[--[65.84.65.76]--]

SBIN

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

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Historical option data for SBIN

09 Dec 2025 04:10 PM IST
SBIN 30-DEC-2025 860 CE
Delta: 0.94
Vega: 0.28
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 106 4.8 31.68 11 -3 37
8 Dec 956.40 101.2 -12.8 24.16 51 -1 41
5 Dec 971.50 114 19.45 - 28 -7 42
4 Dec 948.10 94.55 -1.45 - 5 3 49
3 Dec 951.05 96 -24.5 - 15 3 44
2 Dec 967.30 120.5 -5.5 - 0 0 0
1 Dec 973.10 120.5 -5.5 26.52 7 0 41
28 Nov 979.00 126 5.5 29.74 11 0 41
27 Nov 972.85 120.5 -10 - 26 0 41
26 Nov 983.90 130.5 2 - 27 8 38
25 Nov 983.60 128 10.05 - 20 5 30
24 Nov 970.60 117.95 -4.55 - 2 1 24
21 Nov 972.60 122.5 -5.5 23.46 8 0 15
20 Nov 981.55 128 2.25 - 1 0 14
19 Nov 982.75 125.75 5.6 - 4 2 12
18 Nov 972.45 120.15 -0.65 - 7 4 7
17 Nov 973.35 120.8 57.8 - 1 0 2
14 Nov 967.85 63 -5 - 0 0 0
13 Nov 954.00 63 -5 - 0 0 0
12 Nov 957.15 63 -5 - 0 0 0
11 Nov 953.30 63 -5 - 0 0 0
10 Nov 951.15 63 -5 - 0 0 0
7 Nov 955.85 63 -5 - 0 0 0
6 Nov 960.75 63 -5 - 0 0 0
4 Nov 957.60 63 -5 - 0 0 0
3 Nov 949.70 63 -5 - 0 0 0
31 Oct 937.00 63 -5 - 0 0 0
30 Oct 934.35 63 -5 - 0 0 0
29 Oct 939.75 63 -5 - 0 0 0
28 Oct 930.25 63 -5 - 0 0 0
27 Oct 922.75 63 -5 - 0 1 0
24 Oct 904.50 63 -5 14.03 1 0 1
23 Oct 911.55 68 31 - 0 0 0
21 Oct 907.85 68 31 - 1 0 1
20 Oct 907.50 37 -22.35 - 0 0 0
17 Oct 889.15 37 -22.35 - 0 0 0
16 Oct 886.95 37 -22.35 - 0 0 0
15 Oct 886.10 37 -22.35 - 0 0 0
14 Oct 876.95 37 -22.35 - 0 0 0
13 Oct 882.95 37 -22.35 - 0 0 0
10 Oct 880.65 37 -22.35 - 0 1 0
9 Oct 862.10 37 -22.35 15.81 1 0 0
8 Oct 858.25 59.35 0 - 0 0 0
7 Oct 864.70 59.35 0 - 0 0 0
6 Oct 874.05 59.35 0 - 0 0 0


For State Bank Of India - strike price 860 expiring on 30DEC2025

Delta for 860 CE is 0.94

Historical price for 860 CE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 106, which was 4.8 higher than the previous day. The implied volatity was 31.68, the open interest changed by -3 which decreased total open position to 37


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 101.2, which was -12.8 lower than the previous day. The implied volatity was 24.16, the open interest changed by -1 which decreased total open position to 41


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 114, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 42


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 94.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 49


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 96, which was -24.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 44


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 120.5, which was -5.5 lower 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 120.5, which was -5.5 lower than the previous day. The implied volatity was 26.52, the open interest changed by 0 which decreased total open position to 41


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 126, which was 5.5 higher than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 41


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 120.5, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 130.5, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 38


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 128, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 30


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 117.95, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 122.5, which was -5.5 lower than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 15


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 128, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 125.75, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 120.15, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 120.8, which was 57.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 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 63, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Oct SBIN was trading at 904.50. The strike last trading price was 63, which was -5 lower than the previous day. The implied volatity was 14.03, the open interest changed by 0 which decreased total open position to 1


On 23 Oct SBIN was trading at 911.55. The strike last trading price was 68, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct SBIN was trading at 907.85. The strike last trading price was 68, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Oct SBIN was trading at 907.50. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct SBIN was trading at 889.15. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct SBIN was trading at 886.95. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SBIN was trading at 886.10. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct SBIN was trading at 876.95. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Oct SBIN was trading at 882.95. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct SBIN was trading at 880.65. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 9 Oct SBIN was trading at 862.10. The strike last trading price was 37, which was -22.35 lower than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 0


On 8 Oct SBIN was trading at 858.25. The strike last trading price was 59.35, 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 Oct SBIN was trading at 864.70. The strike last trading price was 59.35, 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 59.35, 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 860 PE
Delta: -0.02
Vega: 0.09
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 0.3 -0.25 22.82 25 2 233
8 Dec 956.40 0.55 0.3 23.60 78 -30 231
5 Dec 971.50 0.25 -0.3 22.27 66 8 267
4 Dec 948.10 0.55 0 20.77 163 36 259
3 Dec 951.05 0.55 0.15 20.76 367 47 236
2 Dec 967.30 0.4 0 22.37 29 18 193
1 Dec 973.10 0.4 0.05 22.41 123 -14 175
28 Nov 979.00 0.35 -0.2 21.55 35 -15 189
27 Nov 972.85 0.55 0 22.28 78 25 194
26 Nov 983.90 0.55 -0.25 23.40 221 42 168
25 Nov 983.60 0.75 -0.25 24.36 27 15 125
24 Nov 970.60 1 0.05 23.26 44 -33 109
21 Nov 972.60 0.95 -0.15 22.65 33 -6 141
20 Nov 981.55 1.1 0 24.22 29 0 147
19 Nov 982.75 1.1 -0.15 23.88 93 -25 147
18 Nov 972.45 1.2 -0.1 22.74 37 -19 173
17 Nov 973.35 1.3 -0.35 23.10 15 -2 192
14 Nov 967.85 1.65 -0.6 22.83 29 22 193
13 Nov 954.00 2.25 0.2 22.27 101 25 168
12 Nov 957.15 2.05 -0.25 21.44 2 -1 143
11 Nov 953.30 2.3 -0.3 21.87 69 29 144
10 Nov 951.15 2.6 0.05 21.81 35 25 116
7 Nov 955.85 2.55 -0.25 21.82 50 28 91
6 Nov 960.75 2.8 -0.45 22.87 58 29 61
4 Nov 957.60 3.25 -0.8 22.62 35 13 32
3 Nov 949.70 4.05 -0.4 22.90 15 10 17
31 Oct 937.00 4.45 -0.75 - 5 3 7
30 Oct 934.35 5.2 -0.8 21.69 2 1 4
29 Oct 939.75 6 -1 23.35 1 0 4
28 Oct 930.25 7 -1.05 23.03 2 0 3
27 Oct 922.75 8.05 -1.55 23.28 1 0 2
24 Oct 904.50 9.6 -24.3 - 0 0 0
23 Oct 911.55 9.6 -24.3 - 0 2 0
21 Oct 907.85 9.6 -24.3 20.79 2 1 1
20 Oct 907.50 33.9 0 4.53 0 0 0
17 Oct 889.15 33.9 0 - 0 0 0
16 Oct 886.95 33.9 0 3.12 0 0 0
15 Oct 886.10 33.9 0 - 0 0 0
14 Oct 876.95 33.9 0 - 0 0 0
13 Oct 882.95 33.9 0 2.93 0 0 0
10 Oct 880.65 33.9 0 2.76 0 0 0
9 Oct 862.10 33.9 0 1.50 0 0 0
8 Oct 858.25 33.9 0 1.28 0 0 0
7 Oct 864.70 33.9 0 1.67 0 0 0
6 Oct 874.05 33.9 0 2.31 0 0 0


For State Bank Of India - strike price 860 expiring on 30DEC2025

Delta for 860 PE is -0.02

Historical price for 860 PE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 233


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 0.55, which was 0.3 higher than the previous day. The implied volatity was 23.60, the open interest changed by -30 which decreased total open position to 231


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 0.25, which was -0.3 lower than the previous day. The implied volatity was 22.27, the open interest changed by 8 which increased total open position to 267


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 20.77, the open interest changed by 36 which increased total open position to 259


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 20.76, the open interest changed by 47 which increased total open position to 236


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 22.37, the open interest changed by 18 which increased total open position to 193


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 22.41, the open interest changed by -14 which decreased total open position to 175


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 21.55, the open interest changed by -15 which decreased total open position to 189


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 22.28, the open interest changed by 25 which increased total open position to 194


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 23.40, the open interest changed by 42 which increased total open position to 168


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 24.36, the open interest changed by 15 which increased total open position to 125


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 23.26, the open interest changed by -33 which decreased total open position to 109


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 22.65, the open interest changed by -6 which decreased total open position to 141


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 24.22, the open interest changed by 0 which decreased total open position to 147


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 23.88, the open interest changed by -25 which decreased total open position to 147


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 22.74, the open interest changed by -19 which decreased total open position to 173


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 23.10, the open interest changed by -2 which decreased total open position to 192


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 22.83, the open interest changed by 22 which increased total open position to 193


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 2.25, which was 0.2 higher than the previous day. The implied volatity was 22.27, the open interest changed by 25 which increased total open position to 168


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 21.44, the open interest changed by -1 which decreased total open position to 143


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 21.87, the open interest changed by 29 which increased total open position to 144


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 2.6, which was 0.05 higher than the previous day. The implied volatity was 21.81, the open interest changed by 25 which increased total open position to 116


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 21.82, the open interest changed by 28 which increased total open position to 91


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 22.87, the open interest changed by 29 which increased total open position to 61


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 3.25, which was -0.8 lower than the previous day. The implied volatity was 22.62, the open interest changed by 13 which increased total open position to 32


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 4.05, which was -0.4 lower than the previous day. The implied volatity was 22.90, the open interest changed by 10 which increased total open position to 17


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 4.45, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 7


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 21.69, the open interest changed by 1 which increased total open position to 4


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 4


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 3


On 27 Oct SBIN was trading at 922.75. The strike last trading price was 8.05, which was -1.55 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 2


On 24 Oct SBIN was trading at 904.50. The strike last trading price was 9.6, which was -24.3 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 9.6, which was -24.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 21 Oct SBIN was trading at 907.85. The strike last trading price was 9.6, which was -24.3 lower than the previous day. The implied volatity was 20.79, the open interest changed by 1 which increased total open position to 1


On 20 Oct SBIN was trading at 907.50. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0


On 17 Oct SBIN was trading at 889.15. The strike last trading price was 33.9, 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 16 Oct SBIN was trading at 886.95. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SBIN was trading at 886.10. The strike last trading price was 33.9, 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 Oct SBIN was trading at 876.95. The strike last trading price was 33.9, 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 Oct SBIN was trading at 882.95. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0


On 10 Oct SBIN was trading at 880.65. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 9 Oct SBIN was trading at 862.10. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0


On 8 Oct SBIN was trading at 858.25. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


On 7 Oct SBIN was trading at 864.70. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 1.67, 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 33.9, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0