Historical option data for SBIN
22 Jun 2026 01:18 PM IST
| SBIN 28-Jul-2026 (36d) 1040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.01
Theta: -0.46
Gamma: 0.00541
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1037.70 | 31 | 0 (0.00%) | 22.4 | 963 | 420 | 873 | |||||||||
| 19 Jun | 1035.10 | 31.3 | -3.7 (-10.57%) | 22.3 | 681 | 241 | 454 | |||||||||
| 18 Jun | 1042.70 | 34.9 | 8.9 (34.23%) | 22.01 | 613 | 99 | 216 | |||||||||
| 17 Jun | 1026.50 | 26.5 | 3.5 (15.22%) | 21.45 | 95 | 5 | 117 | |||||||||
| 16 Jun | 1015.30 | 22.85 | -4.15 (-15.37%) | 22.52 | 51 | 18 | 111 | |||||||||
| 15 Jun | 1020.85 | 26.55 | 1.55 (6.20%) | 23.04 | 93 | 3 | 93 | |||||||||
| 12 Jun | 1017.15 | 25.4 | 5.4 (27.00%) | 22.7 | 70 | 2 | 90 | |||||||||
| 11 Jun | 1000.70 | 19.85 | -0.15 (-0.75%) | 22.93 | 33 | 2 | 88 | |||||||||
| 10 Jun | 1003.25 | 20.4 | -1.6 (-7.27%) | 22.97 | 21 | 1 | 86 | |||||||||
| 9 Jun | 1002.70 | 22.55 | 6.55 (40.94%) | 23.37 | 45 | 8 | 84 | |||||||||
| 8 Jun | 981.95 | 15.55 | -0.45 (-2.81%) | 23.91 | 13 | 3 | 76 | |||||||||
| 5 Jun | 977.70 | 15.75 | -0.25 (-1.56%) | 23.98 | 32 | -6 | 72 | |||||||||
| 4 Jun | 979.25 | 15.5 | 0.5 (3.33%) | 23.97 | 17 | 3 | 79 | |||||||||
| 3 Jun | 970.45 | 14.7 | 4.7 (47.00%) | 23.95 | 82 | 33 | 76 | |||||||||
| 2 Jun | 956.65 | 10.5 | 0.5 (5.00%) | 22.94 | 19 | 14 | 43 | |||||||||
| 1 Jun | 954.10 | 9.8 | -5.2 (-34.67%) | 22.8 | 27 | 20 | 29 | |||||||||
| 29 May | 964.40 | 15.1 | 0.1 (0.67%) | - | 5 | 0 | 9 | |||||||||
| 27 May | 967.80 | 15.1 | 1.1 (7.86%) | 22.73 | 5 | 4 | 9 | |||||||||
| 26 May | 968.50 | 14 | 2 (16.67%) | 23.32 | 2 | 1 | 5 | |||||||||
| 25 May | 969.60 | 16 | 0 (0.00%) | 22.31 | 1 | 1 | 4 | |||||||||
| 22 May | 949.20 | 16 | 1 (6.67%) | 25.29 | 1 | 1 | 3 | |||||||||
| 21 May | 950.90 | 14.9 | -0.1 (-0.67%) | 24.82 | 1 | 1 | 2 | |||||||||
| 20 May | 950.90 | 15 | 0 (0.00%) | 25.73 | 0 | 0 | 1 | |||||||||
| 19 May | 948.80 | 15 | -85 (-85.00%) | 25.73 | 1 | 1 | 1 | |||||||||
| 18 May | 939.40 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 963.20 | 0 | -100 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 979.90 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 970.10 | 0 | -100 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 974.60 | 0 | -100 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 973.60 | 0 | -100 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1019.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1092.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1096.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1059.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1068.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1068.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 1040 expiring on 28JUL2026
Delta for 1040 CE is 0.53
Historical price for 1040 CE is as follows
On 22 Jun SBIN was trading at 1037.70. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 22.4, the open interest changed by 420 which increased total open position to 873
On 19 Jun SBIN was trading at 1035.10. The strike last trading price was 31.3, which was -3.7 lower than the previous day. The implied volatity was 22.3, the open interest changed by 241 which increased total open position to 454
On 18 Jun SBIN was trading at 1042.70. The strike last trading price was 34.9, which was 8.9 higher than the previous day. The implied volatity was 22.01, the open interest changed by 99 which increased total open position to 216
On 17 Jun SBIN was trading at 1026.50. The strike last trading price was 26.5, which was 3.5 higher than the previous day. The implied volatity was 21.45, the open interest changed by 5 which increased total open position to 117
On 16 Jun SBIN was trading at 1015.30. The strike last trading price was 22.85, which was -4.15 lower than the previous day. The implied volatity was 22.52, the open interest changed by 18 which increased total open position to 111
On 15 Jun SBIN was trading at 1020.85. The strike last trading price was 26.55, which was 1.55 higher than the previous day. The implied volatity was 23.04, the open interest changed by 3 which increased total open position to 93
On 12 Jun SBIN was trading at 1017.15. The strike last trading price was 25.4, which was 5.4 higher than the previous day. The implied volatity was 22.7, the open interest changed by 2 which increased total open position to 90
On 11 Jun SBIN was trading at 1000.70. The strike last trading price was 19.85, which was -0.15 lower than the previous day. The implied volatity was 22.93, the open interest changed by 2 which increased total open position to 88
On 10 Jun SBIN was trading at 1003.25. The strike last trading price was 20.4, which was -1.6 lower than the previous day. The implied volatity was 22.97, the open interest changed by 1 which increased total open position to 86
On 9 Jun SBIN was trading at 1002.70. The strike last trading price was 22.55, which was 6.55 higher than the previous day. The implied volatity was 23.37, the open interest changed by 8 which increased total open position to 84
On 8 Jun SBIN was trading at 981.95. The strike last trading price was 15.55, which was -0.45 lower than the previous day. The implied volatity was 23.91, the open interest changed by 3 which increased total open position to 76
On 5 Jun SBIN was trading at 977.70. The strike last trading price was 15.75, which was -0.25 lower than the previous day. The implied volatity was 23.98, the open interest changed by -6 which decreased total open position to 72
On 4 Jun SBIN was trading at 979.25. The strike last trading price was 15.5, which was 0.5 higher than the previous day. The implied volatity was 23.97, the open interest changed by 3 which increased total open position to 79
On 3 Jun SBIN was trading at 970.45. The strike last trading price was 14.7, which was 4.7 higher than the previous day. The implied volatity was 23.95, the open interest changed by 33 which increased total open position to 76
On 2 Jun SBIN was trading at 956.65. The strike last trading price was 10.5, which was 0.5 higher than the previous day. The implied volatity was 22.94, the open interest changed by 14 which increased total open position to 43
On 1 Jun SBIN was trading at 954.10. The strike last trading price was 9.8, which was -5.2 lower than the previous day. The implied volatity was 22.8, the open interest changed by 20 which increased total open position to 29
On 29 May SBIN was trading at 964.40. The strike last trading price was 15.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 27 May SBIN was trading at 967.80. The strike last trading price was 15.1, which was 1.1 higher than the previous day. The implied volatity was 22.73, the open interest changed by 4 which increased total open position to 9
On 26 May SBIN was trading at 968.50. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 23.32, the open interest changed by 1 which increased total open position to 5
On 25 May SBIN was trading at 969.60. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1 which increased total open position to 4
On 22 May SBIN was trading at 949.20. The strike last trading price was 16, which was 1 higher than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 3
On 21 May SBIN was trading at 950.90. The strike last trading price was 14.9, which was -0.1 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 2
On 20 May SBIN was trading at 950.90. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 1
On 19 May SBIN was trading at 948.80. The strike last trading price was 15, which was -85 lower than the previous day. The implied volatity was 25.73, the open interest changed by 1 which increased total open position to 1
On 18 May SBIN was trading at 939.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SBIN was trading at 963.20. The strike last trading price was 0, which was -100 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SBIN was trading at 979.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SBIN was trading at 970.10. The strike last trading price was 0, which was -100 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SBIN was trading at 974.60. The strike last trading price was 0, which was -100 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SBIN was trading at 973.60. The strike last trading price was 0, which was -100 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SBIN was trading at 1019.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May SBIN was trading at 1092.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May SBIN was trading at 1096.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May SBIN was trading at 1059.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May SBIN was trading at 1068.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr SBIN was trading at 1068.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SBIN 28-Jul-2026 (36d) 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.01
Theta: -0.28
Gamma: 0.00586
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1037.70 | 25 | -1.25 (-4.76%) | 20.66 | 505 | 324 | 591 |
| 19 Jun | 1035.10 | 25.85 | 2.95 (12.88%) | 19.73 | 352 | 158 | 267 |
| 18 Jun | 1042.70 | 22.75 | -8.4 (-26.97%) | 19.56 | 174 | 78 | 109 |
| 17 Jun | 1026.50 | 31.15 | -9.85 (-24.02%) | 19.88 | 32 | 11 | 31 |
| 16 Jun | 1015.30 | 41 | 6.05 (17.31%) | 20.57 | 6 | 0 | 20 |
| 15 Jun | 1020.85 | 34.6 | -2.9 (-7.73%) | 19.74 | 22 | 11 | 19 |
| 12 Jun | 1017.15 | 37.5 | -11.5 (-23.47%) | 20.41 | 8 | -2 | 9 |
| 11 Jun | 1000.70 | 49 | 49 (2.08%) | 22.24 | 2 | 0 | 11 |
| 10 Jun | 1003.25 | 49 | 1 (2.08%) | 22.24 | 2 | 0 | 11 |
| 9 Jun | 1002.70 | 48 | -16 (-25.00%) | 21.92 | 4 | -1 | 10 |
| 8 Jun | 981.95 | 64 | -4 (-5.88%) | 21.9 | 6 | 4 | 11 |
| 5 Jun | 977.70 | 68 | 5 (7.94%) | 19.54 | 2 | 2 | 7 |
| 4 Jun | 979.25 | 63 | -27 (-30.00%) | 20.79 | 2 | 0 | 5 |
| 3 Jun | 970.45 | 91.95 | 91.95 (21.62%) | 17.45 | 1 | 0 | 5 |
| 2 Jun | 956.65 | 90 | 16 (21.62%) | 17.45 | 1 | 1 | 5 |
| 1 Jun | 954.10 | 74 | 74 (81.37%) | 18.89 | 1 | 0 | 4 |
| 29 May | 964.40 | 74 | 33.2 (81.37%) | 18.89 | 1 | 1 | 4 |
| 27 May | 967.80 | 30.1 | 30.1 | - | 1 | 0 | 3 |
| 26 May | 968.50 | 30.1 | 30.1 | - | 1 | 0 | 3 |
| 25 May | 969.60 | 30.1 | 30.1 | - | 1 | 0 | 3 |
| 22 May | 949.20 | 30.1 | 30.1 | - | 1 | 0 | 3 |
| 21 May | 950.90 | 30.1 | 30.1 | - | 1 | 0 | 3 |
| 20 May | 950.90 | 30.1 | 30.1 (0.00%) | - | 1 | 0 | 3 |
| 19 May | 948.80 | 30.1 | 0 (0.00%) | - | 1 | 0 | 3 |
| 18 May | 939.40 | 30.1 | 0 (0.00%) | - | 1 | 0 | 3 |
| 15 May | 963.20 | 40.8 | 0 (0.00%) | - | 0 | 0 | 3 |
| 14 May | 979.90 | 30.1 | 0 (0.00%) | 0 | 1 | 0 | 3 |
| 13 May | 970.10 | 40.8 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 12 May | 974.60 | 40.8 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 11 May | 973.60 | 40.8 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 8 May | 1019.30 | 40.8 | 10.7 (35.55%) | - | 0 | 0 | 3 |
| 7 May | 1092.00 | 40.8 | 10.7 (35.55%) | 29.34 | 0 | 0 | 3 |
| 6 May | 1096.00 | 40.8 | 0 (0.00%) | 29.34 | 1 | 0 | 3 |
| 5 May | 1059.90 | 40.8 | 0 (0.00%) | 30.15 | 0 | 0 | 3 |
| 4 May | 1068.40 | 40.8 | 0 (0.00%) | 30.15 | 1 | 0 | 2 |
| 30 Apr | 1068.45 | 40.8 | 7.05 (20.89%) | 28.36 | 4 | 2 | 2 |
For State Bank Of India - strike price 1040 expiring on 28JUL2026
Delta for 1040 PE is -0.46
Historical price for 1040 PE is as follows
On 22 Jun SBIN was trading at 1037.70. The strike last trading price was 25, which was -1.25 lower than the previous day. The implied volatity was 20.66, the open interest changed by 324 which increased total open position to 591
On 19 Jun SBIN was trading at 1035.10. The strike last trading price was 25.85, which was 2.95 higher than the previous day. The implied volatity was 19.73, the open interest changed by 158 which increased total open position to 267
On 18 Jun SBIN was trading at 1042.70. The strike last trading price was 22.75, which was -8.4 lower than the previous day. The implied volatity was 19.56, the open interest changed by 78 which increased total open position to 109
On 17 Jun SBIN was trading at 1026.50. The strike last trading price was 31.15, which was -9.85 lower than the previous day. The implied volatity was 19.88, the open interest changed by 11 which increased total open position to 31
On 16 Jun SBIN was trading at 1015.30. The strike last trading price was 41, which was 6.05 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 20
On 15 Jun SBIN was trading at 1020.85. The strike last trading price was 34.6, which was -2.9 lower than the previous day. The implied volatity was 19.74, the open interest changed by 11 which increased total open position to 19
On 12 Jun SBIN was trading at 1017.15. The strike last trading price was 37.5, which was -11.5 lower than the previous day. The implied volatity was 20.41, the open interest changed by -2 which decreased total open position to 9
On 11 Jun SBIN was trading at 1000.70. The strike last trading price was 49, which was 49 higher than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 11
On 10 Jun SBIN was trading at 1003.25. The strike last trading price was 49, which was 1 higher than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 11
On 9 Jun SBIN was trading at 1002.70. The strike last trading price was 48, which was -16 lower than the previous day. The implied volatity was 21.92, the open interest changed by -1 which decreased total open position to 10
On 8 Jun SBIN was trading at 981.95. The strike last trading price was 64, which was -4 lower than the previous day. The implied volatity was 21.9, the open interest changed by 4 which increased total open position to 11
On 5 Jun SBIN was trading at 977.70. The strike last trading price was 68, which was 5 higher than the previous day. The implied volatity was 19.54, the open interest changed by 2 which increased total open position to 7
On 4 Jun SBIN was trading at 979.25. The strike last trading price was 63, which was -27 lower than the previous day. The implied volatity was 20.79, the open interest changed by 0 which decreased total open position to 5
On 3 Jun SBIN was trading at 970.45. The strike last trading price was 91.95, which was 91.95 higher than the previous day. The implied volatity was 17.45, the open interest changed by 0 which decreased total open position to 5
On 2 Jun SBIN was trading at 956.65. The strike last trading price was 90, which was 16 higher than the previous day. The implied volatity was 17.45, the open interest changed by 1 which increased total open position to 5
On 1 Jun SBIN was trading at 954.10. The strike last trading price was 74, which was 74 higher than the previous day. The implied volatity was 18.89, the open interest changed by 0 which decreased total open position to 4
On 29 May SBIN was trading at 964.40. The strike last trading price was 74, which was 33.2 higher than the previous day. The implied volatity was 18.89, the open interest changed by 1 which increased total open position to 4
On 27 May SBIN was trading at 967.80. The strike last trading price was 30.1, which was 30.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 May SBIN was trading at 968.50. The strike last trading price was 30.1, which was 30.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 May SBIN was trading at 969.60. The strike last trading price was 30.1, which was 30.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 May SBIN was trading at 949.20. The strike last trading price was 30.1, which was 30.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 May SBIN was trading at 950.90. The strike last trading price was 30.1, which was 30.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May SBIN was trading at 950.90. The strike last trading price was 30.1, which was 30.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May SBIN was trading at 948.80. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May SBIN was trading at 939.40. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May SBIN was trading at 963.20. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May SBIN was trading at 979.90. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May SBIN was trading at 970.10. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May SBIN was trading at 974.60. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May SBIN was trading at 973.60. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 8 May SBIN was trading at 1019.30. The strike last trading price was 40.8, which was 10.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 May SBIN was trading at 1092.00. The strike last trading price was 40.8, which was 10.7 higher than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 3
On 6 May SBIN was trading at 1096.00. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 3
On 5 May SBIN was trading at 1059.90. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 3
On 4 May SBIN was trading at 1068.40. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 2
On 30 Apr SBIN was trading at 1068.45. The strike last trading price was 40.8, which was 7.05 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 2
