SBIN
State Bank Of India
Historical option data for SBIN
24 Feb 2026 04:10 PM IST
| SBIN 30-MAR-2026 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 1.29
Theta: -0.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 1223.30 | 52.5 | -1.3 | 20.14 | 2,030 | 374 | 3,142 | |||||||||
| 23 Feb | 1227.80 | 53.95 | 7.45 | 19.75 | 2,226 | 392 | 2,765 | |||||||||
| 20 Feb | 1216.10 | 46.9 | 6.6 | 19.7 | 1,636 | 168 | 2,359 | |||||||||
| 19 Feb | 1205.70 | 40.1 | -7.1 | 20.28 | 1,242 | 157 | 2,182 | |||||||||
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| 18 Feb | 1218.90 | 47.5 | 0.6 | 17.94 | 954 | 103 | 2,031 | |||||||||
| 17 Feb | 1213.40 | 47.9 | 3.4 | 20.34 | 1,941 | 170 | 1,948 | |||||||||
| 16 Feb | 1208.10 | 45.1 | 4.25 | 19.35 | 2,434 | 147 | 1,788 | |||||||||
| 13 Feb | 1198.60 | 39.8 | 2 | 20.4 | 1,852 | 353 | 1,633 | |||||||||
| 12 Feb | 1192.40 | 37.7 | 6.15 | 20.25 | 2,403 | 131 | 1,285 | |||||||||
| 11 Feb | 1182.90 | 31.45 | 17.2 | 19.61 | 2,953 | 299 | 1,158 | |||||||||
| 10 Feb | 1144.10 | 14.5 | -1.35 | 18.51 | 754 | 140 | 830 | |||||||||
| 9 Feb | 1146.00 | 17.2 | 13.6 | 18.84 | 2,034 | 629 | 683 | |||||||||
| 6 Feb | 1066.40 | 3.75 | -1.25 | 20.74 | 101 | 43 | 45 | |||||||||
| 5 Feb | 1073.50 | 5 | 0.1 | 21.18 | 3 | 1 | 2 | |||||||||
For State Bank Of India - strike price 1200 expiring on 30MAR2026
Delta for 1200 CE is 0.71
Historical price for 1200 CE is as follows
On 24 Feb SBIN was trading at 1223.30. The strike last trading price was 52.5, which was -1.3 lower than the previous day. The implied volatity was 20.14, the open interest changed by 374 which increased total open position to 3142
On 23 Feb SBIN was trading at 1227.80. The strike last trading price was 53.95, which was 7.45 higher than the previous day. The implied volatity was 19.75, the open interest changed by 392 which increased total open position to 2765
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 46.9, which was 6.6 higher than the previous day. The implied volatity was 19.7, the open interest changed by 168 which increased total open position to 2359
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 40.1, which was -7.1 lower than the previous day. The implied volatity was 20.28, the open interest changed by 157 which increased total open position to 2182
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 47.5, which was 0.6 higher than the previous day. The implied volatity was 17.94, the open interest changed by 103 which increased total open position to 2031
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 47.9, which was 3.4 higher than the previous day. The implied volatity was 20.34, the open interest changed by 170 which increased total open position to 1948
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 45.1, which was 4.25 higher than the previous day. The implied volatity was 19.35, the open interest changed by 147 which increased total open position to 1788
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 39.8, which was 2 higher than the previous day. The implied volatity was 20.4, the open interest changed by 353 which increased total open position to 1633
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 37.7, which was 6.15 higher than the previous day. The implied volatity was 20.25, the open interest changed by 131 which increased total open position to 1285
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 31.45, which was 17.2 higher than the previous day. The implied volatity was 19.61, the open interest changed by 299 which increased total open position to 1158
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 14.5, which was -1.35 lower than the previous day. The implied volatity was 18.51, the open interest changed by 140 which increased total open position to 830
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 17.2, which was 13.6 higher than the previous day. The implied volatity was 18.84, the open interest changed by 629 which increased total open position to 683
On 6 Feb SBIN was trading at 1066.40. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 20.74, the open interest changed by 43 which increased total open position to 45
On 5 Feb SBIN was trading at 1073.50. The strike last trading price was 5, which was 0.1 higher than the previous day. The implied volatity was 21.18, the open interest changed by 1 which increased total open position to 2
| SBIN 30MAR2026 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 1.36
Theta: -0.38
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 1223.30 | 21.5 | 0.15 | 25.13 | 5,754 | 1,002 | 6,741 |
| 23 Feb | 1227.80 | 21 | -5.05 | 25.32 | 5,311 | 2,562 | 5,735 |
| 20 Feb | 1216.10 | 25.5 | -4.35 | 24.64 | 2,455 | 400 | 3,199 |
| 19 Feb | 1205.70 | 31 | 4.75 | 24.62 | 2,780 | 16 | 2,817 |
| 18 Feb | 1218.90 | 26 | -4.45 | 25.24 | 2,323 | 692 | 2,778 |
| 17 Feb | 1213.40 | 30.2 | -2.8 | 26.4 | 2,459 | 430 | 2,081 |
| 16 Feb | 1208.10 | 32.6 | -7.75 | 26.97 | 1,545 | 572 | 1,637 |
| 13 Feb | 1198.60 | 41.5 | -0.4 | 28.07 | 903 | 215 | 1,064 |
| 12 Feb | 1192.40 | 41.8 | -3.1 | 26.88 | 1,681 | 363 | 846 |
| 11 Feb | 1182.90 | 45.5 | -19.5 | 25.82 | 662 | 341 | 483 |
| 10 Feb | 1144.10 | 65 | 1.5 | 24.08 | 157 | 47 | 142 |
| 9 Feb | 1146.00 | 63 | -148.8 | 24.93 | 133 | 85 | 85 |
| 6 Feb | 1066.40 | 211.8 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1073.50 | 211.8 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 1200 expiring on 30MAR2026
Delta for 1200 PE is -0.33
Historical price for 1200 PE is as follows
On 24 Feb SBIN was trading at 1223.30. The strike last trading price was 21.5, which was 0.15 higher than the previous day. The implied volatity was 25.13, the open interest changed by 1002 which increased total open position to 6741
On 23 Feb SBIN was trading at 1227.80. The strike last trading price was 21, which was -5.05 lower than the previous day. The implied volatity was 25.32, the open interest changed by 2562 which increased total open position to 5735
On 20 Feb SBIN was trading at 1216.10. The strike last trading price was 25.5, which was -4.35 lower than the previous day. The implied volatity was 24.64, the open interest changed by 400 which increased total open position to 3199
On 19 Feb SBIN was trading at 1205.70. The strike last trading price was 31, which was 4.75 higher than the previous day. The implied volatity was 24.62, the open interest changed by 16 which increased total open position to 2817
On 18 Feb SBIN was trading at 1218.90. The strike last trading price was 26, which was -4.45 lower than the previous day. The implied volatity was 25.24, the open interest changed by 692 which increased total open position to 2778
On 17 Feb SBIN was trading at 1213.40. The strike last trading price was 30.2, which was -2.8 lower than the previous day. The implied volatity was 26.4, the open interest changed by 430 which increased total open position to 2081
On 16 Feb SBIN was trading at 1208.10. The strike last trading price was 32.6, which was -7.75 lower than the previous day. The implied volatity was 26.97, the open interest changed by 572 which increased total open position to 1637
On 13 Feb SBIN was trading at 1198.60. The strike last trading price was 41.5, which was -0.4 lower than the previous day. The implied volatity was 28.07, the open interest changed by 215 which increased total open position to 1064
On 12 Feb SBIN was trading at 1192.40. The strike last trading price was 41.8, which was -3.1 lower than the previous day. The implied volatity was 26.88, the open interest changed by 363 which increased total open position to 846
On 11 Feb SBIN was trading at 1182.90. The strike last trading price was 45.5, which was -19.5 lower than the previous day. The implied volatity was 25.82, the open interest changed by 341 which increased total open position to 483
On 10 Feb SBIN was trading at 1144.10. The strike last trading price was 65, which was 1.5 higher than the previous day. The implied volatity was 24.08, the open interest changed by 47 which increased total open position to 142
On 9 Feb SBIN was trading at 1146.00. The strike last trading price was 63, which was -148.8 lower than the previous day. The implied volatity was 24.93, the open interest changed by 85 which increased total open position to 85
On 6 Feb SBIN was trading at 1066.40. The strike last trading price was 211.8, 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 211.8, 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
