 24.79 | 93 | -24 | 220 | |||
| 13 Nov | 808.65 | 1.85 | -0.55 | 24.91 | 208 | 7 | 244 | |||
| 12 Nov | 826.70 | 2.4 | -1.50 | 23.46 | 251 | -19 | 245 | |||
| 11 Nov | 847.65 | 3.9 | 0.00 | 22.17 | 180 | 47 | 265 | |||
|
|
||||||||||
| 8 Nov | 843.15 | 3.9 | -3.55 | 22.29 | 285 | 37 | 215 | |||
| 7 Nov | 859.60 | 7.45 | -0.45 | 23.19 | 202 | 146 | 179 | |||
| 6 Nov | 854.80 | 7.9 | 0.10 | 23.98 | 51 | 31 | 36 | |||
| 5 Nov | 849.20 | 7.8 | -8.60 | 25.20 | 623 | 5 | 5 | |||
| 4 Nov | 829.85 | 16.4 | 7.68 | 0 | 0 | 0 | ||||
For State Bank Of India - strike price 940 expiring on 26DEC2024
Delta for 940 CE is 0.01
Historical price for 940 CE is as follows
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 44.45, the open interest changed by -123 which decreased total open position to 1769
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 40.71, the open interest changed by -241 which decreased total open position to 1892
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.75, the open interest changed by -270 which decreased total open position to 2133
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 31.69, the open interest changed by -70 which decreased total open position to 2401
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 27.71, the open interest changed by 49 which increased total open position to 2469
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 23.76, the open interest changed by -218 which decreased total open position to 2426
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 25.09, the open interest changed by -232 which decreased total open position to 2657
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 23.96, the open interest changed by -101 which decreased total open position to 2897
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 22.70, the open interest changed by -33 which decreased total open position to 3000
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 24.90, the open interest changed by 198 which increased total open position to 3034
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 22.78, the open interest changed by 281 which increased total open position to 2843
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 1.65, which was 0.40 higher than the previous day. The implied volatity was 22.70, the open interest changed by 434 which increased total open position to 2562
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 22.13, the open interest changed by 350 which increased total open position to 2121
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 22.18, the open interest changed by 62 which increased total open position to 1771
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 23.89, the open interest changed by 130 which increased total open position to 1710
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 23.64, the open interest changed by 455 which increased total open position to 1573
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 24.91, the open interest changed by 137 which increased total open position to 1116
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 25.84, the open interest changed by 54 which increased total open position to 979
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 24.53, the open interest changed by 69 which increased total open position to 910
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 2.2, which was 0.80 higher than the previous day. The implied volatity was 23.73, the open interest changed by 594 which increased total open position to 841
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 26.38, the open interest changed by 26 which increased total open position to 273
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 30.86, the open interest changed by -5 which decreased total open position to 248
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 26.31, the open interest changed by 33 which increased total open position to 253
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 26.31, the open interest changed by 33 which increased total open position to 253
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 24.12, the open interest changed by -1 which decreased total open position to 220
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 24.79, the open interest changed by -24 which decreased total open position to 220
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 24.91, the open interest changed by 7 which increased total open position to 244
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 2.4, which was -1.50 lower than the previous day. The implied volatity was 23.46, the open interest changed by -19 which decreased total open position to 245
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 22.17, the open interest changed by 47 which increased total open position to 265
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 3.9, which was -3.55 lower than the previous day. The implied volatity was 22.29, the open interest changed by 37 which increased total open position to 215
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 7.45, which was -0.45 lower than the previous day. The implied volatity was 23.19, the open interest changed by 146 which increased total open position to 179
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 7.9, which was 0.10 higher than the previous day. The implied volatity was 23.98, the open interest changed by 31 which increased total open position to 36
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 7.8, which was -8.60 lower than the previous day. The implied volatity was 25.20, the open interest changed by 5 which increased total open position to 5
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 16.4, which was lower than the previous day. The implied volatity was 7.68, the open interest changed by 0 which decreased total open position to 0
| SBIN 26DEC2024 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 812.00 | 119.25 | 11.10 | - | 10 | -2 | 148 |
| 19 Dec | 832.80 | 108.15 | 14.10 | 58.52 | 17 | -11 | 151 |
| 18 Dec | 838.15 | 94.05 | 4.00 | - | 5 | 1 | 165 |
| 17 Dec | 850.55 | 90.05 | 14.55 | 44.11 | 13 | 7 | 165 |
| 16 Dec | 860.95 | 75.5 | -2.35 | - | 16 | -10 | 157 |
| 13 Dec | 861.55 | 77.85 | -5.60 | 35.48 | 22 | -10 | 167 |
| 12 Dec | 853.70 | 83.45 | 13.95 | 24.64 | 7 | -4 | 177 |
| 11 Dec | 861.60 | 69.5 | -0.50 | - | 2 | 1 | 180 |
| 10 Dec | 867.50 | 70 | -9.10 | 27.68 | 10 | 0 | 187 |
| 9 Dec | 858.05 | 79.1 | 6.30 | 27.29 | 40 | 35 | 187 |
| 6 Dec | 863.65 | 72.8 | -0.95 | 20.67 | 66 | 39 | 152 |
| 5 Dec | 865.45 | 73.75 | -8.95 | 27.44 | 74 | 38 | 112 |
| 4 Dec | 859.70 | 82.7 | 0.00 | 0.00 | 0 | 24 | 0 |
| 3 Dec | 853.95 | 82.7 | -13.40 | 25.66 | 35 | 24 | 74 |
| 2 Dec | 836.40 | 96.1 | 0.00 | 0.00 | 0 | 5 | 0 |
| 29 Nov | 838.95 | 96.1 | 1.10 | 25.76 | 29 | 4 | 49 |
| 28 Nov | 838.85 | 95 | -4.00 | 27.70 | 28 | 7 | 37 |
| 27 Nov | 834.10 | 99 | -38.60 | 24.06 | 30 | 10 | 10 |
| 26 Nov | 839.40 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 844.45 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 816.05 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 780.75 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 803.00 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 803.00 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 814.30 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 804.25 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 808.65 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 826.70 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 847.65 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 843.15 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 859.60 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 854.80 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 849.20 | 137.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 829.85 | 137.6 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 940 expiring on 26DEC2024
Delta for 940 PE is -
Historical price for 940 PE is as follows
On 20 Dec SBIN was trading at 812.00. The strike last trading price was 119.25, which was 11.10 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 148
On 19 Dec SBIN was trading at 832.80. The strike last trading price was 108.15, which was 14.10 higher than the previous day. The implied volatity was 58.52, the open interest changed by -11 which decreased total open position to 151
On 18 Dec SBIN was trading at 838.15. The strike last trading price was 94.05, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 165
On 17 Dec SBIN was trading at 850.55. The strike last trading price was 90.05, which was 14.55 higher than the previous day. The implied volatity was 44.11, the open interest changed by 7 which increased total open position to 165
On 16 Dec SBIN was trading at 860.95. The strike last trading price was 75.5, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 157
On 13 Dec SBIN was trading at 861.55. The strike last trading price was 77.85, which was -5.60 lower than the previous day. The implied volatity was 35.48, the open interest changed by -10 which decreased total open position to 167
On 12 Dec SBIN was trading at 853.70. The strike last trading price was 83.45, which was 13.95 higher than the previous day. The implied volatity was 24.64, the open interest changed by -4 which decreased total open position to 177
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 69.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 180
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 70, which was -9.10 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 187
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 79.1, which was 6.30 higher than the previous day. The implied volatity was 27.29, the open interest changed by 35 which increased total open position to 187
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 72.8, which was -0.95 lower than the previous day. The implied volatity was 20.67, the open interest changed by 39 which increased total open position to 152
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 73.75, which was -8.95 lower than the previous day. The implied volatity was 27.44, the open interest changed by 38 which increased total open position to 112
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 82.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 82.7, which was -13.40 lower than the previous day. The implied volatity was 25.66, the open interest changed by 24 which increased total open position to 74
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 96.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 96.1, which was 1.10 higher than the previous day. The implied volatity was 25.76, the open interest changed by 4 which increased total open position to 49
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 95, which was -4.00 lower than the previous day. The implied volatity was 27.70, the open interest changed by 7 which increased total open position to 37
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 99, which was -38.60 lower than the previous day. The implied volatity was 24.06, the open interest changed by 10 which increased total open position to 10
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 137.6, 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 25 Nov SBIN was trading at 844.45. The strike last trading price was 137.6, 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 22 Nov SBIN was trading at 816.05. The strike last trading price was 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, 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 137.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
