SBIN
State Bank Of India
Historical option data for SBIN
14 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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| 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 | |||
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| 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
|
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| 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
