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

742.2 -26.40 (-3.43%)

Back to Option Chain


Historical option data for SBIN

09 Apr 2025 04:10 PM IST
SBIN 24APR2025 780 CE
Delta: 0.24
Vega: 0.47
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 742.20 6.35 -7.75 30.49 16,061 2,242 10,347
8 Apr 768.60 14 5.4 26.47 21,108 1,183 8,102
7 Apr 746.90 8.8 -2.35 29.72 14,878 -434 6,920
4 Apr 767.45 11.7 -5.95 20.56 20,840 1,759 7,388
3 Apr 779.20 18 2.9 21.12 17,123 248 5,639
2 Apr 775.95 15.25 1.35 19.21 12,489 395 5,371
1 Apr 771.70 14 -0.55 20.47 10,415 117 4,976
28 Mar 771.50 14.5 -1.55 19.06 12,240 1,605 4,859
27 Mar 772.30 17 4.05 21.05 8,323 187 3,240
26 Mar 764.00 12.7 -5.6 20.50 4,940 1,036 3,053
25 Mar 772.85 17.5 -5.1 21.62 3,770 427 2,018
24 Mar 780.80 23.5 13.7 21.68 5,974 629 1,586
21 Mar 753.20 9.8 0.6 18.75 890 331 960
20 Mar 749.55 9.05 -0.45 19.87 606 99 626
19 Mar 745.10 9.15 1.7 20.86 758 135 527
18 Mar 736.70 7.65 2.5 21.31 394 91 390
17 Mar 723.15 5.2 -0.85 22.05 165 77 298
13 Mar 727.85 6.1 -0.15 20.68 66 32 216
12 Mar 723.05 6.3 -1.1 22.20 89 28 182
11 Mar 729.85 7.5 0.55 21.34 26 11 154
10 Mar 728.90 6.9 -1.5 20.97 61 5 144
7 Mar 732.75 8.05 -0.35 20.25 20 4 139
6 Mar 732.05 8.3 -0.2 20.78 17 2 135
5 Mar 730.35 8.2 2.2 20.47 133 2 130
4 Mar 716.05 5.75 1.75 20.95 74 39 122
3 Mar 695.30 4.25 0.2 23.48 69 27 84
28 Feb 688.80 4.1 -1.35 23.92 65 15 56
27 Feb 703.90 5.6 -1.75 23.01 52 9 41
26 Feb 710.05 7.4 -1.3 22.98 25 -3 32
25 Feb 710.90 7.4 -1.3 22.98 25 -3 32
24 Feb 716.40 8.7 -2.05 22.66 57 14 35
21 Feb 722.00 10.5 -2.95 22.74 21 -1 20
20 Feb 729.70 13.45 0.45 22.97 6 0 19
19 Feb 727.30 13 0.9 22.96 10 3 18
18 Feb 725.80 12.5 0.45 22.66 34 8 16
17 Feb 727.70 12.05 -1.05 21.26 4 2 9
14 Feb 722.15 13.1 -3.2 23.54 2 1 8
13 Feb 727.65 16.3 -1.2 24.44 1 0 6
12 Feb 733.15 17.5 -0.5 23.45 3 1 5
11 Feb 731.10 18 -1.5 24.24 3 0 3
10 Feb 736.80 19.5 -5.5 23.59 4 1 2
7 Feb 737.20 25 -19.85 27.23 1 0 0
4 Feb 779.20 44.85 0 - 0 0 0
3 Feb 760.95 44.85 0 0.30 0 0 0
1 Feb 766.00 44.85 0 - 0 0 0


For State Bank Of India - strike price 780 expiring on 24APR2025

Delta for 780 CE is 0.24

Historical price for 780 CE is as follows

On 9 Apr SBIN was trading at 742.20. The strike last trading price was 6.35, which was -7.75 lower than the previous day. The implied volatity was 30.49, the open interest changed by 2242 which increased total open position to 10347


On 8 Apr SBIN was trading at 768.60. The strike last trading price was 14, which was 5.4 higher than the previous day. The implied volatity was 26.47, the open interest changed by 1183 which increased total open position to 8102


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 8.8, which was -2.35 lower than the previous day. The implied volatity was 29.72, the open interest changed by -434 which decreased total open position to 6920


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 11.7, which was -5.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by 1759 which increased total open position to 7388


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 18, which was 2.9 higher than the previous day. The implied volatity was 21.12, the open interest changed by 248 which increased total open position to 5639


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 15.25, which was 1.35 higher than the previous day. The implied volatity was 19.21, the open interest changed by 395 which increased total open position to 5371


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 14, which was -0.55 lower than the previous day. The implied volatity was 20.47, the open interest changed by 117 which increased total open position to 4976


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 14.5, which was -1.55 lower than the previous day. The implied volatity was 19.06, the open interest changed by 1605 which increased total open position to 4859


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 17, which was 4.05 higher than the previous day. The implied volatity was 21.05, the open interest changed by 187 which increased total open position to 3240


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 12.7, which was -5.6 lower than the previous day. The implied volatity was 20.50, the open interest changed by 1036 which increased total open position to 3053


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 17.5, which was -5.1 lower than the previous day. The implied volatity was 21.62, the open interest changed by 427 which increased total open position to 2018


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 23.5, which was 13.7 higher than the previous day. The implied volatity was 21.68, the open interest changed by 629 which increased total open position to 1586


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 9.8, which was 0.6 higher than the previous day. The implied volatity was 18.75, the open interest changed by 331 which increased total open position to 960


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 9.05, which was -0.45 lower than the previous day. The implied volatity was 19.87, the open interest changed by 99 which increased total open position to 626


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 9.15, which was 1.7 higher than the previous day. The implied volatity was 20.86, the open interest changed by 135 which increased total open position to 527


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 7.65, which was 2.5 higher than the previous day. The implied volatity was 21.31, the open interest changed by 91 which increased total open position to 390


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 5.2, which was -0.85 lower than the previous day. The implied volatity was 22.05, the open interest changed by 77 which increased total open position to 298


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 6.1, which was -0.15 lower than the previous day. The implied volatity was 20.68, the open interest changed by 32 which increased total open position to 216


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 6.3, which was -1.1 lower than the previous day. The implied volatity was 22.20, the open interest changed by 28 which increased total open position to 182


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 7.5, which was 0.55 higher than the previous day. The implied volatity was 21.34, the open interest changed by 11 which increased total open position to 154


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 6.9, which was -1.5 lower than the previous day. The implied volatity was 20.97, the open interest changed by 5 which increased total open position to 144


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 8.05, which was -0.35 lower than the previous day. The implied volatity was 20.25, the open interest changed by 4 which increased total open position to 139


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 8.3, which was -0.2 lower than the previous day. The implied volatity was 20.78, the open interest changed by 2 which increased total open position to 135


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 8.2, which was 2.2 higher than the previous day. The implied volatity was 20.47, the open interest changed by 2 which increased total open position to 130


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 5.75, which was 1.75 higher than the previous day. The implied volatity was 20.95, the open interest changed by 39 which increased total open position to 122


On 3 Mar SBIN was trading at 695.30. The strike last trading price was 4.25, which was 0.2 higher than the previous day. The implied volatity was 23.48, the open interest changed by 27 which increased total open position to 84


On 28 Feb SBIN was trading at 688.80. The strike last trading price was 4.1, which was -1.35 lower than the previous day. The implied volatity was 23.92, the open interest changed by 15 which increased total open position to 56


On 27 Feb SBIN was trading at 703.90. The strike last trading price was 5.6, which was -1.75 lower than the previous day. The implied volatity was 23.01, the open interest changed by 9 which increased total open position to 41


On 26 Feb SBIN was trading at 710.05. The strike last trading price was 7.4, which was -1.3 lower than the previous day. The implied volatity was 22.98, the open interest changed by -3 which decreased total open position to 32


On 25 Feb SBIN was trading at 710.90. The strike last trading price was 7.4, which was -1.3 lower than the previous day. The implied volatity was 22.98, the open interest changed by -3 which decreased total open position to 32


On 24 Feb SBIN was trading at 716.40. The strike last trading price was 8.7, which was -2.05 lower than the previous day. The implied volatity was 22.66, the open interest changed by 14 which increased total open position to 35


On 21 Feb SBIN was trading at 722.00. The strike last trading price was 10.5, which was -2.95 lower than the previous day. The implied volatity was 22.74, the open interest changed by -1 which decreased total open position to 20


On 20 Feb SBIN was trading at 729.70. The strike last trading price was 13.45, which was 0.45 higher than the previous day. The implied volatity was 22.97, the open interest changed by 0 which decreased total open position to 19


On 19 Feb SBIN was trading at 727.30. The strike last trading price was 13, which was 0.9 higher than the previous day. The implied volatity was 22.96, the open interest changed by 3 which increased total open position to 18


On 18 Feb SBIN was trading at 725.80. The strike last trading price was 12.5, which was 0.45 higher than the previous day. The implied volatity was 22.66, the open interest changed by 8 which increased total open position to 16


On 17 Feb SBIN was trading at 727.70. The strike last trading price was 12.05, which was -1.05 lower than the previous day. The implied volatity was 21.26, the open interest changed by 2 which increased total open position to 9


On 14 Feb SBIN was trading at 722.15. The strike last trading price was 13.1, which was -3.2 lower than the previous day. The implied volatity was 23.54, the open interest changed by 1 which increased total open position to 8


On 13 Feb SBIN was trading at 727.65. The strike last trading price was 16.3, which was -1.2 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 6


On 12 Feb SBIN was trading at 733.15. The strike last trading price was 17.5, which was -0.5 lower than the previous day. The implied volatity was 23.45, the open interest changed by 1 which increased total open position to 5


On 11 Feb SBIN was trading at 731.10. The strike last trading price was 18, which was -1.5 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 3


On 10 Feb SBIN was trading at 736.80. The strike last trading price was 19.5, which was -5.5 lower than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 2


On 7 Feb SBIN was trading at 737.20. The strike last trading price was 25, which was -19.85 lower than the previous day. The implied volatity was 27.23, 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 44.85, 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 Feb SBIN was trading at 760.95. The strike last trading price was 44.85, which was 0 lower than the previous day. The implied volatity was 0.30, 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 44.85, 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 780 PE
Delta: -0.75
Vega: 0.47
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
9 Apr 742.20 40.95 18.4 31.01 1,514 42 3,143
8 Apr 768.60 22 -16.75 28.68 4,371 -393 3,108
7 Apr 746.90 37.1 16.55 31.35 2,504 -360 3,509
4 Apr 767.45 19.45 5.2 21.98 9,549 313 3,866
3 Apr 779.20 14.05 -2.5 21.69 8,368 779 3,550
2 Apr 775.95 16.25 -1.35 22.22 3,108 48 2,751
1 Apr 771.70 17.65 -0.85 20.21 4,151 -16 2,702
28 Mar 771.50 18.5 -0.5 20.20 5,318 483 2,718
27 Mar 772.30 17.75 -5.6 21.27 2,217 129 2,234
26 Mar 764.00 23.4 4.15 19.99 1,730 564 2,108
25 Mar 772.85 19.95 3.65 20.70 1,978 272 1,535
24 Mar 780.80 16.05 -15.25 21.71 2,136 1,096 1,264
21 Mar 753.20 30.15 -4.15 21.17 72 36 168
20 Mar 749.55 34.45 -1.95 21.49 99 74 131
19 Mar 745.10 36.35 -5.65 20.81 57 47 56
18 Mar 736.70 42 -3.05 21.14 7 4 6
17 Mar 723.15 45.05 0 0.00 0 0 0
13 Mar 727.85 45.05 0 0.00 0 0 0
12 Mar 723.05 45.05 0 0.00 0 0 0
11 Mar 729.85 45.05 0 0.00 0 2 0
10 Mar 728.90 45.05 -4.2 13.97 2 1 1
7 Mar 732.75 49.25 0 - 0 0 0
6 Mar 732.05 49.25 0 - 0 0 0
5 Mar 730.35 49.25 0 - 0 0 0
4 Mar 716.05 49.25 0 - 0 0 0
3 Mar 695.30 49.25 0 - 0 0 0
28 Feb 688.80 49.25 0 - 0 0 0
27 Feb 703.90 49.25 0 - 0 0 0
26 Feb 710.05 49.25 0 - 0 0 0
25 Feb 710.90 49.25 0 - 0 0 0
24 Feb 716.40 49.25 0 - 0 0 0
21 Feb 722.00 49.25 0 - 0 0 0
20 Feb 729.70 49.25 0 - 0 0 0
19 Feb 727.30 49.25 0 - 0 0 0
18 Feb 725.80 49.25 0 - 0 0 0
17 Feb 727.70 49.25 0 - 0 0 0
14 Feb 722.15 49.25 0 - 0 0 0
13 Feb 727.65 49.25 0 - 0 0 0
12 Feb 733.15 49.25 0 - 0 0 0
11 Feb 731.10 49.25 0 - 0 0 0
10 Feb 736.80 49.25 0 - 0 0 0
7 Feb 737.20 49.25 0 - 0 0 0
4 Feb 779.20 49.25 0 0.59 0 0 0
3 Feb 760.95 49.25 0 - 0 0 0
1 Feb 766.00 49.25 0 0.75 0 0 0


For State Bank Of India - strike price 780 expiring on 24APR2025

Delta for 780 PE is -0.75

Historical price for 780 PE is as follows

On 9 Apr SBIN was trading at 742.20. The strike last trading price was 40.95, which was 18.4 higher than the previous day. The implied volatity was 31.01, the open interest changed by 42 which increased total open position to 3143


On 8 Apr SBIN was trading at 768.60. The strike last trading price was 22, which was -16.75 lower than the previous day. The implied volatity was 28.68, the open interest changed by -393 which decreased total open position to 3108


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 37.1, which was 16.55 higher than the previous day. The implied volatity was 31.35, the open interest changed by -360 which decreased total open position to 3509


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 19.45, which was 5.2 higher than the previous day. The implied volatity was 21.98, the open interest changed by 313 which increased total open position to 3866


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 14.05, which was -2.5 lower than the previous day. The implied volatity was 21.69, the open interest changed by 779 which increased total open position to 3550


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 16.25, which was -1.35 lower than the previous day. The implied volatity was 22.22, the open interest changed by 48 which increased total open position to 2751


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 17.65, which was -0.85 lower than the previous day. The implied volatity was 20.21, the open interest changed by -16 which decreased total open position to 2702


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 18.5, which was -0.5 lower than the previous day. The implied volatity was 20.20, the open interest changed by 483 which increased total open position to 2718


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 17.75, which was -5.6 lower than the previous day. The implied volatity was 21.27, the open interest changed by 129 which increased total open position to 2234


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 23.4, which was 4.15 higher than the previous day. The implied volatity was 19.99, the open interest changed by 564 which increased total open position to 2108


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 19.95, which was 3.65 higher than the previous day. The implied volatity was 20.70, the open interest changed by 272 which increased total open position to 1535


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 16.05, which was -15.25 lower than the previous day. The implied volatity was 21.71, the open interest changed by 1096 which increased total open position to 1264


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 30.15, which was -4.15 lower than the previous day. The implied volatity was 21.17, the open interest changed by 36 which increased total open position to 168


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 34.45, which was -1.95 lower than the previous day. The implied volatity was 21.49, the open interest changed by 74 which increased total open position to 131


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 36.35, which was -5.65 lower than the previous day. The implied volatity was 20.81, the open interest changed by 47 which increased total open position to 56


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 42, which was -3.05 lower than the previous day. The implied volatity was 21.14, the open interest changed by 4 which increased total open position to 6


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 45.05, which was -4.2 lower than the previous day. The implied volatity was 13.97, the open interest changed by 1 which increased total open position to 1


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, which was 0 lower than the previous day. The implied volatity was 0.59, 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 49.25, 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 766.00. The strike last trading price was 49.25, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0