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Historical option data for SBIN

03 Jun 2026 04:10 PM IST
SBIN 30-Jun-2026 (27d) 1100 CE
Delta: 0.06
Vega: 0
Theta: -0.18
Gamma: 0.00163
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 970.45 1.85 0.85 (85.00%) 27.59 8,197 -503 6,015
2 Jun 956.65 0.95 -0.05 (-5.00%) 25.91 4,050 -561 6,507
1 Jun 954.10 0.95 -0.05 (-5.00%) 26.19 4,874 488 7,067
29 May 964.40 1.3 0.3 (30.00%) 24.47 3,281 180 6,579
27 May 967.80 1.4 -0.6 (-30.00%) 23.78 3,331 548 6,424
26 May 968.50 1.55 -0.45 (-22.50%) 23.54 3,053 637 5,871
25 May 969.60 1.95 -0.05 (-2.50%) 23.86 3,632 32 5,235
22 May 949.20 2.2 -0.8 (-26.67%) 27.16 1,542 274 5,202
21 May 950.90 2.45 -0.55 (-18.33%) 27.37 871 241 4,929
20 May 950.90 2.8 -0.2 (-6.67%) 27.83 1,235 263 4,674
19 May 948.80 2.9 -0.1 (-3.33%) 28.2 750 44 4,412
18 May 939.40 3.05 -1.95 (-39.00%) 29.53 2,312 596 4,367
15 May 963.20 5 -0.5 (-9.09%) 27.92 1,571 665 3,766
14 May 979.90 5.5 -0.2 (-3.51%) 25.46 1,683 268 3,100
13 May 970.10 5.7 -0.9 (-13.64%) 26.97 1,358 316 2,832
12 May 974.60 6.7 -1.05 (-13.55%) 0 1,074 90 2,515
11 May 973.60 7.9 -8.1 (-50.63%) 28.44 2,275 971 2,427
8 May 1019.30 15.5 -23.05 (-59.79%) 26.32 3,020 1,102 1,455
7 May 1092.00 38.2 -1.45 (-3.66%) 22.24 250 26 354
6 May 1096.00 41.5 14.9 (56.02%) 21.74 376 -58 328
5 May 1059.90 26.5 -3.35 (-11.22%) 23.84 226 117 386
4 May 1068.40 29.7 -0.55 (-1.82%) 23.53 198 123 268
30 Apr 1068.45 30.5 -7.5 (-19.74%) 22.86 112 44 189
29 Apr 1086.90 37 -4.5 (-10.84%) 21.74 68 14 144
28 Apr 1091.30 41.5 -9 (-17.82%) 22.45 34 12 131
27 Apr 1111.85 50.5 2.65 (5.54%) 20.69 16 2 121
24 Apr 1101.10 48 4.4 (10.09%) 22.23 30 11 119
23 Apr 1094.25 43.3 -6.15 (-12.44%) 21.43 29 10 108
22 Apr 1103.30 48.95 -1.2 (-2.39%) 21.61 71 9 98
21 Apr 1111.85 50.15 -2.85 (-5.38%) 19.62 78 53 89
20 Apr 1107.85 53 12 (29.27%) 21.22 45 27 36
17 Apr 1080.25 41 3.4 (9.04%) 22.92 8 6 8
16 Apr 1067.15 37.6 -13 (-25.69%) 22.61 0 0 2
15 Apr 1071.50 37.6 4.2 (12.57%) 22.61 1 0 2
13 Apr 1063.55 33.4 11.55 (52.86%) 22.62 2 1 1
10 Apr 1066.70 0 0 (0.00%) - 0 0 0
9 Apr 1040.95 21.85 0 (0.00%) - 0 0 0
8 Apr 1061.45 - - - 0 0 0
7 Apr 1030.40 21.85 0 (0.00%) - 0 0 0


For State Bank Of India - strike price 1100 expiring on 30JUN2026

Delta for 1100 CE is 0.06

Historical price for 1100 CE is as follows

On 3 Jun SBIN was trading at 970.45. The strike last trading price was 1.85, which was 0.85 higher than the previous day. The implied volatity was 27.59, the open interest changed by -503 which decreased total open position to 6015


On 2 Jun SBIN was trading at 956.65. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 25.91, the open interest changed by -561 which decreased total open position to 6507


On 1 Jun SBIN was trading at 954.10. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 26.19, the open interest changed by 488 which increased total open position to 7067


On 29 May SBIN was trading at 964.40. The strike last trading price was 1.3, which was 0.3 higher than the previous day. The implied volatity was 24.47, the open interest changed by 180 which increased total open position to 6579


On 27 May SBIN was trading at 967.80. The strike last trading price was 1.4, which was -0.6 lower than the previous day. The implied volatity was 23.78, the open interest changed by 548 which increased total open position to 6424


On 26 May SBIN was trading at 968.50. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 23.54, the open interest changed by 637 which increased total open position to 5871


On 25 May SBIN was trading at 969.60. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 23.86, the open interest changed by 32 which increased total open position to 5235


On 22 May SBIN was trading at 949.20. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was 27.16, the open interest changed by 274 which increased total open position to 5202


On 21 May SBIN was trading at 950.90. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 27.37, the open interest changed by 241 which increased total open position to 4929


On 20 May SBIN was trading at 950.90. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 27.83, the open interest changed by 263 which increased total open position to 4674


On 19 May SBIN was trading at 948.80. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 28.2, the open interest changed by 44 which increased total open position to 4412


On 18 May SBIN was trading at 939.40. The strike last trading price was 3.05, which was -1.95 lower than the previous day. The implied volatity was 29.53, the open interest changed by 596 which increased total open position to 4367


On 15 May SBIN was trading at 963.20. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 27.92, the open interest changed by 665 which increased total open position to 3766


On 14 May SBIN was trading at 979.90. The strike last trading price was 5.5, which was -0.2 lower than the previous day. The implied volatity was 25.46, the open interest changed by 268 which increased total open position to 3100


On 13 May SBIN was trading at 970.10. The strike last trading price was 5.7, which was -0.9 lower than the previous day. The implied volatity was 26.97, the open interest changed by 316 which increased total open position to 2832


On 12 May SBIN was trading at 974.60. The strike last trading price was 6.7, which was -1.05 lower than the previous day. The implied volatity was 0, the open interest changed by 90 which increased total open position to 2515


On 11 May SBIN was trading at 973.60. The strike last trading price was 7.9, which was -8.1 lower than the previous day. The implied volatity was 28.44, the open interest changed by 971 which increased total open position to 2427


On 8 May SBIN was trading at 1019.30. The strike last trading price was 15.5, which was -23.05 lower than the previous day. The implied volatity was 26.32, the open interest changed by 1102 which increased total open position to 1455


On 7 May SBIN was trading at 1092.00. The strike last trading price was 38.2, which was -1.45 lower than the previous day. The implied volatity was 22.24, the open interest changed by 26 which increased total open position to 354


On 6 May SBIN was trading at 1096.00. The strike last trading price was 41.5, which was 14.9 higher than the previous day. The implied volatity was 21.74, the open interest changed by -58 which decreased total open position to 328


On 5 May SBIN was trading at 1059.90. The strike last trading price was 26.5, which was -3.35 lower than the previous day. The implied volatity was 23.84, the open interest changed by 117 which increased total open position to 386


On 4 May SBIN was trading at 1068.40. The strike last trading price was 29.7, which was -0.55 lower than the previous day. The implied volatity was 23.53, the open interest changed by 123 which increased total open position to 268


On 30 Apr SBIN was trading at 1068.45. The strike last trading price was 30.5, which was -7.5 lower than the previous day. The implied volatity was 22.86, the open interest changed by 44 which increased total open position to 189


On 29 Apr SBIN was trading at 1086.90. The strike last trading price was 37, which was -4.5 lower than the previous day. The implied volatity was 21.74, the open interest changed by 14 which increased total open position to 144


On 28 Apr SBIN was trading at 1091.30. The strike last trading price was 41.5, which was -9 lower than the previous day. The implied volatity was 22.45, the open interest changed by 12 which increased total open position to 131


On 27 Apr SBIN was trading at 1111.85. The strike last trading price was 50.5, which was 2.65 higher than the previous day. The implied volatity was 20.69, the open interest changed by 2 which increased total open position to 121


On 24 Apr SBIN was trading at 1101.10. The strike last trading price was 48, which was 4.4 higher than the previous day. The implied volatity was 22.23, the open interest changed by 11 which increased total open position to 119


On 23 Apr SBIN was trading at 1094.25. The strike last trading price was 43.3, which was -6.15 lower than the previous day. The implied volatity was 21.43, the open interest changed by 10 which increased total open position to 108


On 22 Apr SBIN was trading at 1103.30. The strike last trading price was 48.95, which was -1.2 lower than the previous day. The implied volatity was 21.61, the open interest changed by 9 which increased total open position to 98


On 21 Apr SBIN was trading at 1111.85. The strike last trading price was 50.15, which was -2.85 lower than the previous day. The implied volatity was 19.62, the open interest changed by 53 which increased total open position to 89


On 20 Apr SBIN was trading at 1107.85. The strike last trading price was 53, which was 12 higher than the previous day. The implied volatity was 21.22, the open interest changed by 27 which increased total open position to 36


On 17 Apr SBIN was trading at 1080.25. The strike last trading price was 41, which was 3.4 higher than the previous day. The implied volatity was 22.92, the open interest changed by 6 which increased total open position to 8


On 16 Apr SBIN was trading at 1067.15. The strike last trading price was 37.6, which was -13 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 2


On 15 Apr SBIN was trading at 1071.50. The strike last trading price was 37.6, which was 4.2 higher than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 2


On 13 Apr SBIN was trading at 1063.55. The strike last trading price was 33.4, which was 11.55 higher than the previous day. The implied volatity was 22.62, the open interest changed by 1 which increased total open position to 1


On 10 Apr SBIN was trading at 1066.70. 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 9 Apr SBIN was trading at 1040.95. The strike last trading price was 21.85, 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 Apr SBIN was trading at 1061.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr SBIN was trading at 1030.40. The strike last trading price was 21.85, 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 30-Jun-2026 (27d) 1100 PE
Delta: -0.94
Vega: 0
Theta: -0.18
Gamma: 0.00166
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 970.45 122 -14.75 (-10.79%) 27.8 28 -6 3,162
2 Jun 956.65 135 -4.75 (-3.40%) 26.25 22 -1 3,168
1 Jun 954.10 140 15.25 (12.22%) 26.22 99 -25 3,171
29 May 964.40 125.65 1.4 (1.13%) 24.53 68 -7 3,196
27 May 967.80 123.3 -1.6 (-1.28%) 23.67 200 -1 3,204
26 May 968.50 124 1.1 (0.90%) 23.71 761 326 3,204
25 May 969.60 119.55 -21.45 (-15.21%) 23.86 2,796 2,275 2,877
22 May 949.20 141 -1.15 (-0.81%) 27.05 129 87 596
21 May 950.90 142.15 1.3 (0.92%) 27.54 293 223 508
20 May 950.90 140.8 -3.7 (-2.56%) 27.74 82 23 284
19 May 948.80 144.5 -7.5 (-4.93%) 24.67 58 8 260
18 May 939.40 153.45 20.2 (15.16%) 29.46 29 0 252
15 May 963.20 133.5 3.6 (2.77%) 25.67 32 7 253
14 May 979.90 130 -8 (-5.80%) 40.09 15 5 246
13 May 970.10 138 -2.7 (-1.92%) 0 2 0 241
12 May 974.60 140.35 2.85 (2.07%) 0 24 3 240
11 May 973.60 138 32.85 (31.24%) 0 56 6 238
8 May 1019.30 103.05 53.65 (108.60%) 37.78 253 113 231
7 May 1092.00 49.5 3.9 (8.55%) 30.05 71 48 117
6 May 1096.00 44.15 -28.35 (-39.10%) 28.19 60 18 66
5 May 1059.90 72.5 9.3 (14.72%) 31.36 15 -2 48
4 May 1068.40 63.2 -1.45 (-2.24%) 30.96 38 21 50
30 Apr 1068.45 64.65 12.65 (24.33%) 30 9 1 30
29 Apr 1086.90 52 0.95 (1.86%) 29.06 16 8 28
28 Apr 1091.30 50.65 3.45 (7.31%) 28.67 16 11 19
27 Apr 1111.85 47.2 -3.4 (-6.72%) 29.88 1 0 8
24 Apr 1101.10 50.6 -72.15 (-58.78%) 30.09 8 7 7
23 Apr 1094.25 0 0 - 0 0 0
22 Apr 1103.30 0 0 - 0 0 0
21 Apr 1111.85 0 0 - 0 0 0
20 Apr 1107.85 0 0 - 0 0 0
17 Apr 1080.25 0 0 - 0 0 0
16 Apr 1067.15 0 0 - 0 0 0
15 Apr 1071.50 0 0 - 0 0 0
13 Apr 1063.55 0 0 - 0 0 0
10 Apr 1066.70 0 0 (0.00%) - 0 0 0
9 Apr 1040.95 122.75 0 (0.00%) - 0 0 0
8 Apr 1061.45 - - - 0 0 0
7 Apr 1030.40 0 0 (0.00%) - 0 0 0


For State Bank Of India - strike price 1100 expiring on 30JUN2026

Delta for 1100 PE is -0.94

Historical price for 1100 PE is as follows

On 3 Jun SBIN was trading at 970.45. The strike last trading price was 122, which was -14.75 lower than the previous day. The implied volatity was 27.8, the open interest changed by -6 which decreased total open position to 3162


On 2 Jun SBIN was trading at 956.65. The strike last trading price was 135, which was -4.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by -1 which decreased total open position to 3168


On 1 Jun SBIN was trading at 954.10. The strike last trading price was 140, which was 15.25 higher than the previous day. The implied volatity was 26.22, the open interest changed by -25 which decreased total open position to 3171


On 29 May SBIN was trading at 964.40. The strike last trading price was 125.65, which was 1.4 higher than the previous day. The implied volatity was 24.53, the open interest changed by -7 which decreased total open position to 3196


On 27 May SBIN was trading at 967.80. The strike last trading price was 123.3, which was -1.6 lower than the previous day. The implied volatity was 23.67, the open interest changed by -1 which decreased total open position to 3204


On 26 May SBIN was trading at 968.50. The strike last trading price was 124, which was 1.1 higher than the previous day. The implied volatity was 23.71, the open interest changed by 326 which increased total open position to 3204


On 25 May SBIN was trading at 969.60. The strike last trading price was 119.55, which was -21.45 lower than the previous day. The implied volatity was 23.86, the open interest changed by 2275 which increased total open position to 2877


On 22 May SBIN was trading at 949.20. The strike last trading price was 141, which was -1.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by 87 which increased total open position to 596


On 21 May SBIN was trading at 950.90. The strike last trading price was 142.15, which was 1.3 higher than the previous day. The implied volatity was 27.54, the open interest changed by 223 which increased total open position to 508


On 20 May SBIN was trading at 950.90. The strike last trading price was 140.8, which was -3.7 lower than the previous day. The implied volatity was 27.74, the open interest changed by 23 which increased total open position to 284


On 19 May SBIN was trading at 948.80. The strike last trading price was 144.5, which was -7.5 lower than the previous day. The implied volatity was 24.67, the open interest changed by 8 which increased total open position to 260


On 18 May SBIN was trading at 939.40. The strike last trading price was 153.45, which was 20.2 higher than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 252


On 15 May SBIN was trading at 963.20. The strike last trading price was 133.5, which was 3.6 higher than the previous day. The implied volatity was 25.67, the open interest changed by 7 which increased total open position to 253


On 14 May SBIN was trading at 979.90. The strike last trading price was 130, which was -8 lower than the previous day. The implied volatity was 40.09, the open interest changed by 5 which increased total open position to 246


On 13 May SBIN was trading at 970.10. The strike last trading price was 138, which was -2.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 241


On 12 May SBIN was trading at 974.60. The strike last trading price was 140.35, which was 2.85 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 240


On 11 May SBIN was trading at 973.60. The strike last trading price was 138, which was 32.85 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 238


On 8 May SBIN was trading at 1019.30. The strike last trading price was 103.05, which was 53.65 higher than the previous day. The implied volatity was 37.78, the open interest changed by 113 which increased total open position to 231


On 7 May SBIN was trading at 1092.00. The strike last trading price was 49.5, which was 3.9 higher than the previous day. The implied volatity was 30.05, the open interest changed by 48 which increased total open position to 117


On 6 May SBIN was trading at 1096.00. The strike last trading price was 44.15, which was -28.35 lower than the previous day. The implied volatity was 28.19, the open interest changed by 18 which increased total open position to 66


On 5 May SBIN was trading at 1059.90. The strike last trading price was 72.5, which was 9.3 higher than the previous day. The implied volatity was 31.36, the open interest changed by -2 which decreased total open position to 48


On 4 May SBIN was trading at 1068.40. The strike last trading price was 63.2, which was -1.45 lower than the previous day. The implied volatity was 30.96, the open interest changed by 21 which increased total open position to 50


On 30 Apr SBIN was trading at 1068.45. The strike last trading price was 64.65, which was 12.65 higher than the previous day. The implied volatity was 30, the open interest changed by 1 which increased total open position to 30


On 29 Apr SBIN was trading at 1086.90. The strike last trading price was 52, which was 0.95 higher than the previous day. The implied volatity was 29.06, the open interest changed by 8 which increased total open position to 28


On 28 Apr SBIN was trading at 1091.30. The strike last trading price was 50.65, which was 3.45 higher than the previous day. The implied volatity was 28.67, the open interest changed by 11 which increased total open position to 19


On 27 Apr SBIN was trading at 1111.85. The strike last trading price was 47.2, which was -3.4 lower than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 8


On 24 Apr SBIN was trading at 1101.10. The strike last trading price was 50.6, which was -72.15 lower than the previous day. The implied volatity was 30.09, the open interest changed by 7 which increased total open position to 7


On 23 Apr SBIN was trading at 1094.25. 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 22 Apr SBIN was trading at 1103.30. 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 21 Apr SBIN was trading at 1111.85. 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 20 Apr SBIN was trading at 1107.85. 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 17 Apr SBIN was trading at 1080.25. 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 16 Apr SBIN was trading at 1067.15. 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 Apr SBIN was trading at 1071.50. 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 13 Apr SBIN was trading at 1063.55. 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 10 Apr SBIN was trading at 1066.70. 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 9 Apr SBIN was trading at 1040.95. The strike last trading price was 122.75, 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 Apr SBIN was trading at 1061.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr SBIN was trading at 1030.40. 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