SBIN
State Bank Of India
Historical option data for SBIN
04 Mar 2026 02:45 PM IST
| SBIN 30-MAR-2026 1195 CE | ||||||||||||||||
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Delta: 0.45
Vega: 1.24
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 1176.00 | 23.3 | -5.6 | 22.41 | 1,505 | -67 | 620 | |||||||||
| 2 Mar | 1189.90 | 28.3 | -8.6 | 20.15 | 2,350 | 225 | 686 | |||||||||
| 27 Feb | 1201.70 | 36.55 | -6.15 | 19.66 | 432 | 59 | 460 | |||||||||
| 26 Feb | 1209.50 | 42.45 | 4.1 | 19.49 | 1,888 | 136 | 404 | |||||||||
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| 25 Feb | 1200.10 | 38 | -16.3 | 20.9 | 492 | 179 | 262 | |||||||||
| 24 Feb | 1223.30 | 54.3 | -1.7 | 18.79 | 8 | 0 | 84 | |||||||||
| 23 Feb | 1227.80 | 56 | 12.5 | 18.55 | 32 | -15 | 84 | |||||||||
| 20 Feb | 1216.10 | 43.5 | 0.5 | 15.33 | 2 | 0 | 99 | |||||||||
| 19 Feb | 1205.70 | 42 | -7.8 | 19.64 | 8 | -1 | 99 | |||||||||
| 18 Feb | 1218.90 | 49.8 | -0.6 | 17.18 | 14 | -4 | 101 | |||||||||
| 17 Feb | 1213.40 | 50.65 | 3.3 | 20.1 | 79 | -5 | 101 | |||||||||
| 16 Feb | 1208.10 | 47.8 | 4.05 | 19.11 | 78 | 29 | 106 | |||||||||
| 13 Feb | 1198.60 | 43.6 | 2.75 | 21.06 | 62 | 30 | 74 | |||||||||
| 12 Feb | 1192.40 | 40.85 | 5.85 | 20.57 | 96 | 33 | 44 | |||||||||
| 11 Feb | 1182.90 | 35 | 19.2 | 20.3 | 7 | 2 | 10 | |||||||||
| 10 Feb | 1144.10 | 15.8 | 8.95 | 17.88 | 9 | 7 | 7 | |||||||||
| 9 Feb | 1146.00 | 6.85 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1066.40 | 6.85 | 0 | 7.08 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1073.50 | 6.85 | 0 | 6.6 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 1195 expiring on 30MAR2026
Delta for 1195 CE is 0.45
Historical price for 1195 CE is as follows
On 4 Mar SBIN was trading at 1176.00. The strike last trading price was 23.3, which was -5.6 lower than the previous day. The implied volatity was 22.41, the open interest changed by -67 which decreased total open position to 620
On 2 Mar SBIN was trading at 1189.90. The strike last trading price was 28.3, which was -8.6 lower than the previous day. The implied volatity was 20.15, the open interest changed by 225 which increased total open position to 686
On 27 Feb SBIN was trading at 1201.70. The strike last trading price was 36.55, which was -6.15 lower than the previous day. The implied volatity was 19.66, the open interest changed by 59 which increased total open position to 460
On 26 Feb SBIN was trading at 1209.50. The strike last trading price was 42.45, which was 4.1 higher than the previous day. The implied volatity was 19.49, the open interest changed by 136 which increased total open position to 404
On 25 Feb SBIN was trading at 1200.10. The strike last trading price was 38, which was -16.3 lower than the previous day. The implied volatity was 20.9, the open interest changed by 179 which increased total open position to 262
On 24 Feb SBIN was trading at 1223.30. The strike last trading price was 54.3, which was -1.7 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 84
On 23 Feb SBIN was trading at 1227.80. The strike last trading price was 56, which was 12.5 higher than the previous day. The implied volatity was 18.55, the open interest changed by -15 which decreased total open position to 84
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 43.5, which was 0.5 higher than the previous day. The implied volatity was 15.33, the open interest changed by 0 which decreased total open position to 99
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 42, which was -7.8 lower than the previous day. The implied volatity was 19.64, the open interest changed by -1 which decreased total open position to 99
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 49.8, which was -0.6 lower than the previous day. The implied volatity was 17.18, the open interest changed by -4 which decreased total open position to 101
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 50.65, which was 3.3 higher than the previous day. The implied volatity was 20.1, the open interest changed by -5 which decreased total open position to 101
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 47.8, which was 4.05 higher than the previous day. The implied volatity was 19.11, the open interest changed by 29 which increased total open position to 106
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 43.6, which was 2.75 higher than the previous day. The implied volatity was 21.06, the open interest changed by 30 which increased total open position to 74
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 40.85, which was 5.85 higher than the previous day. The implied volatity was 20.57, the open interest changed by 33 which increased total open position to 44
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 35, which was 19.2 higher than the previous day. The implied volatity was 20.3, the open interest changed by 2 which increased total open position to 10
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 15.8, which was 8.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by 7 which increased total open position to 7
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was 2.17, 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 6.85, which was 0 lower than the previous day. The implied volatity was 7.08, 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 6.85, which was 0 lower than the previous day. The implied volatity was 6.6, the open interest changed by 0 which decreased total open position to 0
| SBIN 30MAR2026 1195 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.25
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 1176.00 | 35.95 | 8.3 | 24.17 | 455 | -105 | 606 |
| 2 Mar | 1189.90 | 28 | 4.55 | 22.7 | 1,973 | -211 | 712 |
| 27 Feb | 1201.70 | 23.2 | 3.1 | 22.29 | 1,038 | 82 | 923 |
| 26 Feb | 1209.50 | 20.25 | -5.4 | 22.3 | 2,428 | 212 | 854 |
| 25 Feb | 1200.10 | 26.2 | 6.2 | 23.22 | 1,136 | 233 | 640 |
| 24 Feb | 1223.30 | 19.7 | 0 | 25.46 | 123 | 31 | 406 |
| 23 Feb | 1227.80 | 19.45 | -4.8 | 25.42 | 100 | 40 | 375 |
| 20 Feb | 1216.10 | 23.7 | -5.45 | 24.73 | 160 | 39 | 335 |
| 19 Feb | 1205.70 | 28.9 | 4.55 | 24.67 | 96 | 28 | 294 |
| 18 Feb | 1218.90 | 24.45 | -4.15 | 25.46 | 28 | 7 | 265 |
| 17 Feb | 1213.40 | 28 | -4.25 | 26.27 | 108 | -4 | 258 |
| 16 Feb | 1208.10 | 30.3 | -7.7 | 26.83 | 197 | 41 | 263 |
| 13 Feb | 1198.60 | 39.1 | -0.75 | 28.03 | 297 | -12 | 221 |
| 12 Feb | 1192.40 | 39.85 | -96.35 | 27.15 | 329 | 232 | 232 |
| 11 Feb | 1182.90 | 136.2 | 0 | 0.13 | 0 | 0 | 0 |
| 10 Feb | 1144.10 | 136.2 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1146.00 | 136.2 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1066.40 | 136.2 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1073.50 | 136.2 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 1195 expiring on 30MAR2026
Delta for 1195 PE is -0.54
Historical price for 1195 PE is as follows
On 4 Mar SBIN was trading at 1176.00. The strike last trading price was 35.95, which was 8.3 higher than the previous day. The implied volatity was 24.17, the open interest changed by -105 which decreased total open position to 606
On 2 Mar SBIN was trading at 1189.90. The strike last trading price was 28, which was 4.55 higher than the previous day. The implied volatity was 22.7, the open interest changed by -211 which decreased total open position to 712
On 27 Feb SBIN was trading at 1201.70. The strike last trading price was 23.2, which was 3.1 higher than the previous day. The implied volatity was 22.29, the open interest changed by 82 which increased total open position to 923
On 26 Feb SBIN was trading at 1209.50. The strike last trading price was 20.25, which was -5.4 lower than the previous day. The implied volatity was 22.3, the open interest changed by 212 which increased total open position to 854
On 25 Feb SBIN was trading at 1200.10. The strike last trading price was 26.2, which was 6.2 higher than the previous day. The implied volatity was 23.22, the open interest changed by 233 which increased total open position to 640
On 24 Feb SBIN was trading at 1223.30. The strike last trading price was 19.7, which was 0 lower than the previous day. The implied volatity was 25.46, the open interest changed by 31 which increased total open position to 406
On 23 Feb SBIN was trading at 1227.80. The strike last trading price was 19.45, which was -4.8 lower than the previous day. The implied volatity was 25.42, the open interest changed by 40 which increased total open position to 375
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 23.7, which was -5.45 lower than the previous day. The implied volatity was 24.73, the open interest changed by 39 which increased total open position to 335
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 28.9, which was 4.55 higher than the previous day. The implied volatity was 24.67, the open interest changed by 28 which increased total open position to 294
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 24.45, which was -4.15 lower than the previous day. The implied volatity was 25.46, the open interest changed by 7 which increased total open position to 265
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 28, which was -4.25 lower than the previous day. The implied volatity was 26.27, the open interest changed by -4 which decreased total open position to 258
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 30.3, which was -7.7 lower than the previous day. The implied volatity was 26.83, the open interest changed by 41 which increased total open position to 263
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 39.1, which was -0.75 lower than the previous day. The implied volatity was 28.03, the open interest changed by -12 which decreased total open position to 221
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 39.85, which was -96.35 lower than the previous day. The implied volatity was 27.15, the open interest changed by 232 which increased total open position to 232
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 136.2, which was 0 lower than the previous day. The implied volatity was 0.13, 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 136.2, 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 136.2, 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 136.2, 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 136.2, 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
