Historical option data for SBIN
29 May 2026 04:10 PM IST
| SBIN 30-Jun-2026 (32d) 970 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.01
Theta: -0.47
Gamma: 0.00604
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 964.40 | 26.35 | -1.65 (-5.89%) | 22.99 | 6,889 | 171 | 5,594 | |||||||||
| 27 May | 967.80 | 27.6 | -0.4 (-1.43%) | 22.36 | 4,783 | 113 | 5,425 | |||||||||
| 26 May | 968.50 | 28.2 | -2.8 (-9.03%) | 21.5 | 6,938 | 1,063 | 5,317 | |||||||||
| 25 May | 969.60 | 32.2 | 7.2 (28.80%) | 23.17 | 7,980 | 1,944 | 4,254 | |||||||||
| 22 May | 949.20 | 25.1 | -0.9 (-3.46%) | 25.46 | 3,420 | 1,043 | 2,300 | |||||||||
| 21 May | 950.90 | 25.4 | -1.6 (-5.93%) | 25.23 | 474 | 102 | 1,257 | |||||||||
| 20 May | 950.90 | 26.2 | 0.05 (0.19%) | 25.47 | 325 | 139 | 1,154 | |||||||||
| 19 May | 948.80 | 25.8 | 0.75 (2.99%) | 25.82 | 285 | 52 | 1,013 | |||||||||
| 18 May | 939.40 | 25.45 | -9.2 (-26.55%) | 27.97 | 1,003 | 342 | 958 | |||||||||
| 15 May | 963.20 | 34 | -3.05 (-8.23%) | 24.86 | 384 | 8 | 617 | |||||||||
| 14 May | 979.90 | 37.65 | 3.15 (9.13%) | 19.31 | 791 | 353 | 607 | |||||||||
| 13 May | 970.10 | 34 | -3.1 (-8.36%) | 21.28 | 444 | 133 | 257 | |||||||||
| 12 May | 974.60 | 38.25 | -0.05 (-0.13%) | 21.92 | 213 | 52 | 124 | |||||||||
| 11 May | 973.60 | 39.35 | -100.65 (-71.89%) | 22.91 | 102 | 70 | 70 | |||||||||
| 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 | |||||||||
For State Bank Of India - strike price 970 expiring on 30JUN2026
Delta for 970 CE is 0.51
Historical price for 970 CE is as follows
On 29 May SBIN was trading at 964.40. The strike last trading price was 26.35, which was -1.65 lower than the previous day. The implied volatity was 22.99, the open interest changed by 171 which increased total open position to 5594
On 27 May SBIN was trading at 967.80. The strike last trading price was 27.6, which was -0.4 lower than the previous day. The implied volatity was 22.36, the open interest changed by 113 which increased total open position to 5425
On 26 May SBIN was trading at 968.50. The strike last trading price was 28.2, which was -2.8 lower than the previous day. The implied volatity was 21.5, the open interest changed by 1063 which increased total open position to 5317
On 25 May SBIN was trading at 969.60. The strike last trading price was 32.2, which was 7.2 higher than the previous day. The implied volatity was 23.17, the open interest changed by 1944 which increased total open position to 4254
On 22 May SBIN was trading at 949.20. The strike last trading price was 25.1, which was -0.9 lower than the previous day. The implied volatity was 25.46, the open interest changed by 1043 which increased total open position to 2300
On 21 May SBIN was trading at 950.90. The strike last trading price was 25.4, which was -1.6 lower than the previous day. The implied volatity was 25.23, the open interest changed by 102 which increased total open position to 1257
On 20 May SBIN was trading at 950.90. The strike last trading price was 26.2, which was 0.05 higher than the previous day. The implied volatity was 25.47, the open interest changed by 139 which increased total open position to 1154
On 19 May SBIN was trading at 948.80. The strike last trading price was 25.8, which was 0.75 higher than the previous day. The implied volatity was 25.82, the open interest changed by 52 which increased total open position to 1013
On 18 May SBIN was trading at 939.40. The strike last trading price was 25.45, which was -9.2 lower than the previous day. The implied volatity was 27.97, the open interest changed by 342 which increased total open position to 958
On 15 May SBIN was trading at 963.20. The strike last trading price was 34, which was -3.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 8 which increased total open position to 617
On 14 May SBIN was trading at 979.90. The strike last trading price was 37.65, which was 3.15 higher than the previous day. The implied volatity was 19.31, the open interest changed by 353 which increased total open position to 607
On 13 May SBIN was trading at 970.10. The strike last trading price was 34, which was -3.1 lower than the previous day. The implied volatity was 21.28, the open interest changed by 133 which increased total open position to 257
On 12 May SBIN was trading at 974.60. The strike last trading price was 38.25, which was -0.05 lower than the previous day. The implied volatity was 21.92, the open interest changed by 52 which increased total open position to 124
On 11 May SBIN was trading at 973.60. The strike last trading price was 39.35, which was -100.65 lower than the previous day. The implied volatity was 22.91, the open interest changed by 70 which increased total open position to 70
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
| SBIN 30-Jun-2026 (32d) 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.01
Theta: -0.26
Gamma: 0.00716
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 964.40 | 22.2 | 0.3 (1.37%) | 19.38 | 3,886 | -3 | 4,789 |
| 27 May | 967.80 | 21.8 | -0.9 (-3.96%) | 19.41 | 3,379 | 5 | 4,813 |
| 26 May | 968.50 | 21.8 | -0.8 (-3.54%) | 20.04 | 5,586 | 835 | 4,813 |
| 25 May | 969.60 | 21.55 | -15.15 (-41.28%) | 20.65 | 5,397 | 2,979 | 3,977 |
| 22 May | 949.20 | 35.8 | -0.15 (-0.42%) | 22.23 | 930 | 331 | 996 |
| 21 May | 950.90 | 36.2 | -0.75 (-2.03%) | 22.48 | 149 | 29 | 665 |
| 20 May | 950.90 | 36.95 | -3.1 (-7.74%) | 22.92 | 128 | 33 | 638 |
| 19 May | 948.80 | 41 | -4.9 (-10.68%) | 25.19 | 90 | 32 | 605 |
| 18 May | 939.40 | 47.6 | 12.55 (35.81%) | 25.11 | 100 | -12 | 573 |
| 15 May | 963.20 | 35.95 | 2.1 (6.20%) | 26.25 | 113 | 26 | 584 |
| 14 May | 979.90 | 32.85 | -8.25 (-20.07%) | 29.89 | 538 | 273 | 558 |
| 13 May | 970.10 | 41 | 0.15 (0.37%) | 0 | 220 | 107 | 286 |
| 12 May | 974.60 | 41.3 | 0 (0.00%) | 0 | 107 | -9 | 178 |
| 11 May | 973.60 | 40.75 | 14.55 (55.53%) | 0 | 147 | 74 | 187 |
| 8 May | 1019.30 | 26.1 | 18.1 (226.25%) | 31.89 | 141 | 104 | 106 |
| 7 May | 1092.00 | 8 | -1.25 (-13.51%) | 29.87 | 4 | 2 | 2 |
| 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 |
For State Bank Of India - strike price 970 expiring on 30JUN2026
Delta for 970 PE is -0.49
Historical price for 970 PE is as follows
On 29 May SBIN was trading at 964.40. The strike last trading price was 22.2, which was 0.3 higher than the previous day. The implied volatity was 19.38, the open interest changed by -3 which decreased total open position to 4789
On 27 May SBIN was trading at 967.80. The strike last trading price was 21.8, which was -0.9 lower than the previous day. The implied volatity was 19.41, the open interest changed by 5 which increased total open position to 4813
On 26 May SBIN was trading at 968.50. The strike last trading price was 21.8, which was -0.8 lower than the previous day. The implied volatity was 20.04, the open interest changed by 835 which increased total open position to 4813
On 25 May SBIN was trading at 969.60. The strike last trading price was 21.55, which was -15.15 lower than the previous day. The implied volatity was 20.65, the open interest changed by 2979 which increased total open position to 3977
On 22 May SBIN was trading at 949.20. The strike last trading price was 35.8, which was -0.15 lower than the previous day. The implied volatity was 22.23, the open interest changed by 331 which increased total open position to 996
On 21 May SBIN was trading at 950.90. The strike last trading price was 36.2, which was -0.75 lower than the previous day. The implied volatity was 22.48, the open interest changed by 29 which increased total open position to 665
On 20 May SBIN was trading at 950.90. The strike last trading price was 36.95, which was -3.1 lower than the previous day. The implied volatity was 22.92, the open interest changed by 33 which increased total open position to 638
On 19 May SBIN was trading at 948.80. The strike last trading price was 41, which was -4.9 lower than the previous day. The implied volatity was 25.19, the open interest changed by 32 which increased total open position to 605
On 18 May SBIN was trading at 939.40. The strike last trading price was 47.6, which was 12.55 higher than the previous day. The implied volatity was 25.11, the open interest changed by -12 which decreased total open position to 573
On 15 May SBIN was trading at 963.20. The strike last trading price was 35.95, which was 2.1 higher than the previous day. The implied volatity was 26.25, the open interest changed by 26 which increased total open position to 584
On 14 May SBIN was trading at 979.90. The strike last trading price was 32.85, which was -8.25 lower than the previous day. The implied volatity was 29.89, the open interest changed by 273 which increased total open position to 558
On 13 May SBIN was trading at 970.10. The strike last trading price was 41, which was 0.15 higher than the previous day. The implied volatity was 0, the open interest changed by 107 which increased total open position to 286
On 12 May SBIN was trading at 974.60. The strike last trading price was 41.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 178
On 11 May SBIN was trading at 973.60. The strike last trading price was 40.75, which was 14.55 higher than the previous day. The implied volatity was 0, the open interest changed by 74 which increased total open position to 187
On 8 May SBIN was trading at 1019.30. The strike last trading price was 26.1, which was 18.1 higher than the previous day. The implied volatity was 31.89, the open interest changed by 104 which increased total open position to 106
On 7 May SBIN was trading at 1092.00. The strike last trading price was 8, which was -1.25 lower than the previous day. The implied volatity was 29.87, the open interest changed by 2 which increased total open position to 2
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
