SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2024 10:20 AM IST
| SBIN 26DEC2024 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 857.55 | 0.3 | 0.00 | 30.34 | 96 | -21 | 1,649 | |||
| 11 Dec | 861.60 | 0.3 | -0.10 | 28.52 | 449 | -32 | 1,675 | |||
| 10 Dec | 867.50 | 0.4 | -0.05 | 27.37 | 346 | 5 | 1,709 | |||
| 9 Dec | 858.05 | 0.45 | -0.10 | 29.21 | 512 | 94 | 1,704 | |||
| 6 Dec | 863.65 | 0.55 | -0.10 | 26.63 | 2,252 | 26 | 1,611 | |||
| 5 Dec | 865.45 | 0.65 | 0.15 | 26.39 | 1,378 | 95 | 1,583 | |||
| 4 Dec | 859.70 | 0.5 | -0.05 | 25.80 | 1,086 | 195 | 1,496 | |||
| 3 Dec | 853.95 | 0.55 | 0.10 | 26.59 | 788 | 189 | 1,322 | |||
| 2 Dec | 836.40 | 0.45 | -0.15 | 28.35 | 201 | 45 | 1,132 | |||
| 29 Nov | 838.95 | 0.6 | -0.30 | 27.68 | 922 | 639 | 1,086 | |||
| 28 Nov | 838.85 | 0.9 | 0.00 | 28.48 | 224 | 98 | 445 | |||
| 27 Nov | 834.10 | 0.9 | -0.15 | 29.04 | 149 | 28 | 347 | |||
| 26 Nov | 839.40 | 1.05 | 0.05 | 28.70 | 454 | 263 | 319 | |||
| 25 Nov | 844.45 | 1 | 0.25 | 26.62 | 75 | 43 | 50 | |||
| 22 Nov | 816.05 | 0.75 | -0.05 | 29.34 | 2 | 1 | 8 | |||
| 18 Nov | 814.30 | 0.8 | -0.05 | 27.91 | 1 | 0 | 7 | |||
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| 13 Nov | 808.65 | 0.85 | -0.60 | 26.68 | 16 | -4 | 7 | |||
| 12 Nov | 826.70 | 1.45 | 26.64 | 22 | 7 | 7 | ||||
For State Bank Of India - strike price 980 expiring on 26DEC2024
Delta for 980 CE is 0.02
Historical price for 980 CE is as follows
On 12 Dec SBIN was trading at 857.55. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 30.34, the open interest changed by -21 which decreased total open position to 1649
On 11 Dec SBIN was trading at 861.60. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 28.52, the open interest changed by -32 which decreased total open position to 1675
On 10 Dec SBIN was trading at 867.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 27.37, the open interest changed by 5 which increased total open position to 1709
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 29.21, the open interest changed by 94 which increased total open position to 1704
On 6 Dec SBIN was trading at 863.65. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 26.63, the open interest changed by 26 which increased total open position to 1611
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 26.39, the open interest changed by 95 which increased total open position to 1583
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 25.80, the open interest changed by 195 which increased total open position to 1496
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 26.59, the open interest changed by 189 which increased total open position to 1322
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 28.35, the open interest changed by 45 which increased total open position to 1132
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 27.68, the open interest changed by 639 which increased total open position to 1086
On 28 Nov SBIN was trading at 838.85. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 28.48, the open interest changed by 98 which increased total open position to 445
On 27 Nov SBIN was trading at 834.10. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 29.04, the open interest changed by 28 which increased total open position to 347
On 26 Nov SBIN was trading at 839.40. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 28.70, the open interest changed by 263 which increased total open position to 319
On 25 Nov SBIN was trading at 844.45. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 26.62, the open interest changed by 43 which increased total open position to 50
On 22 Nov SBIN was trading at 816.05. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 8
On 18 Nov SBIN was trading at 814.30. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 7
On 13 Nov SBIN was trading at 808.65. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 26.68, the open interest changed by -4 which decreased total open position to 7
On 12 Nov SBIN was trading at 826.70. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was 26.64, the open interest changed by 7 which increased total open position to 7
| SBIN 26DEC2024 980 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 | 857.55 | 115 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 861.60 | 115 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 867.50 | 115 | 1.70 | 52.73 | 2 | 1 | 1 |
| 9 Dec | 858.05 | 113.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 863.65 | 113.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 865.45 | 113.3 | -9.70 | 36.84 | 2 | 0 | 1 |
| 4 Dec | 859.70 | 123 | 0.00 | 0.00 | 0 | -1 | 0 |
| 3 Dec | 853.95 | 123 | -11.00 | 36.61 | 2 | 0 | 2 |
| 2 Dec | 836.40 | 134 | 0.00 | - | 1 | 0 | 1 |
| 29 Nov | 838.95 | 134 | -37.00 | - | 1 | 0 | 0 |
| 28 Nov | 838.85 | 171 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 834.10 | 171 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 839.40 | 171 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 844.45 | 171 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 816.05 | 171 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 814.30 | 171 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 808.65 | 171 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 826.70 | 171 | - | 0 | 0 | 0 | |
For State Bank Of India - strike price 980 expiring on 26DEC2024
Delta for 980 PE is 0.00
Historical price for 980 PE is as follows
On 12 Dec SBIN was trading at 857.55. The strike last trading price was 115, 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 115, 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 115, which was 1.70 higher than the previous day. The implied volatity was 52.73, the open interest changed by 1 which increased total open position to 1
On 9 Dec SBIN was trading at 858.05. The strike last trading price was 113.3, 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 6 Dec SBIN was trading at 863.65. The strike last trading price was 113.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec SBIN was trading at 865.45. The strike last trading price was 113.3, which was -9.70 lower than the previous day. The implied volatity was 36.84, the open interest changed by 0 which decreased total open position to 1
On 4 Dec SBIN was trading at 859.70. The strike last trading price was 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Dec SBIN was trading at 853.95. The strike last trading price was 123, which was -11.00 lower than the previous day. The implied volatity was 36.61, the open interest changed by 0 which decreased total open position to 2
On 2 Dec SBIN was trading at 836.40. The strike last trading price was 134, 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 1
On 29 Nov SBIN was trading at 838.95. The strike last trading price was 134, which was -37.00 lower than the previous day. The implied volatity was -, 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 171, 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 27 Nov SBIN was trading at 834.10. The strike last trading price was 171, 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 26 Nov SBIN was trading at 839.40. The strike last trading price was 171, 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 25 Nov SBIN was trading at 844.45. The strike last trading price was 171, 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 22 Nov SBIN was trading at 816.05. The strike last trading price was 171, 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 18 Nov SBIN was trading at 814.30. The strike last trading price was 171, 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 13 Nov SBIN was trading at 808.65. The strike last trading price was 171, 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 12 Nov SBIN was trading at 826.70. The strike last trading price was 171, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
