SBIN
STATE BANK OF INDIA
Historical option data for SBIN
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 859.75 | 2 | 0.80 | - | 15,50,250 | -3,750 | 14,70,750 | |||
| 4 Jul | 839.30 | 1.2 | - | 5,99,250 | 47,250 | 14,74,500 | ||||
| 3 Jul | 839.95 | 1.35 | - | 12,50,250 | -29,250 | 14,27,250 | ||||
| 2 Jul | 826.15 | 1.3 | - | 16,77,750 | 1,71,000 | 14,74,500 | ||||
| 1 Jul | 841.95 | 2 | - | 9,33,000 | 95,250 | 13,03,500 | ||||
| 28 Jun | 848.95 | 2.55 | - | 29,16,750 | 4,80,750 | 12,08,250 | ||||
| 27 Jun | 844.00 | 2.55 | - | 5,64,750 | 69,000 | 7,27,500 | ||||
| 26 Jun | 845.35 | 2.85 | - | 6,23,250 | 1,17,000 | 6,58,500 | ||||
| 25 Jun | 842.25 | 2.9 | - | 5,15,250 | 37,500 | 5,41,500 | ||||
| 24 Jun | 832.70 | 2.4 | - | 2,52,000 | 54,750 | 5,04,750 | ||||
| 21 Jun | 836.30 | 2.80 | - | 3,53,250 | 1,20,000 | 4,45,500 | ||||
| 20 Jun | 843.75 | 3.65 | - | 2,19,000 | 39,750 | 3,24,000 | ||||
| 19 Jun | 852.60 | 4.55 | - | 3,72,000 | 12,000 | 2,84,250 | ||||
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| 18 Jun | 844.90 | 3.05 | - | 3,41,250 | 54,750 | 2,73,750 | ||||
| 14 Jun | 839.20 | 3.55 | - | 79,500 | 24,000 | 2,19,000 | ||||
| 13 Jun | 843.90 | 4.25 | - | 63,750 | 25,500 | 1,95,000 | ||||
| 12 Jun | 839.10 | 4.80 | - | 1,56,750 | 24,000 | 1,62,750 | ||||
| 11 Jun | 835.55 | 5.70 | - | 90,750 | 30,000 | 1,38,000 | ||||
| 10 Jun | 831.80 | 6.95 | - | 61,500 | 6,000 | 1,08,000 | ||||
| 7 Jun | 829.95 | 8.40 | - | 14,250 | -2,250 | 1,02,000 | ||||
| 6 Jun | 816.95 | 8.85 | - | 80,250 | 37,500 | 1,04,250 | ||||
| 5 Jun | 789.75 | 7.45 | - | 33,000 | -12,000 | 66,750 | ||||
| 4 Jun | 775.20 | 13.00 | - | 80,250 | -5,250 | 78,750 | ||||
| 3 Jun | 905.65 | 33.90 | - | 1,27,500 | 84,000 | 84,000 | ||||
For STATE BANK OF INDIA - strike price 950 expiring on 25JUL2024
Delta for 950 CE is -
Historical price for 950 CE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 2, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 1470750
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 47250 which increased total open position to 1474500
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -29250 which decreased total open position to 1427250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 171000 which increased total open position to 1474500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 95250 which increased total open position to 1303500
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 480750 which increased total open position to 1208250
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 727500
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 117000 which increased total open position to 658500
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 541500
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 54750 which increased total open position to 504750
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 120000 which increased total open position to 445500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 39750 which increased total open position to 324000
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 284250
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 54750 which increased total open position to 273750
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 219000
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 195000
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 162750
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 5.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 138000
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 108000
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 8.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 102000
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 37500 which increased total open position to 104250
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 66750
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 78750
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 33.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 84000
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Delta: -
Gamma: -
Theta: -
Vega: -
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 859.75 | 86 | -20.85 | - | 14,250 | 1,45,500 | 1,45,500 |
| 4 Jul | 839.30 | 106.85 | - | 0 | 0 | 0 | |
| 3 Jul | 839.95 | 106.85 | - | 3,750 | 0 | 1,52,250 | |
| 2 Jul | 826.15 | 105.2 | - | 750 | 1,500 | 1,51,500 | |
| 1 Jul | 841.95 | 102 | - | 2,250 | -750 | 1,50,000 | |
| 28 Jun | 848.95 | 98.45 | - | 1,71,750 | -78,000 | 1,50,750 | |
| 27 Jun | 844.00 | 101.45 | - | 42,750 | -19,500 | 2,28,750 | |
| 26 Jun | 845.35 | 98.3 | - | 15,750 | 6,750 | 2,49,750 | |
| 25 Jun | 842.25 | 101.75 | - | 41,250 | 31,500 | 2,43,000 | |
| 24 Jun | 832.70 | 111 | - | 43,500 | 9,000 | 2,10,000 | |
| 21 Jun | 836.30 | 112.35 | - | 61,500 | 39,750 | 1,99,500 | |
| 20 Jun | 843.75 | 100.30 | - | 27,750 | 17,250 | 1,59,000 | |
| 19 Jun | 852.60 | 91.35 | - | 60,000 | 48,000 | 1,41,750 | |
| 18 Jun | 844.90 | 98.30 | - | 39,000 | 36,000 | 92,250 | |
| 14 Jun | 839.20 | 105.35 | - | 51,750 | 47,250 | 56,250 | |
| 13 Jun | 843.90 | 102.00 | - | 750 | 0 | 9,750 | |
| 12 Jun | 839.10 | 112.00 | - | 0 | 8,250 | 0 | |
| 11 Jun | 835.55 | 112.00 | - | 11,250 | 750 | 2,250 | |
| 10 Jun | 831.80 | 153.35 | - | 0 | 0 | 0 | |
| 7 Jun | 829.95 | 153.35 | - | 0 | 1,500 | 0 | |
| 6 Jun | 816.95 | 153.35 | - | 0 | 1,500 | 0 | |
| 5 Jun | 789.75 | 153.35 | - | 0 | 1,500 | 1,500 | |
| 4 Jun | 775.20 | 153.35 | - | 1,500 | 0 | 0 | |
| 3 Jun | 905.65 | 0.00 | - | 0 | 0 | 0 | |
For STATE BANK OF INDIA - strike price 950 expiring on 25JUL2024
Delta for 950 PE is -
Historical price for 950 PE is as follows
On 5 Jul SBIN was trading at 859.75. The strike last trading price was 86, which was -20.85 lower than the previous day. The implied volatity was -, the open interest changed by 145500 which increased total open position to 145500
On 4 Jul SBIN was trading at 839.30. The strike last trading price was 106.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul SBIN was trading at 839.95. The strike last trading price was 106.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 152250
On 2 Jul SBIN was trading at 826.15. The strike last trading price was 105.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 151500
On 1 Jul SBIN was trading at 841.95. The strike last trading price was 102, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 150000
On 28 Jun SBIN was trading at 848.95. The strike last trading price was 98.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -78000 which decreased total open position to 150750
On 27 Jun SBIN was trading at 844.00. The strike last trading price was 101.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -19500 which decreased total open position to 228750
On 26 Jun SBIN was trading at 845.35. The strike last trading price was 98.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 249750
On 25 Jun SBIN was trading at 842.25. The strike last trading price was 101.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 243000
On 24 Jun SBIN was trading at 832.70. The strike last trading price was 111, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 210000
On 21 Jun SBIN was trading at 836.30. The strike last trading price was 112.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 39750 which increased total open position to 199500
On 20 Jun SBIN was trading at 843.75. The strike last trading price was 100.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 159000
On 19 Jun SBIN was trading at 852.60. The strike last trading price was 91.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 48000 which increased total open position to 141750
On 18 Jun SBIN was trading at 844.90. The strike last trading price was 98.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 92250
On 14 Jun SBIN was trading at 839.20. The strike last trading price was 105.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 47250 which increased total open position to 56250
On 13 Jun SBIN was trading at 843.90. The strike last trading price was 102.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9750
On 12 Jun SBIN was trading at 839.10. The strike last trading price was 112.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 0
On 11 Jun SBIN was trading at 835.55. The strike last trading price was 112.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2250
On 10 Jun SBIN was trading at 831.80. The strike last trading price was 153.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SBIN was trading at 829.95. The strike last trading price was 153.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 6 Jun SBIN was trading at 816.95. The strike last trading price was 153.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 5 Jun SBIN was trading at 789.75. The strike last trading price was 153.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 4 Jun SBIN was trading at 775.20. The strike last trading price was 153.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SBIN was trading at 905.65. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0