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

812 -20.80 (-2.50%)

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Historical option data for SBIN

20 Dec 2024 04:10 PM IST
SBIN 26DEC2024 950 CE
Delta: 0.01
Vega: 0.02
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 0.15 -0.20 49.60 96 -8 355
19 Dec 832.80 0.35 0.05 44.72 393 -140 363
18 Dec 838.15 0.3 0.00 38.06 387 64 503
17 Dec 850.55 0.3 -0.15 33.03 487 -124 438
16 Dec 860.95 0.45 0.10 29.96 423 29 565
13 Dec 861.55 0.35 -0.10 24.74 498 -68 542
12 Dec 853.70 0.45 -0.20 26.96 301 33 611
11 Dec 861.60 0.65 -0.10 25.45 604 23 576
10 Dec 867.50 0.75 -0.05 23.55 410 5 546
9 Dec 858.05 0.8 -0.20 25.63 929 107 537
6 Dec 863.65 1 1.00 23.36 1,769 435 435
5 Dec 865.45 0 0.00 0.00 0 0 0
4 Dec 859.70 0 0.00 0.00 0 0 0
3 Dec 853.95 0 0.00 0.00 0 0 0
2 Dec 836.40 0 0.00 0.00 0 0 0
29 Nov 838.95 0 0.00 0.00 0 0 0
28 Nov 838.85 0 0.00 0.00 0 0 0
27 Nov 834.10 0 0.00 0.00 0 0 0
26 Nov 839.40 0 0.00 0.00 0 0 0
25 Nov 844.45 0 0.00 0.00 0 0 0
22 Nov 816.05 0 0.00 0.00 0 0 0
21 Nov 780.75 0 0.00 0.00 0 0 0
20 Nov 803.00 0 0.00 0.00 0 0 0
19 Nov 803.00 0 0.00 0.00 0 0 0
18 Nov 814.30 0 0.00 0.00 0 0 0
14 Nov 804.25 0 0.00 0.00 0 0 0
13 Nov 808.65 0 0.00 0.00 0 0 0
12 Nov 826.70 0 0.00 0.00 0 0 0
11 Nov 847.65 0 0.00 0.00 0 0 0
8 Nov 843.15 0 0.00 0.00 0 0 0
7 Nov 859.60 0 0.00 0.00 0 0 0
6 Nov 854.80 0 0.00 0.00 0 0 0
5 Nov 849.20 0 0.00 0.00 0 0 0
4 Nov 829.85 0 0.00 0 0 0


For State Bank Of India - strike price 950 expiring on 26DEC2024

Delta for 950 CE is 0.01

Historical price for 950 CE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 49.60, the open interest changed by -8 which decreased total open position to 355


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 44.72, the open interest changed by -140 which decreased total open position to 363


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 38.06, the open interest changed by 64 which increased total open position to 503


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 33.03, the open interest changed by -124 which decreased total open position to 438


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 29.96, the open interest changed by 29 which increased total open position to 565


On 13 Dec SBIN was trading at 861.55. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 24.74, the open interest changed by -68 which decreased total open position to 542


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 26.96, the open interest changed by 33 which increased total open position to 611


On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 25.45, the open interest changed by 23 which increased total open position to 576


On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 23.55, the open interest changed by 5 which increased total open position to 546


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 25.63, the open interest changed by 107 which increased total open position to 537


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 1, which was 1.00 higher than the previous day. The implied volatity was 23.36, the open interest changed by 435 which increased total open position to 435


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0, 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 Dec SBIN was trading at 859.70. The strike last trading price was 0, 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 3 Dec SBIN was trading at 853.95. The strike last trading price was 0, 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 2 Dec SBIN was trading at 836.40. The strike last trading price was 0, 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 29 Nov SBIN was trading at 838.95. The strike last trading price was 0, 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 28 Nov SBIN was trading at 838.85. The strike last trading price was 0, 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 27 Nov SBIN was trading at 834.10. The strike last trading price was 0, 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 26 Nov SBIN was trading at 839.40. The strike last trading price was 0, 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 25 Nov SBIN was trading at 844.45. The strike last trading price was 0, 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 22 Nov SBIN was trading at 816.05. The strike last trading price was 0, 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 21 Nov SBIN was trading at 780.75. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 13 Nov SBIN was trading at 808.65. The strike last trading price was 0, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 0, 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 0, 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 0, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 0, 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 6 Nov SBIN was trading at 854.80. The strike last trading price was 0, 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SBIN 26DEC2024 950 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 115.25 0.00 0.00 0 0 0
19 Dec 832.80 115.25 29.55 - 2 0 13
18 Dec 838.15 85.7 0.00 0.00 0 0 0
17 Dec 850.55 85.7 0.00 0.00 0 0 0
16 Dec 860.95 85.7 0.00 0.00 0 0 0
13 Dec 861.55 85.7 0.00 0.00 0 0 0
12 Dec 853.70 85.7 0.00 0.00 0 0 0
11 Dec 861.60 85.7 0.00 0.00 0 0 0
10 Dec 867.50 85.7 3.75 44.42 8 0 13
9 Dec 858.05 81.95 0.00 0.00 0 13 0
6 Dec 863.65 81.95 81.95 16.10 20 13 13
5 Dec 865.45 0 0.00 0.00 0 0 0
4 Dec 859.70 0 0.00 0.00 0 0 0
3 Dec 853.95 0 0.00 0.00 0 0 0
2 Dec 836.40 0 0.00 0.00 0 0 0
29 Nov 838.95 0 0.00 0.00 0 0 0
28 Nov 838.85 0 0.00 0.00 0 0 0
27 Nov 834.10 0 0.00 0.00 0 0 0
26 Nov 839.40 0 0.00 0.00 0 0 0
25 Nov 844.45 0 0.00 0.00 0 0 0
22 Nov 816.05 0 0.00 0.00 0 0 0
21 Nov 780.75 0 0.00 0.00 0 0 0
20 Nov 803.00 0 0.00 0.00 0 0 0
19 Nov 803.00 0 0.00 0.00 0 0 0
18 Nov 814.30 0 0.00 0.00 0 0 0
14 Nov 804.25 0 0.00 0.00 0 0 0
13 Nov 808.65 0 0.00 0.00 0 0 0
12 Nov 826.70 0 0.00 0.00 0 0 0
11 Nov 847.65 0 0.00 0.00 0 0 0
8 Nov 843.15 0 0.00 0.00 0 0 0
7 Nov 859.60 0 0.00 0.00 0 0 0
6 Nov 854.80 0 0.00 0.00 0 0 0
5 Nov 849.20 0 0.00 0.00 0 0 0
4 Nov 829.85 0 0.00 0 0 0


For State Bank Of India - strike price 950 expiring on 26DEC2024

Delta for 950 PE is 0.00

Historical price for 950 PE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 115.25, 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 Dec SBIN was trading at 832.80. The strike last trading price was 115.25, which was 29.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 85.7, 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 17 Dec SBIN was trading at 850.55. The strike last trading price was 85.7, 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 16 Dec SBIN was trading at 860.95. The strike last trading price was 85.7, 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 13 Dec SBIN was trading at 861.55. The strike last trading price was 85.7, 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 12 Dec SBIN was trading at 853.70. The strike last trading price was 85.7, 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 Dec SBIN was trading at 861.60. The strike last trading price was 85.7, 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 10 Dec SBIN was trading at 867.50. The strike last trading price was 85.7, which was 3.75 higher than the previous day. The implied volatity was 44.42, the open interest changed by 0 which decreased total open position to 13


On 9 Dec SBIN was trading at 858.05. The strike last trading price was 81.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 6 Dec SBIN was trading at 863.65. The strike last trading price was 81.95, which was 81.95 higher than the previous day. The implied volatity was 16.10, the open interest changed by 13 which increased total open position to 13


On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0, 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 Dec SBIN was trading at 859.70. The strike last trading price was 0, 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 3 Dec SBIN was trading at 853.95. The strike last trading price was 0, 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 2 Dec SBIN was trading at 836.40. The strike last trading price was 0, 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 29 Nov SBIN was trading at 838.95. The strike last trading price was 0, 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 28 Nov SBIN was trading at 838.85. The strike last trading price was 0, 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 27 Nov SBIN was trading at 834.10. The strike last trading price was 0, 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 26 Nov SBIN was trading at 839.40. The strike last trading price was 0, 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 25 Nov SBIN was trading at 844.45. The strike last trading price was 0, 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 22 Nov SBIN was trading at 816.05. The strike last trading price was 0, 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 21 Nov SBIN was trading at 780.75. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 13 Nov SBIN was trading at 808.65. The strike last trading price was 0, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 0, 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 0, 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 0, 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 7 Nov SBIN was trading at 859.60. The strike last trading price was 0, 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 6 Nov SBIN was trading at 854.80. The strike last trading price was 0, 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 5 Nov SBIN was trading at 849.20. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0