[--[65.84.65.76]--]

SBIN

State Bank Of India
963.15 -0.10 (-0.01%)
L: 958 H: 967

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Historical option data for SBIN

12 Dec 2025 04:10 PM IST
SBIN 30-DEC-2025 945 CE
Delta: 0.79
Vega: 0.61
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -0.24
Vega: 0.67
Theta: -0.22
Gamma: 0.01
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