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Related Pages for SBIN
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SBIN
State Bank Of India
861.6 -5.90 (-0.68%)

Option Chain for SBIN

11 Dec 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 750
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 159.75 0.00 660 0.00 0.30 - 16 -1 215 -
0.00 0 0 0 0.00 159.80 0.00 670 -0.05 0.20 - 1 0 203 -
0.00 0 0 0 0.00 142.85 0.00 680 0.00 0.35 - 6 0 640 -
0.00 0 0 0 0.00 141.50 0.00 690 0.00 0.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 163.00 0.00 700 -0.05 0.30 46.35 68 -41 1,423 -0.01
0.00 0 0 0 0.00 123.95 0.00 710 -0.05 0.25 42.55 8 1 231 -0.01
0.00 0 0 0 0.00 128.95 0.00 720 -0.05 0.40 42.58 52 -21 487 -0.01
0.00 0 0 0 0.00 107.25 0.00 730 -0.10 0.45 40.49 92 -16 648 -0.02
0.00 0 0 0 0.00 116.70 0.00 740 -0.05 0.50 38.31 78 -16 539 -0.02
0.96 336 -3 4 40.78 116.00 -3.50 750 -0.05 0.60 36.54 381 17 1,623 -0.02
0.00 0 0 0 0.00 102.50 0.00 760 -0.05 0.70 34.51 542 110 1,439 -0.03
0.00 0 0 0 0.00 97.05 0.00 770 -0.20 0.80 32.41 414 -13 1,074 -0.03
0.96 163 -4 9 30.10 86.10 -2.90 780 -0.20 1.05 30.97 732 60 2,590 -0.05
0.91 174 4 15 34.51 77.65 -2.85 790 -0.20 1.35 29.42 698 -5 1,325 -0.06
0.92 1,099 -94 163 28.50 67.00 -4.20 800 -0.30 1.75 27.91 2,524 -367 6,839 -0.08
0.86 296 -8 18 30.81 59.00 -3.00 810 -0.25 2.25 26.15 1,176 -148 2,076 -0.10
0.86 850 -19 52 24.93 48.45 -3.95 820 -0.20 3.05 24.76 2,155 -43 3,589 -0.14
0.80 946 47 359 25.23 40.25 -3.55 830 -0.10 4.30 23.67 2,616 50 2,971 -0.19
0.74 2,282 -22 595 23.76 31.95 -3.70 840 0.00 6.00 22.50 3,108 -37 5,037 -0.25
0.66 4,185 27 2,838 22.71 24.50 -3.40 850 0.25 8.50 21.59 5,394 -708 4,346 -0.33
0.56 5,627 1,112 8,313 22.15 18.20 -3.10 860 0.75 12.20 21.17 8,874 -177 3,346 -0.43
0.46 8,356 1,071 15,117 21.25 12.65 -2.75 870 1.00 16.70 20.41 5,443 -171 2,289 -0.54
0.36 6,880 106 7,913 21.08 8.65 -2.25 880 1.55 22.60 20.09 1,432 47 882 -0.65
0.26 3,381 357 4,121 21.02 5.70 -1.80 890 2.05 29.70 20.05 473 72 429 -0.75
0.19 9,832 418 8,672 21.83 4.00 -1.20 900 2.45 37.70 20.09 284 37 905 -0.83
0.14 2,200 229 2,079 22.24 2.65 -0.80 910 0.10 43.80 - 38 26 116 -
0.09 2,537 89 2,011 22.56 1.70 -0.60 920 3.15 55.40 19.75 38 8 115 -0.93
0.07 2,193 105 1,380 23.23 1.15 -0.35 930 -3.70 65.55 23.29 6 2 43 -0.93
0.05 2,897 -101 1,545 23.96 0.80 -0.25 940 -0.50 69.50 - 2 1 180 -
0.04 576 23 604 25.45 0.65 -0.10 950 0.00 85.70 0.00 0 0 0 0.00
0.03 1,510 78 519 26.04 0.45 -0.15 960 0.00 94.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 970 0.00 0.00 0.00 0 0 0 0.00
0.02 1,675 -32 449 28.52 0.30 -0.10 980 0.00 115.00 0.00 0 0 0 0.00
57,995 45,600
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.