[--[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 920 CE
Delta: 0.98
Vega: 0.09
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 45.9 2.45 9.50 66 13 293
8 Dec 956.40 43.8 -11.3 18.58 80 -7 281
5 Dec 971.50 54.7 15.6 - 135 6 289
4 Dec 948.10 39.45 -1.85 16.07 103 32 282
3 Dec 951.05 41.6 -16 16.22 120 22 246
2 Dec 967.30 57.6 -3.75 13.08 5 -2 224
1 Dec 973.10 60.7 -8.1 13.92 32 8 224
28 Nov 979.00 68.8 7.55 21.60 15 1 216
27 Nov 972.85 61.25 -14.75 - 16 8 215
26 Nov 983.90 76 3 22.45 30 0 206
25 Nov 983.60 73 11.8 14.29 19 8 207
24 Nov 970.60 60.85 -4.95 15.43 13 6 197
21 Nov 972.60 65.8 -4.35 17.93 20 5 190
20 Nov 981.55 70.5 -2.4 - 43 33 185
19 Nov 982.75 72.9 9.3 16.52 4 3 152
18 Nov 972.45 63.6 -1.4 14.17 8 4 148
17 Nov 973.35 65 3.95 13.12 56 32 143
14 Nov 967.85 61.05 5.05 12.80 5 1 111
13 Nov 954.00 56 1.2 19.84 1 0 109
12 Nov 957.15 54.5 1.85 18.79 6 4 108
11 Nov 953.30 52.7 1.65 16.43 6 2 104
10 Nov 951.15 51.05 -8.45 17.14 6 2 102
7 Nov 955.85 59.5 3.3 20.81 6 -1 101
6 Nov 960.75 56.2 -2.8 12.87 3 1 102
4 Nov 957.60 59 5.2 19.48 9 -4 101
3 Nov 949.70 54.7 8.7 19.34 15 -7 105
31 Oct 937.00 46 1.7 - 14 0 111
30 Oct 934.35 44.3 -2.7 17.90 102 31 111
29 Oct 939.75 47 5 17.31 27 6 81
28 Oct 930.25 42 3.95 17.67 39 24 73
27 Oct 922.75 40.6 14.35 18.09 49 19 49
24 Oct 904.50 26.25 -4.75 16.76 12 3 31
23 Oct 911.55 31 1.9 17.86 29 11 28
21 Oct 907.85 29.1 -0.65 16.94 2 0 17
20 Oct 907.50 29.75 9.75 17.17 16 10 17
17 Oct 889.15 20 0 16.31 1 0 6
16 Oct 886.95 20 1 16.63 4 1 5
15 Oct 886.10 19 -1.1 - 3 0 1
14 Oct 876.95 20.1 -0.9 - 1 0 1
13 Oct 882.95 21 -11.15 17.33 1 0 0
10 Oct 880.65 32.15 0 - 0 0 0
9 Oct 862.10 32.15 0 2.52 0 0 0
8 Oct 858.25 32.15 0 - 0 0 0
7 Oct 864.70 32.15 0 - 0 0 0
6 Oct 874.05 32.15 0 - 0 0 0
3 Oct 867.30 32.15 0 1.88 0 0 0


For State Bank Of India - strike price 920 expiring on 30DEC2025

Delta for 920 CE is 0.98

Historical price for 920 CE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 45.9, which was 2.45 higher than the previous day. The implied volatity was 9.50, the open interest changed by 13 which increased total open position to 293


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 43.8, which was -11.3 lower than the previous day. The implied volatity was 18.58, the open interest changed by -7 which decreased total open position to 281


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 54.7, which was 15.6 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 289


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 39.45, which was -1.85 lower than the previous day. The implied volatity was 16.07, the open interest changed by 32 which increased total open position to 282


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 41.6, which was -16 lower than the previous day. The implied volatity was 16.22, the open interest changed by 22 which increased total open position to 246


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 57.6, which was -3.75 lower than the previous day. The implied volatity was 13.08, the open interest changed by -2 which decreased total open position to 224


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 60.7, which was -8.1 lower than the previous day. The implied volatity was 13.92, the open interest changed by 8 which increased total open position to 224


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 68.8, which was 7.55 higher than the previous day. The implied volatity was 21.60, the open interest changed by 1 which increased total open position to 216


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 61.25, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 215


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 76, which was 3 higher than the previous day. The implied volatity was 22.45, the open interest changed by 0 which decreased total open position to 206


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 73, which was 11.8 higher than the previous day. The implied volatity was 14.29, the open interest changed by 8 which increased total open position to 207


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 60.85, which was -4.95 lower than the previous day. The implied volatity was 15.43, the open interest changed by 6 which increased total open position to 197


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 65.8, which was -4.35 lower than the previous day. The implied volatity was 17.93, the open interest changed by 5 which increased total open position to 190


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 70.5, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 185


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 72.9, which was 9.3 higher than the previous day. The implied volatity was 16.52, the open interest changed by 3 which increased total open position to 152


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 63.6, which was -1.4 lower than the previous day. The implied volatity was 14.17, the open interest changed by 4 which increased total open position to 148


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 65, which was 3.95 higher than the previous day. The implied volatity was 13.12, the open interest changed by 32 which increased total open position to 143


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 61.05, which was 5.05 higher than the previous day. The implied volatity was 12.80, the open interest changed by 1 which increased total open position to 111


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 56, which was 1.2 higher than the previous day. The implied volatity was 19.84, the open interest changed by 0 which decreased total open position to 109


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 54.5, which was 1.85 higher than the previous day. The implied volatity was 18.79, the open interest changed by 4 which increased total open position to 108


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 52.7, which was 1.65 higher than the previous day. The implied volatity was 16.43, the open interest changed by 2 which increased total open position to 104


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 51.05, which was -8.45 lower than the previous day. The implied volatity was 17.14, the open interest changed by 2 which increased total open position to 102


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 59.5, which was 3.3 higher than the previous day. The implied volatity was 20.81, the open interest changed by -1 which decreased total open position to 101


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 56.2, which was -2.8 lower than the previous day. The implied volatity was 12.87, the open interest changed by 1 which increased total open position to 102


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 59, which was 5.2 higher than the previous day. The implied volatity was 19.48, the open interest changed by -4 which decreased total open position to 101


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 54.7, which was 8.7 higher than the previous day. The implied volatity was 19.34, the open interest changed by -7 which decreased total open position to 105


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 46, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 44.3, which was -2.7 lower than the previous day. The implied volatity was 17.90, the open interest changed by 31 which increased total open position to 111


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 47, which was 5 higher than the previous day. The implied volatity was 17.31, the open interest changed by 6 which increased total open position to 81


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 42, which was 3.95 higher than the previous day. The implied volatity was 17.67, the open interest changed by 24 which increased total open position to 73


On 27 Oct SBIN was trading at 922.75. The strike last trading price was 40.6, which was 14.35 higher than the previous day. The implied volatity was 18.09, the open interest changed by 19 which increased total open position to 49


On 24 Oct SBIN was trading at 904.50. The strike last trading price was 26.25, which was -4.75 lower than the previous day. The implied volatity was 16.76, the open interest changed by 3 which increased total open position to 31


On 23 Oct SBIN was trading at 911.55. The strike last trading price was 31, which was 1.9 higher than the previous day. The implied volatity was 17.86, the open interest changed by 11 which increased total open position to 28


On 21 Oct SBIN was trading at 907.85. The strike last trading price was 29.1, which was -0.65 lower than the previous day. The implied volatity was 16.94, the open interest changed by 0 which decreased total open position to 17


On 20 Oct SBIN was trading at 907.50. The strike last trading price was 29.75, which was 9.75 higher than the previous day. The implied volatity was 17.17, the open interest changed by 10 which increased total open position to 17


On 17 Oct SBIN was trading at 889.15. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 6


On 16 Oct SBIN was trading at 886.95. The strike last trading price was 20, which was 1 higher than the previous day. The implied volatity was 16.63, the open interest changed by 1 which increased total open position to 5


On 15 Oct SBIN was trading at 886.10. The strike last trading price was 19, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Oct SBIN was trading at 876.95. The strike last trading price was 20.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Oct SBIN was trading at 882.95. The strike last trading price was 21, which was -11.15 lower than the previous day. The implied volatity was 17.33, 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 32.15, 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 9 Oct SBIN was trading at 862.10. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 2.52, 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 32.15, 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 32.15, 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 32.15, 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 Oct SBIN was trading at 867.30. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0


SBIN 30DEC2025 920 PE
Delta: -0.12
Vega: 0.47
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 2.5 -0.8 17.77 3,556 1,000 2,447
8 Dec 956.40 3.5 1.9 18.00 1,960 176 1,446
5 Dec 971.50 1.55 -2.95 16.88 2,609 -119 1,266
4 Dec 948.10 4.4 0.3 16.48 2,169 -87 1,388
3 Dec 951.05 4.25 1.6 16.56 2,115 350 1,473
2 Dec 967.30 2.35 0.05 17.57 643 53 1,123
1 Dec 973.10 2.35 0.45 17.89 460 -93 1,074
28 Nov 979.00 2 -0.7 17.18 683 52 1,166
27 Nov 972.85 2.55 0.3 17.45 1,008 303 1,116
26 Nov 983.90 2.3 -0.3 18.63 746 143 833
25 Nov 983.60 2.45 -1.25 18.80 776 114 692
24 Nov 970.60 3.7 0.2 18.14 228 51 584
21 Nov 972.60 3.5 0 17.81 267 19 533
20 Nov 981.55 3.65 0 19.46 196 71 515
19 Nov 982.75 3.7 -0.95 19.25 430 63 446
18 Nov 972.45 4.7 -0.3 18.80 247 49 385
17 Nov 973.35 5 -1.35 19.35 303 107 336
14 Nov 967.85 5.7 -2.75 18.77 154 -32 230
13 Nov 954.00 8.55 0.65 19.01 156 35 261
12 Nov 957.15 7.9 -0.8 17.97 50 4 225
11 Nov 953.30 8.5 -1.2 18.49 111 53 220
10 Nov 951.15 9.75 0.45 18.78 72 28 167
7 Nov 955.85 9.25 0.05 18.86 166 10 140
6 Nov 960.75 9.25 -1.9 19.76 164 7 124
4 Nov 957.60 11.2 -2.35 20.17 160 16 107
3 Nov 949.70 13.5 -3.7 20.68 83 16 88
31 Oct 937.00 17.15 -0.95 - 51 -2 72
30 Oct 934.35 18.1 -0.15 20.48 136 18 75
29 Oct 939.75 18.35 -3.5 21.62 59 31 56
28 Oct 930.25 21.85 -3.25 21.94 27 19 25
27 Oct 922.75 25.1 -40.65 - 6 5 5
24 Oct 904.50 65.75 0 0.07 0 0 0
23 Oct 911.55 65.75 0 0.56 0 0 0
21 Oct 907.85 65.75 0 - 0 0 0
20 Oct 907.50 65.75 0 0.37 0 0 0
17 Oct 889.15 65.75 0 - 0 0 0
16 Oct 886.95 65.75 0 - 0 0 0
15 Oct 886.10 65.75 0 - 0 0 0
14 Oct 876.95 65.75 0 - 0 0 0
13 Oct 882.95 65.75 0 - 0 0 0
10 Oct 880.65 65.75 0 - 0 0 0
9 Oct 862.10 0 0 - 0 0 0
8 Oct 858.25 0 0 - 0 0 0
7 Oct 864.70 0 0 - 0 0 0
6 Oct 874.05 0 0 - 0 0 0
3 Oct 867.30 0 0 - 0 0 0


For State Bank Of India - strike price 920 expiring on 30DEC2025

Delta for 920 PE is -0.12

Historical price for 920 PE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 2.5, which was -0.8 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1000 which increased total open position to 2447


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 3.5, which was 1.9 higher than the previous day. The implied volatity was 18.00, the open interest changed by 176 which increased total open position to 1446


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 1.55, which was -2.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by -119 which decreased total open position to 1266


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 4.4, which was 0.3 higher than the previous day. The implied volatity was 16.48, the open interest changed by -87 which decreased total open position to 1388


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 4.25, which was 1.6 higher than the previous day. The implied volatity was 16.56, the open interest changed by 350 which increased total open position to 1473


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 17.57, the open interest changed by 53 which increased total open position to 1123


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 17.89, the open interest changed by -93 which decreased total open position to 1074


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 2, which was -0.7 lower than the previous day. The implied volatity was 17.18, the open interest changed by 52 which increased total open position to 1166


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 2.55, which was 0.3 higher than the previous day. The implied volatity was 17.45, the open interest changed by 303 which increased total open position to 1116


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 18.63, the open interest changed by 143 which increased total open position to 833


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 2.45, which was -1.25 lower than the previous day. The implied volatity was 18.80, the open interest changed by 114 which increased total open position to 692


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 3.7, which was 0.2 higher than the previous day. The implied volatity was 18.14, the open interest changed by 51 which increased total open position to 584


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 17.81, the open interest changed by 19 which increased total open position to 533


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 19.46, the open interest changed by 71 which increased total open position to 515


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 3.7, which was -0.95 lower than the previous day. The implied volatity was 19.25, the open interest changed by 63 which increased total open position to 446


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 4.7, which was -0.3 lower than the previous day. The implied volatity was 18.80, the open interest changed by 49 which increased total open position to 385


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 5, which was -1.35 lower than the previous day. The implied volatity was 19.35, the open interest changed by 107 which increased total open position to 336


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 5.7, which was -2.75 lower than the previous day. The implied volatity was 18.77, the open interest changed by -32 which decreased total open position to 230


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 8.55, which was 0.65 higher than the previous day. The implied volatity was 19.01, the open interest changed by 35 which increased total open position to 261


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 7.9, which was -0.8 lower than the previous day. The implied volatity was 17.97, the open interest changed by 4 which increased total open position to 225


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 8.5, which was -1.2 lower than the previous day. The implied volatity was 18.49, the open interest changed by 53 which increased total open position to 220


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 9.75, which was 0.45 higher than the previous day. The implied volatity was 18.78, the open interest changed by 28 which increased total open position to 167


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 9.25, which was 0.05 higher than the previous day. The implied volatity was 18.86, the open interest changed by 10 which increased total open position to 140


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 9.25, which was -1.9 lower than the previous day. The implied volatity was 19.76, the open interest changed by 7 which increased total open position to 124


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 11.2, which was -2.35 lower than the previous day. The implied volatity was 20.17, the open interest changed by 16 which increased total open position to 107


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 13.5, which was -3.7 lower than the previous day. The implied volatity was 20.68, the open interest changed by 16 which increased total open position to 88


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 17.15, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 72


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 18.1, which was -0.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 18 which increased total open position to 75


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 18.35, which was -3.5 lower than the previous day. The implied volatity was 21.62, the open interest changed by 31 which increased total open position to 56


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 21.85, which was -3.25 lower than the previous day. The implied volatity was 21.94, the open interest changed by 19 which increased total open position to 25


On 27 Oct SBIN was trading at 922.75. The strike last trading price was 25.1, which was -40.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 24 Oct SBIN was trading at 904.50. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 0.07, 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 65.75, which was 0 lower than the previous day. The implied volatity was 0.56, 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 65.75, 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 65.75, which was 0 lower than the previous day. The implied volatity was 0.37, 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 65.75, 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 65.75, 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 15 Oct SBIN was trading at 886.10. The strike last trading price was 65.75, 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 65.75, 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 65.75, 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 Oct SBIN was trading at 880.65. The strike last trading price was 65.75, 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 9 Oct SBIN was trading at 862.10. The strike last trading price was 0, 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 8 Oct SBIN was trading at 858.25. The strike last trading price was 0, 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 0, 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 0, 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 Oct SBIN was trading at 867.30. The strike last trading price was 0, 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