[--[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 930 CE
Delta: 0.91
Vega: 0.38
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 37.05 3.1 12.09 69 -8 211
8 Dec 956.40 33.25 -13.8 12.84 182 44 217
5 Dec 971.50 46.75 15.5 - 512 -222 175
4 Dec 948.10 31.4 -2.15 15.55 417 133 400
3 Dec 951.05 33.45 -15.1 15.69 292 138 266
2 Dec 967.30 49.25 -2.9 15.04 4 1 128
1 Dec 973.10 51.7 -8.45 14.37 11 1 127
28 Nov 979.00 60.15 7.1 21.01 3 1 126
27 Nov 972.85 54 -9.9 15.44 61 13 124
26 Nov 983.90 63.9 1.75 16.47 28 2 110
25 Nov 983.60 62 7.3 - 37 25 108
24 Nov 970.60 54.7 0.2 18.81 13 2 81
21 Nov 972.60 54.5 -7.4 13.62 70 -1 78
20 Nov 981.55 61.8 -1.95 11.29 32 9 74
19 Nov 982.75 63.75 8.55 15.97 38 5 44
18 Nov 972.45 55.5 -0.75 15.18 13 6 39
17 Nov 973.35 56 7.6 13.16 10 -1 32
14 Nov 967.85 48.4 2.15 - 8 -4 33
13 Nov 954.00 46.25 0.25 17.45 5 0 36
12 Nov 957.15 46 5.45 17.68 3 -1 35
11 Nov 953.30 40.55 -2.75 11.89 3 0 35
10 Nov 951.15 43.3 -5.7 16.67 12 8 39
7 Nov 955.85 49 -2 17.91 9 2 32
6 Nov 960.75 51 1.5 15.97 2 -1 31
4 Nov 957.60 49.5 2.5 17.51 15 3 32
3 Nov 949.70 47 6.85 18.43 11 -1 30
31 Oct 937.00 40 2 - 13 5 30
30 Oct 934.35 38 -2.2 18.09 59 20 24
29 Oct 939.75 40.2 11.5 17.09 4 3 3
28 Oct 930.25 28.7 0 - 0 0 0
27 Oct 922.75 28.7 0 - 0 0 0
24 Oct 904.50 28.7 0 0.73 0 0 0
23 Oct 911.55 28.7 0 0.22 0 0 0
21 Oct 907.85 28.7 0 - 0 0 0
20 Oct 907.50 28.7 0 0.44 0 0 0
17 Oct 889.15 28.7 0 - 0 0 0
16 Oct 886.95 28.7 0 1.76 0 0 0
15 Oct 886.10 28.7 0 - 0 0 0
14 Oct 876.95 28.7 0 - 0 0 0
13 Oct 882.95 28.7 0 - 0 0 0
10 Oct 880.65 28.7 0 - 0 0 0
9 Oct 862.10 28.7 0 3.14 0 0 0
8 Oct 858.25 28.7 0 - 0 0 0
7 Oct 864.70 28.7 0 - 0 0 0
3 Oct 867.30 28.7 0 2.81 0 0 0


For State Bank Of India - strike price 930 expiring on 30DEC2025

Delta for 930 CE is 0.91

Historical price for 930 CE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 37.05, which was 3.1 higher than the previous day. The implied volatity was 12.09, the open interest changed by -8 which decreased total open position to 211


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 33.25, which was -13.8 lower than the previous day. The implied volatity was 12.84, the open interest changed by 44 which increased total open position to 217


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 46.75, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by -222 which decreased total open position to 175


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 31.4, which was -2.15 lower than the previous day. The implied volatity was 15.55, the open interest changed by 133 which increased total open position to 400


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 33.45, which was -15.1 lower than the previous day. The implied volatity was 15.69, the open interest changed by 138 which increased total open position to 266


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 49.25, which was -2.9 lower than the previous day. The implied volatity was 15.04, the open interest changed by 1 which increased total open position to 128


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 51.7, which was -8.45 lower than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 127


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 60.15, which was 7.1 higher than the previous day. The implied volatity was 21.01, the open interest changed by 1 which increased total open position to 126


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 54, which was -9.9 lower than the previous day. The implied volatity was 15.44, the open interest changed by 13 which increased total open position to 124


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 63.9, which was 1.75 higher than the previous day. The implied volatity was 16.47, the open interest changed by 2 which increased total open position to 110


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 62, which was 7.3 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 108


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 54.7, which was 0.2 higher than the previous day. The implied volatity was 18.81, the open interest changed by 2 which increased total open position to 81


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 54.5, which was -7.4 lower than the previous day. The implied volatity was 13.62, the open interest changed by -1 which decreased total open position to 78


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 61.8, which was -1.95 lower than the previous day. The implied volatity was 11.29, the open interest changed by 9 which increased total open position to 74


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 63.75, which was 8.55 higher than the previous day. The implied volatity was 15.97, the open interest changed by 5 which increased total open position to 44


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 55.5, which was -0.75 lower than the previous day. The implied volatity was 15.18, the open interest changed by 6 which increased total open position to 39


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 56, which was 7.6 higher than the previous day. The implied volatity was 13.16, the open interest changed by -1 which decreased total open position to 32


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 48.4, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 33


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 46.25, which was 0.25 higher than the previous day. The implied volatity was 17.45, the open interest changed by 0 which decreased total open position to 36


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 46, which was 5.45 higher than the previous day. The implied volatity was 17.68, the open interest changed by -1 which decreased total open position to 35


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 40.55, which was -2.75 lower than the previous day. The implied volatity was 11.89, the open interest changed by 0 which decreased total open position to 35


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 43.3, which was -5.7 lower than the previous day. The implied volatity was 16.67, the open interest changed by 8 which increased total open position to 39


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 49, which was -2 lower than the previous day. The implied volatity was 17.91, the open interest changed by 2 which increased total open position to 32


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 51, which was 1.5 higher than the previous day. The implied volatity was 15.97, the open interest changed by -1 which decreased total open position to 31


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 49.5, which was 2.5 higher than the previous day. The implied volatity was 17.51, the open interest changed by 3 which increased total open position to 32


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 47, which was 6.85 higher than the previous day. The implied volatity was 18.43, the open interest changed by -1 which decreased total open position to 30


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 40, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 30


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 38, which was -2.2 lower than the previous day. The implied volatity was 18.09, the open interest changed by 20 which increased total open position to 24


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 40.2, which was 11.5 higher than the previous day. The implied volatity was 17.09, the open interest changed by 3 which increased total open position to 3


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 28.7, 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 28.7, 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 28.7, which was 0 lower than the previous day. The implied volatity was 0.73, 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 28.7, which was 0 lower than the previous day. The implied volatity was 0.22, 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 28.7, 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 28.7, which was 0 lower than the previous day. The implied volatity was 0.44, 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 28.7, 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 28.7, which was 0 lower than the previous day. The implied volatity was 1.76, 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 28.7, 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 28.7, 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 28.7, 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 28.7, 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 28.7, which was 0 lower than the previous day. The implied volatity was 3.14, 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 28.7, 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 28.7, 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 28.7, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


SBIN 30DEC2025 930 PE
Delta: -0.17
Vega: 0.59
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 3.75 -1.1 17.20 2,400 -71 2,069
8 Dec 956.40 5 2.45 17.30 3,874 331 2,133
5 Dec 971.50 2.45 -4.2 16.56 3,941 39 1,794
4 Dec 948.10 6.5 0.35 16.17 2,929 279 1,760
3 Dec 951.05 6.25 2.4 16.26 2,728 190 1,479
2 Dec 967.30 3.45 0 17.19 1,564 -167 1,288
1 Dec 973.10 3.4 0.65 17.49 1,050 198 1,457
28 Nov 979.00 2.85 -0.95 16.70 395 14 1,257
27 Nov 972.85 3.75 0.75 17.25 1,410 250 1,244
26 Nov 983.90 3.05 -0.6 17.99 1,223 220 996
25 Nov 983.60 3.4 -1.45 18.45 750 171 774
24 Nov 970.60 4.9 0.2 17.58 367 114 610
21 Nov 972.60 4.75 0.2 17.44 309 12 491
20 Nov 981.55 4.7 0 18.93 276 144 477
19 Nov 982.75 4.7 -1.4 18.64 555 116 333
18 Nov 972.45 6.2 -0.2 18.47 123 56 217
17 Nov 973.35 6.5 -1.25 19.01 136 41 160
14 Nov 967.85 7.35 -3.5 18.42 106 3 116
13 Nov 954.00 11 0.7 18.84 63 1 115
12 Nov 957.15 10.1 -1.05 17.64 120 -38 111
11 Nov 953.30 11.1 -1.25 18.45 48 7 149
10 Nov 951.15 12.35 0.4 18.57 36 -1 142
7 Nov 955.85 11.95 -0.1 18.87 109 9 143
6 Nov 960.75 12.15 -1.45 20.04 117 28 134
4 Nov 957.60 14.05 -2.75 20.17 187 41 106
3 Nov 949.70 16.8 -4.15 20.77 80 23 64
31 Oct 937.00 20.75 -1.55 - 28 7 40
30 Oct 934.35 22.3 0.5 20.73 70 15 32
29 Oct 939.75 21.85 -5.15 21.48 15 10 16
28 Oct 930.25 27 -45.2 23.00 8 5 5
27 Oct 922.75 72.2 0 - 0 0 0
24 Oct 904.50 72.2 0 - 0 0 0
23 Oct 911.55 72.2 0 - 0 0 0
21 Oct 907.85 72.2 0 - 0 0 0
20 Oct 907.50 72.2 0 - 0 0 0
17 Oct 889.15 72.2 0 - 0 0 0
16 Oct 886.95 72.2 0 - 0 0 0
15 Oct 886.10 72.2 0 - 0 0 0
14 Oct 876.95 72.2 0 - 0 0 0
13 Oct 882.95 72.2 0 - 0 0 0
10 Oct 880.65 72.2 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
3 Oct 867.30 0 0 - 0 0 0


For State Bank Of India - strike price 930 expiring on 30DEC2025

Delta for 930 PE is -0.17

Historical price for 930 PE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 3.75, which was -1.1 lower than the previous day. The implied volatity was 17.20, the open interest changed by -71 which decreased total open position to 2069


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 5, which was 2.45 higher than the previous day. The implied volatity was 17.30, the open interest changed by 331 which increased total open position to 2133


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 2.45, which was -4.2 lower than the previous day. The implied volatity was 16.56, the open interest changed by 39 which increased total open position to 1794


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 6.5, which was 0.35 higher than the previous day. The implied volatity was 16.17, the open interest changed by 279 which increased total open position to 1760


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 6.25, which was 2.4 higher than the previous day. The implied volatity was 16.26, the open interest changed by 190 which increased total open position to 1479


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 17.19, the open interest changed by -167 which decreased total open position to 1288


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 17.49, the open interest changed by 198 which increased total open position to 1457


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 2.85, which was -0.95 lower than the previous day. The implied volatity was 16.70, the open interest changed by 14 which increased total open position to 1257


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 3.75, which was 0.75 higher than the previous day. The implied volatity was 17.25, the open interest changed by 250 which increased total open position to 1244


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 3.05, which was -0.6 lower than the previous day. The implied volatity was 17.99, the open interest changed by 220 which increased total open position to 996


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 3.4, which was -1.45 lower than the previous day. The implied volatity was 18.45, the open interest changed by 171 which increased total open position to 774


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 4.9, which was 0.2 higher than the previous day. The implied volatity was 17.58, the open interest changed by 114 which increased total open position to 610


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 4.75, which was 0.2 higher than the previous day. The implied volatity was 17.44, the open interest changed by 12 which increased total open position to 491


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 18.93, the open interest changed by 144 which increased total open position to 477


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 4.7, which was -1.4 lower than the previous day. The implied volatity was 18.64, the open interest changed by 116 which increased total open position to 333


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 6.2, which was -0.2 lower than the previous day. The implied volatity was 18.47, the open interest changed by 56 which increased total open position to 217


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 6.5, which was -1.25 lower than the previous day. The implied volatity was 19.01, the open interest changed by 41 which increased total open position to 160


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 7.35, which was -3.5 lower than the previous day. The implied volatity was 18.42, the open interest changed by 3 which increased total open position to 116


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 11, which was 0.7 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1 which increased total open position to 115


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 10.1, which was -1.05 lower than the previous day. The implied volatity was 17.64, the open interest changed by -38 which decreased total open position to 111


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 11.1, which was -1.25 lower than the previous day. The implied volatity was 18.45, the open interest changed by 7 which increased total open position to 149


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 12.35, which was 0.4 higher than the previous day. The implied volatity was 18.57, the open interest changed by -1 which decreased total open position to 142


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 11.95, which was -0.1 lower than the previous day. The implied volatity was 18.87, the open interest changed by 9 which increased total open position to 143


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 12.15, which was -1.45 lower than the previous day. The implied volatity was 20.04, the open interest changed by 28 which increased total open position to 134


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 14.05, which was -2.75 lower than the previous day. The implied volatity was 20.17, the open interest changed by 41 which increased total open position to 106


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 16.8, which was -4.15 lower than the previous day. The implied volatity was 20.77, the open interest changed by 23 which increased total open position to 64


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 20.75, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 40


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 22.3, which was 0.5 higher than the previous day. The implied volatity was 20.73, the open interest changed by 15 which increased total open position to 32


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 21.85, which was -5.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by 10 which increased total open position to 16


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 27, which was -45.2 lower than the previous day. The implied volatity was 23.00, the open interest changed by 5 which increased total open position to 5


On 27 Oct SBIN was trading at 922.75. The strike last trading price was 72.2, 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 72.2, 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 72.2, 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 21 Oct SBIN was trading at 907.85. The strike last trading price was 72.2, 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 72.2, 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 Oct SBIN was trading at 889.15. The strike last trading price was 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 72.2, 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 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