SBIN
State Bank Of India
Historical option data for SBIN
20 Feb 2026 04:10 PM IST
| SBIN 24-FEB-2026 1150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.12
Theta: -0.73
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1216.10 | 63.55 | 9 | 28.54 | 166 | -48 | 1,757 | |||||||||
| 19 Feb | 1205.70 | 51.75 | -13.3 | 27.15 | 249 | -88 | 1,816 | |||||||||
| 18 Feb | 1218.90 | 65 | 4.45 | - | 314 | -97 | 1,908 | |||||||||
| 17 Feb | 1213.40 | 62.1 | 4.25 | - | 714 | -237 | 2,005 | |||||||||
| 16 Feb | 1208.10 | 58.5 | 8 | 8.93 | 1,255 | -308 | 2,248 | |||||||||
| 13 Feb | 1198.60 | 49.05 | 2.6 | 12.21 | 1,675 | -179 | 2,563 | |||||||||
| 12 Feb | 1192.40 | 47.15 | 7.65 | 15.96 | 3,930 | -530 | 2,745 | |||||||||
| 11 Feb | 1182.90 | 38.75 | 24.1 | 17.17 | 31,832 | -3,000 | 3,275 | |||||||||
| 10 Feb | 1144.10 | 14.5 | -3.2 | 17.63 | 29,367 | 1,778 | 6,470 | |||||||||
| 9 Feb | 1146.00 | 19 | 16.4 | 19.1 | 61,345 | 2,566 | 4,713 | |||||||||
| 6 Feb | 1066.40 | 2.4 | -2.05 | 23.73 | 2,748 | 135 | 2,052 | |||||||||
| 5 Feb | 1073.50 | 4.45 | 0.45 | 25.6 | 2,753 | 139 | 1,895 | |||||||||
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| 4 Feb | 1068.20 | 4.1 | 0.35 | 25.64 | 1,687 | 118 | 1,756 | |||||||||
| 3 Feb | 1064.20 | 3.55 | 1.4 | 25.13 | 2,849 | -45 | 1,569 | |||||||||
| 2 Feb | 1028.70 | 2.05 | -0.35 | 28.54 | 3,252 | -221 | 1,619 | |||||||||
| 1 Feb | 1018.20 | 2.55 | -5.65 | 30.62 | 5,526 | 437 | 1,842 | |||||||||
| 30 Jan | 1077.15 | 8.25 | 2.3 | 26.19 | 3,911 | 345 | 1,408 | |||||||||
| 29 Jan | 1066.20 | 6.05 | 0.5 | 25.08 | 1,565 | 9 | 1,062 | |||||||||
| 28 Jan | 1063.50 | 5.4 | -0.2 | 24.66 | 2,112 | 353 | 1,054 | |||||||||
| 27 Jan | 1053.15 | 5.55 | 2.1 | 26.48 | 1,182 | 273 | 700 | |||||||||
| 23 Jan | 1029.50 | 3.45 | -1.5 | 25.7 | 706 | 85 | 424 | |||||||||
| 22 Jan | 1048.35 | 4.95 | 2.05 | 23.82 | 605 | 85 | 343 | |||||||||
| 21 Jan | 1028.65 | 2.85 | -0.15 | 23.68 | 177 | -10 | 254 | |||||||||
| 20 Jan | 1036.40 | 2.85 | -0.4 | 22.47 | 261 | 71 | 264 | |||||||||
| 19 Jan | 1038.40 | 3.25 | -0.55 | 22.12 | 141 | 34 | 193 | |||||||||
| 16 Jan | 1042.30 | 3.8 | 0.7 | 21.65 | 269 | 157 | 159 | |||||||||
| 14 Jan | 1028.35 | 3.1 | -5.7 | 21.62 | 2 | 1 | 1 | |||||||||
For State Bank Of India - strike price 1150 expiring on 24FEB2026
Delta for 1150 CE is 0.95
Historical price for 1150 CE is as follows
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 63.55, which was 9 higher than the previous day. The implied volatity was 28.54, the open interest changed by -48 which decreased total open position to 1757
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 51.75, which was -13.3 lower than the previous day. The implied volatity was 27.15, the open interest changed by -88 which decreased total open position to 1816
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 65, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by -97 which decreased total open position to 1908
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 62.1, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by -237 which decreased total open position to 2005
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 58.5, which was 8 higher than the previous day. The implied volatity was 8.93, the open interest changed by -308 which decreased total open position to 2248
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 49.05, which was 2.6 higher than the previous day. The implied volatity was 12.21, the open interest changed by -179 which decreased total open position to 2563
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 47.15, which was 7.65 higher than the previous day. The implied volatity was 15.96, the open interest changed by -530 which decreased total open position to 2745
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 38.75, which was 24.1 higher than the previous day. The implied volatity was 17.17, the open interest changed by -3000 which decreased total open position to 3275
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 14.5, which was -3.2 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1778 which increased total open position to 6470
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 19, which was 16.4 higher than the previous day. The implied volatity was 19.1, the open interest changed by 2566 which increased total open position to 4713
On 6 Feb SBIN was trading at 1066.40. The strike last trading price was 2.4, which was -2.05 lower than the previous day. The implied volatity was 23.73, the open interest changed by 135 which increased total open position to 2052
On 5 Feb SBIN was trading at 1073.50. The strike last trading price was 4.45, which was 0.45 higher than the previous day. The implied volatity was 25.6, the open interest changed by 139 which increased total open position to 1895
On 4 Feb SBIN was trading at 1068.20. The strike last trading price was 4.1, which was 0.35 higher than the previous day. The implied volatity was 25.64, the open interest changed by 118 which increased total open position to 1756
On 3 Feb SBIN was trading at 1064.20. The strike last trading price was 3.55, which was 1.4 higher than the previous day. The implied volatity was 25.13, the open interest changed by -45 which decreased total open position to 1569
On 2 Feb SBIN was trading at 1028.70. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 28.54, the open interest changed by -221 which decreased total open position to 1619
On 1 Feb SBIN was trading at 1018.20. The strike last trading price was 2.55, which was -5.65 lower than the previous day. The implied volatity was 30.62, the open interest changed by 437 which increased total open position to 1842
On 30 Jan SBIN was trading at 1077.15. The strike last trading price was 8.25, which was 2.3 higher than the previous day. The implied volatity was 26.19, the open interest changed by 345 which increased total open position to 1408
On 29 Jan SBIN was trading at 1066.20. The strike last trading price was 6.05, which was 0.5 higher than the previous day. The implied volatity was 25.08, the open interest changed by 9 which increased total open position to 1062
On 28 Jan SBIN was trading at 1063.50. The strike last trading price was 5.4, which was -0.2 lower than the previous day. The implied volatity was 24.66, the open interest changed by 353 which increased total open position to 1054
On 27 Jan SBIN was trading at 1053.15. The strike last trading price was 5.55, which was 2.1 higher than the previous day. The implied volatity was 26.48, the open interest changed by 273 which increased total open position to 700
On 23 Jan SBIN was trading at 1029.50. The strike last trading price was 3.45, which was -1.5 lower than the previous day. The implied volatity was 25.7, the open interest changed by 85 which increased total open position to 424
On 22 Jan SBIN was trading at 1048.35. The strike last trading price was 4.95, which was 2.05 higher than the previous day. The implied volatity was 23.82, the open interest changed by 85 which increased total open position to 343
On 21 Jan SBIN was trading at 1028.65. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 23.68, the open interest changed by -10 which decreased total open position to 254
On 20 Jan SBIN was trading at 1036.40. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 22.47, the open interest changed by 71 which increased total open position to 264
On 19 Jan SBIN was trading at 1038.40. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 22.12, the open interest changed by 34 which increased total open position to 193
On 16 Jan SBIN was trading at 1042.30. The strike last trading price was 3.8, which was 0.7 higher than the previous day. The implied volatity was 21.65, the open interest changed by 157 which increased total open position to 159
On 14 Jan SBIN was trading at 1028.35. The strike last trading price was 3.1, which was -5.7 lower than the previous day. The implied volatity was 21.62, the open interest changed by 1 which increased total open position to 1
| SBIN 24FEB2026 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.09
Theta: -0.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1216.10 | 0.45 | -0.6 | 29.37 | 3,783 | -32 | 3,916 |
| 19 Feb | 1205.70 | 1.35 | 0.35 | 27.94 | 7,858 | -1,429 | 4,013 |
| 18 Feb | 1218.90 | 1 | -0.85 | 29.09 | 5,247 | 166 | 5,432 |
| 17 Feb | 1213.40 | 1.7 | -1.3 | 28.6 | 7,862 | -510 | 5,327 |
| 16 Feb | 1208.10 | 2.9 | -4.05 | 30.02 | 14,376 | -511 | 5,764 |
| 13 Feb | 1198.60 | 7.2 | -0.9 | 30.05 | 10,357 | -255 | 6,313 |
| 12 Feb | 1192.40 | 8 | -2 | 28.79 | 17,446 | 67 | 6,571 |
| 11 Feb | 1182.90 | 9.9 | -12.7 | 26.72 | 34,324 | 4,134 | 6,505 |
| 10 Feb | 1144.10 | 22.4 | -0.55 | 23.11 | 9,436 | 121 | 2,355 |
| 9 Feb | 1146.00 | 22.3 | -62.8 | 25.39 | 7,246 | 2,020 | 2,234 |
| 6 Feb | 1066.40 | 84.6 | 4 | 31.48 | 137 | 69 | 214 |
| 5 Feb | 1073.50 | 80.6 | -2.4 | 33.49 | 33 | 11 | 141 |
| 4 Feb | 1068.20 | 83 | -5.3 | 30.54 | 6 | 3 | 130 |
| 3 Feb | 1064.20 | 88.9 | -30.85 | 32.02 | 6 | 1 | 127 |
| 2 Feb | 1028.70 | 119.75 | -13.25 | 31.57 | 13 | -1 | 126 |
| 1 Feb | 1018.20 | 133 | 57.35 | 45.29 | 70 | -9 | 127 |
| 30 Jan | 1077.15 | 75.5 | -8 | 28.72 | 41 | 5 | 126 |
| 29 Jan | 1066.20 | 83.5 | -4 | 28.87 | 57 | -32 | 121 |
| 28 Jan | 1063.50 | 87.9 | -8.7 | 29.54 | 77 | 21 | 153 |
| 27 Jan | 1053.15 | 96.7 | -14.8 | 30.57 | 126 | 100 | 131 |
| 23 Jan | 1029.50 | 111.5 | 6.5 | 21.12 | 23 | 7 | 23 |
| 22 Jan | 1048.35 | 105 | 0.7 | 36.17 | 13 | 7 | 11 |
| 21 Jan | 1028.65 | 104.3 | -53.6 | - | 0 | 0 | 4 |
| 20 Jan | 1036.40 | 104.3 | -53.6 | 15.37 | 4 | 2 | 2 |
| 19 Jan | 1038.40 | 157.9 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 1042.30 | 157.9 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 1028.35 | 157.9 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 1150 expiring on 24FEB2026
Delta for 1150 PE is -0.03
Historical price for 1150 PE is as follows
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 0.45, which was -0.6 lower than the previous day. The implied volatity was 29.37, the open interest changed by -32 which decreased total open position to 3916
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 27.94, the open interest changed by -1429 which decreased total open position to 4013
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 29.09, the open interest changed by 166 which increased total open position to 5432
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 1.7, which was -1.3 lower than the previous day. The implied volatity was 28.6, the open interest changed by -510 which decreased total open position to 5327
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 2.9, which was -4.05 lower than the previous day. The implied volatity was 30.02, the open interest changed by -511 which decreased total open position to 5764
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 7.2, which was -0.9 lower than the previous day. The implied volatity was 30.05, the open interest changed by -255 which decreased total open position to 6313
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 28.79, the open interest changed by 67 which increased total open position to 6571
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 9.9, which was -12.7 lower than the previous day. The implied volatity was 26.72, the open interest changed by 4134 which increased total open position to 6505
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 22.4, which was -0.55 lower than the previous day. The implied volatity was 23.11, the open interest changed by 121 which increased total open position to 2355
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 22.3, which was -62.8 lower than the previous day. The implied volatity was 25.39, the open interest changed by 2020 which increased total open position to 2234
On 6 Feb SBIN was trading at 1066.40. The strike last trading price was 84.6, which was 4 higher than the previous day. The implied volatity was 31.48, the open interest changed by 69 which increased total open position to 214
On 5 Feb SBIN was trading at 1073.50. The strike last trading price was 80.6, which was -2.4 lower than the previous day. The implied volatity was 33.49, the open interest changed by 11 which increased total open position to 141
On 4 Feb SBIN was trading at 1068.20. The strike last trading price was 83, which was -5.3 lower than the previous day. The implied volatity was 30.54, the open interest changed by 3 which increased total open position to 130
On 3 Feb SBIN was trading at 1064.20. The strike last trading price was 88.9, which was -30.85 lower than the previous day. The implied volatity was 32.02, the open interest changed by 1 which increased total open position to 127
On 2 Feb SBIN was trading at 1028.70. The strike last trading price was 119.75, which was -13.25 lower than the previous day. The implied volatity was 31.57, the open interest changed by -1 which decreased total open position to 126
On 1 Feb SBIN was trading at 1018.20. The strike last trading price was 133, which was 57.35 higher than the previous day. The implied volatity was 45.29, the open interest changed by -9 which decreased total open position to 127
On 30 Jan SBIN was trading at 1077.15. The strike last trading price was 75.5, which was -8 lower than the previous day. The implied volatity was 28.72, the open interest changed by 5 which increased total open position to 126
On 29 Jan SBIN was trading at 1066.20. The strike last trading price was 83.5, which was -4 lower than the previous day. The implied volatity was 28.87, the open interest changed by -32 which decreased total open position to 121
On 28 Jan SBIN was trading at 1063.50. The strike last trading price was 87.9, which was -8.7 lower than the previous day. The implied volatity was 29.54, the open interest changed by 21 which increased total open position to 153
On 27 Jan SBIN was trading at 1053.15. The strike last trading price was 96.7, which was -14.8 lower than the previous day. The implied volatity was 30.57, the open interest changed by 100 which increased total open position to 131
On 23 Jan SBIN was trading at 1029.50. The strike last trading price was 111.5, which was 6.5 higher than the previous day. The implied volatity was 21.12, the open interest changed by 7 which increased total open position to 23
On 22 Jan SBIN was trading at 1048.35. The strike last trading price was 105, which was 0.7 higher than the previous day. The implied volatity was 36.17, the open interest changed by 7 which increased total open position to 11
On 21 Jan SBIN was trading at 1028.65. The strike last trading price was 104.3, which was -53.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Jan SBIN was trading at 1036.40. The strike last trading price was 104.3, which was -53.6 lower than the previous day. The implied volatity was 15.37, the open interest changed by 2 which increased total open position to 2
On 19 Jan SBIN was trading at 1038.40. The strike last trading price was 157.9, 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 157.9, 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 14 Jan SBIN was trading at 1028.35. The strike last trading price was 157.9, 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
