Historical option data for SBIN
29 Jun 2026 10:48 AM IST
| SBIN 28-Jul-2026 (27d) 1050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.01
Theta: -0.51
Gamma: 0.00599
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1043.60 | 26 | -1.25 (-4.59%) | 22.43 | 1,066 | 33 | 3,411 | |||||||||
| 25 Jun | 1045.40 | 27.85 | 4.45 (19.02%) | 21.93 | 7,141 | 1,520 | 3,393 | |||||||||
| 24 Jun | 1034.60 | 23.6 | 2.95 (14.29%) | 22.3 | 2,482 | 286 | 1,874 | |||||||||
| 23 Jun | 1024.20 | 20.7 | -6.3 (-23.33%) | 23.36 | 1,282 | 176 | 1,570 | |||||||||
| 22 Jun | 1040.75 | 26.85 | -0.15 (-0.56%) | 21.89 | 850 | 310 | 1,393 | |||||||||
| 19 Jun | 1035.10 | 26.7 | -3.3 (-11.00%) | 22.36 | 1,128 | 252 | 1,082 | |||||||||
| 18 Jun | 1042.70 | 29.7 | 7.7 (35.00%) | 21.88 | 1,402 | 334 | 841 | |||||||||
| 17 Jun | 1026.50 | 22 | 3 (15.79%) | 21.4 | 386 | 35 | 507 | |||||||||
| 16 Jun | 1015.30 | 19.2 | -3.8 (-16.52%) | 22.13 | 289 | 110 | 474 | |||||||||
| 15 Jun | 1020.85 | 22.3 | 0.3 (1.36%) | 22.82 | 387 | 153 | 362 | |||||||||
| 12 Jun | 1017.15 | 21.3 | 4.3 (25.29%) | 22.38 | 195 | 29 | 210 | |||||||||
| 11 Jun | 1000.70 | 16.6 | -1.4 (-7.78%) | 22.83 | 68 | 0 | 181 | |||||||||
| 10 Jun | 1003.25 | 18.05 | -0.95 (-5.00%) | 23.03 | 209 | 15 | 180 | |||||||||
| 9 Jun | 1002.70 | 19.3 | 6.3 (48.46%) | 23.41 | 184 | 13 | 165 | |||||||||
| 8 Jun | 981.95 | 13 | -1 (-7.14%) | 24.01 | 100 | 19 | 148 | |||||||||
| 5 Jun | 977.70 | 13.35 | -0.65 (-4.64%) | 24.03 | 235 | 26 | 130 | |||||||||
| 4 Jun | 979.25 | 13.6 | 0.6 (4.62%) | 23.45 | 52 | 14 | 104 | |||||||||
| 3 Jun | 970.45 | 13.1 | 4.1 (45.56%) | 24.26 | 69 | 40 | 88 | |||||||||
| 2 Jun | 956.65 | 8.9 | -14.1 (-61.30%) | 22.99 | 59 | 48 | 48 | |||||||||
For State Bank Of India - strike price 1050 expiring on 28JUL2026
Delta for 1050 CE is 0.51
Historical price for 1050 CE is as follows
On 29 Jun SBIN was trading at 1043.60. The strike last trading price was 26, which was -1.25 lower than the previous day. The implied volatity was 22.43, the open interest changed by 33 which increased total open position to 3411
On 25 Jun SBIN was trading at 1045.40. The strike last trading price was 27.85, which was 4.45 higher than the previous day. The implied volatity was 21.93, the open interest changed by 1520 which increased total open position to 3393
On 24 Jun SBIN was trading at 1034.60. The strike last trading price was 23.6, which was 2.95 higher than the previous day. The implied volatity was 22.3, the open interest changed by 286 which increased total open position to 1874
On 23 Jun SBIN was trading at 1024.20. The strike last trading price was 20.7, which was -6.3 lower than the previous day. The implied volatity was 23.36, the open interest changed by 176 which increased total open position to 1570
On 22 Jun SBIN was trading at 1040.75. The strike last trading price was 26.85, which was -0.15 lower than the previous day. The implied volatity was 21.89, the open interest changed by 310 which increased total open position to 1393
On 19 Jun SBIN was trading at 1035.10. The strike last trading price was 26.7, which was -3.3 lower than the previous day. The implied volatity was 22.36, the open interest changed by 252 which increased total open position to 1082
On 18 Jun SBIN was trading at 1042.70. The strike last trading price was 29.7, which was 7.7 higher than the previous day. The implied volatity was 21.88, the open interest changed by 334 which increased total open position to 841
On 17 Jun SBIN was trading at 1026.50. The strike last trading price was 22, which was 3 higher than the previous day. The implied volatity was 21.4, the open interest changed by 35 which increased total open position to 507
On 16 Jun SBIN was trading at 1015.30. The strike last trading price was 19.2, which was -3.8 lower than the previous day. The implied volatity was 22.13, the open interest changed by 110 which increased total open position to 474
On 15 Jun SBIN was trading at 1020.85. The strike last trading price was 22.3, which was 0.3 higher than the previous day. The implied volatity was 22.82, the open interest changed by 153 which increased total open position to 362
On 12 Jun SBIN was trading at 1017.15. The strike last trading price was 21.3, which was 4.3 higher than the previous day. The implied volatity was 22.38, the open interest changed by 29 which increased total open position to 210
On 11 Jun SBIN was trading at 1000.70. The strike last trading price was 16.6, which was -1.4 lower than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 181
On 10 Jun SBIN was trading at 1003.25. The strike last trading price was 18.05, which was -0.95 lower than the previous day. The implied volatity was 23.03, the open interest changed by 15 which increased total open position to 180
On 9 Jun SBIN was trading at 1002.70. The strike last trading price was 19.3, which was 6.3 higher than the previous day. The implied volatity was 23.41, the open interest changed by 13 which increased total open position to 165
On 8 Jun SBIN was trading at 981.95. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was 24.01, the open interest changed by 19 which increased total open position to 148
On 5 Jun SBIN was trading at 977.70. The strike last trading price was 13.35, which was -0.65 lower than the previous day. The implied volatity was 24.03, the open interest changed by 26 which increased total open position to 130
On 4 Jun SBIN was trading at 979.25. The strike last trading price was 13.6, which was 0.6 higher than the previous day. The implied volatity was 23.45, the open interest changed by 14 which increased total open position to 104
On 3 Jun SBIN was trading at 970.45. The strike last trading price was 13.1, which was 4.1 higher than the previous day. The implied volatity was 24.26, the open interest changed by 40 which increased total open position to 88
On 2 Jun SBIN was trading at 956.65. The strike last trading price was 8.9, which was -14.1 lower than the previous day. The implied volatity was 22.99, the open interest changed by 48 which increased total open position to 48
| SBIN 28-Jul-2026 (27d) 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.01
Theta: -0.34
Gamma: 0.00615
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1043.60 | 26.25 | 0.25 (0.96%) | 21.83 | 650 | 91 | 2,928 |
| 25 Jun | 1045.40 | 25.85 | -4.1 (-13.69%) | 20.7 | 3,723 | 1,805 | 2,840 |
| 24 Jun | 1034.60 | 29.9 | -7.65 (-20.37%) | 19.29 | 690 | 298 | 1,033 |
| 23 Jun | 1024.20 | 38.8 | 10.1 (35.19%) | 21.09 | 358 | -14 | 735 |
| 22 Jun | 1040.75 | 28.85 | -2.5 (-7.97%) | 20.5 | 279 | 97 | 748 |
| 19 Jun | 1035.10 | 30.85 | 3.3 (11.98%) | 19.67 | 619 | 434 | 651 |
| 18 Jun | 1042.70 | 27.4 | -9.1 (-24.93%) | 18.96 | 197 | 103 | 216 |
| 17 Jun | 1026.50 | 36.5 | -8.5 (-18.89%) | 20.2 | 32 | 26 | 112 |
| 16 Jun | 1015.30 | 45 | 4.6 (11.39%) | 19.98 | 20 | 10 | 87 |
| 15 Jun | 1020.85 | 40.4 | -4.1 (-9.21%) | 20.4 | 57 | 46 | 77 |
| 12 Jun | 1017.15 | 44.5 | -11 (-19.82%) | 20.12 | 34 | 1 | 30 |
| 11 Jun | 1000.70 | 55.5 | 1 (1.83%) | 21.88 | 7 | 5 | 29 |
| 10 Jun | 1003.25 | 54.5 | -0.25 (-0.46%) | 21.31 | 11 | 2 | 23 |
| 9 Jun | 1002.70 | 53.7 | -18.1 (-25.21%) | 20.6 | 27 | 8 | 21 |
| 8 Jun | 981.95 | 71.8 | -4.2 (-5.53%) | 21.46 | 3 | 2 | 12 |
| 5 Jun | 977.70 | 76 | 4.35 (6.07%) | 19.11 | 8 | 7 | 10 |
| 4 Jun | 979.25 | 71.65 | -31.1 (-30.27%) | 17.98 | 3 | 1 | 3 |
| 3 Jun | 970.45 | 102.75 | 8.8 (9.37%) | 39.69 | 2 | 2 | 2 |
| 2 Jun | 956.65 | 0 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 1050 expiring on 28JUL2026
Delta for 1050 PE is -0.49
Historical price for 1050 PE is as follows
On 29 Jun SBIN was trading at 1043.60. The strike last trading price was 26.25, which was 0.25 higher than the previous day. The implied volatity was 21.83, the open interest changed by 91 which increased total open position to 2928
On 25 Jun SBIN was trading at 1045.40. The strike last trading price was 25.85, which was -4.1 lower than the previous day. The implied volatity was 20.7, the open interest changed by 1805 which increased total open position to 2840
On 24 Jun SBIN was trading at 1034.60. The strike last trading price was 29.9, which was -7.65 lower than the previous day. The implied volatity was 19.29, the open interest changed by 298 which increased total open position to 1033
On 23 Jun SBIN was trading at 1024.20. The strike last trading price was 38.8, which was 10.1 higher than the previous day. The implied volatity was 21.09, the open interest changed by -14 which decreased total open position to 735
On 22 Jun SBIN was trading at 1040.75. The strike last trading price was 28.85, which was -2.5 lower than the previous day. The implied volatity was 20.5, the open interest changed by 97 which increased total open position to 748
On 19 Jun SBIN was trading at 1035.10. The strike last trading price was 30.85, which was 3.3 higher than the previous day. The implied volatity was 19.67, the open interest changed by 434 which increased total open position to 651
On 18 Jun SBIN was trading at 1042.70. The strike last trading price was 27.4, which was -9.1 lower than the previous day. The implied volatity was 18.96, the open interest changed by 103 which increased total open position to 216
On 17 Jun SBIN was trading at 1026.50. The strike last trading price was 36.5, which was -8.5 lower than the previous day. The implied volatity was 20.2, the open interest changed by 26 which increased total open position to 112
On 16 Jun SBIN was trading at 1015.30. The strike last trading price was 45, which was 4.6 higher than the previous day. The implied volatity was 19.98, the open interest changed by 10 which increased total open position to 87
On 15 Jun SBIN was trading at 1020.85. The strike last trading price was 40.4, which was -4.1 lower than the previous day. The implied volatity was 20.4, the open interest changed by 46 which increased total open position to 77
On 12 Jun SBIN was trading at 1017.15. The strike last trading price was 44.5, which was -11 lower than the previous day. The implied volatity was 20.12, the open interest changed by 1 which increased total open position to 30
On 11 Jun SBIN was trading at 1000.70. The strike last trading price was 55.5, which was 1 higher than the previous day. The implied volatity was 21.88, the open interest changed by 5 which increased total open position to 29
On 10 Jun SBIN was trading at 1003.25. The strike last trading price was 54.5, which was -0.25 lower than the previous day. The implied volatity was 21.31, the open interest changed by 2 which increased total open position to 23
On 9 Jun SBIN was trading at 1002.70. The strike last trading price was 53.7, which was -18.1 lower than the previous day. The implied volatity was 20.6, the open interest changed by 8 which increased total open position to 21
On 8 Jun SBIN was trading at 981.95. The strike last trading price was 71.8, which was -4.2 lower than the previous day. The implied volatity was 21.46, the open interest changed by 2 which increased total open position to 12
On 5 Jun SBIN was trading at 977.70. The strike last trading price was 76, which was 4.35 higher than the previous day. The implied volatity was 19.11, the open interest changed by 7 which increased total open position to 10
On 4 Jun SBIN was trading at 979.25. The strike last trading price was 71.65, which was -31.1 lower than the previous day. The implied volatity was 17.98, the open interest changed by 1 which increased total open position to 3
On 3 Jun SBIN was trading at 970.45. The strike last trading price was 102.75, which was 8.8 higher than the previous day. The implied volatity was 39.69, the open interest changed by 2 which increased total open position to 2
On 2 Jun SBIN was trading at 956.65. 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
