SBIN
State Bank Of India
Historical option data for SBIN
16 Mar 2026 04:10 PM IST
| SBIN 30-MAR-2026 1105 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.7
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 1066.70 | 9.6 | 0.2 | 27.91 | 801 | 60 | 389 | |||||||||
| 13 Mar | 1047.00 | 8.6 | -12.75 | 29.84 | 803 | -3 | 325 | |||||||||
| 12 Mar | 1085.20 | 21.7 | -2.1 | 29.34 | 1,656 | -19 | 327 | |||||||||
| 11 Mar | 1091.10 | 23.1 | -11.45 | 27.22 | 1,979 | 181 | 347 | |||||||||
| 10 Mar | 1112.20 | 35.05 | 3.8 | 26 | 1,338 | 53 | 162 | |||||||||
| 9 Mar | 1098.50 | 32.65 | 7 | 29.6 | 886 | 118 | 118 | |||||||||
| 6 Mar | 1143.00 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1169.50 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1174.50 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1189.90 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1201.70 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1209.50 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1200.10 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1223.30 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1227.80 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1216.10 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1205.70 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1218.90 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1213.40 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1208.10 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1198.60 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1192.40 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1182.90 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1144.10 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1146.00 | 25.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Feb | 1066.40 | 25.65 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1073.50 | 25.65 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1068.20 | 25.65 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1064.20 | 25.65 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1028.70 | 25.65 | 0 | 4.05 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1018.20 | 25.65 | 0 | 4.55 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1077.15 | 25.65 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1066.20 | 25.65 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1063.50 | 25.65 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 1105 expiring on 30MAR2026
Delta for 1105 CE is 0.28
Historical price for 1105 CE is as follows
On 16 Mar SBIN was trading at 1066.70. The strike last trading price was 9.6, which was 0.2 higher than the previous day. The implied volatity was 27.91, the open interest changed by 60 which increased total open position to 389
On 13 Mar SBIN was trading at 1047.00. The strike last trading price was 8.6, which was -12.75 lower than the previous day. The implied volatity was 29.84, the open interest changed by -3 which decreased total open position to 325
On 12 Mar SBIN was trading at 1085.20. The strike last trading price was 21.7, which was -2.1 lower than the previous day. The implied volatity was 29.34, the open interest changed by -19 which decreased total open position to 327
On 11 Mar SBIN was trading at 1091.10. The strike last trading price was 23.1, which was -11.45 lower than the previous day. The implied volatity was 27.22, the open interest changed by 181 which increased total open position to 347
On 10 Mar SBIN was trading at 1112.20. The strike last trading price was 35.05, which was 3.8 higher than the previous day. The implied volatity was 26, the open interest changed by 53 which increased total open position to 162
On 9 Mar SBIN was trading at 1098.50. The strike last trading price was 32.65, which was 7 higher than the previous day. The implied volatity was 29.6, the open interest changed by 118 which increased total open position to 118
On 6 Mar SBIN was trading at 1143.00. The strike last trading price was 25.65, 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 Mar SBIN was trading at 1169.50. The strike last trading price was 25.65, 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 4 Mar SBIN was trading at 1174.50. The strike last trading price was 25.65, 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 Mar SBIN was trading at 1189.90. The strike last trading price was 25.65, 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 27 Feb SBIN was trading at 1201.70. The strike last trading price was 25.65, 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 26 Feb SBIN was trading at 1209.50. The strike last trading price was 25.65, 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 25 Feb SBIN was trading at 1200.10. The strike last trading price was 25.65, 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 24 Feb SBIN was trading at 1223.30. The strike last trading price was 25.65, 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 23 Feb SBIN was trading at 1227.80. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1216.10. The strike last trading price was 25.65, 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 19 Feb SBIN was trading at 1205.70. The strike last trading price was 25.65, 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 18 Feb SBIN was trading at 1218.90. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1213.40. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1208.10. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1198.60. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1192.40. The strike last trading price was 25.65, 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 11 Feb SBIN was trading at 1182.90. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1144.10. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1146.00. The strike last trading price was 25.65, 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 Feb SBIN was trading at 1066.40. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SBIN was trading at 1073.50. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SBIN was trading at 1068.20. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SBIN was trading at 1064.20. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SBIN was trading at 1028.70. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SBIN was trading at 1018.20. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SBIN was trading at 1077.15. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SBIN was trading at 1066.20. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SBIN was trading at 1063.50. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
| SBIN 30MAR2026 1105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.74
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 1066.70 | 50.2 | -14.2 | 33.1 | 78 | -17 | 327 |
| 13 Mar | 1047.00 | 65.7 | 28.9 | 34.4 | 87 | -9 | 346 |
| 12 Mar | 1085.20 | 36.3 | 1.35 | 29.38 | 489 | 10 | 354 |
| 11 Mar | 1091.10 | 35.75 | 14 | 31.45 | 2,991 | -8 | 343 |
| 10 Mar | 1112.20 | 20.7 | -11 | 26.69 | 2,091 | 142 | 354 |
| 9 Mar | 1098.50 | 31.75 | 18.5 | 31.54 | 940 | 115 | 191 |
| 6 Mar | 1143.00 | 13.6 | 7.05 | 26.27 | 250 | -32 | 76 |
| 5 Mar | 1169.50 | 6.7 | -2.25 | 25.04 | 108 | -4 | 109 |
| 4 Mar | 1174.50 | 8.7 | 3.7 | 28.19 | 285 | 21 | 113 |
| 2 Mar | 1189.90 | 4.95 | 0.7 | 25.44 | 112 | 5 | 91 |
| 27 Feb | 1201.70 | 4.3 | 0.5 | 25.4 | 95 | 8 | 78 |
| 26 Feb | 1209.50 | 3.75 | -1.45 | 25.48 | 171 | -20 | 69 |
| 25 Feb | 1200.10 | 5.45 | 0.3 | 26.05 | 97 | 48 | 88 |
| 24 Feb | 1223.30 | 5.1 | 0.2 | 28.95 | 56 | 0 | 40 |
| 23 Feb | 1227.80 | 4.95 | -1 | 29.02 | 58 | 9 | 38 |
| 20 Feb | 1216.10 | 5.95 | -0.45 | 27.76 | 16 | 7 | 28 |
| 19 Feb | 1205.70 | 6.4 | 0.45 | 26.06 | 25 | -6 | 21 |
| 18 Feb | 1218.90 | 5.95 | -1.2 | 27.59 | 9 | 4 | 26 |
| 17 Feb | 1213.40 | 7.15 | -0.9 | 28.01 | 11 | 1 | 21 |
| 16 Feb | 1208.10 | 8.05 | -3.05 | 28.35 | 3 | 0 | 19 |
| 13 Feb | 1198.60 | 11.1 | -54.85 | - | 0 | 0 | 19 |
| 12 Feb | 1192.40 | 11.1 | -54.85 | 27.53 | 22 | 19 | 19 |
| 11 Feb | 1182.90 | 65.95 | 0 | 6.02 | 0 | 0 | 0 |
| 10 Feb | 1144.10 | 65.95 | 0 | 3.73 | 0 | 0 | 0 |
| 9 Feb | 1146.00 | 65.95 | 0 | 3.92 | 0 | 0 | 0 |
| 6 Feb | 1066.40 | 65.95 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1073.50 | 65.95 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1068.20 | 65.95 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1064.20 | 65.95 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1028.70 | 65.95 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1018.20 | 65.95 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1077.15 | 65.95 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1066.20 | 65.95 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1063.50 | 65.95 | 0 | 0 | 0 | 0 | 0 |
For State Bank Of India - strike price 1105 expiring on 30MAR2026
Delta for 1105 PE is -0.69
Historical price for 1105 PE is as follows
On 16 Mar SBIN was trading at 1066.70. The strike last trading price was 50.2, which was -14.2 lower than the previous day. The implied volatity was 33.1, the open interest changed by -17 which decreased total open position to 327
On 13 Mar SBIN was trading at 1047.00. The strike last trading price was 65.7, which was 28.9 higher than the previous day. The implied volatity was 34.4, the open interest changed by -9 which decreased total open position to 346
On 12 Mar SBIN was trading at 1085.20. The strike last trading price was 36.3, which was 1.35 higher than the previous day. The implied volatity was 29.38, the open interest changed by 10 which increased total open position to 354
On 11 Mar SBIN was trading at 1091.10. The strike last trading price was 35.75, which was 14 higher than the previous day. The implied volatity was 31.45, the open interest changed by -8 which decreased total open position to 343
On 10 Mar SBIN was trading at 1112.20. The strike last trading price was 20.7, which was -11 lower than the previous day. The implied volatity was 26.69, the open interest changed by 142 which increased total open position to 354
On 9 Mar SBIN was trading at 1098.50. The strike last trading price was 31.75, which was 18.5 higher than the previous day. The implied volatity was 31.54, the open interest changed by 115 which increased total open position to 191
On 6 Mar SBIN was trading at 1143.00. The strike last trading price was 13.6, which was 7.05 higher than the previous day. The implied volatity was 26.27, the open interest changed by -32 which decreased total open position to 76
On 5 Mar SBIN was trading at 1169.50. The strike last trading price was 6.7, which was -2.25 lower than the previous day. The implied volatity was 25.04, the open interest changed by -4 which decreased total open position to 109
On 4 Mar SBIN was trading at 1174.50. The strike last trading price was 8.7, which was 3.7 higher than the previous day. The implied volatity was 28.19, the open interest changed by 21 which increased total open position to 113
On 2 Mar SBIN was trading at 1189.90. The strike last trading price was 4.95, which was 0.7 higher than the previous day. The implied volatity was 25.44, the open interest changed by 5 which increased total open position to 91
On 27 Feb SBIN was trading at 1201.70. The strike last trading price was 4.3, which was 0.5 higher than the previous day. The implied volatity was 25.4, the open interest changed by 8 which increased total open position to 78
On 26 Feb SBIN was trading at 1209.50. The strike last trading price was 3.75, which was -1.45 lower than the previous day. The implied volatity was 25.48, the open interest changed by -20 which decreased total open position to 69
On 25 Feb SBIN was trading at 1200.10. The strike last trading price was 5.45, which was 0.3 higher than the previous day. The implied volatity was 26.05, the open interest changed by 48 which increased total open position to 88
On 24 Feb SBIN was trading at 1223.30. The strike last trading price was 5.1, which was 0.2 higher than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 40
On 23 Feb SBIN was trading at 1227.80. The strike last trading price was 4.95, which was -1 lower than the previous day. The implied volatity was 29.02, the open interest changed by 9 which increased total open position to 38
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 5.95, which was -0.45 lower than the previous day. The implied volatity was 27.76, the open interest changed by 7 which increased total open position to 28
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 6.4, which was 0.45 higher than the previous day. The implied volatity was 26.06, the open interest changed by -6 which decreased total open position to 21
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 5.95, which was -1.2 lower than the previous day. The implied volatity was 27.59, the open interest changed by 4 which increased total open position to 26
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 7.15, which was -0.9 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 21
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 8.05, which was -3.05 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 19
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 11.1, which was -54.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 11.1, which was -54.85 lower than the previous day. The implied volatity was 27.53, the open interest changed by 19 which increased total open position to 19
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SBIN was trading at 1066.40. The strike last trading price was 65.95, 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 Feb SBIN was trading at 1073.50. The strike last trading price was 65.95, 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 4 Feb SBIN was trading at 1068.20. The strike last trading price was 65.95, 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 3 Feb SBIN was trading at 1064.20. The strike last trading price was 65.95, 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 Feb SBIN was trading at 1028.70. The strike last trading price was 65.95, 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 Feb SBIN was trading at 1018.20. The strike last trading price was 65.95, 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 30 Jan SBIN was trading at 1077.15. The strike last trading price was 65.95, 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 29 Jan SBIN was trading at 1066.20. The strike last trading price was 65.95, 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 28 Jan SBIN was trading at 1063.50. The strike last trading price was 65.95, 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
