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[--[65.84.65.76]--]
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
  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 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.