SBIN
State Bank Of India
813.7
5.05 (0.62%)
Option Chain for SBIN
14 Nov 2024 09:20 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 750 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 1 | 0 | 0.00 | 111.80 | 0.00 | 700 | 0.00 | 0.60 | 39.39 | 19 | 4 | 1,200 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 110.25 | 0.00 | 710 | 0.00 | 0.65 | 36.78 | 7 | -2 | 194 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 116.00 | 0.00 | 720 | 0.00 | 0.80 | 34.80 | 6 | 0 | 511 | -0.04 |
| - | 0 | 0 | 0 | - | 94.80 | 0.00 | 730 | -0.05 | 0.90 | 32.32 | 96 | 26 | 554 | -0.04 |
| 0.00 | 0 | 3 | 0 | 0.00 | 72.20 | 0.00 | 740 | 0.05 | 1.30 | 31.23 | 67 | 6 | 1,408 | -0.06 |
| 0.00 | 0 | -10 | 0 | 0.00 | 66.00 | 0.00 | 750 | 0.10 | 1.75 | 29.82 | 135 | 14 | 2,141 | -0.08 |
| 0.87 | 130 | 0 | 5 | 31.43 | 56.55 | -0.95 | 760 | 0.20 | 2.35 | 28.42 | 169 | 1 | 1,813 | -0.11 |
| 0.91 | 135 | -1 | 2 | 21.55 | 45.00 | -2.50 | 770 | 0.25 | 3.25 | 26.99 | 166 | 20 | 1,984 | -0.14 |
| 0.79 | 261 | 0 | 3 | 27.73 | 38.80 | -0.70 | 780 | 0.40 | 4.50 | 25.70 | 302 | 45 | 2,824 | -0.19 |
| 0.75 | 497 | 16 | 62 | 23.32 | 29.35 | -1.95 | 790 | 0.70 | 6.40 | 24.72 | 308 | 8 | 1,379 | -0.26 |
| 0.66 | 3,137 | 14 | 316 | 22.64 | 22.30 | -1.40 | 800 | 0.80 | 9.05 | 23.72 | 721 | 45 | 5,647 | -0.35 |
| 0.55 | 2,061 | 42 | 829 | 22.01 | 16.10 | -1.35 | 810 | 1.05 | 13.00 | 23.50 | 404 | 17 | 2,820 | -0.45 |
| 0.44 | 3,856 | 132 | 1,173 | 21.82 | 11.20 | -1.10 | 820 | 1.50 | 18.10 | 23.15 | 420 | 22 | 3,742 | -0.56 |
| 0.33 | 5,587 | 80 | 588 | 22.02 | 7.60 | -0.80 | 830 | 1.80 | 24.45 | 23.69 | 85 | 8 | 2,581 | -0.65 |
| 0.25 | 6,246 | 45 | 807 | 22.28 | 5.10 | -0.65 | 840 | 1.50 | 31.50 | 22.42 | 95 | -21 | 2,905 | -0.76 |
| 0.18 | 13,888 | 158 | 805 | 23.25 | 3.55 | -0.50 | 850 | 1.80 | 40.05 | 24.06 | 12 | -2 | 3,031 | -0.81 |
| 0.13 | 11,687 | 60 | 493 | 24.24 | 2.50 | -0.35 | 860 | 2.15 | 48.70 | 23.76 | 7 | 3 | 1,323 | -0.88 |
| 0.09 | 10,404 | 45 | 427 | 25.14 | 1.75 | -0.20 | 870 | 1.00 | 57.00 | 21.33 | 56 | 13 | 1,052 | -0.94 |
| 0.07 | 5,278 | -10 | 142 | 26.81 | 1.35 | -0.20 | 880 | 0.95 | 66.45 | 16.74 | 19 | 16 | 607 | -0.99 |
| 0.06 | 2,518 | -2 | 52 | 28.21 | 1.10 | -0.15 | 890 | 0.00 | 75.35 | 0.00 | 0 | -7 | 0 | 0.00 |
| 0.05 | 11,472 | 36 | 229 | 30.27 | 0.95 | -0.10 | 900 | 0.00 | 85.15 | 0.00 | 0 | -20 | 0 | 0.00 |
| 0.04 | 1,720 | -17 | 48 | 31.39 | 0.75 | -0.10 | 910 | 0.00 | 102.00 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.03 | 2,429 | 11 | 46 | 32.98 | 0.65 | -0.05 | 920 | 0.00 | 90.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 40 | 0 | 0.00 | 0.60 | 0.00 | 930 | 0.00 | 82.65 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.02 | 1,553 | 1 | 1 | 36.16 | 0.50 | 0.00 | 940 | 0.00 | 129.25 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.02 | 1,119 | 0 | 1 | 37.91 | 0.50 | 0.05 | 950 | 6.50 | 136.00 | 32.66 | 1 | 0 | 108 | -0.99 |
| 0.02 | 1,058 | 0 | 5 | 39.27 | 0.40 | 0.05 | 960 | 0.00 | 128.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 85,036 | 37,824 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
