SBIN
State Bank Of India
Historical option data for SBIN
14 Nov 2024 04:10 PM IST
| SBIN 28NOV2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.06
Theta: -0.09
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 804.25 | 0.35 | 0.00 | 39.98 | 588 | -124 | 934 | |||
| 13 Nov | 808.65 | 0.35 | -0.10 | 37.02 | 233 | -17 | 1,057 | |||
| 12 Nov | 826.70 | 0.45 | 0.00 | 33.78 | 404 | -159 | 1,170 | |||
| 11 Nov | 847.65 | 0.45 | -0.25 | 28.08 | 1,274 | -280 | 1,347 | |||
| 8 Nov | 843.15 | 0.7 | -1.00 | 28.78 | 3,301 | -41 | 1,627 | |||
|
|
||||||||||
| 7 Nov | 859.60 | 1.7 | 0.05 | 28.86 | 2,498 | 125 | 1,673 | |||
| 6 Nov | 854.80 | 1.65 | 0.10 | 28.57 | 1,862 | 209 | 1,551 | |||
| 5 Nov | 849.20 | 1.55 | -0.05 | 29.40 | 2,551 | 644 | 1,350 | |||
| 4 Nov | 829.85 | 1.6 | 0.15 | 33.01 | 1,714 | 288 | 729 | |||
| 1 Nov | 821.20 | 1.45 | -0.35 | 32.27 | 259 | 151 | 451 | |||
| 31 Oct | 820.20 | 1.8 | -0.05 | - | 415 | 158 | 298 | |||
| 30 Oct | 822.45 | 1.85 | - | 234 | 140 | 140 | ||||
For State Bank Of India - strike price 960 expiring on 28NOV2024
Delta for 960 CE is 0.02
Historical price for 960 CE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 39.98, the open interest changed by -124 which decreased total open position to 934
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 37.02, the open interest changed by -17 which decreased total open position to 1057
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 33.78, the open interest changed by -159 which decreased total open position to 1170
On 11 Nov SBIN was trading at 847.65. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 28.08, the open interest changed by -280 which decreased total open position to 1347
On 8 Nov SBIN was trading at 843.15. The strike last trading price was 0.7, which was -1.00 lower than the previous day. The implied volatity was 28.78, the open interest changed by -41 which decreased total open position to 1627
On 7 Nov SBIN was trading at 859.60. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 28.86, the open interest changed by 125 which increased total open position to 1673
On 6 Nov SBIN was trading at 854.80. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 28.57, the open interest changed by 209 which increased total open position to 1551
On 5 Nov SBIN was trading at 849.20. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by 644 which increased total open position to 1350
On 4 Nov SBIN was trading at 829.85. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 33.01, the open interest changed by 288 which increased total open position to 729
On 1 Nov SBIN was trading at 821.20. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 32.27, the open interest changed by 151 which increased total open position to 451
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 1.8, 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 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBIN 28NOV2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.28
Theta: -0.40
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 804.25 | 155 | 27.00 | 65.00 | 1 | 0 | 15 |
| 13 Nov | 808.65 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 826.70 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 847.65 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 843.15 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 859.60 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 854.80 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 849.20 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 829.85 | 128 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 821.20 | 128 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 820.20 | 128 | 0.50 | - | 5 | 4 | 14 |
| 30 Oct | 822.45 | 127.5 | - | 10 | 0 | 0 | |
For State Bank Of India - strike price 960 expiring on 28NOV2024
Delta for 960 PE is -0.90
Historical price for 960 PE is as follows
On 14 Nov SBIN was trading at 804.25. The strike last trading price was 155, which was 27.00 higher than the previous day. The implied volatity was 65.00, the open interest changed by 0 which decreased total open position to 15
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 128, 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 128, 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 128, 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 128, 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 128, 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 128, 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 128, 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 128, 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 1 Nov SBIN was trading at 821.20. The strike last trading price was 128, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct SBIN was trading at 820.20. The strike last trading price was 128, which was 0.50 higher 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 127.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
