Historical option data for SBIN
20 May 2026 09:50 AM IST
| SBIN 26-May-2026 (6d) 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0
Theta: -0.23
Gamma: 0.00307
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 937.10 | 57.15 | -10.75 (-15.83%) | 30.63 | 1 | 0 | 82 | |||||||||
| 19 May | 948.80 | 67.6 | 3.4 (5.30%) | 31.28 | 46 | -17 | 83 | |||||||||
| 18 May | 939.40 | 61.85 | -21.2 (-25.53%) | 36.16 | 238 | 40 | 102 | |||||||||
| 15 May | 963.20 | 83 | -7.5 (-8.29%) | 30.82 | 25 | 8 | 61 | |||||||||
| 14 May | 979.90 | 90.5 | 11.85 (15.07%) | 36.12 | 44 | 4 | 53 | |||||||||
| 13 May | 970.10 | 77.95 | -3.4 (-4.18%) | 0 | 28 | -7 | 48 | |||||||||
| 12 May | 974.60 | 82.25 | -1.2 (-1.44%) | 0 | 53 | 27 | 54 | |||||||||
| 11 May | 973.60 | 83.75 | -274.3 (-76.61%) | 39.79 | 55 | 18 | 18 | |||||||||
| 8 May | 1019.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1092.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1096.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1059.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1068.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1068.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1086.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 1091.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1111.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1101.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1094.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1103.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1111.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1107.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1080.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1067.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1071.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1063.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1066.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1040.95 | 358.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1061.45 | 358.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1030.40 | 358.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 880 expiring on 26MAY2026
Delta for 880 CE is 0.94
Historical price for 880 CE is as follows
On 20 May SBIN was trading at 937.10. The strike last trading price was 57.15, which was -10.75 lower than the previous day. The implied volatity was 30.63, the open interest changed by 0 which decreased total open position to 82
On 19 May SBIN was trading at 948.80. The strike last trading price was 67.6, which was 3.4 higher than the previous day. The implied volatity was 31.28, the open interest changed by -17 which decreased total open position to 83
On 18 May SBIN was trading at 939.40. The strike last trading price was 61.85, which was -21.2 lower than the previous day. The implied volatity was 36.16, the open interest changed by 40 which increased total open position to 102
On 15 May SBIN was trading at 963.20. The strike last trading price was 83, which was -7.5 lower than the previous day. The implied volatity was 30.82, the open interest changed by 8 which increased total open position to 61
On 14 May SBIN was trading at 979.90. The strike last trading price was 90.5, which was 11.85 higher than the previous day. The implied volatity was 36.12, the open interest changed by 4 which increased total open position to 53
On 13 May SBIN was trading at 970.10. The strike last trading price was 77.95, which was -3.4 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 48
On 12 May SBIN was trading at 974.60. The strike last trading price was 82.25, which was -1.2 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 54
On 11 May SBIN was trading at 973.60. The strike last trading price was 83.75, which was -274.3 lower than the previous day. The implied volatity was 39.79, the open interest changed by 18 which increased total open position to 18
On 8 May SBIN was trading at 1019.30. 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 7 May SBIN was trading at 1092.00. 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 6 May SBIN was trading at 1096.00. 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 5 May SBIN was trading at 1059.90. 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 4 May SBIN was trading at 1068.40. 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 30 Apr SBIN was trading at 1068.45. 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 29 Apr SBIN was trading at 1086.90. 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 28 Apr SBIN was trading at 1091.30. 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 27 Apr SBIN was trading at 1111.85. 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 Apr SBIN was trading at 1101.10. 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 23 Apr SBIN was trading at 1094.25. 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 22 Apr SBIN was trading at 1103.30. 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 21 Apr SBIN was trading at 1111.85. 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 Apr SBIN was trading at 1107.85. 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 Apr SBIN was trading at 1080.25. 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 16 Apr SBIN was trading at 1067.15. 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 15 Apr SBIN was trading at 1071.50. 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 Apr SBIN was trading at 1063.55. 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 10 Apr SBIN was trading at 1066.70. 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 9 Apr SBIN was trading at 1040.95. The strike last trading price was 358.05, 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 8 Apr SBIN was trading at 1061.45. The strike last trading price was 358.05, 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 Apr SBIN was trading at 1030.40. The strike last trading price was 358.05, 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 26-May-2026 (6d) 880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0
Theta: -0.22
Gamma: 0.00303
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 937.10 | 0.95 | -0.05 (-5.00%) | 30.29 | 643 | 119 | 1,556 |
| 19 May | 948.80 | 0.8 | -0.9 (-52.94%) | 31.43 | 2,495 | -256 | 1,437 |
| 18 May | 939.40 | 2 | 1.05 (110.53%) | 33.15 | 6,681 | -53 | 1,688 |
| 15 May | 963.20 | 1 | -0.1 (-9.09%) | 31.3 | 1,531 | -149 | 1,738 |
| 14 May | 979.90 | 1 | -1.7 (-62.96%) | 34.42 | 6,136 | 59 | 1,904 |
| 13 May | 970.10 | 2.75 | -0.15 (-5.17%) | 0 | 2,103 | 68 | 1,849 |
| 12 May | 974.60 | 3 | -0.25 (-7.69%) | 0 | 3,143 | 49 | 1,782 |
| 11 May | 973.60 | 3.55 | 1.45 (69.05%) | 39.79 | 5,756 | 730 | 1,728 |
| 8 May | 1019.30 | 1.9 | 1.5 (375.00%) | 40.89 | 3,577 | 877 | 1,023 |
| 7 May | 1092.00 | 0.4 | 0 (0.00%) | 42.19 | 65 | -29 | 148 |
| 6 May | 1096.00 | 0.4 | -0.45 (-52.94%) | 40.95 | 126 | 30 | 177 |
| 5 May | 1059.90 | 0.85 | 0.05 (6.25%) | 39.77 | 137 | -34 | 148 |
| 4 May | 1068.40 | 0.8 | -0.25 (-23.81%) | 39.78 | 129 | 150 | 182 |
| 30 Apr | 1068.45 | 1 | 0.1 (11.11%) | 38.58 | 248 | 122 | 154 |
| 29 Apr | 1086.90 | 0.9 | -0.15 (-14.29%) | 39.36 | 54 | 16 | 31 |
| 28 Apr | 1091.30 | 1.05 | -0.05 (-4.55%) | 40.26 | 7 | 1 | 11 |
| 27 Apr | 1111.85 | 1.1 | -0.1 (-8.33%) | 42.66 | 2 | 0 | 10 |
| 24 Apr | 1101.10 | 1.2 | -0.4 (-25.00%) | 40.17 | 4 | 0 | 8 |
| 23 Apr | 1094.25 | 1.6 | 0.3 (23.08%) | 39.96 | 11 | 1 | 7 |
| 22 Apr | 1103.30 | 1.3 | 1.15 (766.67%) | 39.92 | 0 | 0 | 6 |
| 21 Apr | 1111.85 | 1.3 | 0 (0.00%) | 39.92 | 1 | 0 | 5 |
| 20 Apr | 1107.85 | 1.3 | 0 (0.00%) | 39.13 | 8 | -2 | 4 |
| 17 Apr | 1080.25 | 1.35 | -0.65 (-32.50%) | 34.51 | 8 | 4 | 6 |
| 16 Apr | 1067.15 | 2 | -1.2 (-37.50%) | 34.92 | 2 | 1 | 1 |
| 15 Apr | 1071.50 | 3.2 | 2.95 (1180.00%) | 38.59 | 2 | 1 | 1 |
| 13 Apr | 1063.55 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1066.70 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1040.95 | 0.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1061.45 | 0.25 | 0 (0.00%) | 14.17 | 0 | 0 | 0 |
| 7 Apr | 1030.40 | 0.25 | 0 (0.00%) | 12.16 | 0 | 0 | 0 |
For State Bank Of India - strike price 880 expiring on 26MAY2026
Delta for 880 PE is -0.06
Historical price for 880 PE is as follows
On 20 May SBIN was trading at 937.10. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 30.29, the open interest changed by 119 which increased total open position to 1556
On 19 May SBIN was trading at 948.80. The strike last trading price was 0.8, which was -0.9 lower than the previous day. The implied volatity was 31.43, the open interest changed by -256 which decreased total open position to 1437
On 18 May SBIN was trading at 939.40. The strike last trading price was 2, which was 1.05 higher than the previous day. The implied volatity was 33.15, the open interest changed by -53 which decreased total open position to 1688
On 15 May SBIN was trading at 963.20. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 31.3, the open interest changed by -149 which decreased total open position to 1738
On 14 May SBIN was trading at 979.90. The strike last trading price was 1, which was -1.7 lower than the previous day. The implied volatity was 34.42, the open interest changed by 59 which increased total open position to 1904
On 13 May SBIN was trading at 970.10. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 0, the open interest changed by 68 which increased total open position to 1849
On 12 May SBIN was trading at 974.60. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by 49 which increased total open position to 1782
On 11 May SBIN was trading at 973.60. The strike last trading price was 3.55, which was 1.45 higher than the previous day. The implied volatity was 39.79, the open interest changed by 730 which increased total open position to 1728
On 8 May SBIN was trading at 1019.30. The strike last trading price was 1.9, which was 1.5 higher than the previous day. The implied volatity was 40.89, the open interest changed by 877 which increased total open position to 1023
On 7 May SBIN was trading at 1092.00. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 42.19, the open interest changed by -29 which decreased total open position to 148
On 6 May SBIN was trading at 1096.00. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 40.95, the open interest changed by 30 which increased total open position to 177
On 5 May SBIN was trading at 1059.90. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 39.77, the open interest changed by -34 which decreased total open position to 148
On 4 May SBIN was trading at 1068.40. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 39.78, the open interest changed by 150 which increased total open position to 182
On 30 Apr SBIN was trading at 1068.45. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 38.58, the open interest changed by 122 which increased total open position to 154
On 29 Apr SBIN was trading at 1086.90. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 39.36, the open interest changed by 16 which increased total open position to 31
On 28 Apr SBIN was trading at 1091.30. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 40.26, the open interest changed by 1 which increased total open position to 11
On 27 Apr SBIN was trading at 1111.85. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 42.66, the open interest changed by 0 which decreased total open position to 10
On 24 Apr SBIN was trading at 1101.10. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 40.17, the open interest changed by 0 which decreased total open position to 8
On 23 Apr SBIN was trading at 1094.25. The strike last trading price was 1.6, which was 0.3 higher than the previous day. The implied volatity was 39.96, the open interest changed by 1 which increased total open position to 7
On 22 Apr SBIN was trading at 1103.30. The strike last trading price was 1.3, which was 1.15 higher than the previous day. The implied volatity was 39.92, the open interest changed by 0 which decreased total open position to 6
On 21 Apr SBIN was trading at 1111.85. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 39.92, the open interest changed by 0 which decreased total open position to 5
On 20 Apr SBIN was trading at 1107.85. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 39.13, the open interest changed by -2 which decreased total open position to 4
On 17 Apr SBIN was trading at 1080.25. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 34.51, the open interest changed by 4 which increased total open position to 6
On 16 Apr SBIN was trading at 1067.15. The strike last trading price was 2, which was -1.2 lower than the previous day. The implied volatity was 34.92, the open interest changed by 1 which increased total open position to 1
On 15 Apr SBIN was trading at 1071.50. The strike last trading price was 3.2, which was 2.95 higher than the previous day. The implied volatity was 38.59, the open interest changed by 1 which increased total open position to 1
On 13 Apr SBIN was trading at 1063.55. 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 10 Apr SBIN was trading at 1066.70. 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 9 Apr SBIN was trading at 1040.95. The strike last trading price was 0.25, 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 8 Apr SBIN was trading at 1061.45. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 14.17, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SBIN was trading at 1030.40. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 12.16, the open interest changed by 0 which decreased total open position to 0
