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

804.25 -4.40 (-0.54%)

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Historical option data for SBIN

14 Nov 2024 04:10 PM IST
SBIN 28NOV2024 940 CE
Delta: 0.02
Vega: 0.07
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 804.25 0.35 -0.15 35.76 939 9 1,561
13 Nov 808.65 0.5 -0.10 34.74 1,052 -98 1,561
12 Nov 826.70 0.6 -0.15 31.06 1,617 -332 1,666
11 Nov 847.65 0.75 -0.35 26.19 2,533 -59 2,003
8 Nov 843.15 1.1 -1.90 27.02 6,683 1,106 2,069
7 Nov 859.60 3 0.15 28.17 2,526 -508 963
6 Nov 854.80 2.85 0.20 27.77 1,561 37 1,475
5 Nov 849.20 2.65 0.25 28.70 3,182 536 1,440
4 Nov 829.85 2.4 0.20 31.81 2,277 282 906
1 Nov 821.20 2.2 -0.25 31.28 217 45 620
31 Oct 820.20 2.45 -0.10 - 696 -26 576
30 Oct 822.45 2.55 -1.00 - 692 113 603
29 Oct 832.70 3.55 1.75 - 1,039 252 489
28 Oct 792.05 1.8 0.05 - 75 45 236
25 Oct 780.95 1.75 -0.05 - 32 9 191
24 Oct 794.55 1.8 0.05 - 115 54 181
23 Oct 786.00 1.75 - 151 130 130


For State Bank Of India - strike price 940 expiring on 28NOV2024

Delta for 940 CE is 0.02

Historical price for 940 CE is as follows

On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 35.76, the open interest changed by 9 which increased total open position to 1561


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 34.74, the open interest changed by -98 which decreased total open position to 1561


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 31.06, the open interest changed by -332 which decreased total open position to 1666


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 26.19, the open interest changed by -59 which decreased total open position to 2003


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 1.1, which was -1.90 lower than the previous day. The implied volatity was 27.02, the open interest changed by 1106 which increased total open position to 2069


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 28.17, the open interest changed by -508 which decreased total open position to 963


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 2.85, which was 0.20 higher than the previous day. The implied volatity was 27.77, the open interest changed by 37 which increased total open position to 1475


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 2.65, which was 0.25 higher than the previous day. The implied volatity was 28.70, the open interest changed by 536 which increased total open position to 1440


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 2.4, which was 0.20 higher than the previous day. The implied volatity was 31.81, the open interest changed by 282 which increased total open position to 906


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 31.28, the open interest changed by 45 which increased total open position to 620


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 2.45, which was -0.10 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 2.55, which was -1.00 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 3.55, which was 1.75 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 1.8, 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 25 Oct SBIN was trading at 780.95. The strike last trading price was 1.75, 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 24 Oct SBIN was trading at 794.55. The strike last trading price was 1.8, 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 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SBIN 28NOV2024 940 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 804.25 129.25 0.00 0.00 0 -3 0
13 Nov 808.65 129.25 39.25 57.23 6 -2 9
12 Nov 826.70 90 0.00 0.00 0 0 0
11 Nov 847.65 90 0.00 0.00 0 0 0
8 Nov 843.15 90 11.80 - 4 0 11
7 Nov 859.60 78.2 -0.30 25.18 8 4 10
6 Nov 854.80 78.5 -40.00 - 6 3 5
5 Nov 849.20 118.5 0.00 0.00 0 0 0
4 Nov 829.85 118.5 0.00 0.00 0 0 0
1 Nov 821.20 118.5 0.00 0.00 0 2 0
31 Oct 820.20 118.5 -10.30 - 2 1 1
30 Oct 822.45 128.8 0.00 - 0 0 0
29 Oct 832.70 128.8 0.00 - 0 0 0
28 Oct 792.05 128.8 0.00 - 0 0 0
25 Oct 780.95 128.8 0.00 - 0 0 0
24 Oct 794.55 128.8 0.00 - 0 0 0
23 Oct 786.00 128.8 - 0 0 0


For State Bank Of India - strike price 940 expiring on 28NOV2024

Delta for 940 PE is 0.00

Historical price for 940 PE is as follows

On 14 Nov SBIN was trading at 804.25. The strike last trading price was 129.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 129.25, which was 39.25 higher than the previous day. The implied volatity was 57.23, the open interest changed by -2 which decreased total open position to 9


On 12 Nov SBIN was trading at 826.70. 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 0 which decreased total open position to 0


On 11 Nov SBIN was trading at 847.65. 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 0 which decreased total open position to 0


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 90, which was 11.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 78.2, which was -0.30 lower than the previous day. The implied volatity was 25.18, the open interest changed by 4 which increased total open position to 10


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 78.5, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 118.5, 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 4 Nov SBIN was trading at 829.85. The strike last trading price was 118.5, 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 1 Nov SBIN was trading at 821.20. The strike last trading price was 118.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 118.5, which was -10.30 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 128.8, 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 29 Oct SBIN was trading at 832.70. The strike last trading price was 128.8, 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 28 Oct SBIN was trading at 792.05. The strike last trading price was 128.8, 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 25 Oct SBIN was trading at 780.95. The strike last trading price was 128.8, 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 24 Oct SBIN was trading at 794.55. The strike last trading price was 128.8, 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 23 Oct SBIN was trading at 786.00. The strike last trading price was 128.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to