SBIN
State Bank Of India
801.65
22.40 (2.87%)
Option Chain for SBIN
12 May 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 750 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | OI pcrCOI pcr | Change | Ltp | IV | Vol | Change OI | OI | Delta |
- | 22 | 2 | 11 | - | 149.50 | 23.50 | 89.45 640 -161.00 | -0.65 | 0.25 | 45.90 | 1,311 | -322 | 1,968 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | - 650 - | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 75.55 | 0.00 | - 660 - | -1.20 | 0.35 | 42.29 | 824 | -191 | 1,264 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 115.85 | 0.00 | - 670 - | -1.60 | 0.45 | 40.95 | 525 | -99 | 782 | -0.02 |
- | 34 | -2 | 3 | - | 109.30 | 23.95 | 33.65 680 39.00 | -2.05 | 0.60 | 39.84 | 1,427 | -78 | 1,144 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 99.15 | 0.00 | - 690 - | -2.50 | 0.95 | 39.94 | 1,378 | 17 | 789 | -0.03 |
- | 343 | -6 | 101 | - | 91.55 | 22.80 | 11.24 700 38.00 | -3.15 | 1.30 | 39.13 | 4,458 | -228 | 3,856 | -0.05 |
- | 40 | -2 | 19 | - | 79.70 | 21.95 | 24.93 710 29.50 | -3.95 | 1.60 | 37.50 | 1,451 | -59 | 997 | -0.06 |
- | 250 | 29 | 70 | - | 71.05 | 17.70 | 10.67 720 -15.48 | -4.90 | 2.05 | 36.16 | 3,810 | -449 | 2,668 | -0.07 |
- | 240 | -18 | 123 | - | 62.20 | 17.40 | 7.29 730 40.11 | -6.15 | 2.65 | 34.89 | 4,365 | -722 | 1,750 | -0.09 |
- | 419 | -38 | 379 | - | 52.95 | 16.40 | 5.06 740 11.92 | -7.50 | 3.50 | 33.84 | 8,488 | -453 | 2,122 | -0.12 |
- | 1,380 | -138 | 869 | - | 44.20 | 14.75 | 3.36 750 8.64 | -9.40 | 4.60 | 32.78 | 13,784 | -1,192 | 4,638 | -0.15 |
- | 1,823 | -350 | 2,746 | - | 36.00 | 12.45 | 1.81 760 1.40 | -11.35 | 6.20 | 32.10 | 10,941 | -489 | 3,305 | -0.20 |
- | 1,980 | -920 | 4,806 | - | 28.10 | 9.80 | 1.72 770 0.54 | -13.65 | 8.45 | 31.78 | 10,435 | -499 | 3,400 | -0.25 |
- | 4,640 | -1,261 | 14,504 | - | 21.35 | 7.65 | 0.81 780 0.03 | -15.80 | 11.75 | 32.23 | 10,584 | -43 | 3,771 | -0.31 |
0.84 | 3,354 | -1,330 | 16,534 | 8.56 | 15.85 | 5.65 | 0.60 790 -0.01 | -17.85 | 16.05 | 33.10 | 8,114 | 9 | 2,022 | -0.38 |
0.59 | 12,747 | -1,309 | 48,466 | 13.35 | 11.70 | 4.30 | 0.47 800 -0.19 | -19.30 | 21.70 | 34.86 | 8,290 | 243 | 5,938 | -0.45 |
0.43 | 6,217 | 673 | 20,706 | 15.81 | 8.50 | 3.05 | 0.21 810 0.03 | -20.30 | 28.60 | 37.40 | 1,156 | 18 | 1,320 | -0.52 |
0.32 | 13,658 | 822 | 23,013 | 17.75 | 6.20 | 2.10 | 0.20 820 -0.08 | -21.45 | 36.20 | 40.12 | 623 | -68 | 2,738 | -0.57 |
0.24 | 6,936 | 173 | 9,845 | 19.50 | 4.60 | 1.50 | 0.14 830 -0.07 | -23.70 | 44.55 | 43.28 | 86 | -12 | 997 | -0.61 |
0.18 | 5,278 | 631 | 8,997 | 20.98 | 3.40 | 1.15 | 0.15 840 -0.02 | -22.05 | 53.10 | 46.22 | 149 | -10 | 789 | -0.65 |
0.13 | 11,143 | 1,069 | 13,267 | 22.38 | 2.55 | 0.75 | 0.24 850 -0.05 | -22.60 | 62.15 | 49.52 | 168 | -55 | 2,669 | -0.68 |
0.10 | 3,511 | 210 | 5,133 | 23.44 | 1.85 | 0.50 | 0.14 860 -0.00 | -19.50 | 74.00 | 57.09 | 14 | -1 | 498 | -0.68 |
0.07 | 2,587 | 550 | 2,761 | 24.45 | 1.35 | 0.35 | 0.03 870 -0.00 | -31.00 | 84.65 | 62.58 | 6 | -1 | 81 | -0.70 |
0.06 | 2,589 | 299 | 2,217 | 25.72 | 1.05 | 0.30 | 0.05 880 0.00 | -22.50 | 90.50 | 59.68 | 12 | 1 | 130 | -0.74 |
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0.05 | 848 | -30 | 842 | 27.39 | 0.90 | 0.25 | 0.10 890 -2.87 | -13.35 | 98.70 | 60.33 | 6 | 86 | 86 | -0.76 |
0.04 | 8,431 | 409 | 3,830 | 28.80 | 0.75 | 0.15 | 0.07 900 -0.01 | -28.00 | 109.00 | 64.66 | 58 | -6 | 573 | -0.77 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | - 910 - | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 2,743 | 73 | 1,346 | 31.16 | 0.50 | 0.05 | - 920 -0.03 | 0.00 | 154.05 | 0.00 | 0 | -2 | 0 | 0.00 |
91,213 | 50,295 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.