SBIN
State Bank Of India
Historical option data for SBIN
09 Dec 2025 04:10 PM IST
| SBIN 30-DEC-2025 1020 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.38
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 959.35 | 1.6 | -0.05 | 16.72 | 1,186 | -63 | 2,539 | |||||||||
| 8 Dec | 956.40 | 1.65 | -0.85 | 17.61 | 2,778 | -141 | 2,593 | |||||||||
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| 5 Dec | 971.50 | 2.5 | 0.65 | 14.33 | 3,230 | 216 | 2,734 | |||||||||
| 4 Dec | 948.10 | 1.9 | -0.25 | 18.02 | 1,319 | 21 | 2,520 | |||||||||
| 3 Dec | 951.05 | 2.25 | -1.5 | 17.97 | 3,472 | 295 | 2,482 | |||||||||
| 2 Dec | 967.30 | 3.95 | -0.5 | 16.04 | 2,451 | 160 | 2,183 | |||||||||
| 1 Dec | 973.10 | 4.45 | -1.45 | 15.71 | 2,615 | 205 | 2,017 | |||||||||
| 28 Nov | 979.00 | 5.6 | 0.4 | 15.20 | 1,900 | 129 | 1,809 | |||||||||
| 27 Nov | 972.85 | 5.2 | -2.85 | 15.29 | 3,285 | 341 | 1,682 | |||||||||
| 26 Nov | 983.90 | 7.9 | 0.15 | 15.23 | 5,069 | 338 | 1,343 | |||||||||
| 25 Nov | 983.60 | 7.7 | 2.1 | 14.62 | 2,752 | 163 | 1,011 | |||||||||
| 24 Nov | 970.60 | 5.15 | -1.55 | 15.18 | 719 | 153 | 852 | |||||||||
| 21 Nov | 972.60 | 6.85 | -2.45 | 15.55 | 717 | 243 | 679 | |||||||||
| 20 Nov | 981.55 | 9.3 | -0.85 | 15.41 | 527 | 56 | 436 | |||||||||
| 19 Nov | 982.75 | 9.8 | 1.45 | 15.73 | 553 | 71 | 380 | |||||||||
| 18 Nov | 972.45 | 8.4 | -0.7 | 16.55 | 105 | 42 | 307 | |||||||||
| 17 Nov | 973.35 | 9.05 | 0.6 | 16.47 | 275 | 93 | 265 | |||||||||
| 14 Nov | 967.85 | 8.45 | 1.95 | 16.40 | 70 | 12 | 172 | |||||||||
| 13 Nov | 954.00 | 6.2 | -1.1 | 16.85 | 31 | 8 | 161 | |||||||||
| 12 Nov | 957.15 | 7.2 | 0 | 17.88 | 48 | 16 | 153 | |||||||||
| 11 Nov | 953.30 | 7.2 | 0.15 | 17.59 | 19 | 5 | 138 | |||||||||
| 10 Nov | 951.15 | 7.05 | -0.9 | 17.92 | 42 | 2 | 130 | |||||||||
| 7 Nov | 955.85 | 7.95 | -1.65 | 17.24 | 76 | 32 | 128 | |||||||||
| 6 Nov | 960.75 | 9.2 | -1.8 | 17.07 | 69 | 27 | 95 | |||||||||
| 4 Nov | 957.60 | 11.15 | 1.15 | 19.38 | 33 | 18 | 68 | |||||||||
| 3 Nov | 949.70 | 10 | 1.5 | 19.46 | 10 | 3 | 50 | |||||||||
| 31 Oct | 937.00 | 8.5 | 0.6 | - | 11 | 2 | 48 | |||||||||
| 30 Oct | 934.35 | 7.8 | -1.4 | 19.40 | 54 | 44 | 44 | |||||||||
| 29 Oct | 939.75 | 9.2 | 0 | 4.42 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 1020 expiring on 30DEC2025
Delta for 1020 CE is 0.09
Historical price for 1020 CE is as follows
On 9 Dec SBIN was trading at 959.35. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 16.72, the open interest changed by -63 which decreased total open position to 2539
On 8 Dec SBIN was trading at 956.40. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 17.61, the open interest changed by -141 which decreased total open position to 2593
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 2.5, which was 0.65 higher than the previous day. The implied volatity was 14.33, the open interest changed by 216 which increased total open position to 2734
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 18.02, the open interest changed by 21 which increased total open position to 2520
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 2.25, which was -1.5 lower than the previous day. The implied volatity was 17.97, the open interest changed by 295 which increased total open position to 2482
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 3.95, which was -0.5 lower than the previous day. The implied volatity was 16.04, the open interest changed by 160 which increased total open position to 2183
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 4.45, which was -1.45 lower than the previous day. The implied volatity was 15.71, the open interest changed by 205 which increased total open position to 2017
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 5.6, which was 0.4 higher than the previous day. The implied volatity was 15.20, the open interest changed by 129 which increased total open position to 1809
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 5.2, which was -2.85 lower than the previous day. The implied volatity was 15.29, the open interest changed by 341 which increased total open position to 1682
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 7.9, which was 0.15 higher than the previous day. The implied volatity was 15.23, the open interest changed by 338 which increased total open position to 1343
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 7.7, which was 2.1 higher than the previous day. The implied volatity was 14.62, the open interest changed by 163 which increased total open position to 1011
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 5.15, which was -1.55 lower than the previous day. The implied volatity was 15.18, the open interest changed by 153 which increased total open position to 852
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 6.85, which was -2.45 lower than the previous day. The implied volatity was 15.55, the open interest changed by 243 which increased total open position to 679
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 9.3, which was -0.85 lower than the previous day. The implied volatity was 15.41, the open interest changed by 56 which increased total open position to 436
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 9.8, which was 1.45 higher than the previous day. The implied volatity was 15.73, the open interest changed by 71 which increased total open position to 380
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 8.4, which was -0.7 lower than the previous day. The implied volatity was 16.55, the open interest changed by 42 which increased total open position to 307
On 17 Nov SBIN was trading at 973.35. The strike last trading price was 9.05, which was 0.6 higher than the previous day. The implied volatity was 16.47, the open interest changed by 93 which increased total open position to 265
On 14 Nov SBIN was trading at 967.85. The strike last trading price was 8.45, which was 1.95 higher than the previous day. The implied volatity was 16.40, the open interest changed by 12 which increased total open position to 172
On 13 Nov SBIN was trading at 954.00. The strike last trading price was 6.2, which was -1.1 lower than the previous day. The implied volatity was 16.85, the open interest changed by 8 which increased total open position to 161
On 12 Nov SBIN was trading at 957.15. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 17.88, the open interest changed by 16 which increased total open position to 153
On 11 Nov SBIN was trading at 953.30. The strike last trading price was 7.2, which was 0.15 higher than the previous day. The implied volatity was 17.59, the open interest changed by 5 which increased total open position to 138
On 10 Nov SBIN was trading at 951.15. The strike last trading price was 7.05, which was -0.9 lower than the previous day. The implied volatity was 17.92, the open interest changed by 2 which increased total open position to 130
On 7 Nov SBIN was trading at 955.85. The strike last trading price was 7.95, which was -1.65 lower than the previous day. The implied volatity was 17.24, the open interest changed by 32 which increased total open position to 128
On 6 Nov SBIN was trading at 960.75. The strike last trading price was 9.2, which was -1.8 lower than the previous day. The implied volatity was 17.07, the open interest changed by 27 which increased total open position to 95
On 4 Nov SBIN was trading at 957.60. The strike last trading price was 11.15, which was 1.15 higher than the previous day. The implied volatity was 19.38, the open interest changed by 18 which increased total open position to 68
On 3 Nov SBIN was trading at 949.70. The strike last trading price was 10, which was 1.5 higher than the previous day. The implied volatity was 19.46, the open interest changed by 3 which increased total open position to 50
On 31 Oct SBIN was trading at 937.00. The strike last trading price was 8.5, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 48
On 30 Oct SBIN was trading at 934.35. The strike last trading price was 7.8, which was -1.4 lower than the previous day. The implied volatity was 19.40, the open interest changed by 44 which increased total open position to 44
On 29 Oct SBIN was trading at 939.75. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
| SBIN 30DEC2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.50
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 959.35 | 56.75 | -5.25 | 20.12 | 4 | 3 | 143 |
| 8 Dec | 956.40 | 62 | 14.25 | 21.77 | 4 | 0 | 139 |
| 5 Dec | 971.50 | 48 | -22 | 20.50 | 21 | 2 | 140 |
| 4 Dec | 948.10 | 70 | 5.5 | 25.55 | 4 | 0 | 138 |
| 3 Dec | 951.05 | 64.3 | 15.65 | 18.74 | 20 | 7 | 137 |
| 2 Dec | 967.30 | 48.2 | 3.2 | 18.68 | 19 | 1 | 129 |
| 1 Dec | 973.10 | 45 | 4.95 | 17.29 | 57 | 20 | 128 |
| 28 Nov | 979.00 | 40.2 | -4.7 | 15.04 | 35 | -2 | 107 |
| 27 Nov | 972.85 | 44.9 | 7.95 | 17.43 | 74 | -20 | 108 |
| 26 Nov | 983.90 | 37.2 | -2 | 16.98 | 393 | 72 | 129 |
| 25 Nov | 983.60 | 39 | -9.85 | 18.84 | 118 | 18 | 56 |
| 24 Nov | 970.60 | 49.4 | 3.85 | 19.42 | 13 | 2 | 37 |
| 21 Nov | 972.60 | 46.1 | 4.75 | 18.03 | 15 | -1 | 35 |
| 20 Nov | 981.55 | 41.35 | 0.35 | 19.04 | 22 | 4 | 22 |
| 19 Nov | 982.75 | 40.8 | -100.5 | 18.20 | 23 | 17 | 17 |
| 18 Nov | 972.45 | 141.3 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 973.35 | 141.3 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 967.85 | 141.3 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 954.00 | 141.3 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 957.15 | 141.3 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 953.30 | 141.3 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 951.15 | 141.3 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 955.85 | 141.3 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 960.75 | 141.3 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 957.60 | 141.3 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 949.70 | 141.3 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 937.00 | 141.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 934.35 | 141.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 939.75 | 141.3 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 1020 expiring on 30DEC2025
Delta for 1020 PE is -0.86
Historical price for 1020 PE is as follows
On 9 Dec SBIN was trading at 959.35. The strike last trading price was 56.75, which was -5.25 lower than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 143
On 8 Dec SBIN was trading at 956.40. The strike last trading price was 62, which was 14.25 higher than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 139
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 48, which was -22 lower than the previous day. The implied volatity was 20.50, the open interest changed by 2 which increased total open position to 140
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 70, which was 5.5 higher than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 138
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 64.3, which was 15.65 higher than the previous day. The implied volatity was 18.74, the open interest changed by 7 which increased total open position to 137
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 48.2, which was 3.2 higher than the previous day. The implied volatity was 18.68, the open interest changed by 1 which increased total open position to 129
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 45, which was 4.95 higher than the previous day. The implied volatity was 17.29, the open interest changed by 20 which increased total open position to 128
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 40.2, which was -4.7 lower than the previous day. The implied volatity was 15.04, the open interest changed by -2 which decreased total open position to 107
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 44.9, which was 7.95 higher than the previous day. The implied volatity was 17.43, the open interest changed by -20 which decreased total open position to 108
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 37.2, which was -2 lower than the previous day. The implied volatity was 16.98, the open interest changed by 72 which increased total open position to 129
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 39, which was -9.85 lower than the previous day. The implied volatity was 18.84, the open interest changed by 18 which increased total open position to 56
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 49.4, which was 3.85 higher than the previous day. The implied volatity was 19.42, the open interest changed by 2 which increased total open position to 37
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 46.1, which was 4.75 higher than the previous day. The implied volatity was 18.03, the open interest changed by -1 which decreased total open position to 35
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 41.35, which was 0.35 higher than the previous day. The implied volatity was 19.04, the open interest changed by 4 which increased total open position to 22
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 40.8, which was -100.5 lower than the previous day. The implied volatity was 18.20, the open interest changed by 17 which increased total open position to 17
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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 141.3, 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































































































































































































































