SBIN
State Bank Of India
744.15
-1.75 (-0.23%)
Option Chain for SBIN
24 Jan 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 750 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 146.20 | 0.00 | 600 | -0.10 | 0.05 | - | 8 | 4 | 50 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 610 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 213.20 | 0.00 | 620 | -0.15 | 0.05 | - | 97 | -67 | 116 | - |
- | 0 | 0 | 0 | - | 217.35 | 0.00 | 630 | -0.05 | 0.10 | - | 28 | -24 | 101 | - |
- | 0 | 0 | 0 | - | 194.65 | 0.00 | 640 | -0.15 | 0.10 | 48.73 | 27 | -11 | 211 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 98.15 | 0.00 | 650 | -0.15 | 0.15 | 46.52 | 269 | -102 | 372 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 80.85 | 0.00 | 660 | -0.10 | 0.20 | 43.67 | 91 | -4 | 362 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 70.55 | 0.00 | 670 | -0.10 | 0.25 | 40.20 | 356 | 20 | 456 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 76.30 | -0.05 | 680 | -0.15 | 0.35 | 37.33 | 1,615 | -129 | 1,513 | -0.03 |
- | 16 | 0 | 4 | - | 55.40 | -3.55 | 690 | -0.15 | 0.75 | 37.29 | 2,930 | -63 | 1,402 | -0.05 |
- | 349 | -95 | 296 | - | 45.00 | -4.05 | 700 | -0.15 | 1.25 | 35.64 | 6,639 | 193 | 6,677 | -0.08 |
- | 89 | 11 | 122 | - | 35.45 | -4.30 | 710 | -0.15 | 1.80 | 32.63 | 5,280 | 44 | 1,442 | -0.12 |
0.92 | 370 | -28 | 383 | 19.87 | 26.40 | -4.25 | 720 | -0.05 | 2.80 | 30.16 | 11,037 | -283 | 2,334 | -0.18 |
0.78 | 953 | 138 | 2,043 | 21.66 | 18.30 | -4.05 | 730 | 0.10 | 4.65 | 28.45 | 14,476 | 231 | 2,448 | -0.27 |
0.61 | 1,848 | 294 | 11,548 | 22.10 | 11.55 | -3.60 | 740 | 0.65 | 8.00 | 27.98 | 21,786 | 403 | 4,028 | -0.41 |
0.43 | 8,005 | 3,152 | 44,887 | 23.50 | 7.00 | -2.60 | 750 | 1.35 | 13.05 | 28.24 | 15,107 | -335 | 3,999 | -0.56 |
0.28 | 5,711 | -169 | 24,307 | 24.16 | 3.85 | -1.85 | 760 | 2.25 | 20.00 | 29.91 | 3,876 | -244 | 1,940 | -0.68 |
0.17 | 5,646 | -256 | 17,486 | 25.33 | 2.10 | -1.30 | 770 | 2.75 | 28.25 | 32.54 | 1,047 | -100 | 1,985 | -0.77 |
0.10 | 7,536 | -712 | 18,170 | 27.56 | 1.30 | -0.85 | 780 | 2.70 | 36.95 | 34.54 | 320 | -84 | 2,005 | -0.84 |
|
||||||||||||||
0.07 | 4,990 | -351 | 10,270 | 29.89 | 0.85 | -0.55 | 790 | 3.20 | 46.55 | 38.93 | 195 | -28 | 1,341 | -0.87 |
0.05 | 14,077 | -1,172 | 18,449 | 33.43 | 0.70 | -0.35 | 800 | 4.05 | 56.95 | 46.85 | 219 | -82 | 3,945 | -0.87 |
0.03 | 7,263 | -235 | 5,801 | 35.05 | 0.45 | -0.30 | 810 | 4.15 | 67.00 | 52.86 | 21 | -5 | 1,136 | -0.88 |
0.03 | 8,917 | -858 | 3,794 | 37.66 | 0.35 | -0.25 | 820 | 3.50 | 76.20 | 53.60 | 42 | -23 | 2,319 | -0.91 |
0.02 | 6,721 | -627 | 2,522 | 40.65 | 0.30 | -0.20 | 830 | -1.10 | 81.90 | - | 11 | -8 | 1,191 | - |
0.01 | 5,259 | -625 | 1,388 | 41.96 | 0.20 | -0.20 | 840 | 1.85 | 94.75 | 50.06 | 45 | -39 | 1,833 | -0.97 |
0.01 | 7,624 | -790 | 2,259 | 45.50 | 0.20 | -0.15 | 850 | 6.05 | 107.00 | - | 84 | -82 | 2,173 | - |
0.01 | 3,543 | -229 | 904 | 48.91 | 0.20 | -0.10 | 860 | 9.00 | 116.00 | - | 18 | -14 | 506 | - |
0.01 | 1,692 | -163 | 583 | 52.37 | 0.20 | -0.05 | 870 | -2.70 | 119.80 | - | 3 | 0 | 381 | - |
- | 1,309 | -91 | 237 | - | 0.15 | -0.05 | 880 | 2.85 | 135.85 | - | 132 | -76 | 308 | - |
- | 468 | -7 | 204 | - | 0.15 | 0.00 | 890 | 6.90 | 145.85 | - | 3 | 1 | 61 | - |
- | 3,386 | -596 | 1,634 | - | 0.20 | 0.05 | 900 | 5.10 | 157.35 | - | 1,315 | -1,065 | 655 | - |
- | 392 | -26 | 46 | - | 0.15 | 0.05 | 910 | 0.00 | 114.05 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 514 | -10 | 72 | - | 0.10 | 0.00 | 920 | -2.60 | 168.15 | - | 17 | -14 | 125 | - |
- | 772 | -11 | 28 | - | 0.15 | 0.05 | 930 | 8.20 | 186.90 | - | 1 | 0 | 5 | - |
- | 229 | -10 | 54 | - | 0.10 | 0.00 | 940 | 0.00 | 168.70 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 436 | -41 | 74 | - | 0.10 | 0.00 | 950 | 0.80 | 202.75 | - | 34 | -18 | 57 | - |
- | 424 | 147 | 222 | - | 0.05 | -0.05 | 960 | 0.00 | 139.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 25.10 | 0.00 | 970 | 0.00 | 5.80 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 380 | 98 | 238 | - | 0.05 | 0.00 | 980 | 0.00 | 230.00 | 0.00 | 0 | -1 | 0 | 0.00 |
98,919 | 47,477 |
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.