SBIN
State Bank Of India
Historical option data for SBIN
21 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 940 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 780.75 | 0.2 | -0.05 | - | 565 | -71 | 1,467 | |||
| 20 Nov | 803.00 | 0.25 | 0.00 | 44.08 | 283 | -63 | 1,542 | |||
| 19 Nov | 803.00 | 0.25 | 0.00 | 44.08 | 283 | -59 | 1,542 | |||
| 18 Nov | 814.30 | 0.25 | -0.10 | 38.19 | 345 | 48 | 1,607 | |||
| 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 | |||
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| 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 -
Historical price for 940 CE is as follows
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -71 which decreased total open position to 1467
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 44.08, the open interest changed by -63 which decreased total open position to 1542
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 44.08, the open interest changed by -59 which decreased total open position to 1542
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 38.19, the open interest changed by 48 which increased total open position to 1607
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 780.75 | 129.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 803.00 | 129.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 803.00 | 129.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 814.30 | 129.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 21 Nov SBIN was trading at 780.75. 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 0 which decreased total open position to 0
On 20 Nov SBIN was trading at 803.00. 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 0 which decreased total open position to 0
On 19 Nov SBIN was trading at 803.00. 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 0 which decreased total open position to 0
On 18 Nov SBIN was trading at 814.30. 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 0 which decreased total open position to 0
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
