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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 980 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 0.1 -0.10 - 219 -124 822
19 Dec 832.80 0.2 0.05 49.76 192 -145 946
18 Dec 838.15 0.15 -0.10 42.33 687 -275 1,107
17 Dec 850.55 0.25 0.00 39.87 229 -38 1,346
16 Dec 860.95 0.25 0.00 34.76 265 -64 1,386
13 Dec 861.55 0.25 -0.05 30.00 457 -125 1,450
12 Dec 853.70 0.3 0.00 31.64 415 -94 1,576
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
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 -

Historical price for 980 CE is as follows

On 20 Dec SBIN was trading at 812.00. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -124 which decreased total open position to 822


On 19 Dec SBIN was trading at 832.80. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 49.76, the open interest changed by -145 which decreased total open position to 946


On 18 Dec SBIN was trading at 838.15. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 42.33, the open interest changed by -275 which decreased total open position to 1107


On 17 Dec SBIN was trading at 850.55. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.87, the open interest changed by -38 which decreased total open position to 1346


On 16 Dec SBIN was trading at 860.95. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 34.76, the open interest changed by -64 which decreased total open position to 1386


On 13 Dec SBIN was trading at 861.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 30.00, the open interest changed by -125 which decreased total open position to 1450


On 12 Dec SBIN was trading at 853.70. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 31.64, the open interest changed by -94 which decreased total open position to 1576


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
Date Close Ltp Change IV Volume Change OI OI
20 Dec 812.00 115 0.00 0.00 0 0 0
19 Dec 832.80 115 0.00 0.00 0 0 0
18 Dec 838.15 115 0.00 0.00 0 0 0
17 Dec 850.55 115 0.00 0.00 0 0 0
16 Dec 860.95 115 0.00 0.00 0 0 0
13 Dec 861.55 115 0.00 0.00 0 0 0
12 Dec 853.70 115 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 20 Dec SBIN was trading at 812.00. 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 19 Dec SBIN was trading at 832.80. 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 18 Dec SBIN was trading at 838.15. 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 17 Dec SBIN was trading at 850.55. 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 16 Dec SBIN was trading at 860.95. 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 13 Dec SBIN was trading at 861.55. 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 12 Dec SBIN was trading at 853.70. 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