`
[--[65.84.65.76]--]
SBIN
State Bank Of India

768.6 21.70 (2.91%)

Back to Option Chain


Historical option data for SBIN

08 Apr 2025 05:50 PM IST
SBIN 24APR2025 760 CE
Delta: 0.63
Vega: 0.61
Theta: -0.67
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 768.60 25.6 9.45 28.50 7,958 33 2,397
7 Apr 746.90 16.75 -4.75 31.28 11,396 590 2,367
4 Apr 767.45 22.4 -8.05 20.94 1,769 55 1,790
3 Apr 779.20 30.9 3.9 21.67 1,869 423 1,736
2 Apr 775.95 27.25 1.7 18.97 2,433 -35 1,316
1 Apr 771.70 25.65 -0.3 21.47 1,703 -1 1,352
28 Mar 771.50 26.05 -1.4 19.68 1,618 -25 1,353
27 Mar 772.30 28.85 5.9 22.03 2,594 148 1,376
26 Mar 764.00 22.35 -7.3 20.70 1,095 241 1,230
25 Mar 772.85 28.85 -6.25 22.32 1,001 73 987
24 Mar 780.80 36.3 18.7 21.99 3,044 -135 915
21 Mar 753.20 17.6 1.2 18.33 1,800 290 1,060
20 Mar 749.55 16.3 -0.05 19.79 739 221 770
19 Mar 745.10 16.25 3.05 20.98 606 152 548
18 Mar 736.70 13.35 4.1 20.96 434 39 395
17 Mar 723.15 9.45 -1 21.87 183 56 359
13 Mar 727.85 10.35 -0.2 19.85 63 18 303
12 Mar 723.05 10.3 -2 21.39 75 10 285
11 Mar 729.85 12.4 0.85 20.74 123 -6 275
10 Mar 728.90 11.55 -2.2 20.40 65 -9 278
7 Mar 732.75 13.65 -0.15 20.07 77 1 287
6 Mar 732.05 13.85 0.2 20.42 119 2 287
5 Mar 730.35 13.45 3.3 20.01 133 25 285
4 Mar 716.05 10.4 3.85 21.32 230 -13 261
3 Mar 695.30 6.9 0.85 22.96 218 -86 272
28 Feb 688.80 6 -2.95 22.66 409 -16 355
27 Feb 703.90 8.95 -2.35 22.68 114 12 371
26 Feb 710.05 11 -2.3 22.12 53 -4 357
25 Feb 710.90 11 -2.3 22.12 53 -6 357
24 Feb 716.40 13.2 -2.85 22.16 81 -10 364
21 Feb 722.00 15.7 -3.4 22.41 65 9 374
20 Feb 729.70 19.1 0.6 22.26 32 -3 364
19 Feb 727.30 18.5 -0.15 22.50 21 9 367
18 Feb 725.80 18.35 -1.8 22.30 49 -9 357
17 Feb 727.70 19.7 0.5 22.38 47 11 366
14 Feb 722.15 18.9 -3.75 23.39 80 26 355
13 Feb 727.65 22.5 -2.3 24.10 33 -4 329
12 Feb 733.15 24.7 0.5 23.47 195 120 333
11 Feb 731.10 24.2 -2.8 23.53 95 60 210
10 Feb 736.80 27 -3.7 23.50 149 121 143
7 Feb 737.20 30.7 -14.8 25.63 28 19 21
4 Feb 779.20 46 0.5 0.00 0 2 0
3 Feb 760.95 46 -8.45 26.07 4 0 0
1 Feb 766.00 54.45 0 - 0 0 0


For State Bank Of India - strike price 760 expiring on 24APR2025

Delta for 760 CE is 0.63

Historical price for 760 CE is as follows

On 8 Apr SBIN was trading at 768.60. The strike last trading price was 25.6, which was 9.45 higher than the previous day. The implied volatity was 28.50, the open interest changed by 33 which increased total open position to 2397


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 16.75, which was -4.75 lower than the previous day. The implied volatity was 31.28, the open interest changed by 590 which increased total open position to 2367


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 22.4, which was -8.05 lower than the previous day. The implied volatity was 20.94, the open interest changed by 55 which increased total open position to 1790


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 30.9, which was 3.9 higher than the previous day. The implied volatity was 21.67, the open interest changed by 423 which increased total open position to 1736


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 27.25, which was 1.7 higher than the previous day. The implied volatity was 18.97, the open interest changed by -35 which decreased total open position to 1316


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 25.65, which was -0.3 lower than the previous day. The implied volatity was 21.47, the open interest changed by -1 which decreased total open position to 1352


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 26.05, which was -1.4 lower than the previous day. The implied volatity was 19.68, the open interest changed by -25 which decreased total open position to 1353


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 28.85, which was 5.9 higher than the previous day. The implied volatity was 22.03, the open interest changed by 148 which increased total open position to 1376


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 22.35, which was -7.3 lower than the previous day. The implied volatity was 20.70, the open interest changed by 241 which increased total open position to 1230


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 28.85, which was -6.25 lower than the previous day. The implied volatity was 22.32, the open interest changed by 73 which increased total open position to 987


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 36.3, which was 18.7 higher than the previous day. The implied volatity was 21.99, the open interest changed by -135 which decreased total open position to 915


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 17.6, which was 1.2 higher than the previous day. The implied volatity was 18.33, the open interest changed by 290 which increased total open position to 1060


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 16.3, which was -0.05 lower than the previous day. The implied volatity was 19.79, the open interest changed by 221 which increased total open position to 770


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 16.25, which was 3.05 higher than the previous day. The implied volatity was 20.98, the open interest changed by 152 which increased total open position to 548


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 13.35, which was 4.1 higher than the previous day. The implied volatity was 20.96, the open interest changed by 39 which increased total open position to 395


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 9.45, which was -1 lower than the previous day. The implied volatity was 21.87, the open interest changed by 56 which increased total open position to 359


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 10.35, which was -0.2 lower than the previous day. The implied volatity was 19.85, the open interest changed by 18 which increased total open position to 303


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 10.3, which was -2 lower than the previous day. The implied volatity was 21.39, the open interest changed by 10 which increased total open position to 285


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 12.4, which was 0.85 higher than the previous day. The implied volatity was 20.74, the open interest changed by -6 which decreased total open position to 275


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 11.55, which was -2.2 lower than the previous day. The implied volatity was 20.40, the open interest changed by -9 which decreased total open position to 278


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 13.65, which was -0.15 lower than the previous day. The implied volatity was 20.07, the open interest changed by 1 which increased total open position to 287


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 13.85, which was 0.2 higher than the previous day. The implied volatity was 20.42, the open interest changed by 2 which increased total open position to 287


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 13.45, which was 3.3 higher than the previous day. The implied volatity was 20.01, the open interest changed by 25 which increased total open position to 285


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 10.4, which was 3.85 higher than the previous day. The implied volatity was 21.32, the open interest changed by -13 which decreased total open position to 261


On 3 Mar SBIN was trading at 695.30. The strike last trading price was 6.9, which was 0.85 higher than the previous day. The implied volatity was 22.96, the open interest changed by -86 which decreased total open position to 272


On 28 Feb SBIN was trading at 688.80. The strike last trading price was 6, which was -2.95 lower than the previous day. The implied volatity was 22.66, the open interest changed by -16 which decreased total open position to 355


On 27 Feb SBIN was trading at 703.90. The strike last trading price was 8.95, which was -2.35 lower than the previous day. The implied volatity was 22.68, the open interest changed by 12 which increased total open position to 371


On 26 Feb SBIN was trading at 710.05. The strike last trading price was 11, which was -2.3 lower than the previous day. The implied volatity was 22.12, the open interest changed by -4 which decreased total open position to 357


On 25 Feb SBIN was trading at 710.90. The strike last trading price was 11, which was -2.3 lower than the previous day. The implied volatity was 22.12, the open interest changed by -6 which decreased total open position to 357


On 24 Feb SBIN was trading at 716.40. The strike last trading price was 13.2, which was -2.85 lower than the previous day. The implied volatity was 22.16, the open interest changed by -10 which decreased total open position to 364


On 21 Feb SBIN was trading at 722.00. The strike last trading price was 15.7, which was -3.4 lower than the previous day. The implied volatity was 22.41, the open interest changed by 9 which increased total open position to 374


On 20 Feb SBIN was trading at 729.70. The strike last trading price was 19.1, which was 0.6 higher than the previous day. The implied volatity was 22.26, the open interest changed by -3 which decreased total open position to 364


On 19 Feb SBIN was trading at 727.30. The strike last trading price was 18.5, which was -0.15 lower than the previous day. The implied volatity was 22.50, the open interest changed by 9 which increased total open position to 367


On 18 Feb SBIN was trading at 725.80. The strike last trading price was 18.35, which was -1.8 lower than the previous day. The implied volatity was 22.30, the open interest changed by -9 which decreased total open position to 357


On 17 Feb SBIN was trading at 727.70. The strike last trading price was 19.7, which was 0.5 higher than the previous day. The implied volatity was 22.38, the open interest changed by 11 which increased total open position to 366


On 14 Feb SBIN was trading at 722.15. The strike last trading price was 18.9, which was -3.75 lower than the previous day. The implied volatity was 23.39, the open interest changed by 26 which increased total open position to 355


On 13 Feb SBIN was trading at 727.65. The strike last trading price was 22.5, which was -2.3 lower than the previous day. The implied volatity was 24.10, the open interest changed by -4 which decreased total open position to 329


On 12 Feb SBIN was trading at 733.15. The strike last trading price was 24.7, which was 0.5 higher than the previous day. The implied volatity was 23.47, the open interest changed by 120 which increased total open position to 333


On 11 Feb SBIN was trading at 731.10. The strike last trading price was 24.2, which was -2.8 lower than the previous day. The implied volatity was 23.53, the open interest changed by 60 which increased total open position to 210


On 10 Feb SBIN was trading at 736.80. The strike last trading price was 27, which was -3.7 lower than the previous day. The implied volatity was 23.50, the open interest changed by 121 which increased total open position to 143


On 7 Feb SBIN was trading at 737.20. The strike last trading price was 30.7, which was -14.8 lower than the previous day. The implied volatity was 25.63, the open interest changed by 19 which increased total open position to 21


On 4 Feb SBIN was trading at 779.20. The strike last trading price was 46, which was 0.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 3 Feb SBIN was trading at 760.95. The strike last trading price was 46, which was -8.45 lower than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBIN was trading at 766.00. The strike last trading price was 54.45, 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


SBIN 24APR2025 760 PE
Delta: -0.38
Vega: 0.61
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 768.60 13.5 -12.85 30.50 12,230 471 2,429
7 Apr 746.90 24.85 14 32.26 4,912 -546 1,956
4 Apr 767.45 10.25 3.1 22.44 8,375 -211 2,515
3 Apr 779.20 7.1 -1.5 22.42 6,515 303 2,723
2 Apr 775.95 8.5 -0.75 22.71 4,798 -89 2,390
1 Apr 771.70 9.2 -0.85 20.87 5,814 464 2,494
28 Mar 771.50 10.05 -0.35 20.73 5,272 158 2,030
27 Mar 772.30 9.95 -3.25 20.69 4,072 604 1,871
26 Mar 764.00 13.2 2.3 20.18 2,196 1 1,271
25 Mar 772.85 11.35 2.2 21.19 1,329 102 1,277
24 Mar 780.80 9.1 -10.4 22.29 3,289 668 1,178
21 Mar 753.20 18.55 -3.05 21.05 578 332 512
20 Mar 749.55 21.3 -2.1 20.60 191 86 180
19 Mar 745.10 23.65 -4.65 20.98 95 49 94
18 Mar 736.70 28.25 -10.75 21.20 110 41 44
17 Mar 723.15 39 1.75 22.62 1 0 2
13 Mar 727.85 37.25 0 0.00 0 1 0
12 Mar 723.05 37.25 2.25 19.70 1 0 1
11 Mar 729.85 35 0 0.00 0 1 0
10 Mar 728.90 35 -4.2 21.09 1 0 0
7 Mar 732.75 39.2 0 - 0 0 0
6 Mar 732.05 39.2 0 - 0 0 0
5 Mar 730.35 39.2 0 - 0 0 0
4 Mar 716.05 39.2 0 - 0 0 0
3 Mar 695.30 39.2 0 - 0 0 0
28 Feb 688.80 39.2 0 - 0 0 0
27 Feb 703.90 39.2 0 - 0 0 0
26 Feb 710.05 39.2 0 - 0 0 0
25 Feb 710.90 39.2 0 - 0 0 0
24 Feb 716.40 39.2 0 - 0 0 0
21 Feb 722.00 39.2 0 - 0 0 0
20 Feb 729.70 39.2 0 - 0 0 0
19 Feb 727.30 39.2 0 - 0 0 0
18 Feb 725.80 39.2 0 - 0 0 0
17 Feb 727.70 39.2 0 - 0 0 0
14 Feb 722.15 39.2 0 - 0 0 0
13 Feb 727.65 39.2 0 - 0 0 0
12 Feb 733.15 39.2 0 - 0 0 0
11 Feb 731.10 39.2 0 - 0 0 0
10 Feb 736.80 39.2 0 - 0 0 0
7 Feb 737.20 39.2 0 - 0 0 0
4 Feb 779.20 39.2 0 2.86 0 0 0
3 Feb 760.95 39.2 0 1.51 0 0 0
1 Feb 766.00 39.2 0 1.85 0 0 0


For State Bank Of India - strike price 760 expiring on 24APR2025

Delta for 760 PE is -0.38

Historical price for 760 PE is as follows

On 8 Apr SBIN was trading at 768.60. The strike last trading price was 13.5, which was -12.85 lower than the previous day. The implied volatity was 30.50, the open interest changed by 471 which increased total open position to 2429


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 24.85, which was 14 higher than the previous day. The implied volatity was 32.26, the open interest changed by -546 which decreased total open position to 1956


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 10.25, which was 3.1 higher than the previous day. The implied volatity was 22.44, the open interest changed by -211 which decreased total open position to 2515


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 7.1, which was -1.5 lower than the previous day. The implied volatity was 22.42, the open interest changed by 303 which increased total open position to 2723


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 8.5, which was -0.75 lower than the previous day. The implied volatity was 22.71, the open interest changed by -89 which decreased total open position to 2390


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 9.2, which was -0.85 lower than the previous day. The implied volatity was 20.87, the open interest changed by 464 which increased total open position to 2494


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 10.05, which was -0.35 lower than the previous day. The implied volatity was 20.73, the open interest changed by 158 which increased total open position to 2030


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 9.95, which was -3.25 lower than the previous day. The implied volatity was 20.69, the open interest changed by 604 which increased total open position to 1871


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 13.2, which was 2.3 higher than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 1271


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 11.35, which was 2.2 higher than the previous day. The implied volatity was 21.19, the open interest changed by 102 which increased total open position to 1277


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 9.1, which was -10.4 lower than the previous day. The implied volatity was 22.29, the open interest changed by 668 which increased total open position to 1178


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 18.55, which was -3.05 lower than the previous day. The implied volatity was 21.05, the open interest changed by 332 which increased total open position to 512


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 21.3, which was -2.1 lower than the previous day. The implied volatity was 20.60, the open interest changed by 86 which increased total open position to 180


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 23.65, which was -4.65 lower than the previous day. The implied volatity was 20.98, the open interest changed by 49 which increased total open position to 94


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 28.25, which was -10.75 lower than the previous day. The implied volatity was 21.20, the open interest changed by 41 which increased total open position to 44


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 39, which was 1.75 higher than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 2


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 37.25, which was 2.25 higher than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 1


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 35, which was -4.2 lower than the previous day. The implied volatity was 21.09, the open interest changed by 0 which decreased total open position to 0


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 39.2, 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 Mar SBIN was trading at 732.05. The strike last trading price was 39.2, 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 Mar SBIN was trading at 730.35. The strike last trading price was 39.2, 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 4 Mar SBIN was trading at 716.05. The strike last trading price was 39.2, 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 3 Mar SBIN was trading at 695.30. The strike last trading price was 39.2, 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 28 Feb SBIN was trading at 688.80. The strike last trading price was 39.2, 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 27 Feb SBIN was trading at 703.90. The strike last trading price was 39.2, 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 26 Feb SBIN was trading at 710.05. The strike last trading price was 39.2, 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 25 Feb SBIN was trading at 710.90. The strike last trading price was 39.2, 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 24 Feb SBIN was trading at 716.40. The strike last trading price was 39.2, 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 21 Feb SBIN was trading at 722.00. The strike last trading price was 39.2, 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 20 Feb SBIN was trading at 729.70. The strike last trading price was 39.2, 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 19 Feb SBIN was trading at 727.30. The strike last trading price was 39.2, 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 18 Feb SBIN was trading at 725.80. The strike last trading price was 39.2, 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 17 Feb SBIN was trading at 727.70. The strike last trading price was 39.2, 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 14 Feb SBIN was trading at 722.15. The strike last trading price was 39.2, 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 13 Feb SBIN was trading at 727.65. The strike last trading price was 39.2, 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 12 Feb SBIN was trading at 733.15. The strike last trading price was 39.2, 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 11 Feb SBIN was trading at 731.10. The strike last trading price was 39.2, 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 10 Feb SBIN was trading at 736.80. The strike last trading price was 39.2, 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 7 Feb SBIN was trading at 737.20. The strike last trading price was 39.2, 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 4 Feb SBIN was trading at 779.20. The strike last trading price was 39.2, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SBIN was trading at 760.95. The strike last trading price was 39.2, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBIN was trading at 766.00. The strike last trading price was 39.2, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0