SBIN
State Bank Of India
Historical option data for SBIN
12 Dec 2025 04:10 PM IST
| SBIN 30-DEC-2025 945 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.61
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 Dec | 963.15 | 25.6 | -0.4 | 13.18 | 120 | 25 | 300 | |||||||||
| 11 Dec | 963.25 | 25.6 | 1.7 | 12.50 | 168 | -61 | 275 | |||||||||
| 10 Dec | 959.75 | 23.55 | -1.4 | 14.01 | 141 | -3 | 337 | |||||||||
| 9 Dec | 959.35 | 25.25 | 2 | 13.20 | 1,114 | -68 | 340 | |||||||||
| 8 Dec | 956.40 | 22.4 | -11.95 | 13.78 | 392 | 46 | 407 | |||||||||
| 5 Dec | 971.50 | 34.05 | 13.05 | 9.56 | 2,137 | -433 | 363 | |||||||||
| 4 Dec | 948.10 | 20.95 | -2.4 | 15.05 | 3,414 | 385 | 800 | |||||||||
| 3 Dec | 951.05 | 23.2 | -12 | 15.66 | 1,004 | 351 | 417 | |||||||||
| 2 Dec | 967.30 | 36.9 | -2.9 | 15.14 | 38 | 27 | 66 | |||||||||
| 1 Dec | 973.10 | 39.35 | -6.25 | 14.97 | 29 | 14 | 34 | |||||||||
| 28 Nov | 979.00 | 45.6 | 4 | 17.54 | 1 | 0 | 19 | |||||||||
| 27 Nov | 972.85 | 41.5 | -1.05 | 15.30 | 25 | 16 | 19 | |||||||||
| 26 Nov | 983.90 | 42.55 | -7.95 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 983.60 | 42.55 | -7.95 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 970.60 | 42.55 | -7.95 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 972.60 | 42.55 | -7.95 | 14.39 | 1 | 0 | 3 | |||||||||
| 20 Nov | 981.55 | 50.5 | 5.5 | 14.99 | 1 | 0 | 2 | |||||||||
| 19 Nov | 982.75 | 45 | 10.55 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 972.45 | 45 | 10.55 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 973.35 | 45 | 10.55 | 14.99 | 2 | 0 | 1 | |||||||||
| 14 Nov | 967.85 | 34.45 | 3.8 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 954.00 | 34.45 | 3.8 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 957.15 | 34.45 | 3.8 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 953.30 | 34.45 | 3.8 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 951.15 | 34.45 | 3.8 | 17.37 | 2 | 0 | 1 | |||||||||
| 7 Nov | 955.85 | 30.65 | -7.25 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 960.75 | 30.65 | -7.25 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 957.60 | 30.65 | -7.25 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 949.70 | 30.65 | -7.25 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 937.00 | 30.65 | -7.25 | - | 0 | 1 | 0 | |||||||||
| 30 Oct | 934.35 | 30.65 | -7.25 | 18.60 | 1 | 0 | 0 | |||||||||
| 29 Oct | 939.75 | 37.9 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 945 expiring on 30DEC2025
Delta for 945 CE is 0.79
Historical price for 945 CE is as follows
On 12 Dec SBIN was trading at 963.15. The strike last trading price was 25.6, which was -0.4 lower than the previous day. The implied volatity was 13.18, the open interest changed by 25 which increased total open position to 300
On 11 Dec SBIN was trading at 963.25. The strike last trading price was 25.6, which was 1.7 higher than the previous day. The implied volatity was 12.50, the open interest changed by -61 which decreased total open position to 275
On 10 Dec SBIN was trading at 959.75. The strike last trading price was 23.55, which was -1.4 lower than the previous day. The implied volatity was 14.01, the open interest changed by -3 which decreased total open position to 337
On 9 Dec SBIN was trading at 959.35. The strike last trading price was 25.25, which was 2 higher than the previous day. The implied volatity was 13.20, the open interest changed by -68 which decreased total open position to 340
On 8 Dec SBIN was trading at 956.40. The strike last trading price was 22.4, which was -11.95 lower than the previous day. The implied volatity was 13.78, the open interest changed by 46 which increased total open position to 407
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 34.05, which was 13.05 higher than the previous day. The implied volatity was 9.56, the open interest changed by -433 which decreased total open position to 363
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 20.95, which was -2.4 lower than the previous day. The implied volatity was 15.05, the open interest changed by 385 which increased total open position to 800
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 23.2, which was -12 lower than the previous day. The implied volatity was 15.66, the open interest changed by 351 which increased total open position to 417
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 36.9, which was -2.9 lower than the previous day. The implied volatity was 15.14, the open interest changed by 27 which increased total open position to 66
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 39.35, which was -6.25 lower than the previous day. The implied volatity was 14.97, the open interest changed by 14 which increased total open position to 34
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 45.6, which was 4 higher than the previous day. The implied volatity was 17.54, the open interest changed by 0 which decreased total open position to 19
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 41.5, which was -1.05 lower than the previous day. The implied volatity was 15.30, the open interest changed by 16 which increased total open position to 19
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 42.55, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 42.55, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 42.55, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 42.55, which was -7.95 lower than the previous day. The implied volatity was 14.39, the open interest changed by 0 which decreased total open position to 3
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 50.5, which was 5.5 higher than the previous day. The implied volatity was 14.99, the open interest changed by 0 which decreased total open position to 2
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 45, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 45, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov SBIN was trading at 973.35. The strike last trading price was 45, which was 10.55 higher than the previous day. The implied volatity was 14.99, the open interest changed by 0 which decreased total open position to 1
On 14 Nov SBIN was trading at 967.85. The strike last trading price was 34.45, which was 3.8 higher 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 34.45, which was 3.8 higher 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 34.45, which was 3.8 higher 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 34.45, which was 3.8 higher 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 34.45, which was 3.8 higher than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 1
On 7 Nov SBIN was trading at 955.85. The strike last trading price was 30.65, which was -7.25 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 30.65, which was -7.25 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 30.65, which was -7.25 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 30.65, which was -7.25 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 30.65, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct SBIN was trading at 934.35. The strike last trading price was 30.65, which was -7.25 lower than the previous day. The implied volatity was 18.60, 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 37.9, 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
| SBIN 30DEC2025 945 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.67
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 963.15 | 4.85 | -0.6 | 15.51 | 848 | -16 | 728 |
| 11 Dec | 963.25 | 5.4 | -1.7 | 15.98 | 1,615 | -87 | 747 |
| 10 Dec | 959.75 | 7.7 | 0.55 | 17.69 | 1,678 | -47 | 836 |
| 9 Dec | 959.35 | 6.75 | -1.85 | 16.43 | 3,527 | 35 | 882 |
| 8 Dec | 956.40 | 9.1 | 4.45 | 16.64 | 2,111 | -200 | 854 |
| 5 Dec | 971.50 | 4.5 | -7 | 15.91 | 4,431 | 252 | 1,056 |
| 4 Dec | 948.10 | 11.15 | 0.55 | 15.78 | 3,833 | 208 | 805 |
| 3 Dec | 951.05 | 10.8 | 4.05 | 15.98 | 2,782 | 282 | 603 |
| 2 Dec | 967.30 | 6.25 | 0.6 | 17.00 | 398 | -9 | 320 |
| 1 Dec | 973.10 | 5.85 | 1.15 | 17.02 | 293 | 55 | 330 |
| 28 Nov | 979.00 | 5 | -1.3 | 16.30 | 394 | 49 | 275 |
| 27 Nov | 972.85 | 6.15 | 1.25 | 16.69 | 213 | 26 | 226 |
| 26 Nov | 983.90 | 5 | -0.65 | 17.48 | 270 | 50 | 202 |
| 25 Nov | 983.60 | 5.25 | -2.55 | 17.70 | 197 | 67 | 152 |
| 24 Nov | 970.60 | 7.65 | 0.25 | 16.98 | 108 | 0 | 84 |
| 21 Nov | 972.60 | 7.4 | 0.5 | 16.93 | 35 | 17 | 84 |
| 20 Nov | 981.55 | 6.9 | 0.1 | 18.21 | 83 | 28 | 66 |
| 19 Nov | 982.75 | 6.8 | -2.55 | 17.82 | 25 | 14 | 38 |
| 18 Nov | 972.45 | 9.35 | -0.1 | 18.27 | 14 | 8 | 24 |
| 17 Nov | 973.35 | 9.45 | -7.4 | 18.48 | 20 | 8 | 16 |
| 14 Nov | 967.85 | 16.85 | -12.8 | - | 0 | 0 | 0 |
| 13 Nov | 954.00 | 16.85 | -12.8 | - | 0 | 0 | 0 |
| 12 Nov | 957.15 | 16.85 | -12.8 | - | 0 | 0 | 0 |
| 11 Nov | 953.30 | 16.85 | -12.8 | - | 0 | 0 | 0 |
| 10 Nov | 951.15 | 16.85 | -12.8 | - | 0 | 1 | 0 |
| 7 Nov | 955.85 | 16.85 | -12.8 | 18.81 | 2 | 0 | 7 |
| 6 Nov | 960.75 | 29.65 | -13.1 | - | 0 | 0 | 0 |
| 4 Nov | 957.60 | 29.65 | -13.1 | - | 0 | 0 | 0 |
| 3 Nov | 949.70 | 29.65 | -13.1 | - | 0 | 0 | 0 |
| 31 Oct | 937.00 | 29.65 | -13.1 | - | 0 | 7 | 0 |
| 30 Oct | 934.35 | 29.65 | -13.1 | 21.02 | 7 | 0 | 0 |
| 29 Oct | 939.75 | 42.75 | 0 | 0.84 | 0 | 0 | 0 |
For State Bank Of India - strike price 945 expiring on 30DEC2025
Delta for 945 PE is -0.24
Historical price for 945 PE is as follows
On 12 Dec SBIN was trading at 963.15. The strike last trading price was 4.85, which was -0.6 lower than the previous day. The implied volatity was 15.51, the open interest changed by -16 which decreased total open position to 728
On 11 Dec SBIN was trading at 963.25. The strike last trading price was 5.4, which was -1.7 lower than the previous day. The implied volatity was 15.98, the open interest changed by -87 which decreased total open position to 747
On 10 Dec SBIN was trading at 959.75. The strike last trading price was 7.7, which was 0.55 higher than the previous day. The implied volatity was 17.69, the open interest changed by -47 which decreased total open position to 836
On 9 Dec SBIN was trading at 959.35. The strike last trading price was 6.75, which was -1.85 lower than the previous day. The implied volatity was 16.43, the open interest changed by 35 which increased total open position to 882
On 8 Dec SBIN was trading at 956.40. The strike last trading price was 9.1, which was 4.45 higher than the previous day. The implied volatity was 16.64, the open interest changed by -200 which decreased total open position to 854
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 4.5, which was -7 lower than the previous day. The implied volatity was 15.91, the open interest changed by 252 which increased total open position to 1056
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 11.15, which was 0.55 higher than the previous day. The implied volatity was 15.78, the open interest changed by 208 which increased total open position to 805
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 10.8, which was 4.05 higher than the previous day. The implied volatity was 15.98, the open interest changed by 282 which increased total open position to 603
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 6.25, which was 0.6 higher than the previous day. The implied volatity was 17.00, the open interest changed by -9 which decreased total open position to 320
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 5.85, which was 1.15 higher than the previous day. The implied volatity was 17.02, the open interest changed by 55 which increased total open position to 330
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was 16.30, the open interest changed by 49 which increased total open position to 275
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 6.15, which was 1.25 higher than the previous day. The implied volatity was 16.69, the open interest changed by 26 which increased total open position to 226
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 17.48, the open interest changed by 50 which increased total open position to 202
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 5.25, which was -2.55 lower than the previous day. The implied volatity was 17.70, the open interest changed by 67 which increased total open position to 152
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 7.65, which was 0.25 higher than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 84
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 7.4, which was 0.5 higher than the previous day. The implied volatity was 16.93, the open interest changed by 17 which increased total open position to 84
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 6.9, which was 0.1 higher than the previous day. The implied volatity was 18.21, the open interest changed by 28 which increased total open position to 66
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 6.8, which was -2.55 lower than the previous day. The implied volatity was 17.82, the open interest changed by 14 which increased total open position to 38
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 9.35, which was -0.1 lower than the previous day. The implied volatity was 18.27, the open interest changed by 8 which increased total open position to 24
On 17 Nov SBIN was trading at 973.35. The strike last trading price was 9.45, which was -7.4 lower than the previous day. The implied volatity was 18.48, the open interest changed by 8 which increased total open position to 16
On 14 Nov SBIN was trading at 967.85. The strike last trading price was 16.85, which was -12.8 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 16.85, which was -12.8 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 16.85, which was -12.8 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 16.85, which was -12.8 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 16.85, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov SBIN was trading at 955.85. The strike last trading price was 16.85, which was -12.8 lower than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 7
On 6 Nov SBIN was trading at 960.75. The strike last trading price was 29.65, which was -13.1 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 29.65, which was -13.1 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 29.65, which was -13.1 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 29.65, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 30 Oct SBIN was trading at 934.35. The strike last trading price was 29.65, which was -13.1 lower than the previous day. The implied volatity was 21.02, 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 42.75, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0































































































































































































































