SBIN
State Bank Of India
Historical option data for SBIN
10 Mar 2026 11:30 AM IST
| SBIN 30-MAR-2026 1150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 0.92
Theta: -0.67
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 1109.20 | 12.95 | -0.05 | 25.3 | 3,805 | -172 | 3,956 | |||||||||
| 9 Mar | 1098.50 | 13.9 | -13.25 | 28.24 | 12,692 | 2,114 | 4,159 | |||||||||
| 6 Mar | 1143.00 | 24.75 | -16.75 | 22.33 | 7,138 | 988 | 2,044 | |||||||||
| 5 Mar | 1169.50 | 41.65 | -6.75 | 21.9 | 2,646 | 104 | 1,057 | |||||||||
| 4 Mar | 1174.50 | 47.85 | -9.7 | 23.93 | 1,496 | -17 | 952 | |||||||||
| 2 Mar | 1189.90 | 57 | -10.5 | 20.23 | 294 | 55 | 967 | |||||||||
| 27 Feb | 1201.70 | 68 | -7.95 | 19.6 | 470 | -73 | 912 | |||||||||
| 26 Feb | 1209.50 | 75.65 | 7.1 | 19.35 | 410 | -41 | 983 | |||||||||
| 25 Feb | 1200.10 | 68.2 | -21.35 | 20.8 | 264 | 16 | 1,028 | |||||||||
| 24 Feb | 1223.30 | 90.95 | -0.8 | 19.03 | 118 | 36 | 1,012 | |||||||||
| 23 Feb | 1227.80 | 92.5 | 10.35 | 18 | 137 | 2 | 972 | |||||||||
| 20 Feb | 1216.10 | 81.9 | 8.65 | 17.33 | 139 | -79 | 968 | |||||||||
| 19 Feb | 1205.70 | 73.05 | -9.9 | 19.48 | 77 | 11 | 1,048 | |||||||||
| 18 Feb | 1218.90 | 83.2 | 2.45 | 13.71 | 152 | -17 | 1,036 | |||||||||
| 17 Feb | 1213.40 | 81.45 | 4.15 | 17.92 | 296 | 44 | 1,052 | |||||||||
| 16 Feb | 1208.10 | 78 | 9.55 | 16.33 | 121 | 6 | 1,008 | |||||||||
| 13 Feb | 1198.60 | 69.8 | 3.4 | 18.73 | 394 | 55 | 1,008 | |||||||||
| 12 Feb | 1192.40 | 67 | 8.15 | 18.79 | 430 | 60 | 949 | |||||||||
| 11 Feb | 1182.90 | 58.05 | 26 | 17.91 | 1,080 | 209 | 890 | |||||||||
| 10 Feb | 1144.10 | 32.1 | -2.25 | 17.21 | 518 | 117 | 684 | |||||||||
| 9 Feb | 1146.00 | 35.9 | 27.9 | 17.3 | 1,491 | 430 | 565 | |||||||||
| 6 Feb | 1066.40 | 7.9 | -3.2 | 18.45 | 65 | 9 | 135 | |||||||||
|
|
||||||||||||||||
| 5 Feb | 1073.50 | 11.5 | 2.05 | 19.92 | 139 | 51 | 125 | |||||||||
| 4 Feb | 1068.20 | 9.45 | -0.1 | 19.09 | 47 | 11 | 73 | |||||||||
| 3 Feb | 1064.20 | 9.5 | 4.5 | 19.83 | 44 | 3 | 60 | |||||||||
| 2 Feb | 1028.70 | 5.3 | -3.2 | 21.33 | 106 | 21 | 57 | |||||||||
| 1 Feb | 1018.20 | 8.5 | -7.45 | 25.58 | 34 | 6 | 35 | |||||||||
| 30 Jan | 1077.15 | 15.8 | 3 | 20.8 | 38 | 2 | 28 | |||||||||
| 29 Jan | 1066.20 | 12.8 | 6.35 | 20.34 | 36 | 24 | 24 | |||||||||
For State Bank Of India - strike price 1150 expiring on 30MAR2026
Delta for 1150 CE is 0.31
Historical price for 1150 CE is as follows
On 10 Mar SBIN was trading at 1109.20. The strike last trading price was 12.95, which was -0.05 lower than the previous day. The implied volatity was 25.3, the open interest changed by -172 which decreased total open position to 3956
On 9 Mar SBIN was trading at 1098.50. The strike last trading price was 13.9, which was -13.25 lower than the previous day. The implied volatity was 28.24, the open interest changed by 2114 which increased total open position to 4159
On 6 Mar SBIN was trading at 1143.00. The strike last trading price was 24.75, which was -16.75 lower than the previous day. The implied volatity was 22.33, the open interest changed by 988 which increased total open position to 2044
On 5 Mar SBIN was trading at 1169.50. The strike last trading price was 41.65, which was -6.75 lower than the previous day. The implied volatity was 21.9, the open interest changed by 104 which increased total open position to 1057
On 4 Mar SBIN was trading at 1174.50. The strike last trading price was 47.85, which was -9.7 lower than the previous day. The implied volatity was 23.93, the open interest changed by -17 which decreased total open position to 952
On 2 Mar SBIN was trading at 1189.90. The strike last trading price was 57, which was -10.5 lower than the previous day. The implied volatity was 20.23, the open interest changed by 55 which increased total open position to 967
On 27 Feb SBIN was trading at 1201.70. The strike last trading price was 68, which was -7.95 lower than the previous day. The implied volatity was 19.6, the open interest changed by -73 which decreased total open position to 912
On 26 Feb SBIN was trading at 1209.50. The strike last trading price was 75.65, which was 7.1 higher than the previous day. The implied volatity was 19.35, the open interest changed by -41 which decreased total open position to 983
On 25 Feb SBIN was trading at 1200.10. The strike last trading price was 68.2, which was -21.35 lower than the previous day. The implied volatity was 20.8, the open interest changed by 16 which increased total open position to 1028
On 24 Feb SBIN was trading at 1223.30. The strike last trading price was 90.95, which was -0.8 lower than the previous day. The implied volatity was 19.03, the open interest changed by 36 which increased total open position to 1012
On 23 Feb SBIN was trading at 1227.80. The strike last trading price was 92.5, which was 10.35 higher than the previous day. The implied volatity was 18, the open interest changed by 2 which increased total open position to 972
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 81.9, which was 8.65 higher than the previous day. The implied volatity was 17.33, the open interest changed by -79 which decreased total open position to 968
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 73.05, which was -9.9 lower than the previous day. The implied volatity was 19.48, the open interest changed by 11 which increased total open position to 1048
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 83.2, which was 2.45 higher than the previous day. The implied volatity was 13.71, the open interest changed by -17 which decreased total open position to 1036
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 81.45, which was 4.15 higher than the previous day. The implied volatity was 17.92, the open interest changed by 44 which increased total open position to 1052
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 78, which was 9.55 higher than the previous day. The implied volatity was 16.33, the open interest changed by 6 which increased total open position to 1008
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 69.8, which was 3.4 higher than the previous day. The implied volatity was 18.73, the open interest changed by 55 which increased total open position to 1008
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 67, which was 8.15 higher than the previous day. The implied volatity was 18.79, the open interest changed by 60 which increased total open position to 949
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 58.05, which was 26 higher than the previous day. The implied volatity was 17.91, the open interest changed by 209 which increased total open position to 890
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 32.1, which was -2.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by 117 which increased total open position to 684
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 35.9, which was 27.9 higher than the previous day. The implied volatity was 17.3, the open interest changed by 430 which increased total open position to 565
On 6 Feb SBIN was trading at 1066.40. The strike last trading price was 7.9, which was -3.2 lower than the previous day. The implied volatity was 18.45, the open interest changed by 9 which increased total open position to 135
On 5 Feb SBIN was trading at 1073.50. The strike last trading price was 11.5, which was 2.05 higher than the previous day. The implied volatity was 19.92, the open interest changed by 51 which increased total open position to 125
On 4 Feb SBIN was trading at 1068.20. The strike last trading price was 9.45, which was -0.1 lower than the previous day. The implied volatity was 19.09, the open interest changed by 11 which increased total open position to 73
On 3 Feb SBIN was trading at 1064.20. The strike last trading price was 9.5, which was 4.5 higher than the previous day. The implied volatity was 19.83, the open interest changed by 3 which increased total open position to 60
On 2 Feb SBIN was trading at 1028.70. The strike last trading price was 5.3, which was -3.2 lower than the previous day. The implied volatity was 21.33, the open interest changed by 21 which increased total open position to 57
On 1 Feb SBIN was trading at 1018.20. The strike last trading price was 8.5, which was -7.45 lower than the previous day. The implied volatity was 25.58, the open interest changed by 6 which increased total open position to 35
On 30 Jan SBIN was trading at 1077.15. The strike last trading price was 15.8, which was 3 higher than the previous day. The implied volatity was 20.8, the open interest changed by 2 which increased total open position to 28
On 29 Jan SBIN was trading at 1066.20. The strike last trading price was 12.8, which was 6.35 higher than the previous day. The implied volatity was 20.34, the open interest changed by 24 which increased total open position to 24
| SBIN 30MAR2026 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.94
Theta: -0.42
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 1109.20 | 49.95 | -9.7 | 27.14 | 268 | -26 | 2,795 |
| 9 Mar | 1098.50 | 57.7 | 28.15 | 30.39 | 2,280 | -708 | 2,821 |
| 6 Mar | 1143.00 | 31.8 | 15.05 | 26.17 | 12,574 | 306 | 3,524 |
| 5 Mar | 1169.50 | 16.35 | -2.35 | 22.84 | 10,993 | -390 | 3,226 |
| 4 Mar | 1174.50 | 18.5 | 6.3 | 25.79 | 15,129 | -690 | 3,613 |
| 2 Mar | 1189.90 | 12.2 | 1.9 | 23.65 | 5,912 | -463 | 4,241 |
| 27 Feb | 1201.70 | 10 | 1.1 | 23.3 | 2,487 | -129 | 4,705 |
| 26 Feb | 1209.50 | 8.8 | -3.35 | 23.52 | 5,098 | -294 | 4,835 |
| 25 Feb | 1200.10 | 12.1 | 1.95 | 24.18 | 5,105 | 623 | 5,129 |
| 24 Feb | 1223.30 | 10.2 | 0.45 | 27.43 | 2,756 | 643 | 4,480 |
| 23 Feb | 1227.80 | 9.6 | -2.4 | 26.82 | 2,174 | 69 | 3,824 |
| 20 Feb | 1216.10 | 11.8 | -2.1 | 25.78 | 1,845 | 13 | 3,733 |
| 19 Feb | 1205.70 | 14.35 | 2.35 | 25.23 | 1,972 | 235 | 3,715 |
| 18 Feb | 1218.90 | 11.9 | -2.8 | 25.87 | 1,644 | 312 | 3,478 |
| 17 Feb | 1213.40 | 14.55 | -1.8 | 26.88 | 2,356 | 386 | 3,139 |
| 16 Feb | 1208.10 | 15.75 | -5 | 27.06 | 1,053 | 188 | 2,748 |
| 13 Feb | 1198.60 | 21.35 | 0.1 | 27.74 | 1,239 | 200 | 2,557 |
| 12 Feb | 1192.40 | 21.45 | -1.4 | 26.72 | 1,547 | 731 | 2,357 |
| 11 Feb | 1182.90 | 23.25 | -10.1 | 25.5 | 2,298 | 1,170 | 1,626 |
| 10 Feb | 1144.10 | 32.8 | -0.15 | 22.04 | 263 | 59 | 456 |
| 9 Feb | 1146.00 | 32.75 | -46.85 | 23.37 | 662 | 397 | 402 |
| 6 Feb | 1066.40 | 79.6 | 1.5 | 21.78 | 1 | 0 | 5 |
| 5 Feb | 1073.50 | 78.1 | -4.9 | 24.41 | 3 | 0 | 2 |
| 4 Feb | 1068.20 | 83 | -82.95 | - | 0 | 0 | 2 |
| 3 Feb | 1064.20 | 83 | -82.95 | 22.09 | 2 | 1 | 1 |
| 2 Feb | 1028.70 | 165.95 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1018.20 | 165.95 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1077.15 | 165.95 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1066.20 | 165.95 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 1150 expiring on 30MAR2026
Delta for 1150 PE is -0.67
Historical price for 1150 PE is as follows
On 10 Mar SBIN was trading at 1109.20. The strike last trading price was 49.95, which was -9.7 lower than the previous day. The implied volatity was 27.14, the open interest changed by -26 which decreased total open position to 2795
On 9 Mar SBIN was trading at 1098.50. The strike last trading price was 57.7, which was 28.15 higher than the previous day. The implied volatity was 30.39, the open interest changed by -708 which decreased total open position to 2821
On 6 Mar SBIN was trading at 1143.00. The strike last trading price was 31.8, which was 15.05 higher than the previous day. The implied volatity was 26.17, the open interest changed by 306 which increased total open position to 3524
On 5 Mar SBIN was trading at 1169.50. The strike last trading price was 16.35, which was -2.35 lower than the previous day. The implied volatity was 22.84, the open interest changed by -390 which decreased total open position to 3226
On 4 Mar SBIN was trading at 1174.50. The strike last trading price was 18.5, which was 6.3 higher than the previous day. The implied volatity was 25.79, the open interest changed by -690 which decreased total open position to 3613
On 2 Mar SBIN was trading at 1189.90. The strike last trading price was 12.2, which was 1.9 higher than the previous day. The implied volatity was 23.65, the open interest changed by -463 which decreased total open position to 4241
On 27 Feb SBIN was trading at 1201.70. The strike last trading price was 10, which was 1.1 higher than the previous day. The implied volatity was 23.3, the open interest changed by -129 which decreased total open position to 4705
On 26 Feb SBIN was trading at 1209.50. The strike last trading price was 8.8, which was -3.35 lower than the previous day. The implied volatity was 23.52, the open interest changed by -294 which decreased total open position to 4835
On 25 Feb SBIN was trading at 1200.10. The strike last trading price was 12.1, which was 1.95 higher than the previous day. The implied volatity was 24.18, the open interest changed by 623 which increased total open position to 5129
On 24 Feb SBIN was trading at 1223.30. The strike last trading price was 10.2, which was 0.45 higher than the previous day. The implied volatity was 27.43, the open interest changed by 643 which increased total open position to 4480
On 23 Feb SBIN was trading at 1227.80. The strike last trading price was 9.6, which was -2.4 lower than the previous day. The implied volatity was 26.82, the open interest changed by 69 which increased total open position to 3824
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 11.8, which was -2.1 lower than the previous day. The implied volatity was 25.78, the open interest changed by 13 which increased total open position to 3733
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 14.35, which was 2.35 higher than the previous day. The implied volatity was 25.23, the open interest changed by 235 which increased total open position to 3715
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 11.9, which was -2.8 lower than the previous day. The implied volatity was 25.87, the open interest changed by 312 which increased total open position to 3478
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 14.55, which was -1.8 lower than the previous day. The implied volatity was 26.88, the open interest changed by 386 which increased total open position to 3139
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 15.75, which was -5 lower than the previous day. The implied volatity was 27.06, the open interest changed by 188 which increased total open position to 2748
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 21.35, which was 0.1 higher than the previous day. The implied volatity was 27.74, the open interest changed by 200 which increased total open position to 2557
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 21.45, which was -1.4 lower than the previous day. The implied volatity was 26.72, the open interest changed by 731 which increased total open position to 2357
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 23.25, which was -10.1 lower than the previous day. The implied volatity was 25.5, the open interest changed by 1170 which increased total open position to 1626
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 32.8, which was -0.15 lower than the previous day. The implied volatity was 22.04, the open interest changed by 59 which increased total open position to 456
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 32.75, which was -46.85 lower than the previous day. The implied volatity was 23.37, the open interest changed by 397 which increased total open position to 402
On 6 Feb SBIN was trading at 1066.40. The strike last trading price was 79.6, which was 1.5 higher than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 5
On 5 Feb SBIN was trading at 1073.50. The strike last trading price was 78.1, which was -4.9 lower than the previous day. The implied volatity was 24.41, the open interest changed by 0 which decreased total open position to 2
On 4 Feb SBIN was trading at 1068.20. The strike last trading price was 83, which was -82.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb SBIN was trading at 1064.20. The strike last trading price was 83, which was -82.95 lower than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 1
On 2 Feb SBIN was trading at 1028.70. The strike last trading price was 165.95, 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 165.95, 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 165.95, 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 165.95, 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
