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Related Pages for SBIN
[--[65.84.65.76]--]
SBIN
State Bank Of India
812 -20.80 (-2.50%)

Option Chain for SBIN

20 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 0.00 178.65 0.00 650 0.00 0.10 - 3 0 26 -
0.00 0 0 0 0.00 159.75 0.00 660 0.00 0.10 - 162 -94 116 -
0.00 0 0 0 0.00 159.80 0.00 670 0.00 0.15 - 3 0 202 -
0.00 0 0 0 0.00 142.85 0.00 680 0.00 0.25 - 129 2 445 -
0.00 0 0 0 0.00 141.50 0.00 690 -0.05 0.25 - 45 -24 129 -
- 72 0 10 - 119.00 -16.00 700 -0.10 0.20 52.33 457 -149 928 -0.01
0.00 0 0 0 0.00 123.95 0.00 710 -0.15 0.15 46.27 29 1 167 -0.01
- 11 0 10 - 108.30 -6.80 720 -0.10 0.25 45.15 134 -9 416 -0.01
0.00 0 0 0 0.00 107.25 0.00 730 -0.10 0.25 40.78 292 -16 587 -0.02
0.00 0 -1 0 0.00 93.65 0.00 740 -0.05 0.35 38.37 216 -24 359 -0.02
- 269 19 95 - 64.30 -19.65 750 0.10 0.45 35.31 1,091 -142 1,352 -0.03
0.89 70 -3 9 46.54 58.00 -16.40 760 0.05 0.55 31.77 881 -190 927 -0.04
- 195 87 183 - 43.80 -22.20 770 0.15 0.75 28.69 1,784 -1 811 -0.06
- 250 133 260 - 35.25 -20.20 780 0.20 1.05 25.49 5,025 34 1,758 -0.08
0.89 188 -6 166 20.37 26.45 -18.65 790 0.55 1.85 23.57 6,286 -18 1,657 -0.14
0.75 982 100 1,523 22.11 18.75 -17.95 800 1.40 3.45 22.16 18,135 -911 4,791 -0.25
0.60 925 676 3,397 20.91 11.60 -15.95 810 3.30 6.35 21.11 18,680 -79 2,126 -0.40
0.42 2,114 1,167 12,221 21.40 6.80 -12.90 820 6.45 11.45 21.39 19,240 -827 2,495 -0.58
0.28 4,174 2,343 21,656 22.84 4.00 -9.00 830 10.40 18.60 22.74 12,785 -518 2,211 -0.72
0.17 4,680 1,027 21,276 24.01 2.25 -5.75 840 13.65 26.90 24.12 4,046 -345 3,297 -0.83
0.11 7,774 304 18,205 25.98 1.40 -3.40 850 16.25 36.05 26.21 1,643 -284 2,794 -0.89
0.07 8,917 -567 17,175 28.29 0.95 -2.00 860 17.60 45.60 28.71 1,057 -316 2,218 -0.92
0.05 10,178 -476 12,299 30.83 0.70 -1.05 870 18.45 55.35 31.52 737 -243 1,481 -0.94
0.04 5,673 -940 6,931 32.93 0.50 -0.65 880 19.25 65.45 36.85 211 -101 509 -0.94
0.03 2,749 -887 2,741 35.49 0.40 -0.45 890 22.10 77.30 53.38 143 -24 374 -0.89
0.02 10,649 -179 8,114 38.38 0.35 -0.40 900 19.95 85.00 40.37 91 -61 649 -0.97
0.02 1,740 -257 886 40.99 0.30 -0.25 910 0.00 64.90 0.00 0 0 0 0.00
0.01 1,803 -279 1,261 40.42 0.15 -0.30 920 4.80 90.95 - 1 0 90 -
0.01 1,445 -78 536 45.17 0.20 -0.20 930 25.10 115.10 53.49 1 0 41 -0.97
0.01 1,769 -123 597 44.45 0.10 -0.20 940 11.10 119.25 - 10 -2 148 -
0.01 355 -8 96 49.60 0.15 -0.20 950 0.00 115.25 0.00 0 0 0 0.00
- 926 -222 569 - 0.15 -0.15 960 0.00 112.00 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
- 822 -124 219 - 0.10 -0.10 980 0.00 115.00 0.00 0 0 0 0.00
68,730 33,104
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.