[--[65.84.65.76]--]

SBIN

State Bank Of India
1077.15 +10.95 (1.03%)
L: 1060.4 H: 1082.5

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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