SBIN
State Bank Of India
Historical option data for SBIN
09 Dec 2025 04:10 PM IST
| SBIN 30-DEC-2025 1010 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.48
Theta: -0.22
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































