SBIN
State Bank Of India
Historical option data for SBIN
09 Dec 2025 04:10 PM IST
| SBIN 30-DEC-2025 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 959.35 | 119 | -4.75 | - | 0 | -1 | 0 | |||||||||
| 8 Dec | 956.40 | 119 | -4.75 | - | 1 | 0 | 47 | |||||||||
| 5 Dec | 971.50 | 123.75 | 10.75 | - | 1 | 0 | 47 | |||||||||
| 4 Dec | 948.10 | 113 | -34 | - | 6 | -3 | 48 | |||||||||
| 3 Dec | 951.05 | 147 | 11 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 2 Dec | 967.30 | 147 | 11 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 973.10 | 147 | 11 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 979.00 | 147 | 11 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 972.85 | 147 | 11 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 983.90 | 147 | 11 | - | 0 | 15 | 0 | |||||||||
| 25 Nov | 983.60 | 147 | 11 | - | 15 | 14 | 50 | |||||||||
| 24 Nov | 970.60 | 136 | -3 | - | 4 | 1 | 33 | |||||||||
| 21 Nov | 972.60 | 139 | 67.9 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 981.55 | 139 | 67.9 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 982.75 | 139 | 67.9 | - | 0 | 32 | 0 | |||||||||
| 18 Nov | 972.45 | 139 | 67.9 | - | 32 | 31 | 31 | |||||||||
| 17 Nov | 973.35 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 967.85 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 954.00 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 957.15 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 953.30 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 951.15 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 955.85 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 960.75 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 957.60 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 949.70 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 937.00 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 934.35 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 939.75 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 930.25 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 922.75 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 904.50 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 911.55 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 907.50 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 874.05 | 71.1 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 840 expiring on 30DEC2025
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 9 Dec SBIN was trading at 959.35. The strike last trading price was 119, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Dec SBIN was trading at 956.40. The strike last trading price was 119, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 123.75, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 113, which was -34 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 48
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 147, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 147, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 147, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 147, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 147, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 147, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 147, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 50
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 136, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 33
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 139, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 139, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 139, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 0
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 139, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 31
On 17 Nov SBIN was trading at 973.35. The strike last trading price was 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 28 Oct SBIN was trading at 930.25. The strike last trading price was 71.1, 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 27 Oct SBIN was trading at 922.75. The strike last trading price was 71.1, 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 24 Oct SBIN was trading at 904.50. The strike last trading price was 71.1, 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 23 Oct SBIN was trading at 911.55. The strike last trading price was 71.1, 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 20 Oct SBIN was trading at 907.50. The strike last trading price was 71.1, 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 Oct SBIN was trading at 874.05. The strike last trading price was 71.1, 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
| SBIN 30DEC2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.08
Theta: -0.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 959.35 | 0.3 | -0.1 | 26.68 | 16 | -2 | 117 |
| 8 Dec | 956.40 | 0.45 | 0.2 | 26.91 | 26 | 0 | 119 |
| 5 Dec | 971.50 | 0.25 | -0.15 | 25.79 | 89 | -38 | 119 |
| 4 Dec | 948.10 | 0.4 | 0 | 23.52 | 16 | 3 | 156 |
| 3 Dec | 951.05 | 0.4 | 0 | 23.29 | 58 | 25 | 154 |
| 2 Dec | 967.30 | 0.4 | 0.1 | 25.88 | 10 | -2 | 126 |
| 1 Dec | 973.10 | 0.3 | 0 | 24.74 | 36 | 3 | 127 |
| 28 Nov | 979.00 | 0.3 | -0.1 | 24.34 | 4 | -1 | 125 |
| 27 Nov | 972.85 | 0.4 | 0 | 24.43 | 34 | 5 | 111 |
| 26 Nov | 983.90 | 0.4 | -0.2 | 25.44 | 156 | 16 | 106 |
| 25 Nov | 983.60 | 0.55 | -0.2 | 26.56 | 19 | -6 | 94 |
| 24 Nov | 970.60 | 0.75 | 0 | - | 0 | -6 | 0 |
| 21 Nov | 972.60 | 0.75 | 0 | 24.92 | 8 | -5 | 101 |
| 20 Nov | 981.55 | 0.75 | -0.1 | 25.77 | 10 | 1 | 108 |
| 19 Nov | 982.75 | 0.85 | -0.1 | 25.95 | 14 | 0 | 107 |
| 18 Nov | 972.45 | 0.95 | -0.2 | 24.95 | 21 | 6 | 108 |
| 17 Nov | 973.35 | 1.15 | -0.2 | 25.78 | 10 | 0 | 101 |
| 14 Nov | 967.85 | 1.35 | -0.25 | 25.11 | 1 | 0 | 101 |
| 13 Nov | 954.00 | 1.6 | 0.15 | 23.92 | 5 | 0 | 96 |
| 12 Nov | 957.15 | 1.45 | -0.05 | 23.08 | 4 | 0 | 93 |
| 11 Nov | 953.30 | 1.5 | -0.45 | 23.08 | 5 | -2 | 92 |
| 10 Nov | 951.15 | 1.95 | 0.05 | 23.68 | 9 | 4 | 94 |
| 7 Nov | 955.85 | 1.9 | -0.05 | 23.55 | 18 | -1 | 90 |
| 6 Nov | 960.75 | 1.95 | -0.35 | 24.16 | 83 | 9 | 90 |
| 4 Nov | 957.60 | 2.25 | -0.5 | 23.84 | 24 | 3 | 81 |
| 3 Nov | 949.70 | 2.75 | -0.6 | 23.95 | 9 | -3 | 78 |
| 31 Oct | 937.00 | 3.35 | -0.2 | - | 12 | 6 | 80 |
| 30 Oct | 934.35 | 3.55 | -0.35 | 22.73 | 27 | 13 | 75 |
| 29 Oct | 939.75 | 3.85 | -0.75 | 23.79 | 22 | 6 | 61 |
| 28 Oct | 930.25 | 4.6 | -0.4 | 23.52 | 37 | 22 | 54 |
| 27 Oct | 922.75 | 5 | -1.6 | 23.44 | 4 | 0 | 32 |
| 24 Oct | 904.50 | 6.6 | -0.4 | 21.47 | 6 | 0 | 31 |
| 23 Oct | 911.55 | 7 | -18.95 | - | 0 | 0 | 0 |
| 20 Oct | 907.50 | 7 | -18.95 | 21.81 | 32 | 30 | 30 |
| 6 Oct | 874.05 | 25.95 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 840 expiring on 30DEC2025
Delta for 840 PE is -0.01
Historical price for 840 PE is as follows
On 9 Dec SBIN was trading at 959.35. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 26.68, the open interest changed by -2 which decreased total open position to 117
On 8 Dec SBIN was trading at 956.40. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 119
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 25.79, the open interest changed by -38 which decreased total open position to 119
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 23.52, the open interest changed by 3 which increased total open position to 156
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 23.29, the open interest changed by 25 which increased total open position to 154
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 25.88, the open interest changed by -2 which decreased total open position to 126
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 24.74, the open interest changed by 3 which increased total open position to 127
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 24.34, the open interest changed by -1 which decreased total open position to 125
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 24.43, the open interest changed by 5 which increased total open position to 111
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 25.44, the open interest changed by 16 which increased total open position to 106
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 26.56, the open interest changed by -6 which decreased total open position to 94
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 24.92, the open interest changed by -5 which decreased total open position to 101
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1 which increased total open position to 108
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 107
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 24.95, the open interest changed by 6 which increased total open position to 108
On 17 Nov SBIN was trading at 973.35. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 101
On 14 Nov SBIN was trading at 967.85. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 101
On 13 Nov SBIN was trading at 954.00. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 96
On 12 Nov SBIN was trading at 957.15. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 93
On 11 Nov SBIN was trading at 953.30. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 23.08, the open interest changed by -2 which decreased total open position to 92
On 10 Nov SBIN was trading at 951.15. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 23.68, the open interest changed by 4 which increased total open position to 94
On 7 Nov SBIN was trading at 955.85. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 23.55, the open interest changed by -1 which decreased total open position to 90
On 6 Nov SBIN was trading at 960.75. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 24.16, the open interest changed by 9 which increased total open position to 90
On 4 Nov SBIN was trading at 957.60. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 23.84, the open interest changed by 3 which increased total open position to 81
On 3 Nov SBIN was trading at 949.70. The strike last trading price was 2.75, which was -0.6 lower than the previous day. The implied volatity was 23.95, the open interest changed by -3 which decreased total open position to 78
On 31 Oct SBIN was trading at 937.00. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 80
On 30 Oct SBIN was trading at 934.35. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 22.73, the open interest changed by 13 which increased total open position to 75
On 29 Oct SBIN was trading at 939.75. The strike last trading price was 3.85, which was -0.75 lower than the previous day. The implied volatity was 23.79, the open interest changed by 6 which increased total open position to 61
On 28 Oct SBIN was trading at 930.25. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was 23.52, the open interest changed by 22 which increased total open position to 54
On 27 Oct SBIN was trading at 922.75. The strike last trading price was 5, which was -1.6 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 32
On 24 Oct SBIN was trading at 904.50. The strike last trading price was 6.6, which was -0.4 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 31
On 23 Oct SBIN was trading at 911.55. The strike last trading price was 7, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct SBIN was trading at 907.50. The strike last trading price was 7, which was -18.95 lower than the previous day. The implied volatity was 21.81, the open interest changed by 30 which increased total open position to 30
On 6 Oct SBIN was trading at 874.05. The strike last trading price was 25.95, 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































































































































































































































