[--[65.84.65.76]--]

SBIN

State Bank Of India
959.35 +2.95 (0.31%)
L: 950.45 H: 964

Back to Option Chain


Historical option data for SBIN

09 Dec 2025 04:10 PM IST
SBIN 30-DEC-2025 950 CE
Delta: 0.71
Vega: 0.79
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 21.6 1.65 13.14 7,276 -213 1,817
8 Dec 956.40 19.25 -10.7 14.73 4,359 391 2,013
5 Dec 971.50 30.1 11.9 10.51 13,720 -2,043 1,624
4 Dec 948.10 18.35 -1.95 15.31 11,982 1,090 3,669
3 Dec 951.05 20.1 -12.15 15.50 7,704 1,839 2,582
2 Dec 967.30 33.2 -2.85 15.25 1,010 -45 760
1 Dec 973.10 35.7 -5.45 15.27 373 -1 806
28 Nov 979.00 40.25 1.85 15.74 1,275 -66 803
27 Nov 972.85 39 -7.5 16.77 1,337 173 787
26 Nov 983.90 46.05 1.1 15.22 693 7 612
25 Nov 983.60 45.2 9.1 12.96 597 120 604
24 Nov 970.60 35 -3.45 13.88 275 88 483
21 Nov 972.60 38.65 -7.25 14.32 486 -5 390
20 Nov 981.55 45.5 -1.05 13.84 364 71 394
19 Nov 982.75 46.25 6.35 14.83 370 -11 323
18 Nov 972.45 39.5 -1.4 14.93 260 -61 337
17 Nov 973.35 40.6 2.85 14.38 252 123 398
14 Nov 967.85 37.35 6.5 13.91 192 -24 277
13 Nov 954.00 31.6 -0.9 16.26 104 25 302
12 Nov 957.15 31.3 -0.85 16.32 141 -5 272
11 Nov 953.30 32 1.05 16.42 186 8 277
10 Nov 951.15 31 -2.6 16.98 129 32 269
7 Nov 955.85 33.5 -4.1 16.06 318 -62 237
6 Nov 960.75 37.1 -1.35 16.02 225 29 298
4 Nov 957.60 37.6 2.85 18.29 491 69 270
3 Nov 949.70 34.25 4.65 18.23 155 19 201
31 Oct 937.00 29.75 2.1 - 140 32 182
30 Oct 934.35 27.8 -2.75 18.37 129 55 149
29 Oct 939.75 30.2 3.2 17.95 70 26 92
28 Oct 930.25 26.15 1.1 17.96 117 16 67
27 Oct 922.75 26.5 11.25 19.10 49 19 52
24 Oct 904.50 15.25 -3.95 17.36 18 3 31
23 Oct 911.55 19.2 6.65 18.34 36 26 29
21 Oct 907.85 12.55 0.05 - 0 1 0
20 Oct 907.50 12.55 0.05 - 1 0 2
17 Oct 889.15 12.5 -10.2 - 0 2 0
16 Oct 886.95 12.5 -10.2 18.04 3 2 2
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 0.00 0 0 0


For State Bank Of India - strike price 950 expiring on 30DEC2025

Delta for 950 CE is 0.71

Historical price for 950 CE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 21.6, which was 1.65 higher than the previous day. The implied volatity was 13.14, the open interest changed by -213 which decreased total open position to 1817


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 19.25, which was -10.7 lower than the previous day. The implied volatity was 14.73, the open interest changed by 391 which increased total open position to 2013


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 30.1, which was 11.9 higher than the previous day. The implied volatity was 10.51, the open interest changed by -2043 which decreased total open position to 1624


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 18.35, which was -1.95 lower than the previous day. The implied volatity was 15.31, the open interest changed by 1090 which increased total open position to 3669


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 20.1, which was -12.15 lower than the previous day. The implied volatity was 15.50, the open interest changed by 1839 which increased total open position to 2582


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 33.2, which was -2.85 lower than the previous day. The implied volatity was 15.25, the open interest changed by -45 which decreased total open position to 760


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 35.7, which was -5.45 lower than the previous day. The implied volatity was 15.27, the open interest changed by -1 which decreased total open position to 806


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 40.25, which was 1.85 higher than the previous day. The implied volatity was 15.74, the open interest changed by -66 which decreased total open position to 803


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 39, which was -7.5 lower than the previous day. The implied volatity was 16.77, the open interest changed by 173 which increased total open position to 787


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 46.05, which was 1.1 higher than the previous day. The implied volatity was 15.22, the open interest changed by 7 which increased total open position to 612


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 45.2, which was 9.1 higher than the previous day. The implied volatity was 12.96, the open interest changed by 120 which increased total open position to 604


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 35, which was -3.45 lower than the previous day. The implied volatity was 13.88, the open interest changed by 88 which increased total open position to 483


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 38.65, which was -7.25 lower than the previous day. The implied volatity was 14.32, the open interest changed by -5 which decreased total open position to 390


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 45.5, which was -1.05 lower than the previous day. The implied volatity was 13.84, the open interest changed by 71 which increased total open position to 394


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 46.25, which was 6.35 higher than the previous day. The implied volatity was 14.83, the open interest changed by -11 which decreased total open position to 323


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 39.5, which was -1.4 lower than the previous day. The implied volatity was 14.93, the open interest changed by -61 which decreased total open position to 337


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 40.6, which was 2.85 higher than the previous day. The implied volatity was 14.38, the open interest changed by 123 which increased total open position to 398


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 37.35, which was 6.5 higher than the previous day. The implied volatity was 13.91, the open interest changed by -24 which decreased total open position to 277


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 31.6, which was -0.9 lower than the previous day. The implied volatity was 16.26, the open interest changed by 25 which increased total open position to 302


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 31.3, which was -0.85 lower than the previous day. The implied volatity was 16.32, the open interest changed by -5 which decreased total open position to 272


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 32, which was 1.05 higher than the previous day. The implied volatity was 16.42, the open interest changed by 8 which increased total open position to 277


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 31, which was -2.6 lower than the previous day. The implied volatity was 16.98, the open interest changed by 32 which increased total open position to 269


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 33.5, which was -4.1 lower than the previous day. The implied volatity was 16.06, the open interest changed by -62 which decreased total open position to 237


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 37.1, which was -1.35 lower than the previous day. The implied volatity was 16.02, the open interest changed by 29 which increased total open position to 298


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 37.6, which was 2.85 higher than the previous day. The implied volatity was 18.29, the open interest changed by 69 which increased total open position to 270


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 34.25, which was 4.65 higher than the previous day. The implied volatity was 18.23, the open interest changed by 19 which increased total open position to 201


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 29.75, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 182


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 27.8, which was -2.75 lower than the previous day. The implied volatity was 18.37, the open interest changed by 55 which increased total open position to 149


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 30.2, which was 3.2 higher than the previous day. The implied volatity was 17.95, the open interest changed by 26 which increased total open position to 92


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 26.15, which was 1.1 higher than the previous day. The implied volatity was 17.96, the open interest changed by 16 which increased total open position to 67


On 27 Oct SBIN was trading at 922.75. The strike last trading price was 26.5, which was 11.25 higher than the previous day. The implied volatity was 19.10, the open interest changed by 19 which increased total open position to 52


On 24 Oct SBIN was trading at 904.50. The strike last trading price was 15.25, which was -3.95 lower than the previous day. The implied volatity was 17.36, 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 19.2, which was 6.65 higher than the previous day. The implied volatity was 18.34, the open interest changed by 26 which increased total open position to 29


On 21 Oct SBIN was trading at 907.85. The strike last trading price was 12.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Oct SBIN was trading at 907.50. The strike last trading price was 12.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Oct SBIN was trading at 889.15. The strike last trading price was 12.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 16 Oct SBIN was trading at 886.95. The strike last trading price was 12.5, which was -10.2 lower than the previous day. The implied volatity was 18.04, the open interest changed by 2 which increased total open position to 2


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 0.00, the open interest changed by 0 which decreased total open position to 0


SBIN 30DEC2025 950 PE
Delta: -0.33
Vega: 0.83
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 959.35 8.4 -1.95 16.51 9,493 326 5,097
8 Dec 956.40 11.15 5.45 16.81 13,009 370 4,804
5 Dec 971.50 5.6 -8.1 15.87 12,813 267 4,435
4 Dec 948.10 13.3 0.7 15.80 8,977 1,240 4,169
3 Dec 951.05 13.05 5.05 16.22 11,079 479 2,935
2 Dec 967.30 7.05 0.25 16.42 3,047 83 2,448
1 Dec 973.10 7.05 1.35 17.00 2,819 7 2,368
28 Nov 979.00 5.95 -1.55 16.14 1,450 90 2,370
27 Nov 972.85 7.4 1.7 16.71 2,573 156 2,281
26 Nov 983.90 5.85 -0.75 17.30 2,647 282 2,129
25 Nov 983.60 6.1 -2.85 17.52 2,148 353 1,846
24 Nov 970.60 9.1 0.5 17.06 1,365 84 1,466
21 Nov 972.60 8.65 0.85 16.88 862 116 1,404
20 Nov 981.55 8 -0.1 18.15 560 159 1,284
19 Nov 982.75 8 -2.55 17.87 1,734 556 1,125
18 Nov 972.45 10.6 -0.25 17.97 575 -50 570
17 Nov 973.35 10.75 -2.25 18.39 675 204 620
14 Nov 967.85 12.3 -5.35 18.06 273 41 412
13 Nov 954.00 17.95 1.25 18.88 172 36 370
12 Nov 957.15 18 0.45 18.45 177 12 331
11 Nov 953.30 17.7 -1.8 18.21 112 -7 313
10 Nov 951.15 19.2 0.6 18.21 148 17 319
7 Nov 955.85 18.95 0.55 18.93 181 19 302
6 Nov 960.75 18.5 -1.95 19.84 216 30 284
4 Nov 957.60 21.2 -3.4 20.16 341 90 253
3 Nov 949.70 24.7 -5.25 20.82 126 19 163
31 Oct 937.00 29.85 -1.55 - 45 12 145
30 Oct 934.35 31.5 1.15 20.76 86 34 135
29 Oct 939.75 30.35 -2.65 21.30 100 93 97
28 Oct 930.25 33 -12 20.30 6 2 3
27 Oct 922.75 45 -40.9 - 0 0 0
24 Oct 904.50 45 -40.9 - 0 1 0
23 Oct 911.55 45 -40.9 20.71 1 0 0
21 Oct 907.85 85.9 0 - 0 0 0
20 Oct 907.50 85.9 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 0.00 0 0 0


For State Bank Of India - strike price 950 expiring on 30DEC2025

Delta for 950 PE is -0.33

Historical price for 950 PE is as follows

On 9 Dec SBIN was trading at 959.35. The strike last trading price was 8.4, which was -1.95 lower than the previous day. The implied volatity was 16.51, the open interest changed by 326 which increased total open position to 5097


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 11.15, which was 5.45 higher than the previous day. The implied volatity was 16.81, the open interest changed by 370 which increased total open position to 4804


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 5.6, which was -8.1 lower than the previous day. The implied volatity was 15.87, the open interest changed by 267 which increased total open position to 4435


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 13.3, which was 0.7 higher than the previous day. The implied volatity was 15.80, the open interest changed by 1240 which increased total open position to 4169


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 13.05, which was 5.05 higher than the previous day. The implied volatity was 16.22, the open interest changed by 479 which increased total open position to 2935


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 7.05, which was 0.25 higher than the previous day. The implied volatity was 16.42, the open interest changed by 83 which increased total open position to 2448


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 7.05, which was 1.35 higher than the previous day. The implied volatity was 17.00, the open interest changed by 7 which increased total open position to 2368


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 5.95, which was -1.55 lower than the previous day. The implied volatity was 16.14, the open interest changed by 90 which increased total open position to 2370


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 7.4, which was 1.7 higher than the previous day. The implied volatity was 16.71, the open interest changed by 156 which increased total open position to 2281


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 5.85, which was -0.75 lower than the previous day. The implied volatity was 17.30, the open interest changed by 282 which increased total open position to 2129


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 6.1, which was -2.85 lower than the previous day. The implied volatity was 17.52, the open interest changed by 353 which increased total open position to 1846


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 9.1, which was 0.5 higher than the previous day. The implied volatity was 17.06, the open interest changed by 84 which increased total open position to 1466


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 8.65, which was 0.85 higher than the previous day. The implied volatity was 16.88, the open interest changed by 116 which increased total open position to 1404


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 8, which was -0.1 lower than the previous day. The implied volatity was 18.15, the open interest changed by 159 which increased total open position to 1284


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 8, which was -2.55 lower than the previous day. The implied volatity was 17.87, the open interest changed by 556 which increased total open position to 1125


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 10.6, which was -0.25 lower than the previous day. The implied volatity was 17.97, the open interest changed by -50 which decreased total open position to 570


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 10.75, which was -2.25 lower than the previous day. The implied volatity was 18.39, the open interest changed by 204 which increased total open position to 620


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 12.3, which was -5.35 lower than the previous day. The implied volatity was 18.06, the open interest changed by 41 which increased total open position to 412


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 17.95, which was 1.25 higher than the previous day. The implied volatity was 18.88, the open interest changed by 36 which increased total open position to 370


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 18, which was 0.45 higher than the previous day. The implied volatity was 18.45, the open interest changed by 12 which increased total open position to 331


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 17.7, which was -1.8 lower than the previous day. The implied volatity was 18.21, the open interest changed by -7 which decreased total open position to 313


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 19.2, which was 0.6 higher than the previous day. The implied volatity was 18.21, the open interest changed by 17 which increased total open position to 319


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 18.95, which was 0.55 higher than the previous day. The implied volatity was 18.93, the open interest changed by 19 which increased total open position to 302


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 18.5, which was -1.95 lower than the previous day. The implied volatity was 19.84, the open interest changed by 30 which increased total open position to 284


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 21.2, which was -3.4 lower than the previous day. The implied volatity was 20.16, the open interest changed by 90 which increased total open position to 253


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 24.7, which was -5.25 lower than the previous day. The implied volatity was 20.82, the open interest changed by 19 which increased total open position to 163


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 29.85, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 145


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 31.5, which was 1.15 higher than the previous day. The implied volatity was 20.76, the open interest changed by 34 which increased total open position to 135


On 29 Oct SBIN was trading at 939.75. The strike last trading price was 30.35, which was -2.65 lower than the previous day. The implied volatity was 21.30, the open interest changed by 93 which increased total open position to 97


On 28 Oct SBIN was trading at 930.25. The strike last trading price was 33, which was -12 lower than the previous day. The implied volatity was 20.30, the open interest changed by 2 which increased total open position to 3


On 27 Oct SBIN was trading at 922.75. The strike last trading price was 45, which was -40.9 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 45, which was -40.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct SBIN was trading at 911.55. The strike last trading price was 45, which was -40.9 lower than the previous day. The implied volatity was 20.71, 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 85.9, 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 85.9, 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 0.00, the open interest changed by 0 which decreased total open position to 0