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Option Chain For SBIN - STATE BANK OF INDIA
Last updated on 03 Jul 2020 02:53 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 100 - 0.15 100.64 -30,000 504,000
- - - - - 110 - - - - 150,000
- - - - - 120 0.05 0.25 79.13 -3,000 231,000
- - - - - 125 - - - - -
- - - - - 127.5 - - - - -
- - - - - 130 - 0.25 66.36 -15,000 606,000
- - - - - 132.5 - - - - -
- - - - - 135 -0.25 0.50 68.07 3,000 27,000
- - - - - 137.5 - - - - -
30,000 - - - - 140 -0.05 0.40 58.96 6,000 1,347,000
- - - - - 142.5 - - - - -
6,000 - - - - 145 -0.15 0.45 53.98 - 156,000
- - - - - 147.5 - - - - 3,000
165,000 18,000 40.91 35.60 -1.20 150 -0.10 0.80 54.12 105,000 3,555,000
- - - - - 152.5 -0.50 0.80 50.90 6,000 12,000
3,000 - - - - 155 -0.05 1.05 51.53 30,000 1,161,000
- - - - - 157.5 - - - - -
207,000 - 43.07 26.45 -1.35 160 -0.05 1.65 50.00 525,000 3,795,000
- - - - - 162.5 - 2.00 49.90 12,000 138,000
30,000 - 41.40 22.00 -1.85 165 0.10 2.45 49.12 90,000 2,220,000
12,000 - - - - 167.5 0.05 2.95 49.23 45,000 273,000
828,000 -225,000 42.04 18.10 -1.50 170 0.05 3.60 49.79 135,000 3,909,000
66,000 -3,000 45.44 16.80 -0.80 172.5 0.10 4.40 49.55 60,000 309,000
342,000 12,000 42.95 14.75 -1.55 175 0.20 5.20 49.08 45,000 2,595,000
138,000 - 42.23 13.00 -1.85 177.5 0.25 6.20 49.75 30,000 495,000
3,291,000 132,000 43.87 11.80 -1.15 180 0.25 7.15 49.59 369,000 4,218,000
273,000 15,000 43.33 10.50 -1.05 182.5 0.15 8.20 49.13 15,000 441,000
2,280,000 339,000 44.94 9.25 -1.10 185 0.40 9.70 50.76 582,000 2,028,000
762,000 63,000 44.21 8.20 -1.05 187.5 0.50 11.10 51.12 -15,000 417,000
8,001,000 540,000 46.24 7.35 -0.90 190 0.50 12.55 50.74 24,000 1,506,000
633,000 87,000 45.96 6.40 -0.80 192.5 0.55 14.25 51.16 21,000 156,000
1,869,000 126,000 46.30 5.60 -0.80 195 0.35 15.80 51.72 -9,000 279,000
369,000 -27,000 46.58 5.00 -0.60 197.5 1.85 18.30 55.73 - 105,000
11,607,000 582,000 47.72 4.35 -0.60 200 1.20 20.00 55.89 15,000 849,000
213,000 12,000 47.51 3.75 -0.70 202.5 - - - - -
1,068,000 102,000 48.08 3.30 -0.50 205 - - - - 9,000
111,000 6,000 48.62 2.90 -0.60 207.5 - - - - -
5,163,000 282,000 49.31 2.60 -0.40 210 1.95 27.55 55.14 - 291,000
6,000 - 49.52 2.20 -0.75 212.5 - - - - -
954,000 102,000 49.77 1.90 -0.35 215 - - - - -
- - - - - 217.5 - - - - -
4,914,000 513,000 50.65 1.50 -0.20 220 2.50 37.00 63.08 -9,000 255,000
- - - - - 222.5 - - - - -
504,000 60,000 51.89 1.15 -0.20 225 - - - - -
- - - - - 227.5 - - - - -
2,766,000 333,000 53.08 0.90 -0.15 230 - - - - 48,000
- - - - - 232.5 - - - - 3,000
246,000 -3,000 53.91 0.70 -0.10 235 - - - - -
- - - - - 237.5 - - - - -
1,899,000 132,000 55.00 0.55 -0.10 240 - - - - 108,000
- - - - - 242.5 - - - - -
18,000 - - - - 245 - - - - -
5,460,000 213,000 57.05 0.35 -0.15 250 - - - - 252,000
936,000 51,000 59.86 0.25 -0.05 260 - - - - 39,000
345,000 18,000 63.30 0.20 -0.05 270 - - - - 21,000
1,365,000 -12,000 68.31 0.20 -0.05 280 - - - - 45,000
1,143,000 -63,000 70.46 0.15 -0.05 290 - - - - 216,000
Total 58,023,000 32,772,000
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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 prices, 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.