[--[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 940 CE
Delta: 0.82
Vega: 0.60
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 28.75 2.4 12.61 937 -44 571
8 Dec 956.40 25.9 -12.3 14.83 1,196 -174 620
5 Dec 971.50 38.1 14 - 2,442 128 794
4 Dec 948.10 24.25 -2.2 15.26 2,415 159 676
3 Dec 951.05 26.4 -12.85 15.66 1,339 252 509
2 Dec 967.30 41 -3 15.32 74 2 257
1 Dec 973.10 43.75 -7.3 15.48 58 3 255
28 Nov 979.00 51.05 5.95 19.48 35 3 256
27 Nov 972.85 45.6 -10.15 15.44 57 7 253
26 Nov 983.90 55.75 2.4 17.26 31 -5 247
25 Nov 983.60 53.15 9.6 10.81 155 56 251
24 Nov 970.60 41.9 -4 12.67 62 26 195
21 Nov 972.60 45.45 -8 12.93 31 13 171
20 Nov 981.55 53.15 -1.7 12.59 79 31 157
19 Nov 982.75 54.5 7.6 14.94 36 24 125
18 Nov 972.45 46.9 -2.3 14.68 6 0 100
17 Nov 973.35 48.25 3.4 14.20 22 13 100
14 Nov 967.85 44.95 7.7 13.98 21 -1 89
13 Nov 954.00 37.5 -2.25 15.88 34 2 88
12 Nov 957.15 38.5 -0.95 17.08 30 -12 86
11 Nov 953.30 40 2.2 17.81 23 12 98
10 Nov 951.15 37.5 -7.3 17.35 12 7 86
7 Nov 955.85 44.8 1 19.87 8 2 79
6 Nov 960.75 43.8 -0.05 16.03 21 4 77
4 Nov 957.60 43.1 3 17.80 60 12 72
3 Nov 949.70 40.1 5.25 18.25 57 16 62
31 Oct 937.00 34.8 1.55 - 52 11 46
30 Oct 934.35 33.25 -2.6 18.42 56 13 34
29 Oct 939.75 35.85 4.35 18.16 28 16 21
28 Oct 930.25 31.5 5.9 18.28 7 4 4
27 Oct 922.75 25.6 0 - 0 0 0
24 Oct 904.50 25.6 0 1.50 0 0 0
23 Oct 911.55 25.6 0 1.07 0 0 0
21 Oct 907.85 25.6 0 - 0 0 0
20 Oct 907.50 25.6 0 1.19 0 0 0
17 Oct 889.15 25.6 0 2.31 0 0 0
16 Oct 886.95 25.6 0 2.41 0 0 0
15 Oct 886.10 25.6 0 - 0 0 0
14 Oct 876.95 25.6 0 - 0 0 0
13 Oct 882.95 25.6 0 2.50 0 0 0
10 Oct 880.65 25.6 0 - 0 0 0
9 Oct 862.10 25.6 0 3.75 0 0 0
8 Oct 858.25 25.6 0 - 0 0 0
7 Oct 864.70 25.6 0 - 0 0 0
3 Oct 867.30 25.6 0 3.23 0 0 0


For State Bank Of India - strike price 940 expiring on 30DEC2025

Delta for 940 CE is 0.82

Historical price for 940 CE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 28.75, which was 2.4 higher than the previous day. The implied volatity was 12.61, the open interest changed by -44 which decreased total open position to 571


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 25.9, which was -12.3 lower than the previous day. The implied volatity was 14.83, the open interest changed by -174 which decreased total open position to 620


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 38.1, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 128 which increased total open position to 794


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 24.25, which was -2.2 lower than the previous day. The implied volatity was 15.26, the open interest changed by 159 which increased total open position to 676


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 26.4, which was -12.85 lower than the previous day. The implied volatity was 15.66, the open interest changed by 252 which increased total open position to 509


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 41, which was -3 lower than the previous day. The implied volatity was 15.32, the open interest changed by 2 which increased total open position to 257


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 43.75, which was -7.3 lower than the previous day. The implied volatity was 15.48, the open interest changed by 3 which increased total open position to 255


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 51.05, which was 5.95 higher than the previous day. The implied volatity was 19.48, the open interest changed by 3 which increased total open position to 256


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 45.6, which was -10.15 lower than the previous day. The implied volatity was 15.44, the open interest changed by 7 which increased total open position to 253


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 55.75, which was 2.4 higher than the previous day. The implied volatity was 17.26, the open interest changed by -5 which decreased total open position to 247


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 53.15, which was 9.6 higher than the previous day. The implied volatity was 10.81, the open interest changed by 56 which increased total open position to 251


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 41.9, which was -4 lower than the previous day. The implied volatity was 12.67, the open interest changed by 26 which increased total open position to 195


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 45.45, which was -8 lower than the previous day. The implied volatity was 12.93, the open interest changed by 13 which increased total open position to 171


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 53.15, which was -1.7 lower than the previous day. The implied volatity was 12.59, the open interest changed by 31 which increased total open position to 157


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 54.5, which was 7.6 higher than the previous day. The implied volatity was 14.94, the open interest changed by 24 which increased total open position to 125


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 46.9, which was -2.3 lower than the previous day. The implied volatity was 14.68, the open interest changed by 0 which decreased total open position to 100


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 48.25, which was 3.4 higher than the previous day. The implied volatity was 14.20, the open interest changed by 13 which increased total open position to 100


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 44.95, which was 7.7 higher than the previous day. The implied volatity was 13.98, the open interest changed by -1 which decreased total open position to 89


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 37.5, which was -2.25 lower than the previous day. The implied volatity was 15.88, the open interest changed by 2 which increased total open position to 88


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 38.5, which was -0.95 lower than the previous day. The implied volatity was 17.08, the open interest changed by -12 which decreased total open position to 86


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 40, which was 2.2 higher than the previous day. The implied volatity was 17.81, the open interest changed by 12 which increased total open position to 98


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 37.5, which was -7.3 lower than the previous day. The implied volatity was 17.35, the open interest changed by 7 which increased total open position to 86


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 44.8, which was 1 higher than the previous day. The implied volatity was 19.87, the open interest changed by 2 which increased total open position to 79


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 43.8, which was -0.05 lower than the previous day. The implied volatity was 16.03, the open interest changed by 4 which increased total open position to 77


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 43.1, which was 3 higher than the previous day. The implied volatity was 17.80, the open interest changed by 12 which increased total open position to 72


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 40.1, which was 5.25 higher than the previous day. The implied volatity was 18.25, the open interest changed by 16 which increased total open position to 62


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 34.8, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 46


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 33.25, which was -2.6 lower than the previous day. The implied volatity was 18.42, the open interest changed by 13 which increased total open position to 34


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 35.85, which was 4.35 higher than the previous day. The implied volatity was 18.16, the open interest changed by 16 which increased total open position to 21


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 31.5, which was 5.9 higher than the previous day. The implied volatity was 18.28, the open interest changed by 4 which increased total open position to 4


On 27 Oct SBIN was trading at 922.75. The strike last trading price was 25.6, 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 25.6, 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 23 Oct SBIN was trading at 911.55. The strike last trading price was 25.6, which was 0 lower than the previous day. The implied volatity was 1.07, 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 25.6, 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 25.6, which was 0 lower than the previous day. The implied volatity was 1.19, 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 25.6, 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


On 16 Oct SBIN was trading at 886.95. The strike last trading price was 25.6, which was 0 lower than the previous day. The implied volatity was 2.41, 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 25.6, 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 25.6, 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 25.6, which was 0 lower than the previous day. The implied volatity was 2.50, 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 25.6, 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 25.6, which was 0 lower than the previous day. The implied volatity was 3.75, 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 25.6, 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 25.6, 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 25.6, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0


SBIN 30DEC2025 940 PE
Delta: -0.24
Vega: 0.72
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 5.55 -1.45 16.65 6,023 -25 2,570
8 Dec 956.40 7.35 3.55 16.94 6,208 -44 2,596
5 Dec 971.50 3.65 -5.95 16.06 6,718 121 2,655
4 Dec 948.10 9.45 0.6 15.98 4,400 150 2,543
3 Dec 951.05 9 3.3 16.01 4,814 262 2,385
2 Dec 967.30 4.9 0.2 16.70 1,697 31 2,119
1 Dec 973.10 4.85 0.95 17.10 913 45 2,090
28 Nov 979.00 4.1 -1.1 16.33 746 21 2,049
27 Nov 972.85 5.2 1.05 16.83 1,357 138 2,022
26 Nov 983.90 4.25 -0.75 17.64 1,158 171 1,883
25 Nov 983.60 4.45 -2 17.82 1,361 93 1,708
24 Nov 970.60 6.5 0.2 17.05 337 107 1,613
21 Nov 972.60 6.3 0.4 16.98 397 76 1,505
20 Nov 981.55 5.95 -0.1 18.29 366 71 1,429
19 Nov 982.75 6.15 -1.9 18.24 1,075 206 1,358
18 Nov 972.45 8.1 -0.15 18.16 289 35 1,152
17 Nov 973.35 8.2 -1.6 18.49 1,138 421 1,117
14 Nov 967.85 9.3 -4.65 17.98 490 327 617
13 Nov 954.00 14 0.75 18.71 150 -18 288
12 Nov 957.15 13.4 -0.6 17.79 44 17 306
11 Nov 953.30 14 -1.6 18.23 78 -5 290
10 Nov 951.15 15.6 0.85 18.47 136 83 296
7 Nov 955.85 14.8 0 18.61 102 7 213
6 Nov 960.75 14.85 -1.95 19.76 258 144 206
4 Nov 957.60 16.8 -3.55 19.74 120 32 65
3 Nov 949.70 20.35 -4.5 20.68 31 6 33
31 Oct 937.00 24.85 -1.4 - 25 7 27
30 Oct 934.35 26.25 0.25 20.48 44 11 19
29 Oct 939.75 26.1 -52.8 21.54 8 7 7
28 Oct 930.25 78.9 0 0.54 0 0 0
27 Oct 922.75 78.9 0 - 0 0 0
24 Oct 904.50 78.9 0 - 0 0 0
23 Oct 911.55 78.9 0 - 0 0 0
21 Oct 907.85 78.9 0 - 0 0 0
20 Oct 907.50 78.9 0 - 0 0 0
17 Oct 889.15 0 0 - 0 0 0
16 Oct 886.95 0 0 - 0 0 0
15 Oct 886.10 0 0 - 0 0 0
14 Oct 876.95 0 0 - 0 0 0
13 Oct 882.95 0 0 - 0 0 0
10 Oct 880.65 0 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 940 expiring on 30DEC2025

Delta for 940 PE is -0.24

Historical price for 940 PE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 5.55, which was -1.45 lower than the previous day. The implied volatity was 16.65, the open interest changed by -25 which decreased total open position to 2570


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 7.35, which was 3.55 higher than the previous day. The implied volatity was 16.94, the open interest changed by -44 which decreased total open position to 2596


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 3.65, which was -5.95 lower than the previous day. The implied volatity was 16.06, the open interest changed by 121 which increased total open position to 2655


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 9.45, which was 0.6 higher than the previous day. The implied volatity was 15.98, the open interest changed by 150 which increased total open position to 2543


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 9, which was 3.3 higher than the previous day. The implied volatity was 16.01, the open interest changed by 262 which increased total open position to 2385


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 4.9, which was 0.2 higher than the previous day. The implied volatity was 16.70, the open interest changed by 31 which increased total open position to 2119


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 4.85, which was 0.95 higher than the previous day. The implied volatity was 17.10, the open interest changed by 45 which increased total open position to 2090


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 4.1, which was -1.1 lower than the previous day. The implied volatity was 16.33, the open interest changed by 21 which increased total open position to 2049


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 5.2, which was 1.05 higher than the previous day. The implied volatity was 16.83, the open interest changed by 138 which increased total open position to 2022


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 17.64, the open interest changed by 171 which increased total open position to 1883


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 4.45, which was -2 lower than the previous day. The implied volatity was 17.82, the open interest changed by 93 which increased total open position to 1708


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 6.5, which was 0.2 higher than the previous day. The implied volatity was 17.05, the open interest changed by 107 which increased total open position to 1613


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 6.3, which was 0.4 higher than the previous day. The implied volatity was 16.98, the open interest changed by 76 which increased total open position to 1505


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 5.95, which was -0.1 lower than the previous day. The implied volatity was 18.29, the open interest changed by 71 which increased total open position to 1429


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 6.15, which was -1.9 lower than the previous day. The implied volatity was 18.24, the open interest changed by 206 which increased total open position to 1358


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 8.1, which was -0.15 lower than the previous day. The implied volatity was 18.16, the open interest changed by 35 which increased total open position to 1152


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 8.2, which was -1.6 lower than the previous day. The implied volatity was 18.49, the open interest changed by 421 which increased total open position to 1117


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 9.3, which was -4.65 lower than the previous day. The implied volatity was 17.98, the open interest changed by 327 which increased total open position to 617


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 14, which was 0.75 higher than the previous day. The implied volatity was 18.71, the open interest changed by -18 which decreased total open position to 288


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 13.4, which was -0.6 lower than the previous day. The implied volatity was 17.79, the open interest changed by 17 which increased total open position to 306


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 14, which was -1.6 lower than the previous day. The implied volatity was 18.23, the open interest changed by -5 which decreased total open position to 290


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 15.6, which was 0.85 higher than the previous day. The implied volatity was 18.47, the open interest changed by 83 which increased total open position to 296


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 18.61, the open interest changed by 7 which increased total open position to 213


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 14.85, which was -1.95 lower than the previous day. The implied volatity was 19.76, the open interest changed by 144 which increased total open position to 206


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 16.8, which was -3.55 lower than the previous day. The implied volatity was 19.74, the open interest changed by 32 which increased total open position to 65


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 20.35, which was -4.5 lower than the previous day. The implied volatity was 20.68, the open interest changed by 6 which increased total open position to 33


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 24.85, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 27


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 26.25, which was 0.25 higher than the previous day. The implied volatity was 20.48, the open interest changed by 11 which increased total open position to 19


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 26.1, which was -52.8 lower than the previous day. The implied volatity was 21.54, the open interest changed by 7 which increased total open position to 7


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 78.9, which was 0 lower than the previous day. The implied volatity was 0.54, 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 78.9, 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 24 Oct SBIN was trading at 904.50. The strike last trading price was 78.9, 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 23 Oct SBIN was trading at 911.55. The strike last trading price was 78.9, 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 21 Oct SBIN was trading at 907.85. The strike last trading price was 78.9, 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 20 Oct SBIN was trading at 907.50. The strike last trading price was 78.9, 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 17 Oct SBIN was trading at 889.15. 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 16 Oct SBIN was trading at 886.95. 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 15 Oct SBIN was trading at 886.10. 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 14 Oct SBIN was trading at 876.95. 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 13 Oct SBIN was trading at 882.95. 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 10 Oct SBIN was trading at 880.65. 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 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