SBIN
State Bank Of India
Historical option data for SBIN
30 Jan 2026 04:10 PM IST
| SBIN 24-FEB-2026 1055 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 1.01
Theta: -0.69
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 1077.15 | 44.75 | 7.95 | 25.01 | 387 | -24 | 451 | |||||||||
| 29 Jan | 1066.20 | 37.5 | 1.4 | 23.51 | 476 | -79 | 473 | |||||||||
| 28 Jan | 1063.50 | 35.6 | 3.35 | 23.76 | 5,474 | 44 | 552 | |||||||||
| 27 Jan | 1053.15 | 31.95 | 10.5 | 25.67 | 1,300 | 241 | 491 | |||||||||
| 23 Jan | 1029.50 | 21 | -7.45 | 23.57 | 328 | 55 | 250 | |||||||||
| 22 Jan | 1048.35 | 28.3 | 8 | 20.55 | 338 | 113 | 195 | |||||||||
| 21 Jan | 1028.65 | 20.25 | -2.15 | 21.71 | 95 | 40 | 81 | |||||||||
|
|
||||||||||||||||
| 20 Jan | 1036.40 | 22.4 | 0.7 | 21.35 | 21 | 4 | 40 | |||||||||
| 19 Jan | 1038.40 | 21.7 | 8.9 | 18.89 | 36 | 34 | 34 | |||||||||
| 16 Jan | 1042.30 | 12.8 | 0 | 0.32 | 0 | 0 | 0 | |||||||||
| 14 Jan | 1028.35 | 12.8 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 13 Jan | 1028.45 | 12.8 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
| 12 Jan | 1015.15 | 12.8 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
| 9 Jan | 1000.50 | 12.8 | 0 | 3.23 | 0 | 0 | 0 | |||||||||
| 8 Jan | 998.00 | 12.8 | 0 | 3.37 | 0 | 0 | 0 | |||||||||
| 7 Jan | 1007.15 | 12.8 | 0 | 2.61 | 0 | 0 | 0 | |||||||||
| 6 Jan | 1018.90 | 12.8 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 5 Jan | 1005.55 | 12.8 | 0 | 2.63 | 0 | 0 | 0 | |||||||||
| 2 Jan | 998.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 984.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 982.20 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 1055 expiring on 24FEB2026
Delta for 1055 CE is 0.67
Historical price for 1055 CE is as follows
On 30 Jan SBIN was trading at 1077.15. The strike last trading price was 44.75, which was 7.95 higher than the previous day. The implied volatity was 25.01, the open interest changed by -24 which decreased total open position to 451
On 29 Jan SBIN was trading at 1066.20. The strike last trading price was 37.5, which was 1.4 higher than the previous day. The implied volatity was 23.51, the open interest changed by -79 which decreased total open position to 473
On 28 Jan SBIN was trading at 1063.50. The strike last trading price was 35.6, which was 3.35 higher than the previous day. The implied volatity was 23.76, the open interest changed by 44 which increased total open position to 552
On 27 Jan SBIN was trading at 1053.15. The strike last trading price was 31.95, which was 10.5 higher than the previous day. The implied volatity was 25.67, the open interest changed by 241 which increased total open position to 491
On 23 Jan SBIN was trading at 1029.50. The strike last trading price was 21, which was -7.45 lower than the previous day. The implied volatity was 23.57, the open interest changed by 55 which increased total open position to 250
On 22 Jan SBIN was trading at 1048.35. The strike last trading price was 28.3, which was 8 higher than the previous day. The implied volatity was 20.55, the open interest changed by 113 which increased total open position to 195
On 21 Jan SBIN was trading at 1028.65. The strike last trading price was 20.25, which was -2.15 lower than the previous day. The implied volatity was 21.71, the open interest changed by 40 which increased total open position to 81
On 20 Jan SBIN was trading at 1036.40. The strike last trading price was 22.4, which was 0.7 higher than the previous day. The implied volatity was 21.35, the open interest changed by 4 which increased total open position to 40
On 19 Jan SBIN was trading at 1038.40. The strike last trading price was 21.7, which was 8.9 higher than the previous day. The implied volatity was 18.89, the open interest changed by 34 which increased total open position to 34
On 16 Jan SBIN was trading at 1042.30. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SBIN was trading at 1028.35. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SBIN was trading at 1028.45. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SBIN was trading at 1015.15. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SBIN was trading at 1000.50. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SBIN was trading at 998.00. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SBIN was trading at 1007.15. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SBIN was trading at 1018.90. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SBIN was trading at 1005.55. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SBIN was trading at 998.95. 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 1 Jan SBIN was trading at 984.75. 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 31 Dec SBIN was trading at 982.20. 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
| SBIN 24FEB2026 1055 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 1.03
Theta: -0.47
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 1077.15 | 18.3 | -4.85 | 27.7 | 690 | 97 | 817 |
| 29 Jan | 1066.20 | 22.3 | -1.75 | 27.7 | 779 | 21 | 721 |
| 28 Jan | 1063.50 | 24.45 | -4.5 | 27.58 | 3,566 | 404 | 696 |
| 27 Jan | 1053.15 | 29.4 | -12.5 | 27.88 | 592 | 234 | 290 |
| 23 Jan | 1029.50 | 42.5 | 12.5 | 27.01 | 166 | 18 | 56 |
| 22 Jan | 1048.35 | 29.5 | -55.1 | 25.34 | 94 | 31 | 31 |
| 21 Jan | 1028.65 | 84.6 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 1036.40 | 84.6 | 0 | 0.08 | 0 | 0 | 0 |
| 19 Jan | 1038.40 | 84.6 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 1042.30 | 84.6 | 0 | 0.03 | 0 | 0 | 0 |
| 14 Jan | 1028.35 | 84.6 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 1028.45 | 84.6 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 1015.15 | 84.6 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 1000.50 | 84.6 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 998.00 | 84.6 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 1007.15 | 84.6 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 1018.90 | 84.6 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 1005.55 | 84.6 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 998.95 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 984.75 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 982.20 | 0 | 0 | 0 | 0 | 0 | 0 |
For State Bank Of India - strike price 1055 expiring on 24FEB2026
Delta for 1055 PE is -0.34
Historical price for 1055 PE is as follows
On 30 Jan SBIN was trading at 1077.15. The strike last trading price was 18.3, which was -4.85 lower than the previous day. The implied volatity was 27.7, the open interest changed by 97 which increased total open position to 817
On 29 Jan SBIN was trading at 1066.20. The strike last trading price was 22.3, which was -1.75 lower than the previous day. The implied volatity was 27.7, the open interest changed by 21 which increased total open position to 721
On 28 Jan SBIN was trading at 1063.50. The strike last trading price was 24.45, which was -4.5 lower than the previous day. The implied volatity was 27.58, the open interest changed by 404 which increased total open position to 696
On 27 Jan SBIN was trading at 1053.15. The strike last trading price was 29.4, which was -12.5 lower than the previous day. The implied volatity was 27.88, the open interest changed by 234 which increased total open position to 290
On 23 Jan SBIN was trading at 1029.50. The strike last trading price was 42.5, which was 12.5 higher than the previous day. The implied volatity was 27.01, the open interest changed by 18 which increased total open position to 56
On 22 Jan SBIN was trading at 1048.35. The strike last trading price was 29.5, which was -55.1 lower than the previous day. The implied volatity was 25.34, the open interest changed by 31 which increased total open position to 31
On 21 Jan SBIN was trading at 1028.65. The strike last trading price was 84.6, 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 20 Jan SBIN was trading at 1036.40. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SBIN was trading at 1038.40. The strike last trading price was 84.6, 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 16 Jan SBIN was trading at 1042.30. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SBIN was trading at 1028.35. The strike last trading price was 84.6, 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 13 Jan SBIN was trading at 1028.45. The strike last trading price was 84.6, 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 12 Jan SBIN was trading at 1015.15. The strike last trading price was 84.6, 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 9 Jan SBIN was trading at 1000.50. The strike last trading price was 84.6, 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 8 Jan SBIN was trading at 998.00. The strike last trading price was 84.6, 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 Jan SBIN was trading at 1007.15. The strike last trading price was 84.6, 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 Jan SBIN was trading at 1018.90. The strike last trading price was 84.6, 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 Jan SBIN was trading at 1005.55. The strike last trading price was 84.6, 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 2 Jan SBIN was trading at 998.95. 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 1 Jan SBIN was trading at 984.75. 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 31 Dec SBIN was trading at 982.20. 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






























































































































































































































