Historical option data for SBIN
20 May 2026 09:47 AM IST
| SBIN 26-May-2026 (6d) 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0
Theta: -0.79
Gamma: 0.01092
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 937.60 | 23.1 | -9.4 (-28.92%) | 23.81 | 210 | 45 | 406 | |||||||||
| 19 May | 948.80 | 31.1 | 1.65 (5.60%) | 23.65 | 805 | -64 | 362 | |||||||||
| 18 May | 939.40 | 29.15 | -16.85 (-36.63%) | 31.05 | 1,556 | 222 | 416 | |||||||||
| 15 May | 963.20 | 45.2 | -5.4 (-10.67%) | 15.55 | 276 | -74 | 183 | |||||||||
| 14 May | 979.90 | 51.9 | 8.2 (18.76%) | 32.66 | 151 | 10 | 257 | |||||||||
| 13 May | 970.10 | 43.65 | -3.95 (-8.30%) | 0 | 292 | 52 | 247 | |||||||||
| 12 May | 974.60 | 48.45 | -0.1 (-0.21%) | 0 | 465 | 53 | 194 | |||||||||
| 11 May | 973.60 | 49.6 | -36.6 (-42.46%) | 0 | 262 | 89 | 140 | |||||||||
| 8 May | 1019.30 | 84.05 | -235.05 (-73.66%) | 39.14 | 53 | 18 | 18 | |||||||||
| 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 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1040.95 | 319.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1061.45 | 319.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1030.40 | 319.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1032.75 | 319.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1018.40 | 319.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1017.80 | 319.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 979.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 920 expiring on 26MAY2026
Delta for 920 CE is 0.74
Historical price for 920 CE is as follows
On 20 May SBIN was trading at 937.60. The strike last trading price was 23.1, which was -9.4 lower than the previous day. The implied volatity was 23.81, the open interest changed by 45 which increased total open position to 406
On 19 May SBIN was trading at 948.80. The strike last trading price was 31.1, which was 1.65 higher than the previous day. The implied volatity was 23.65, the open interest changed by -64 which decreased total open position to 362
On 18 May SBIN was trading at 939.40. The strike last trading price was 29.15, which was -16.85 lower than the previous day. The implied volatity was 31.05, the open interest changed by 222 which increased total open position to 416
On 15 May SBIN was trading at 963.20. The strike last trading price was 45.2, which was -5.4 lower than the previous day. The implied volatity was 15.55, the open interest changed by -74 which decreased total open position to 183
On 14 May SBIN was trading at 979.90. The strike last trading price was 51.9, which was 8.2 higher than the previous day. The implied volatity was 32.66, the open interest changed by 10 which increased total open position to 257
On 13 May SBIN was trading at 970.10. The strike last trading price was 43.65, which was -3.95 lower than the previous day. The implied volatity was 0, the open interest changed by 52 which increased total open position to 247
On 12 May SBIN was trading at 974.60. The strike last trading price was 48.45, which was -0.1 lower than the previous day. The implied volatity was 0, the open interest changed by 53 which increased total open position to 194
On 11 May SBIN was trading at 973.60. The strike last trading price was 49.6, which was -36.6 lower than the previous day. The implied volatity was 0, the open interest changed by 89 which increased total open position to 140
On 8 May SBIN was trading at 1019.30. The strike last trading price was 84.05, which was -235.05 lower than the previous day. The implied volatity was 39.14, the open interest changed by 18 which increased total open position to 18
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 319.1, 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 319.1, 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 319.1, 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 Apr SBIN was trading at 1032.75. The strike last trading price was 319.1, 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 2 Apr SBIN was trading at 1018.40. The strike last trading price was 319.1, 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 Apr SBIN was trading at 1017.80. The strike last trading price was 319.1, 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 Mar SBIN was trading at 979.40. 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
| SBIN 26-May-2026 (6d) 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0
Theta: -0.83
Gamma: 0.00982
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 937.60 | 6.6 | 2.6 (65.00%) | 27.86 | 1,763 | 31 | 2,452 |
| 19 May | 948.80 | 4.55 | -2.9 (-38.93%) | 27.31 | 9,077 | 191 | 2,422 |
| 18 May | 939.40 | 8.15 | 4.05 (98.78%) | 28.96 | 8,994 | 141 | 2,230 |
| 15 May | 963.20 | 4.3 | -0.05 (-1.15%) | 28.4 | 6,355 | -250 | 2,084 |
| 14 May | 979.90 | 4.05 | -4.1 (-50.31%) | 32.66 | 7,666 | 7 | 2,333 |
| 13 May | 970.10 | 8.1 | -0.05 (-0.61%) | 36.92 | 6,790 | 119 | 2,325 |
| 12 May | 974.60 | 8.1 | -0.6 (-6.90%) | 37.54 | 9,454 | -69 | 2,209 |
| 11 May | 973.60 | 9.15 | 4.05 (79.41%) | 37.79 | 13,060 | 920 | 2,279 |
| 8 May | 1019.30 | 4.75 | 4.1 (630.77%) | 38.9 | 4,683 | 838 | 1,366 |
| 7 May | 1092.00 | 0.6 | -0.1 (-14.29%) | 36.87 | 362 | -27 | 525 |
| 6 May | 1096.00 | 0.65 | -1.3 (-66.67%) | 37.47 | 331 | 4 | 536 |
| 5 May | 1059.90 | 1.9 | 0.2 (11.76%) | 36.77 | 347 | 18 | 532 |
| 4 May | 1068.40 | 1.65 | -0.3 (-15.38%) | 36.44 | 415 | 479 | 514 |
| 30 Apr | 1068.45 | 1.85 | 0.2 (12.12%) | 35.02 | 829 | 550 | 585 |
| 29 Apr | 1086.90 | 1.65 | -0.25 (-13.16%) | 35.63 | 62 | 13 | 36 |
| 28 Apr | 1091.30 | 1.8 | 0.1 (5.88%) | 36.53 | 25 | 8 | 24 |
| 27 Apr | 1111.85 | 1.7 | -2.3 (-57.50%) | 38.94 | 25 | 9 | 15 |
| 24 Apr | 1101.10 | 4 | 1.8 (81.82%) | - | 0 | 0 | 6 |
| 23 Apr | 1094.25 | 4 | 1.8 (81.82%) | - | 0 | 0 | 6 |
| 22 Apr | 1103.30 | 4 | 1.8 (81.82%) | - | 0 | 0 | 6 |
| 21 Apr | 1111.85 | 4 | 1.8 (81.82%) | - | 0 | 0 | 6 |
| 20 Apr | 1107.85 | 4 | 1.8 (81.82%) | - | 0 | 0 | 6 |
| 17 Apr | 1080.25 | 4 | 1.8 (81.82%) | 34.38 | 0 | 0 | 6 |
| 16 Apr | 1067.15 | 4 | -0.65 (-13.98%) | 34.38 | 1 | 0 | 6 |
| 15 Apr | 1071.50 | 4.6 | 3.95 (607.69%) | 34.55 | 16 | 6 | 6 |
| 13 Apr | 1063.55 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1066.70 | 0 | 0 (0.00%) | 11.36 | 0 | 0 | 0 |
| 9 Apr | 1040.95 | 0.65 | 0 (0.00%) | 9.7 | 0 | 0 | 0 |
| 8 Apr | 1061.45 | 0.65 | 0 (0.00%) | 11.72 | 0 | 0 | 0 |
| 7 Apr | 1030.40 | 0.65 | 0 (0.00%) | 8.8 | 0 | 0 | 0 |
| 6 Apr | 1032.75 | 0.65 | 0 (0.00%) | 9.09 | 0 | 0 | 0 |
| 2 Apr | 1018.40 | 0.65 | 0 (0.00%) | 7.99 | 0 | 0 | 0 |
| 1 Apr | 1017.80 | 0.65 | 0 (0.00%) | 7.92 | 0 | 0 | 0 |
| 30 Mar | 979.40 | 0.65 | 0 (0.00%) | 6.25 | 0 | 0 | 0 |
For State Bank Of India - strike price 920 expiring on 26MAY2026
Delta for 920 PE is -0.29
Historical price for 920 PE is as follows
On 20 May SBIN was trading at 937.60. The strike last trading price was 6.6, which was 2.6 higher than the previous day. The implied volatity was 27.86, the open interest changed by 31 which increased total open position to 2452
On 19 May SBIN was trading at 948.80. The strike last trading price was 4.55, which was -2.9 lower than the previous day. The implied volatity was 27.31, the open interest changed by 191 which increased total open position to 2422
On 18 May SBIN was trading at 939.40. The strike last trading price was 8.15, which was 4.05 higher than the previous day. The implied volatity was 28.96, the open interest changed by 141 which increased total open position to 2230
On 15 May SBIN was trading at 963.20. The strike last trading price was 4.3, which was -0.05 lower than the previous day. The implied volatity was 28.4, the open interest changed by -250 which decreased total open position to 2084
On 14 May SBIN was trading at 979.90. The strike last trading price was 4.05, which was -4.1 lower than the previous day. The implied volatity was 32.66, the open interest changed by 7 which increased total open position to 2333
On 13 May SBIN was trading at 970.10. The strike last trading price was 8.1, which was -0.05 lower than the previous day. The implied volatity was 36.92, the open interest changed by 119 which increased total open position to 2325
On 12 May SBIN was trading at 974.60. The strike last trading price was 8.1, which was -0.6 lower than the previous day. The implied volatity was 37.54, the open interest changed by -69 which decreased total open position to 2209
On 11 May SBIN was trading at 973.60. The strike last trading price was 9.15, which was 4.05 higher than the previous day. The implied volatity was 37.79, the open interest changed by 920 which increased total open position to 2279
On 8 May SBIN was trading at 1019.30. The strike last trading price was 4.75, which was 4.1 higher than the previous day. The implied volatity was 38.9, the open interest changed by 838 which increased total open position to 1366
On 7 May SBIN was trading at 1092.00. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 36.87, the open interest changed by -27 which decreased total open position to 525
On 6 May SBIN was trading at 1096.00. The strike last trading price was 0.65, which was -1.3 lower than the previous day. The implied volatity was 37.47, the open interest changed by 4 which increased total open position to 536
On 5 May SBIN was trading at 1059.90. The strike last trading price was 1.9, which was 0.2 higher than the previous day. The implied volatity was 36.77, the open interest changed by 18 which increased total open position to 532
On 4 May SBIN was trading at 1068.40. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 36.44, the open interest changed by 479 which increased total open position to 514
On 30 Apr SBIN was trading at 1068.45. The strike last trading price was 1.85, which was 0.2 higher than the previous day. The implied volatity was 35.02, the open interest changed by 550 which increased total open position to 585
On 29 Apr SBIN was trading at 1086.90. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 35.63, the open interest changed by 13 which increased total open position to 36
On 28 Apr SBIN was trading at 1091.30. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 36.53, the open interest changed by 8 which increased total open position to 24
On 27 Apr SBIN was trading at 1111.85. The strike last trading price was 1.7, which was -2.3 lower than the previous day. The implied volatity was 38.94, the open interest changed by 9 which increased total open position to 15
On 24 Apr SBIN was trading at 1101.10. The strike last trading price was 4, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Apr SBIN was trading at 1094.25. The strike last trading price was 4, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 Apr SBIN was trading at 1103.30. The strike last trading price was 4, which was 1.8 higher than the previous day. The implied volatity was -, 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 4, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Apr SBIN was trading at 1107.85. The strike last trading price was 4, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Apr SBIN was trading at 1080.25. The strike last trading price was 4, which was 1.8 higher than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 6
On 16 Apr SBIN was trading at 1067.15. The strike last trading price was 4, which was -0.65 lower than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 6
On 15 Apr SBIN was trading at 1071.50. The strike last trading price was 4.6, which was 3.95 higher than the previous day. The implied volatity was 34.55, the open interest changed by 6 which increased total open position to 6
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 11.36, 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 0.65, which was 0 lower than the previous day. The implied volatity was 9.7, 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 0.65, which was 0 lower than the previous day. The implied volatity was 11.72, 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 0.65, which was 0 lower than the previous day. The implied volatity was 8.8, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SBIN was trading at 1032.75. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SBIN was trading at 1018.40. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SBIN was trading at 1017.80. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 7.92, the open interest changed by 0 which decreased total open position to 0
On 30 Mar SBIN was trading at 979.40. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
