[--[65.84.65.76]--]

SBIN

State Bank Of India
971.5 +23.40 (2.47%)
L: 946.7 H: 973.3

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Historical option data for SBIN

05 Dec 2025 04:10 PM IST
SBIN 30-DEC-2025 955 CE
Delta: 0.81
Vega: 0.69
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 971.50 26.1 10.5 10.70 5,105 -452 685
4 Dec 948.10 15.7 -1.9 15.26 3,588 276 1,167
3 Dec 951.05 17.5 -11.2 15.57 3,757 684 891
2 Dec 967.30 29.55 -2.85 15.17 71 12 207
1 Dec 973.10 31.95 -5.2 15.19 114 2 193
28 Nov 979.00 36.95 3.35 16.23 32 -4 192
27 Nov 972.85 34.35 -8.6 15.65 157 -42 195
26 Nov 983.90 42.5 1.05 15.73 376 191 238
25 Nov 983.60 41.45 8.85 13.53 35 13 46
24 Nov 970.60 32.05 -3.55 14.53 9 4 30
21 Nov 972.60 35.6 -7.4 14.91 10 3 25
20 Nov 981.55 43 4.3 15.43 10 1 19
19 Nov 982.75 38.7 2.6 10.58 10 4 18
18 Nov 972.45 36.1 -1.25 14.69 7 -3 14
17 Nov 973.35 37.35 2.95 14.75 12 -4 18
14 Nov 967.85 34.5 6.6 14.47 24 0 21
13 Nov 954.00 27.9 5.65 15.68 21 -10 21
12 Nov 957.15 21.8 -6.5 11.31 23 4 31
11 Nov 953.30 28.3 -0.25 15.76 14 8 27
10 Nov 951.15 28.5 -0.95 17.17 19 11 18
7 Nov 955.85 29.45 -5.55 15.27 4 -1 6
6 Nov 960.75 35 -0.35 16.74 2 0 7
4 Nov 957.60 35.35 9.65 18.72 19 6 7
3 Nov 949.70 25.7 -7.85 - 0 0 0
31 Oct 937.00 25.7 -7.85 - 0 1 0
30 Oct 934.35 25.7 -7.85 18.47 1 0 0
29 Oct 939.75 33.55 0 - 0 0 0


For State Bank Of India - strike price 955 expiring on 30DEC2025

Delta for 955 CE is 0.81

Historical price for 955 CE is as follows

On 5 Dec SBIN was trading at 971.50. The strike last trading price was 26.1, which was 10.5 higher than the previous day. The implied volatity was 10.70, the open interest changed by -452 which decreased total open position to 685


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 15.7, which was -1.9 lower than the previous day. The implied volatity was 15.26, the open interest changed by 276 which increased total open position to 1167


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 17.5, which was -11.2 lower than the previous day. The implied volatity was 15.57, the open interest changed by 684 which increased total open position to 891


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 29.55, which was -2.85 lower than the previous day. The implied volatity was 15.17, the open interest changed by 12 which increased total open position to 207


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 31.95, which was -5.2 lower than the previous day. The implied volatity was 15.19, the open interest changed by 2 which increased total open position to 193


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 36.95, which was 3.35 higher than the previous day. The implied volatity was 16.23, the open interest changed by -4 which decreased total open position to 192


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 34.35, which was -8.6 lower than the previous day. The implied volatity was 15.65, the open interest changed by -42 which decreased total open position to 195


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 42.5, which was 1.05 higher than the previous day. The implied volatity was 15.73, the open interest changed by 191 which increased total open position to 238


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 41.45, which was 8.85 higher than the previous day. The implied volatity was 13.53, the open interest changed by 13 which increased total open position to 46


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 32.05, which was -3.55 lower than the previous day. The implied volatity was 14.53, the open interest changed by 4 which increased total open position to 30


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 35.6, which was -7.4 lower than the previous day. The implied volatity was 14.91, the open interest changed by 3 which increased total open position to 25


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 43, which was 4.3 higher than the previous day. The implied volatity was 15.43, the open interest changed by 1 which increased total open position to 19


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 38.7, which was 2.6 higher than the previous day. The implied volatity was 10.58, the open interest changed by 4 which increased total open position to 18


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 36.1, which was -1.25 lower than the previous day. The implied volatity was 14.69, the open interest changed by -3 which decreased total open position to 14


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 37.35, which was 2.95 higher than the previous day. The implied volatity was 14.75, the open interest changed by -4 which decreased total open position to 18


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 34.5, which was 6.6 higher than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 21


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 27.9, which was 5.65 higher than the previous day. The implied volatity was 15.68, the open interest changed by -10 which decreased total open position to 21


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 21.8, which was -6.5 lower than the previous day. The implied volatity was 11.31, the open interest changed by 4 which increased total open position to 31


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 28.3, which was -0.25 lower than the previous day. The implied volatity was 15.76, the open interest changed by 8 which increased total open position to 27


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 28.5, which was -0.95 lower than the previous day. The implied volatity was 17.17, the open interest changed by 11 which increased total open position to 18


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 29.45, which was -5.55 lower than the previous day. The implied volatity was 15.27, the open interest changed by -1 which decreased total open position to 6


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 35, which was -0.35 lower than the previous day. The implied volatity was 16.74, the open interest changed by 0 which decreased total open position to 7


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 35.35, which was 9.65 higher than the previous day. The implied volatity was 18.72, the open interest changed by 6 which increased total open position to 7


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 25.7, which was -7.85 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 25.7, which was -7.85 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 25.7, which was -7.85 lower than the previous day. The implied volatity was 18.47, 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 33.55, 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 955 PE
Delta: -0.27
Vega: 0.84
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 971.50 6.7 -9.35 15.61 6,508 612 1,560
4 Dec 948.10 15.85 1.05 15.98 1,626 80 950
3 Dec 951.05 15.2 5.65 16.07 4,750 556 997
2 Dec 967.30 8.95 0.8 16.90 945 45 441
1 Dec 973.10 8.25 1.55 16.79 588 -20 396
28 Nov 979.00 6.75 -2.2 15.67 451 -56 410
27 Nov 972.85 8.65 1.95 16.57 841 133 465
26 Nov 983.90 6.85 -0.85 17.16 524 66 333
25 Nov 983.60 7.05 -3.35 17.31 442 61 268
24 Nov 970.60 10.5 0.6 16.93 188 74 206
21 Nov 972.60 10.05 0.9 16.83 90 3 130
20 Nov 981.55 9.15 0 18.02 64 22 128
19 Nov 982.75 9.2 -3.05 17.78 76 4 101
18 Nov 972.45 12.25 -0.05 18.21 14 1 97
17 Nov 973.35 12.3 -2.35 18.40 113 49 94
14 Nov 967.85 13.9 -5.6 18.00 45 -11 44
13 Nov 954.00 19.5 1.55 18.48 16 10 54
12 Nov 957.15 17.95 -2.05 16.85 21 3 43
11 Nov 953.30 20 -1.25 18.40 26 14 40
10 Nov 951.15 21.25 0.75 18.11 25 9 25
7 Nov 955.85 20.5 -7.7 18.56 22 13 16
6 Nov 960.75 28.2 -20.05 - 0 3 0
4 Nov 957.60 28.2 -20.05 23.52 3 1 1
3 Nov 949.70 48.25 0 0.70 0 0 0
31 Oct 937.00 48.25 0 - 0 0 0
30 Oct 934.35 48.25 0 - 0 0 0
29 Oct 939.75 48.25 0 0.06 0 0 0


For State Bank Of India - strike price 955 expiring on 30DEC2025

Delta for 955 PE is -0.27

Historical price for 955 PE is as follows

On 5 Dec SBIN was trading at 971.50. The strike last trading price was 6.7, which was -9.35 lower than the previous day. The implied volatity was 15.61, the open interest changed by 612 which increased total open position to 1560


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 15.85, which was 1.05 higher than the previous day. The implied volatity was 15.98, the open interest changed by 80 which increased total open position to 950


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 15.2, which was 5.65 higher than the previous day. The implied volatity was 16.07, the open interest changed by 556 which increased total open position to 997


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 8.95, which was 0.8 higher than the previous day. The implied volatity was 16.90, the open interest changed by 45 which increased total open position to 441


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 8.25, which was 1.55 higher than the previous day. The implied volatity was 16.79, the open interest changed by -20 which decreased total open position to 396


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 6.75, which was -2.2 lower than the previous day. The implied volatity was 15.67, the open interest changed by -56 which decreased total open position to 410


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 8.65, which was 1.95 higher than the previous day. The implied volatity was 16.57, the open interest changed by 133 which increased total open position to 465


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 6.85, which was -0.85 lower than the previous day. The implied volatity was 17.16, the open interest changed by 66 which increased total open position to 333


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 7.05, which was -3.35 lower than the previous day. The implied volatity was 17.31, the open interest changed by 61 which increased total open position to 268


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 10.5, which was 0.6 higher than the previous day. The implied volatity was 16.93, the open interest changed by 74 which increased total open position to 206


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 10.05, which was 0.9 higher than the previous day. The implied volatity was 16.83, the open interest changed by 3 which increased total open position to 130


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 9.15, which was 0 lower than the previous day. The implied volatity was 18.02, the open interest changed by 22 which increased total open position to 128


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 9.2, which was -3.05 lower than the previous day. The implied volatity was 17.78, the open interest changed by 4 which increased total open position to 101


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 12.25, which was -0.05 lower than the previous day. The implied volatity was 18.21, the open interest changed by 1 which increased total open position to 97


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 12.3, which was -2.35 lower than the previous day. The implied volatity was 18.40, the open interest changed by 49 which increased total open position to 94


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 13.9, which was -5.6 lower than the previous day. The implied volatity was 18.00, the open interest changed by -11 which decreased total open position to 44


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 19.5, which was 1.55 higher than the previous day. The implied volatity was 18.48, the open interest changed by 10 which increased total open position to 54


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 17.95, which was -2.05 lower than the previous day. The implied volatity was 16.85, the open interest changed by 3 which increased total open position to 43


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 20, which was -1.25 lower than the previous day. The implied volatity was 18.40, the open interest changed by 14 which increased total open position to 40


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 21.25, which was 0.75 higher than the previous day. The implied volatity was 18.11, the open interest changed by 9 which increased total open position to 25


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 20.5, which was -7.7 lower than the previous day. The implied volatity was 18.56, the open interest changed by 13 which increased total open position to 16


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 28.2, which was -20.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 28.2, which was -20.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 1 which increased total open position to 1


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 48.25, which was 0 lower than the previous day. The implied volatity was 0.70, 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 48.25, 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 30 Oct SBIN was trading at 934.35. The strike last trading price was 48.25, 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 29 Oct SBIN was trading at 939.75. The strike last trading price was 48.25, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0