[--[65.84.65.76]--]

SBIN

State Bank Of India
959.35 +2.95 (0.31%)
L: 950.45 H: 964

Back to Option Chain


Historical option data for SBIN

09 Dec 2025 04:10 PM IST
SBIN 30-DEC-2025 1010 CE
Delta: 0.13
Vega: 0.48
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 2.3 0 16.01 1,644 49 2,411
8 Dec 956.40 2.2 -1.55 16.67 3,524 379 2,361
5 Dec 971.50 3.65 1.1 13.72 3,964 185 1,983
4 Dec 948.10 2.65 -0.35 17.54 1,468 48 1,780
3 Dec 951.05 3.05 -2.4 17.41 3,443 137 1,749
2 Dec 967.30 5.6 -0.9 15.73 2,436 91 1,609
1 Dec 973.10 6.45 -2 15.61 2,650 315 1,518
28 Nov 979.00 8.1 0.7 15.27 1,382 9 1,201
27 Nov 972.85 7.25 -3.85 15.07 2,579 105 1,192
26 Nov 983.90 10.95 0.25 15.26 3,701 477 1,090
25 Nov 983.60 10.55 3 14.46 1,836 239 623
24 Nov 970.60 7.1 -1.8 14.95 461 148 389
21 Nov 972.60 9.05 -3.25 15.26 284 68 239
20 Nov 981.55 12.15 -0.85 15.18 158 39 171
19 Nov 982.75 12.75 1.95 15.56 156 62 126
18 Nov 972.45 10.8 -0.9 16.31 59 25 63
17 Nov 973.35 11.65 0.45 16.29 33 13 38
14 Nov 967.85 10.95 0.95 16.30 16 1 23
13 Nov 954.00 10 0.7 18.49 2 1 21
12 Nov 957.15 9.3 0.35 17.86 13 3 19
11 Nov 953.30 8.95 -1.95 17.25 6 3 16
10 Nov 951.15 10.9 -0.85 - 0 -1 0
7 Nov 955.85 10.9 -0.85 17.81 11 -1 13
6 Nov 960.75 11.75 -1.25 17.09 11 5 13
4 Nov 957.60 13 2.75 18.84 8 5 7
3 Nov 949.70 10.25 -0.3 - 0 2 0
31 Oct 937.00 10.25 -0.3 - 2 0 0
30 Oct 934.35 10.55 0 4.18 0 0 0
29 Oct 939.75 10.55 0 3.79 0 0 0


For State Bank Of India - strike price 1010 expiring on 30DEC2025

Delta for 1010 CE is 0.13

Historical price for 1010 CE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 16.01, the open interest changed by 49 which increased total open position to 2411


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 2.2, which was -1.55 lower than the previous day. The implied volatity was 16.67, the open interest changed by 379 which increased total open position to 2361


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 3.65, which was 1.1 higher than the previous day. The implied volatity was 13.72, the open interest changed by 185 which increased total open position to 1983


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 17.54, the open interest changed by 48 which increased total open position to 1780


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 3.05, which was -2.4 lower than the previous day. The implied volatity was 17.41, the open interest changed by 137 which increased total open position to 1749


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 5.6, which was -0.9 lower than the previous day. The implied volatity was 15.73, the open interest changed by 91 which increased total open position to 1609


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 6.45, which was -2 lower than the previous day. The implied volatity was 15.61, the open interest changed by 315 which increased total open position to 1518


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 8.1, which was 0.7 higher than the previous day. The implied volatity was 15.27, the open interest changed by 9 which increased total open position to 1201


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 7.25, which was -3.85 lower than the previous day. The implied volatity was 15.07, the open interest changed by 105 which increased total open position to 1192


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 10.95, which was 0.25 higher than the previous day. The implied volatity was 15.26, the open interest changed by 477 which increased total open position to 1090


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 10.55, which was 3 higher than the previous day. The implied volatity was 14.46, the open interest changed by 239 which increased total open position to 623


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 7.1, which was -1.8 lower than the previous day. The implied volatity was 14.95, the open interest changed by 148 which increased total open position to 389


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 9.05, which was -3.25 lower than the previous day. The implied volatity was 15.26, the open interest changed by 68 which increased total open position to 239


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 12.15, which was -0.85 lower than the previous day. The implied volatity was 15.18, the open interest changed by 39 which increased total open position to 171


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 12.75, which was 1.95 higher than the previous day. The implied volatity was 15.56, the open interest changed by 62 which increased total open position to 126


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 10.8, which was -0.9 lower than the previous day. The implied volatity was 16.31, the open interest changed by 25 which increased total open position to 63


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 11.65, which was 0.45 higher than the previous day. The implied volatity was 16.29, the open interest changed by 13 which increased total open position to 38


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 10.95, which was 0.95 higher than the previous day. The implied volatity was 16.30, the open interest changed by 1 which increased total open position to 23


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 10, which was 0.7 higher than the previous day. The implied volatity was 18.49, the open interest changed by 1 which increased total open position to 21


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 9.3, which was 0.35 higher than the previous day. The implied volatity was 17.86, the open interest changed by 3 which increased total open position to 19


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 8.95, which was -1.95 lower than the previous day. The implied volatity was 17.25, the open interest changed by 3 which increased total open position to 16


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 10.9, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 10.9, which was -0.85 lower than the previous day. The implied volatity was 17.81, the open interest changed by -1 which decreased total open position to 13


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 11.75, which was -1.25 lower than the previous day. The implied volatity was 17.09, the open interest changed by 5 which increased total open position to 13


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 13, which was 2.75 higher than the previous day. The implied volatity was 18.84, the open interest changed by 5 which increased total open position to 7


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 10.25, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 10.25, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0


SBIN 30DEC2025 1010 PE
Delta: -0.76
Vega: 0.72
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 51.9 0.45 25.51 9 5 182
8 Dec 956.40 51.45 11.8 18.14 9 -2 177
5 Dec 971.50 39.65 -17.35 19.58 34 3 179
4 Dec 948.10 57 1.65 18.14 2 0 176
3 Dec 951.05 55.25 14.3 18.17 27 9 177
2 Dec 967.30 40 3.1 18.11 39 9 167
1 Dec 973.10 36.8 4.45 16.66 162 7 157
28 Nov 979.00 32.75 -4.45 15.09 85 29 150
27 Nov 972.85 37 7.2 16.92 126 -21 121
26 Nov 983.90 30.25 -1.9 16.77 286 77 137
25 Nov 983.60 32.25 -8.25 18.64 138 40 58
24 Nov 970.60 40.5 4.3 17.88 2 1 17
21 Nov 972.60 36.2 1.35 15.56 10 1 15
20 Nov 981.55 34.9 1.35 19.05 16 5 13
19 Nov 982.75 33.55 -99.25 17.63 10 2 2
18 Nov 972.45 132.8 0 - 0 0 0
17 Nov 973.35 132.8 0 - 0 0 0
14 Nov 967.85 132.8 0 - 0 0 0
13 Nov 954.00 132.8 0 - 0 0 0
12 Nov 957.15 132.8 0 - 0 0 0
11 Nov 953.30 132.8 0 - 0 0 0
10 Nov 951.15 132.8 0 - 0 0 0
7 Nov 955.85 132.8 0 - 0 0 0
6 Nov 960.75 132.8 0 - 0 0 0
4 Nov 957.60 132.8 0 - 0 0 0
3 Nov 949.70 132.8 0 - 0 0 0
31 Oct 937.00 132.8 0 - 0 0 0
30 Oct 934.35 132.8 0 - 0 0 0
29 Oct 939.75 132.8 0 - 0 0 0


For State Bank Of India - strike price 1010 expiring on 30DEC2025

Delta for 1010 PE is -0.76

Historical price for 1010 PE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 51.9, which was 0.45 higher than the previous day. The implied volatity was 25.51, the open interest changed by 5 which increased total open position to 182


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 51.45, which was 11.8 higher than the previous day. The implied volatity was 18.14, the open interest changed by -2 which decreased total open position to 177


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 39.65, which was -17.35 lower than the previous day. The implied volatity was 19.58, the open interest changed by 3 which increased total open position to 179


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 57, which was 1.65 higher than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 176


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 55.25, which was 14.3 higher than the previous day. The implied volatity was 18.17, the open interest changed by 9 which increased total open position to 177


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 40, which was 3.1 higher than the previous day. The implied volatity was 18.11, the open interest changed by 9 which increased total open position to 167


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 36.8, which was 4.45 higher than the previous day. The implied volatity was 16.66, the open interest changed by 7 which increased total open position to 157


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 32.75, which was -4.45 lower than the previous day. The implied volatity was 15.09, the open interest changed by 29 which increased total open position to 150


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 37, which was 7.2 higher than the previous day. The implied volatity was 16.92, the open interest changed by -21 which decreased total open position to 121


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 30.25, which was -1.9 lower than the previous day. The implied volatity was 16.77, the open interest changed by 77 which increased total open position to 137


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 32.25, which was -8.25 lower than the previous day. The implied volatity was 18.64, the open interest changed by 40 which increased total open position to 58


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 40.5, which was 4.3 higher than the previous day. The implied volatity was 17.88, the open interest changed by 1 which increased total open position to 17


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 36.2, which was 1.35 higher than the previous day. The implied volatity was 15.56, the open interest changed by 1 which increased total open position to 15


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 34.9, which was 1.35 higher than the previous day. The implied volatity was 19.05, the open interest changed by 5 which increased total open position to 13


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 33.55, which was -99.25 lower than the previous day. The implied volatity was 17.63, the open interest changed by 2 which increased total open position to 2


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 132.8, 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 17 Nov SBIN was trading at 973.35. The strike last trading price was 132.8, 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 14 Nov SBIN was trading at 967.85. The strike last trading price was 132.8, 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 13 Nov SBIN was trading at 954.00. The strike last trading price was 132.8, 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 12 Nov SBIN was trading at 957.15. The strike last trading price was 132.8, 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 11 Nov SBIN was trading at 953.30. The strike last trading price was 132.8, 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 10 Nov SBIN was trading at 951.15. The strike last trading price was 132.8, 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 Nov SBIN was trading at 955.85. The strike last trading price was 132.8, 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 Nov SBIN was trading at 960.75. The strike last trading price was 132.8, 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 Nov SBIN was trading at 957.60. The strike last trading price was 132.8, 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 3 Nov SBIN was trading at 949.70. The strike last trading price was 132.8, 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 31 Oct SBIN was trading at 937.00. The strike last trading price was 132.8, 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 30 Oct SBIN was trading at 934.35. The strike last trading price was 132.8, 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 29 Oct SBIN was trading at 939.75. The strike last trading price was 132.8, 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