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

768.6 21.70 (2.91%)

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Historical option data for SBIN

08 Apr 2025 05:50 PM IST
SBIN 24APR2025 820 CE
Delta: 0.16
Vega: 0.39
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 768.60 3.5 1.3 27.03 6,968 144 2,717
7 Apr 746.90 2.2 0 30.09 4,074 -437 2,567
4 Apr 767.45 2.3 -1.75 21.26 5,371 334 2,996
3 Apr 779.20 4.15 0.8 20.95 6,593 -96 2,670
2 Apr 775.95 3.35 0.35 20.00 4,313 482 2,799
1 Apr 771.70 3 -0.6 20.55 4,021 415 2,326
28 Mar 771.50 3.55 -0.8 19.82 3,644 607 1,911
27 Mar 772.30 4.65 1.1 21.10 1,961 225 1,301
26 Mar 764.00 3.5 -2 21.47 1,023 85 1,077
25 Mar 772.85 5.2 -2.3 21.69 1,733 224 994
24 Mar 780.80 7.7 5.1 21.29 2,792 355 777
21 Mar 753.20 2.65 0.1 20.07 332 55 422
20 Mar 749.55 2.45 -0.3 20.81 244 149 367
19 Mar 745.10 2.7 0.3 21.84 242 121 217
18 Mar 736.70 2.35 0.6 22.53 77 37 97
17 Mar 723.15 1.75 -0.5 23.86 48 10 59
13 Mar 727.85 2.2 -0.2 22.73 19 11 47
12 Mar 723.05 2.4 -0.55 24.11 23 14 36
11 Mar 729.85 2.95 0.3 23.45 5 3 21
10 Mar 728.90 2.65 -0.35 22.98 31 1 19
7 Mar 732.75 3 -0.25 21.91 1 0 18
6 Mar 732.05 3.25 0.05 22.50 1 0 18
5 Mar 730.35 3.25 0.8 22.29 15 5 17
4 Mar 716.05 2.45 1.2 23.23 34 6 11
3 Mar 695.30 1.25 -0.8 23.51 1 0 5
28 Feb 688.80 2.05 -27.4 26.66 6 3 3
27 Feb 703.90 29.45 0 9.22 0 0 0
26 Feb 710.05 29.45 0 8.43 0 0 0
25 Feb 710.90 29.45 0 8.43 0 0 0
24 Feb 716.40 29.45 0 7.85 0 0 0
21 Feb 722.00 29.45 0 7.25 0 0 0
20 Feb 729.70 29.45 0 6.51 0 0 0
19 Feb 727.30 29.45 0 6.65 0 0 0
18 Feb 725.80 29.45 0 6.69 0 0 0
17 Feb 727.70 29.45 0 6.45 0 0 0
14 Feb 722.15 29.45 0 6.79 0 0 0
13 Feb 727.65 29.45 0 6.27 0 0 0
4 Feb 779.20 29.45 0 1.96 0 0 0
3 Feb 760.95 29.45 0 3.14 0 0 0
1 Feb 766.00 29.45 0 2.69 0 0 0


For State Bank Of India - strike price 820 expiring on 24APR2025

Delta for 820 CE is 0.16

Historical price for 820 CE is as follows

On 8 Apr SBIN was trading at 768.60. The strike last trading price was 3.5, which was 1.3 higher than the previous day. The implied volatity was 27.03, the open interest changed by 144 which increased total open position to 2717


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 30.09, the open interest changed by -437 which decreased total open position to 2567


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 2.3, which was -1.75 lower than the previous day. The implied volatity was 21.26, the open interest changed by 334 which increased total open position to 2996


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 4.15, which was 0.8 higher than the previous day. The implied volatity was 20.95, the open interest changed by -96 which decreased total open position to 2670


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 20.00, the open interest changed by 482 which increased total open position to 2799


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 415 which increased total open position to 2326


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 3.55, which was -0.8 lower than the previous day. The implied volatity was 19.82, the open interest changed by 607 which increased total open position to 1911


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 4.65, which was 1.1 higher than the previous day. The implied volatity was 21.10, the open interest changed by 225 which increased total open position to 1301


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 3.5, which was -2 lower than the previous day. The implied volatity was 21.47, the open interest changed by 85 which increased total open position to 1077


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 5.2, which was -2.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by 224 which increased total open position to 994


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 7.7, which was 5.1 higher than the previous day. The implied volatity was 21.29, the open interest changed by 355 which increased total open position to 777


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 2.65, which was 0.1 higher than the previous day. The implied volatity was 20.07, the open interest changed by 55 which increased total open position to 422


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 2.45, which was -0.3 lower than the previous day. The implied volatity was 20.81, the open interest changed by 149 which increased total open position to 367


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was 21.84, the open interest changed by 121 which increased total open position to 217


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 2.35, which was 0.6 higher than the previous day. The implied volatity was 22.53, the open interest changed by 37 which increased total open position to 97


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 1.75, which was -0.5 lower than the previous day. The implied volatity was 23.86, the open interest changed by 10 which increased total open position to 59


On 13 Mar SBIN was trading at 727.85. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 22.73, the open interest changed by 11 which increased total open position to 47


On 12 Mar SBIN was trading at 723.05. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 24.11, the open interest changed by 14 which increased total open position to 36


On 11 Mar SBIN was trading at 729.85. The strike last trading price was 2.95, which was 0.3 higher than the previous day. The implied volatity was 23.45, the open interest changed by 3 which increased total open position to 21


On 10 Mar SBIN was trading at 728.90. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 19


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 18


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 18


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 3.25, which was 0.8 higher than the previous day. The implied volatity was 22.29, the open interest changed by 5 which increased total open position to 17


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 2.45, which was 1.2 higher than the previous day. The implied volatity was 23.23, the open interest changed by 6 which increased total open position to 11


On 3 Mar SBIN was trading at 695.30. The strike last trading price was 1.25, which was -0.8 lower than the previous day. The implied volatity was 23.51, the open interest changed by 0 which decreased total open position to 5


On 28 Feb SBIN was trading at 688.80. The strike last trading price was 2.05, which was -27.4 lower than the previous day. The implied volatity was 26.66, the open interest changed by 3 which increased total open position to 3


On 27 Feb SBIN was trading at 703.90. The strike last trading price was 29.45, which was 0 lower than the previous day. The implied volatity was 9.22, 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 29.45, which was 0 lower than the previous day. The implied volatity was 8.43, 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 29.45, which was 0 lower than the previous day. The implied volatity was 8.43, 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 29.45, which was 0 lower than the previous day. The implied volatity was 7.85, 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 29.45, which was 0 lower than the previous day. The implied volatity was 7.25, 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 29.45, which was 0 lower than the previous day. The implied volatity was 6.51, 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 29.45, which was 0 lower than the previous day. The implied volatity was 6.65, 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 29.45, which was 0 lower than the previous day. The implied volatity was 6.69, 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 29.45, which was 0 lower than the previous day. The implied volatity was 6.45, 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 29.45, which was 0 lower than the previous day. The implied volatity was 6.79, 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 29.45, which was 0 lower than the previous day. The implied volatity was 6.27, 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 29.45, which was 0 lower than the previous day. The implied volatity was 1.96, 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 29.45, which was 0 lower than the previous day. The implied volatity was 3.14, 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 29.45, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


SBIN 24APR2025 820 PE
Delta: -0.81
Vega: 0.43
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 768.60 51.3 -26.9 30.40 73 34 265
7 Apr 746.90 78.2 26.55 51.63 40 -3 232
4 Apr 767.45 50.85 10.35 26.09 58 -17 235
3 Apr 779.20 39.85 -4.7 21.54 160 -11 251
2 Apr 775.95 44.4 -2.05 24.88 19 -3 260
1 Apr 771.70 46.5 0.6 20.33 34 -4 262
28 Mar 771.50 45.9 -0.35 19.02 112 37 266
27 Mar 772.30 45.4 -8.35 19.44 60 41 229
26 Mar 764.00 53.95 8.65 20.74 114 72 186
25 Mar 772.85 45.7 4.8 17.37 64 33 112
24 Mar 780.80 40.15 -21.85 21.80 49 26 78
21 Mar 753.20 62 -5 22.95 22 4 50
20 Mar 749.55 67 -1.75 22.70 2 1 45
19 Mar 745.10 68.75 -7.65 19.82 21 19 44
18 Mar 736.70 75.5 -7.1 19.96 3 2 25
17 Mar 723.15 82.6 0 0.00 0 0 0
13 Mar 727.85 82.6 0 0.00 0 0 0
12 Mar 723.05 82.6 0 0.00 0 0 0
11 Mar 729.85 82.6 0 0.00 0 0 0
10 Mar 728.90 82.6 -0.9 14.49 4 1 23
7 Mar 732.75 83.5 -4.5 26.72 1 0 22
6 Mar 732.05 88 1.15 31.62 8 0 14
5 Mar 730.35 86.85 -13.15 29.85 4 2 12
4 Mar 716.05 100 26.8 32.55 10 0 0
3 Mar 695.30 73.2 0 - 0 0 0
28 Feb 688.80 73.2 0 - 0 0 0
27 Feb 703.90 0 0 - 0 0 0
26 Feb 710.05 0 0 - 0 0 0
25 Feb 710.90 0 0 - 0 0 0
24 Feb 716.40 0 0 - 0 0 0
21 Feb 722.00 0 0 - 0 0 0
20 Feb 729.70 0 0 - 0 0 0
19 Feb 727.30 0 0 - 0 0 0
18 Feb 725.80 0 0 - 0 0 0
17 Feb 727.70 0 0 - 0 0 0
14 Feb 722.15 0 0 - 0 0 0
13 Feb 727.65 0 0 - 0 0 0
4 Feb 779.20 0 0 - 0 0 0
3 Feb 760.95 0 0 - 0 0 0
1 Feb 766.00 0 0 - 0 0 0


For State Bank Of India - strike price 820 expiring on 24APR2025

Delta for 820 PE is -0.81

Historical price for 820 PE is as follows

On 8 Apr SBIN was trading at 768.60. The strike last trading price was 51.3, which was -26.9 lower than the previous day. The implied volatity was 30.40, the open interest changed by 34 which increased total open position to 265


On 7 Apr SBIN was trading at 746.90. The strike last trading price was 78.2, which was 26.55 higher than the previous day. The implied volatity was 51.63, the open interest changed by -3 which decreased total open position to 232


On 4 Apr SBIN was trading at 767.45. The strike last trading price was 50.85, which was 10.35 higher than the previous day. The implied volatity was 26.09, the open interest changed by -17 which decreased total open position to 235


On 3 Apr SBIN was trading at 779.20. The strike last trading price was 39.85, which was -4.7 lower than the previous day. The implied volatity was 21.54, the open interest changed by -11 which decreased total open position to 251


On 2 Apr SBIN was trading at 775.95. The strike last trading price was 44.4, which was -2.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by -3 which decreased total open position to 260


On 1 Apr SBIN was trading at 771.70. The strike last trading price was 46.5, which was 0.6 higher than the previous day. The implied volatity was 20.33, the open interest changed by -4 which decreased total open position to 262


On 28 Mar SBIN was trading at 771.50. The strike last trading price was 45.9, which was -0.35 lower than the previous day. The implied volatity was 19.02, the open interest changed by 37 which increased total open position to 266


On 27 Mar SBIN was trading at 772.30. The strike last trading price was 45.4, which was -8.35 lower than the previous day. The implied volatity was 19.44, the open interest changed by 41 which increased total open position to 229


On 26 Mar SBIN was trading at 764.00. The strike last trading price was 53.95, which was 8.65 higher than the previous day. The implied volatity was 20.74, the open interest changed by 72 which increased total open position to 186


On 25 Mar SBIN was trading at 772.85. The strike last trading price was 45.7, which was 4.8 higher than the previous day. The implied volatity was 17.37, the open interest changed by 33 which increased total open position to 112


On 24 Mar SBIN was trading at 780.80. The strike last trading price was 40.15, which was -21.85 lower than the previous day. The implied volatity was 21.80, the open interest changed by 26 which increased total open position to 78


On 21 Mar SBIN was trading at 753.20. The strike last trading price was 62, which was -5 lower than the previous day. The implied volatity was 22.95, the open interest changed by 4 which increased total open position to 50


On 20 Mar SBIN was trading at 749.55. The strike last trading price was 67, which was -1.75 lower than the previous day. The implied volatity was 22.70, the open interest changed by 1 which increased total open position to 45


On 19 Mar SBIN was trading at 745.10. The strike last trading price was 68.75, which was -7.65 lower than the previous day. The implied volatity was 19.82, the open interest changed by 19 which increased total open position to 44


On 18 Mar SBIN was trading at 736.70. The strike last trading price was 75.5, which was -7.1 lower than the previous day. The implied volatity was 19.96, the open interest changed by 2 which increased total open position to 25


On 17 Mar SBIN was trading at 723.15. The strike last trading price was 82.6, 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 82.6, 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 82.6, 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 82.6, 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 10 Mar SBIN was trading at 728.90. The strike last trading price was 82.6, which was -0.9 lower than the previous day. The implied volatity was 14.49, the open interest changed by 1 which increased total open position to 23


On 7 Mar SBIN was trading at 732.75. The strike last trading price was 83.5, which was -4.5 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 22


On 6 Mar SBIN was trading at 732.05. The strike last trading price was 88, which was 1.15 higher than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 14


On 5 Mar SBIN was trading at 730.35. The strike last trading price was 86.85, which was -13.15 lower than the previous day. The implied volatity was 29.85, the open interest changed by 2 which increased total open position to 12


On 4 Mar SBIN was trading at 716.05. The strike last trading price was 100, which was 26.8 higher than the previous day. The implied volatity was 32.55, 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 73.2, 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 73.2, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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