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Related Pages for SBIN
[--[65.84.65.76]--]
SBIN
State Bank Of India
780.75 -22.25 (-2.77%)

Option Chain for SBIN

21 Nov 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 0 0 - 162.45 0.00 650 0.00 0.10 - 73 50 50 -
- 0 0 0 - 171.70 0.00 660 0.10 0.35 - 1,558 80 655 -
- 0 0 0 - 144.25 144.25 670 4.00 4.00 30.00 0 0 0 -0.00
- 1 1 3 - 88.50 -65.95 680 0.25 0.50 51.83 2,074 295 552 -0.02
- 0 0 0 - 126.80 0.00 690 0.30 0.75 50.66 1,939 118 312 -0.03
0.96 69 17 43 47.01 83.10 -18.10 700 0.40 0.95 47.95 11,884 751 1,927 -0.04
- 3 3 6 - 68.75 -41.50 710 0.60 1.30 45.90 5,112 426 696 -0.06
- 7 5 14 - 61.00 -55.00 720 0.75 1.75 43.63 9,273 794 1,299 -0.08
0.96 37 37 78 29.83 52.90 -41.90 730 1.15 2.35 41.25 10,173 695 1,374 -0.11
0.94 325 299 1,174 26.87 43.15 -18.40 740 1.75 3.30 39.34 15,682 512 1,901 -0.15
0.87 651 352 4,003 28.18 34.45 -18.25 750 2.30 4.50 37.00 33,551 1,256 3,720 -0.20
0.78 736 610 8,936 27.92 26.25 -17.55 760 3.20 6.30 35.00 28,600 1,250 3,155 -0.27
0.68 2,480 2,326 30,959 26.41 18.55 -16.35 770 4.40 8.70 32.78 35,437 599 3,112 -0.35
0.54 4,482 4,172 45,147 25.91 12.40 -14.25 780 6.35 12.50 31.72 25,452 674 3,628 -0.46
0.40 3,449 2,736 29,916 26.04 7.90 -11.30 790 9.25 17.95 31.90 8,541 -754 1,523 -0.58
0.28 7,810 3,810 46,767 26.94 5.00 -8.10 800 12.50 25.00 33.38 11,882 -1,316 4,517 -0.68
0.19 7,321 1,611 23,071 28.25 3.20 -5.00 810 15.55 33.25 36.00 3,283 -649 2,750 -0.75
0.13 9,091 403 27,059 29.36 2.00 -2.90 820 17.75 42.00 38.62 1,911 -680 2,773 -0.80
0.08 8,519 355 13,899 30.50 1.25 -1.60 830 18.90 51.00 40.88 777 -364 1,363 -0.84
0.06 7,966 164 13,182 32.58 0.90 -1.00 840 19.20 60.60 44.63 773 -271 2,116 -0.87
0.05 15,278 122 18,091 34.96 0.70 -0.65 850 20.00 70.25 48.12 721 -437 2,166 -0.89
0.04 12,253 51 10,786 37.78 0.60 -0.35 860 21.30 79.30 47.70 88 -44 1,144 -0.92
0.03 9,357 -607 4,637 39.54 0.45 -0.15 870 20.00 90.00 56.33 75 -55 850 -0.91
0.02 4,349 -735 2,839 42.24 0.40 -0.15 880 20.10 100.00 60.86 21 -9 560 -0.91
0.02 1,652 -553 1,372 44.69 0.35 -0.05 890 0.00 75.00 0.00 0 -2 0 0.00
0.02 9,535 -900 4,726 47.93 0.35 -0.05 900 21.60 121.00 - 29 -11 624 -
0.01 1,373 -42 842 48.77 0.25 -0.10 910 0.00 107.15 0.00 0 0 0 0.00
0.01 1,944 -414 985 50.30 0.20 -0.05 920 29.80 139.00 - 8 -5 68 -
- 928 -298 442 - 0.20 0.00 930 0.00 82.65 0.00 0 0 0 0.00
- 1,467 -71 565 - 0.20 -0.05 940 0.00 129.25 0.00 0 0 0 0.00
- 924 -113 397 - 0.20 0.05 950 19.65 168.65 - 4 0 105 -
- 791 -34 229 - 0.20 0.05 960 0.00 155.00 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
- 562 -29 258 - 0.10 -0.05 980 0.00 161.20 - 0 0 0 -
1,13,360 42,940
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.