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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 950 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 -0.10 37.91 412 9 1,128
13 Nov 808.65 0.45 -0.15 36.30 907 -107 1,113
12 Nov 826.70 0.6 0.00 33.21 925 -176 1,247
11 Nov 847.65 0.6 -0.25 27.32 2,252 -403 1,440
8 Nov 843.15 0.85 -1.45 27.77 7,865 39 1,845
7 Nov 859.60 2.3 0.10 28.63 3,055 724 1,799
6 Nov 854.80 2.2 0.20 28.26 1,933 173 1,081
5 Nov 849.20 2 0.05 28.95 2,896 289 914
4 Nov 829.85 1.95 0.20 32.39 2,125 286 624
1 Nov 821.20 1.75 -0.35 31.64 259 77 338
31 Oct 820.20 2.1 -0.05 - 343 111 261
30 Oct 822.45 2.15 - 305 149 149


For State Bank Of India - strike price 950 expiring on 28NOV2024

Delta for 950 CE is 0.02

Historical price for 950 CE is as follows

On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 37.91, the open interest changed by 9 which increased total open position to 1128


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.30, the open interest changed by -107 which decreased total open position to 1113


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 33.21, the open interest changed by -176 which decreased total open position to 1247


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 27.32, the open interest changed by -403 which decreased total open position to 1440


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 0.85, which was -1.45 lower than the previous day. The implied volatity was 27.77, the open interest changed by 39 which increased total open position to 1845


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 2.3, which was 0.10 higher than the previous day. The implied volatity was 28.63, the open interest changed by 724 which increased total open position to 1799


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 28.26, the open interest changed by 173 which increased total open position to 1081


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 28.95, the open interest changed by 289 which increased total open position to 914


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 1.95, which was 0.20 higher than the previous day. The implied volatity was 32.39, the open interest changed by 286 which increased total open position to 624


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 31.64, the open interest changed by 77 which increased total open position to 338


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 2.1, 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 30 Oct SBIN was trading at 822.45. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SBIN 28NOV2024 950 PE
Delta: -0.99
Vega: 0.03
Theta: 0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 804.25 140.5 11.00 31.89 10 -2 106
13 Nov 808.65 129.5 9.50 - 7 -3 108
12 Nov 826.70 120 22.00 28.40 7 1 111
11 Nov 847.65 98 -7.20 - 51 2 105
8 Nov 843.15 105.2 17.20 30.99 80 -16 104
7 Nov 859.60 88 -4.50 27.01 129 -24 120
6 Nov 854.80 92.5 -4.00 33.21 153 125 143
5 Nov 849.20 96.5 -18.50 20.60 11 10 17
4 Nov 829.85 115 -5.00 30.54 5 0 2
1 Nov 821.20 120 4.00 - 1 0 1
31 Oct 820.20 116 0.00 - 0 1 0
30 Oct 822.45 116 - 1 0 0


For State Bank Of India - strike price 950 expiring on 28NOV2024

Delta for 950 PE is -0.99

Historical price for 950 PE is as follows

On 14 Nov SBIN was trading at 804.25. The strike last trading price was 140.5, which was 11.00 higher than the previous day. The implied volatity was 31.89, the open interest changed by -2 which decreased total open position to 106


On 13 Nov SBIN was trading at 808.65. The strike last trading price was 129.5, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 108


On 12 Nov SBIN was trading at 826.70. The strike last trading price was 120, which was 22.00 higher than the previous day. The implied volatity was 28.40, the open interest changed by 1 which increased total open position to 111


On 11 Nov SBIN was trading at 847.65. The strike last trading price was 98, which was -7.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 105


On 8 Nov SBIN was trading at 843.15. The strike last trading price was 105.2, which was 17.20 higher than the previous day. The implied volatity was 30.99, the open interest changed by -16 which decreased total open position to 104


On 7 Nov SBIN was trading at 859.60. The strike last trading price was 88, which was -4.50 lower than the previous day. The implied volatity was 27.01, the open interest changed by -24 which decreased total open position to 120


On 6 Nov SBIN was trading at 854.80. The strike last trading price was 92.5, which was -4.00 lower than the previous day. The implied volatity was 33.21, the open interest changed by 125 which increased total open position to 143


On 5 Nov SBIN was trading at 849.20. The strike last trading price was 96.5, which was -18.50 lower than the previous day. The implied volatity was 20.60, the open interest changed by 10 which increased total open position to 17


On 4 Nov SBIN was trading at 829.85. The strike last trading price was 115, which was -5.00 lower than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 2


On 1 Nov SBIN was trading at 821.20. The strike last trading price was 120, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 31 Oct SBIN was trading at 820.20. The strike last trading price was 116, 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 30 Oct SBIN was trading at 822.45. The strike last trading price was 116, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to