SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:30 AM IST
| SBIN 26DEC2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.09
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 856.70 | 0.4 | -0.05 | 27.70 | 155 | 21 | 1,521 | |||
| 11 Dec | 861.60 | 0.45 | -0.15 | 26.04 | 519 | 78 | 1,510 | |||
| 10 Dec | 867.50 | 0.6 | -0.05 | 24.83 | 418 | 47 | 1,431 | |||
| 9 Dec | 858.05 | 0.65 | -0.15 | 26.83 | 502 | -23 | 1,388 | |||
| 6 Dec | 863.65 | 0.8 | -0.20 | 24.41 | 1,978 | 178 | 1,417 | |||
| 5 Dec | 865.45 | 1 | 0.20 | 24.50 | 1,496 | 164 | 1,235 | |||
| 4 Dec | 859.70 | 0.8 | 0.10 | 24.14 | 923 | 31 | 1,074 | |||
| 3 Dec | 853.95 | 0.7 | 0.05 | 24.07 | 1,071 | 12 | 1,047 | |||
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| 2 Dec | 836.40 | 0.65 | -0.15 | 26.59 | 501 | 136 | 1,044 | |||
| 29 Nov | 838.95 | 0.8 | -0.45 | 25.51 | 878 | 203 | 911 | |||
| 28 Nov | 838.85 | 1.25 | 0.05 | 26.78 | 712 | 172 | 709 | |||
| 27 Nov | 834.10 | 1.2 | -0.15 | 27.22 | 607 | 41 | 535 | |||
| 26 Nov | 839.40 | 1.35 | -0.20 | 26.71 | 381 | 149 | 494 | |||
| 25 Nov | 844.45 | 1.55 | 0.55 | 25.54 | 749 | 224 | 346 | |||
| 22 Nov | 816.05 | 1 | 0.25 | 27.82 | 87 | 15 | 137 | |||
| 21 Nov | 780.75 | 0.75 | -0.25 | 32.01 | 78 | -11 | 122 | |||
| 20 Nov | 803.00 | 1 | 0.00 | 28.78 | 62 | -7 | 133 | |||
| 19 Nov | 803.00 | 1 | -0.10 | 28.78 | 62 | -7 | 133 | |||
| 18 Nov | 814.30 | 1.1 | -0.05 | 26.69 | 15 | 4 | 139 | |||
| 14 Nov | 804.25 | 1.15 | -0.25 | 26.84 | 66 | -3 | 135 | |||
| 13 Nov | 808.65 | 1.4 | -0.55 | 26.38 | 85 | -25 | 134 | |||
| 12 Nov | 826.70 | 1.95 | -0.75 | 25.38 | 370 | 13 | 157 | |||
| 11 Nov | 847.65 | 2.7 | -0.15 | 23.27 | 116 | 40 | 156 | |||
| 8 Nov | 843.15 | 2.85 | -2.85 | 23.59 | 273 | 49 | 116 | |||
| 7 Nov | 859.60 | 5.7 | 0.15 | 24.57 | 602 | 20 | 67 | |||
| 6 Nov | 854.80 | 5.55 | 0.40 | 24.67 | 49 | 31 | 45 | |||
| 5 Nov | 849.20 | 5.15 | 0.85 | 25.26 | 17 | 8 | 13 | |||
| 4 Nov | 829.85 | 4.3 | 27.11 | 14 | 2 | 5 | ||||
For State Bank Of India - strike price 960 expiring on 26DEC2024
Delta for 960 CE is 0.02
Historical price for 960 CE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 27.70, the open interest changed by 21 which increased total open position to 1521
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 26.04, the open interest changed by 78 which increased total open position to 1510
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 24.83, the open interest changed by 47 which increased total open position to 1431
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 26.83, the open interest changed by -23 which decreased total open position to 1388
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 24.41, the open interest changed by 178 which increased total open position to 1417
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 24.50, the open interest changed by 164 which increased total open position to 1235
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 24.14, the open interest changed by 31 which increased total open position to 1074
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 24.07, the open interest changed by 12 which increased total open position to 1047
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 26.59, the open interest changed by 136 which increased total open position to 1044
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 25.51, the open interest changed by 203 which increased total open position to 911
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by 172 which increased total open position to 709
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 27.22, the open interest changed by 41 which increased total open position to 535
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 26.71, the open interest changed by 149 which increased total open position to 494
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 25.54, the open interest changed by 224 which increased total open position to 346
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 27.82, the open interest changed by 15 which increased total open position to 137
On 21 Nov SBIN was trading at 780.75. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 32.01, the open interest changed by -11 which decreased total open position to 122
On 20 Nov SBIN was trading at 803.00. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 28.78, the open interest changed by -7 which decreased total open position to 133
On 19 Nov SBIN was trading at 803.00. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 28.78, the open interest changed by -7 which decreased total open position to 133
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 26.69, the open interest changed by 4 which increased total open position to 139
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 26.84, the open interest changed by -3 which decreased total open position to 135
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 26.38, the open interest changed by -25 which decreased total open position to 134
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 25.38, the open interest changed by 13 which increased total open position to 157
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 23.27, the open interest changed by 40 which increased total open position to 156
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 2.85, which was -2.85 lower than the previous day. The implied volatity was 23.59, the open interest changed by 49 which increased total open position to 116
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 5.7, which was 0.15 higher than the previous day. The implied volatity was 24.57, the open interest changed by 20 which increased total open position to 67
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 5.55, which was 0.40 higher than the previous day. The implied volatity was 24.67, the open interest changed by 31 which increased total open position to 45
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 5.15, which was 0.85 higher than the previous day. The implied volatity was 25.26, the open interest changed by 8 which increased total open position to 13
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was 27.11, the open interest changed by 2 which increased total open position to 5
| SBIN 26DEC2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 12 Dec | 856.70 | 94 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 861.60 | 94 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 867.50 | 94 | 0.00 | 0.00 | 0 | -21 | 0 |
| 9 Dec | 858.05 | 94 | -2.80 | - | 21 | 0 | 48 |
| 6 Dec | 863.65 | 96.8 | 0.00 | 0.00 | 0 | -3 | 0 |
| 5 Dec | 865.45 | 96.8 | 0.10 | 39.56 | 11 | -3 | 48 |
| 4 Dec | 859.70 | 96.7 | -5.30 | 25.27 | 22 | -8 | 51 |
| 3 Dec | 853.95 | 102 | -16.00 | 28.70 | 7 | -2 | 58 |
| 2 Dec | 836.40 | 118 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 838.95 | 118 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 838.85 | 118 | 0.00 | 0.00 | 0 | 29 | 0 |
| 27 Nov | 834.10 | 118 | 2.20 | 22.98 | 29 | 28 | 59 |
| 26 Nov | 839.40 | 115.8 | 11.95 | 28.79 | 31 | 27 | 30 |
| 25 Nov | 844.45 | 103.85 | -37.95 | - | 1 | 0 | 2 |
| 22 Nov | 816.05 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 780.75 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 803.00 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 803.00 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 814.30 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 804.25 | 141.8 | 47.50 | - | 1 | 0 | 2 |
| 13 Nov | 808.65 | 94.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 826.70 | 94.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 847.65 | 94.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 843.15 | 94.3 | -4.25 | - | 1 | 0 | 2 |
| 7 Nov | 859.60 | 98.55 | -0.55 | 29.64 | 1 | 0 | 1 |
| 6 Nov | 854.80 | 99.1 | -54.95 | 26.66 | 2 | 1 | 1 |
| 5 Nov | 849.20 | 154.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 829.85 | 154.05 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 960 expiring on 26DEC2024
Delta for 960 PE is 0.00
Historical price for 960 PE is as follows
On 12 Dec SBIN was trading at 856.70. The strike last trading price was 94, 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 94, 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 94, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 94, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 96.8, 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 5 Dec SBIN was trading at 865.45. The strike last trading price was 96.8, which was 0.10 higher than the previous day. The implied volatity was 39.56, the open interest changed by -3 which decreased total open position to 48
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 96.7, which was -5.30 lower than the previous day. The implied volatity was 25.27, the open interest changed by -8 which decreased total open position to 51
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 102, which was -16.00 lower than the previous day. The implied volatity was 28.70, the open interest changed by -2 which decreased total open position to 58
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 118, 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 118, 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 118, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 118, which was 2.20 higher than the previous day. The implied volatity was 22.98, the open interest changed by 28 which increased total open position to 59
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 115.8, which was 11.95 higher than the previous day. The implied volatity was 28.79, the open interest changed by 27 which increased total open position to 30
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 103.85, which was -37.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 141.8, 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 141.8, 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 141.8, 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 141.8, 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 141.8, 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 141.8, which was 47.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 94.3, 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 94.3, 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 94.3, 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 94.3, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 98.55, which was -0.55 lower than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 1
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 99.1, which was -54.95 lower than the previous day. The implied volatity was 26.66, the open interest changed by 1 which increased total open position to 1
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 154.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 154.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
