SBIN
State Bank Of India
Historical option data for SBIN
29 Apr 2026 10:12 AM IST
| SBIN 26-May-2026 (27d) 1100 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.01
Theta: -0.6
Gamma: 0.00542
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 1097.90 | 30.5 | 1.8000000000000007 | 24.34 | 3,037 | 542 | 4,937 | |||||||||
| 28 Apr | 1091.30 | 29.1 | -9.299999999999997 | 24.71 | 7,940 | 1,006 | 4,388 | |||||||||
| 27 Apr | 1111.85 | 38.3 | 2.3999999999999986 | 23.32 | 3,903 | 19 | 3,377 | |||||||||
| 24 Apr | 1101.10 | 35.3 | 2.8999999999999986 | 24.6 | 4,685 | 14 | 3,358 | |||||||||
| 23 Apr | 1094.25 | 32.5 | -4.850000000000001 | 24.44 | 2,561 | 515 | 3,344 | |||||||||
| 22 Apr | 1103.30 | 37.5 | -2.75 | 24.46 | 2,094 | 387 | 2,829 | |||||||||
| 21 Apr | 1111.85 | 41.1 | 0.9500000000000028 | 23.06 | 2,146 | 255 | 2,440 | |||||||||
| 20 Apr | 1107.85 | 39.15 | 11.25 | 24.52 | 4,451 | 821 | 2,202 | |||||||||
| 17 Apr | 1080.25 | 28.15 | 3.099999999999998 | 24.14 | 1,337 | 50 | 1,380 | |||||||||
| 16 Apr | 1067.15 | 24.8 | -1.6999999999999993 | 25.81 | 1,256 | 62 | 1,325 | |||||||||
| 15 Apr | 1071.50 | 26.2 | 0.8499999999999979 | 24.93 | 1,365 | 508 | 1,261 | |||||||||
| 13 Apr | 1063.55 | 24.25 | -1.8000000000000007 | 25.48 | 762 | 138 | 754 | |||||||||
| 10 Apr | 1066.70 | 26 | 3.8000000000000007 | 24.6 | 440 | 70 | 610 | |||||||||
| 9 Apr | 1040.95 | 22 | -7.75 | 26.8 | 280 | 53 | 537 | |||||||||
| 8 Apr | 1061.45 | 30.5 | 7.7 | 25.7 | 467 | 55 | 468 | |||||||||
| 7 Apr | 1030.40 | 22 | -1.5 | 29.14 | 218 | 60 | 414 | |||||||||
| 6 Apr | 1032.75 | 24.4 | 4.05 | 29.21 | 379 | 93 | 354 | |||||||||
| 2 Apr | 1018.40 | 20 | -0.55 | 28.27 | 310 | 14 | 261 | |||||||||
| 1 Apr | 1017.80 | 20.6 | 4.3 | 28.39 | 190 | 13 | 247 | |||||||||
| 30 Mar | 979.40 | 16.45 | -10.45 | 32.29 | 224 | 46 | 236 | |||||||||
| 27 Mar | 1019.50 | 24.8 | -10.25 | 29.5 | 134 | 13 | 191 | |||||||||
| 25 Mar | 1060.60 | 35 | 5.5 | 24.86 | 89 | 9 | 180 | |||||||||
| 24 Mar | 1030.80 | 30.3 | 0.3 | 27.86 | 67 | 0 | 171 | |||||||||
| 23 Mar | 1031.90 | 30 | -3.2 | 29.2 | 94 | 18 | 172 | |||||||||
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| 20 Mar | 1058.00 | 32.8 | 3.5 | 23.42 | 75 | 10 | 153 | |||||||||
| 19 Mar | 1048.90 | 29.5 | -6.45 | 22.7 | 45 | 0 | 143 | |||||||||
| 18 Mar | 1069.80 | 35.9 | -1.4 | 21.95 | 51 | 19 | 144 | |||||||||
| 17 Mar | 1064.70 | 37.3 | -3.7 | 23.95 | 50 | 29 | 126 | |||||||||
| 16 Mar | 1066.70 | 40.85 | 4.35 | 25.44 | 14 | 4 | 96 | |||||||||
| 13 Mar | 1047.00 | 36.1 | -17.35 | 26.47 | 49 | 25 | 90 | |||||||||
| 12 Mar | 1085.20 | 53.45 | 1.65 | 25.42 | 55 | 35 | 64 | |||||||||
| 11 Mar | 1091.10 | 50 | -15 | 21.76 | 21 | 10 | 28 | |||||||||
| 10 Mar | 1112.20 | 65 | 7 | 21.97 | 11 | 3 | 15 | |||||||||
| 9 Mar | 1098.50 | 58 | -98.65 | 22.15 | 14 | 10 | 10 | |||||||||
| 6 Mar | 1143.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 1100 expiring on 26MAY2026
Delta for 1100 CE is 0.53
Historical price for 1100 CE is as follows
On 29 Apr SBIN was trading at 1097.90. The strike last trading price was 30.5, which was 1.8000000000000007 higher than the previous day. The implied volatity was 24.34, the open interest changed by 542 which increased total open position to 4937
On 28 Apr SBIN was trading at 1091.30. The strike last trading price was 29.1, which was -9.299999999999997 lower than the previous day. The implied volatity was 24.71, the open interest changed by 1006 which increased total open position to 4388
On 27 Apr SBIN was trading at 1111.85. The strike last trading price was 38.3, which was 2.3999999999999986 higher than the previous day. The implied volatity was 23.32, the open interest changed by 19 which increased total open position to 3377
On 24 Apr SBIN was trading at 1101.10. The strike last trading price was 35.3, which was 2.8999999999999986 higher than the previous day. The implied volatity was 24.6, the open interest changed by 14 which increased total open position to 3358
On 23 Apr SBIN was trading at 1094.25. The strike last trading price was 32.5, which was -4.850000000000001 lower than the previous day. The implied volatity was 24.44, the open interest changed by 515 which increased total open position to 3344
On 22 Apr SBIN was trading at 1103.30. The strike last trading price was 37.5, which was -2.75 lower than the previous day. The implied volatity was 24.46, the open interest changed by 387 which increased total open position to 2829
On 21 Apr SBIN was trading at 1111.85. The strike last trading price was 41.1, which was 0.9500000000000028 higher than the previous day. The implied volatity was 23.06, the open interest changed by 255 which increased total open position to 2440
On 20 Apr SBIN was trading at 1107.85. The strike last trading price was 39.15, which was 11.25 higher than the previous day. The implied volatity was 24.52, the open interest changed by 821 which increased total open position to 2202
On 17 Apr SBIN was trading at 1080.25. The strike last trading price was 28.15, which was 3.099999999999998 higher than the previous day. The implied volatity was 24.14, the open interest changed by 50 which increased total open position to 1380
On 16 Apr SBIN was trading at 1067.15. The strike last trading price was 24.8, which was -1.6999999999999993 lower than the previous day. The implied volatity was 25.81, the open interest changed by 62 which increased total open position to 1325
On 15 Apr SBIN was trading at 1071.50. The strike last trading price was 26.2, which was 0.8499999999999979 higher than the previous day. The implied volatity was 24.93, the open interest changed by 508 which increased total open position to 1261
On 13 Apr SBIN was trading at 1063.55. The strike last trading price was 24.25, which was -1.8000000000000007 lower than the previous day. The implied volatity was 25.48, the open interest changed by 138 which increased total open position to 754
On 10 Apr SBIN was trading at 1066.70. The strike last trading price was 26, which was 3.8000000000000007 higher than the previous day. The implied volatity was 24.6, the open interest changed by 70 which increased total open position to 610
On 9 Apr SBIN was trading at 1040.95. The strike last trading price was 22, which was -7.75 lower than the previous day. The implied volatity was 26.8, the open interest changed by 53 which increased total open position to 537
On 8 Apr SBIN was trading at 1061.45. The strike last trading price was 30.5, which was 7.7 higher than the previous day. The implied volatity was 25.7, the open interest changed by 55 which increased total open position to 468
On 7 Apr SBIN was trading at 1030.40. The strike last trading price was 22, which was -1.5 lower than the previous day. The implied volatity was 29.14, the open interest changed by 60 which increased total open position to 414
On 6 Apr SBIN was trading at 1032.75. The strike last trading price was 24.4, which was 4.05 higher than the previous day. The implied volatity was 29.21, the open interest changed by 93 which increased total open position to 354
On 2 Apr SBIN was trading at 1018.40. The strike last trading price was 20, which was -0.55 lower than the previous day. The implied volatity was 28.27, the open interest changed by 14 which increased total open position to 261
On 1 Apr SBIN was trading at 1017.80. The strike last trading price was 20.6, which was 4.3 higher than the previous day. The implied volatity was 28.39, the open interest changed by 13 which increased total open position to 247
On 30 Mar SBIN was trading at 979.40. The strike last trading price was 16.45, which was -10.45 lower than the previous day. The implied volatity was 32.29, the open interest changed by 46 which increased total open position to 236
On 27 Mar SBIN was trading at 1019.50. The strike last trading price was 24.8, which was -10.25 lower than the previous day. The implied volatity was 29.5, the open interest changed by 13 which increased total open position to 191
On 25 Mar SBIN was trading at 1060.60. The strike last trading price was 35, which was 5.5 higher than the previous day. The implied volatity was 24.86, the open interest changed by 9 which increased total open position to 180
On 24 Mar SBIN was trading at 1030.80. The strike last trading price was 30.3, which was 0.3 higher than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 171
On 23 Mar SBIN was trading at 1031.90. The strike last trading price was 30, which was -3.2 lower than the previous day. The implied volatity was 29.2, the open interest changed by 18 which increased total open position to 172
On 20 Mar SBIN was trading at 1058.00. The strike last trading price was 32.8, which was 3.5 higher than the previous day. The implied volatity was 23.42, the open interest changed by 10 which increased total open position to 153
On 19 Mar SBIN was trading at 1048.90. The strike last trading price was 29.5, which was -6.45 lower than the previous day. The implied volatity was 22.7, the open interest changed by 0 which decreased total open position to 143
On 18 Mar SBIN was trading at 1069.80. The strike last trading price was 35.9, which was -1.4 lower than the previous day. The implied volatity was 21.95, the open interest changed by 19 which increased total open position to 144
On 17 Mar SBIN was trading at 1064.70. The strike last trading price was 37.3, which was -3.7 lower than the previous day. The implied volatity was 23.95, the open interest changed by 29 which increased total open position to 126
On 16 Mar SBIN was trading at 1066.70. The strike last trading price was 40.85, which was 4.35 higher than the previous day. The implied volatity was 25.44, the open interest changed by 4 which increased total open position to 96
On 13 Mar SBIN was trading at 1047.00. The strike last trading price was 36.1, which was -17.35 lower than the previous day. The implied volatity was 26.47, the open interest changed by 25 which increased total open position to 90
On 12 Mar SBIN was trading at 1085.20. The strike last trading price was 53.45, which was 1.65 higher than the previous day. The implied volatity was 25.42, the open interest changed by 35 which increased total open position to 64
On 11 Mar SBIN was trading at 1091.10. The strike last trading price was 50, which was -15 lower than the previous day. The implied volatity was 21.76, the open interest changed by 10 which increased total open position to 28
On 10 Mar SBIN was trading at 1112.20. The strike last trading price was 65, which was 7 higher than the previous day. The implied volatity was 21.97, the open interest changed by 3 which increased total open position to 15
On 9 Mar SBIN was trading at 1098.50. The strike last trading price was 58, which was -98.65 lower than the previous day. The implied volatity was 22.15, the open interest changed by 10 which increased total open position to 10
On 6 Mar SBIN was trading at 1143.00. 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
| SBIN 26-May-2026 (27d) 1100 PE | |||||||
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Delta: -0.47
Vega: 0.01
Theta: -0.58
Gamma: 0.00426
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 1097.90 | 36 | -5.200000000000003 | 30.97 | 775 | 156 | 4,427 |
| 28 Apr | 1091.30 | 40.6 | 10.700000000000003 | 32.39 | 5,832 | 382 | 4,275 |
| 27 Apr | 1111.85 | 30.1 | -7.549999999999997 | 30.4 | 2,200 | 256 | 3,876 |
| 24 Apr | 1101.10 | 37.1 | -4.699999999999996 | 30.83 | 1,765 | 112 | 3,613 |
| 23 Apr | 1094.25 | 41.6 | 4.800000000000004 | 31.73 | 2,133 | 869 | 3,501 |
| 22 Apr | 1103.30 | 36.05 | 4.899999999999999 | 30.01 | 1,189 | 257 | 2,633 |
| 21 Apr | 1111.85 | 31 | -7.850000000000001 | 28.61 | 2,528 | 952 | 2,364 |
| 20 Apr | 1107.85 | 39.6 | -9.399999999999999 | 32.13 | 1,900 | 805 | 1,415 |
| 17 Apr | 1080.25 | 49.3 | -9.650000000000006 | 29.78 | 388 | 276 | 606 |
| 16 Apr | 1067.15 | 59.2 | 2.1000000000000014 | 31.22 | 268 | 47 | 325 |
| 15 Apr | 1071.50 | 57.05 | -9.25 | 30.7 | 162 | 6 | 278 |
| 13 Apr | 1063.55 | 66.85 | 3.549999999999997 | 33.91 | 25 | 1 | 270 |
| 10 Apr | 1066.70 | 63 | -16.849999999999994 | 31.86 | 40 | 11 | 268 |
| 9 Apr | 1040.95 | 80 | 13.95 | 35.68 | 32 | 7 | 257 |
| 8 Apr | 1061.45 | 66 | -27.45 | 35.43 | 219 | 46 | 250 |
| 7 Apr | 1030.40 | 95.6 | 5.7 | 40.72 | 23 | 16 | 202 |
| 6 Apr | 1032.75 | 90.5 | -42.8 | 39.21 | 112 | 106 | 183 |
| 2 Apr | 1018.40 | 133.3 | 29.3 | 60.2 | 5 | 0 | 77 |
| 1 Apr | 1017.80 | 104 | -30.75 | 40.69 | 46 | 15 | 77 |
| 30 Mar | 979.40 | 134.5 | 30.75 | 44.49 | 5 | 0 | 63 |
| 27 Mar | 1019.50 | 103.75 | 32.15 | 39.91 | 4 | 2 | 63 |
| 25 Mar | 1060.60 | 71.6 | -20.4 | 35.04 | 2 | 1 | 61 |
| 24 Mar | 1030.80 | 92 | 3.65 | 38.91 | 3 | -1 | 61 |
| 23 Mar | 1031.90 | 88.35 | 17.35 | 33.81 | 8 | -7 | 62 |
| 20 Mar | 1058.00 | 71 | -4 | 32.6 | 6 | 3 | 68 |
| 19 Mar | 1048.90 | 75 | 9.8 | 32.98 | 40 | 0 | 65 |
| 18 Mar | 1069.80 | 65.2 | -8.75 | 32.15 | 2 | 1 | 65 |
| 17 Mar | 1064.70 | 73.95 | 16.2 | - | 1 | 0 | 64 |
| 16 Mar | 1066.70 | 73.95 | 16.2 | - | 1 | -1 | 0 |
| 13 Mar | 1047.00 | 73.95 | 16.2 | 29.49 | 1 | 3 | 0 |
| 12 Mar | 1085.20 | 57.75 | 0.95 | 31.41 | 7 | 2 | 64 |
| 11 Mar | 1091.10 | 57.95 | 13.95 | 32.69 | 34 | 17 | 61 |
| 10 Mar | 1112.20 | 44 | -11.5 | 30.27 | 7 | 5 | 42 |
| 9 Mar | 1098.50 | 55.5 | 31.5 | 33.49 | 45 | 34 | 36 |
| 6 Mar | 1143.00 | 24 | 8.75 | - | 0 | 0 | 2 |
For State Bank Of India - strike price 1100 expiring on 26MAY2026
Delta for 1100 PE is -0.47
Historical price for 1100 PE is as follows
On 29 Apr SBIN was trading at 1097.90. The strike last trading price was 36, which was -5.200000000000003 lower than the previous day. The implied volatity was 30.97, the open interest changed by 156 which increased total open position to 4427
On 28 Apr SBIN was trading at 1091.30. The strike last trading price was 40.6, which was 10.700000000000003 higher than the previous day. The implied volatity was 32.39, the open interest changed by 382 which increased total open position to 4275
On 27 Apr SBIN was trading at 1111.85. The strike last trading price was 30.1, which was -7.549999999999997 lower than the previous day. The implied volatity was 30.4, the open interest changed by 256 which increased total open position to 3876
On 24 Apr SBIN was trading at 1101.10. The strike last trading price was 37.1, which was -4.699999999999996 lower than the previous day. The implied volatity was 30.83, the open interest changed by 112 which increased total open position to 3613
On 23 Apr SBIN was trading at 1094.25. The strike last trading price was 41.6, which was 4.800000000000004 higher than the previous day. The implied volatity was 31.73, the open interest changed by 869 which increased total open position to 3501
On 22 Apr SBIN was trading at 1103.30. The strike last trading price was 36.05, which was 4.899999999999999 higher than the previous day. The implied volatity was 30.01, the open interest changed by 257 which increased total open position to 2633
On 21 Apr SBIN was trading at 1111.85. The strike last trading price was 31, which was -7.850000000000001 lower than the previous day. The implied volatity was 28.61, the open interest changed by 952 which increased total open position to 2364
On 20 Apr SBIN was trading at 1107.85. The strike last trading price was 39.6, which was -9.399999999999999 lower than the previous day. The implied volatity was 32.13, the open interest changed by 805 which increased total open position to 1415
On 17 Apr SBIN was trading at 1080.25. The strike last trading price was 49.3, which was -9.650000000000006 lower than the previous day. The implied volatity was 29.78, the open interest changed by 276 which increased total open position to 606
On 16 Apr SBIN was trading at 1067.15. The strike last trading price was 59.2, which was 2.1000000000000014 higher than the previous day. The implied volatity was 31.22, the open interest changed by 47 which increased total open position to 325
On 15 Apr SBIN was trading at 1071.50. The strike last trading price was 57.05, which was -9.25 lower than the previous day. The implied volatity was 30.7, the open interest changed by 6 which increased total open position to 278
On 13 Apr SBIN was trading at 1063.55. The strike last trading price was 66.85, which was 3.549999999999997 higher than the previous day. The implied volatity was 33.91, the open interest changed by 1 which increased total open position to 270
On 10 Apr SBIN was trading at 1066.70. The strike last trading price was 63, which was -16.849999999999994 lower than the previous day. The implied volatity was 31.86, the open interest changed by 11 which increased total open position to 268
On 9 Apr SBIN was trading at 1040.95. The strike last trading price was 80, which was 13.95 higher than the previous day. The implied volatity was 35.68, the open interest changed by 7 which increased total open position to 257
On 8 Apr SBIN was trading at 1061.45. The strike last trading price was 66, which was -27.45 lower than the previous day. The implied volatity was 35.43, the open interest changed by 46 which increased total open position to 250
On 7 Apr SBIN was trading at 1030.40. The strike last trading price was 95.6, which was 5.7 higher than the previous day. The implied volatity was 40.72, the open interest changed by 16 which increased total open position to 202
On 6 Apr SBIN was trading at 1032.75. The strike last trading price was 90.5, which was -42.8 lower than the previous day. The implied volatity was 39.21, the open interest changed by 106 which increased total open position to 183
On 2 Apr SBIN was trading at 1018.40. The strike last trading price was 133.3, which was 29.3 higher than the previous day. The implied volatity was 60.2, the open interest changed by 0 which decreased total open position to 77
On 1 Apr SBIN was trading at 1017.80. The strike last trading price was 104, which was -30.75 lower than the previous day. The implied volatity was 40.69, the open interest changed by 15 which increased total open position to 77
On 30 Mar SBIN was trading at 979.40. The strike last trading price was 134.5, which was 30.75 higher than the previous day. The implied volatity was 44.49, the open interest changed by 0 which decreased total open position to 63
On 27 Mar SBIN was trading at 1019.50. The strike last trading price was 103.75, which was 32.15 higher than the previous day. The implied volatity was 39.91, the open interest changed by 2 which increased total open position to 63
On 25 Mar SBIN was trading at 1060.60. The strike last trading price was 71.6, which was -20.4 lower than the previous day. The implied volatity was 35.04, the open interest changed by 1 which increased total open position to 61
On 24 Mar SBIN was trading at 1030.80. The strike last trading price was 92, which was 3.65 higher than the previous day. The implied volatity was 38.91, the open interest changed by -1 which decreased total open position to 61
On 23 Mar SBIN was trading at 1031.90. The strike last trading price was 88.35, which was 17.35 higher than the previous day. The implied volatity was 33.81, the open interest changed by -7 which decreased total open position to 62
On 20 Mar SBIN was trading at 1058.00. The strike last trading price was 71, which was -4 lower than the previous day. The implied volatity was 32.6, the open interest changed by 3 which increased total open position to 68
On 19 Mar SBIN was trading at 1048.90. The strike last trading price was 75, which was 9.8 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 65
On 18 Mar SBIN was trading at 1069.80. The strike last trading price was 65.2, which was -8.75 lower than the previous day. The implied volatity was 32.15, the open interest changed by 1 which increased total open position to 65
On 17 Mar SBIN was trading at 1064.70. The strike last trading price was 73.95, which was 16.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 16 Mar SBIN was trading at 1066.70. The strike last trading price was 73.95, which was 16.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 13 Mar SBIN was trading at 1047.00. The strike last trading price was 73.95, which was 16.2 higher than the previous day. The implied volatity was 29.49, the open interest changed by 3 which increased total open position to 0
On 12 Mar SBIN was trading at 1085.20. The strike last trading price was 57.75, which was 0.95 higher than the previous day. The implied volatity was 31.41, the open interest changed by 2 which increased total open position to 64
On 11 Mar SBIN was trading at 1091.10. The strike last trading price was 57.95, which was 13.95 higher than the previous day. The implied volatity was 32.69, the open interest changed by 17 which increased total open position to 61
On 10 Mar SBIN was trading at 1112.20. The strike last trading price was 44, which was -11.5 lower than the previous day. The implied volatity was 30.27, the open interest changed by 5 which increased total open position to 42
On 9 Mar SBIN was trading at 1098.50. The strike last trading price was 55.5, which was 31.5 higher than the previous day. The implied volatity was 33.49, the open interest changed by 34 which increased total open position to 36
On 6 Mar SBIN was trading at 1143.00. The strike last trading price was 24, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
