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Option Chain For SBIN - STATE BANK OF INDIA
Last updated on 25 Sep 2020 08:17 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
- - - - - 115 - - - - -
- - - - - 120 -0.65 0.30 71.35 30,000 30,000
- - - - - 125 - - - - -
- - - - - 130 -0.30 0.30 59.59 51,000 123,000
- - - - - 135 - - - - -
- - - - - 140 -0.35 0.55 54.39 354,000 492,000
- - - - - 145 -0.75 0.65 50.34 54,000 87,000
126,000 33,000 39.30 34.00 5.15 150 -0.90 0.95 48.70 234,000 1,596,000
- - - - - 155 -1.30 1.30 46.38 171,000 399,000
312,000 15,000 36.12 24.65 3.75 160 -1.75 1.85 44.72 186,000 2,784,000
12,000 3,000 32.83 20.00 4.85 165 -2.15 2.75 44.10 174,000 1,368,000
360,000 21,000 35.14 16.35 2.60 170 -2.65 4.00 43.75 615,000 4,224,000
315,000 -39,000 35.66 12.95 2.00 175 -3.20 5.65 43.59 309,000 1,920,000
3,678,000 207,000 37.11 10.25 1.55 180 -3.75 7.65 43.22 189,000 4,872,000
2,412,000 42,000 37.57 7.85 1.05 185 -4.45 10.30 43.95 132,000 2,361,000
6,429,000 747,000 38.45 6.00 0.65 190 -4.45 13.50 45.39 -117,000 4,062,000
2,754,000 564,000 38.83 4.45 0.25 195 -4.75 16.90 46.15 -12,000 1,050,000
11,034,000 921,000 40.29 3.45 0.15 200 -5.00 20.75 47.69 -39,000 2,445,000
1,848,000 111,000 41.18 2.60 -0.05 205 -3.85 25.60 53.42 -21,000 480,000
4,872,000 636,000 42.72 2.05 -0.10 210 -5.35 29.40 52.65 -9,000 909,000
1,272,000 207,000 43.97 1.60 -0.15 215 -5.10 33.50 52.38 -9,000 234,000
5,358,000 183,000 45.60 1.30 -0.15 220 -4.25 40.10 67.72 9,000 330,000
1,044,000 75,000 47.01 1.05 -0.20 225 -1.30 47.45 86.47 - 144,000
2,850,000 249,000 48.32 0.85 -0.20 230 -4.30 49.50 73.89 -6,000 1,341,000
654,000 9,000 50.42 0.75 -0.10 235 -4.80 53.00 67.51 -3,000 459,000
1,368,000 -9,000 52.17 0.65 -0.15 240 -3.40 60.45 89.33 -3,000 117,000
240,000 72,000 55.29 0.65 -0.15 245 - 53.00 - - 6,000
1,893,000 138,000 55.53 0.50 -0.15 250 -0.80 69.20 89.40 -12,000 60,000
18,000 12,000 58.36 0.50 -0.80 255 - - - - -
867,000 54,000 60.01 0.45 -0.05 260 - 67.00 - - 33,000
Total 49,716,000 31,926,000
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 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.