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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

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 ₹ 19,575	10.5 7875.00	10.70	5,105 38,28,750	-452 -3,39,000	685 5,13,750
4 Dec	948.10	15.7 ₹ 11,775	-1.9 -1425.00	15.26	3,588 26,91,000	276 2,07,000	1,167 8,75,250
3 Dec	951.05	17.5 ₹ 13,125	-11.2 -8400.00	15.57	3,757 28,17,750	684 5,13,000	891 6,68,250
2 Dec	967.30	29.55 ₹ 22,162.5	-2.85 -2137.50	15.17	71 53,250	12 9,000	207 1,55,250
1 Dec	973.10	31.95 ₹ 23,962.5	-5.2 -3900.00	15.19	114 85,500	2 1,500	193 1,44,750
28 Nov	979.00	36.95 ₹ 27,712.5	3.35 2512.50	16.23	32 24,000	-4 -3,000	192 1,44,000
27 Nov	972.85	34.35 ₹ 25,762.5	-8.6 -6450.00	15.65	157 1,17,750	-42 -31,500	195 1,46,250
26 Nov	983.90	42.5 ₹ 31,875	1.05 787.50	15.73	376 2,82,000	191 1,43,250	238 1,78,500
25 Nov	983.60	41.45 ₹ 31,087.5	8.85 6637.50	13.53	35 26,250	13 9,750	46 34,500
24 Nov	970.60	32.05 ₹ 24,037.5	-3.55 -2662.50	14.53	9 6,750	4 3,000	30 22,500
21 Nov	972.60	35.6 ₹ 26,700	-7.4 -5550.00	14.91	10 7,500	3 2,250	25 18,750
20 Nov	981.55	43 ₹ 32,250	4.3 3225.00	15.43	10 7,500	1 750	19 14,250
19 Nov	982.75	38.7 ₹ 29,025	2.6 1950.00	10.58	10 7,500	4 3,000	18 13,500
18 Nov	972.45	36.1 ₹ 27,075	-1.25 -937.50	14.69	7 5,250	-3 -2,250	14 10,500
17 Nov	973.35	37.35 ₹ 28,012.5	2.95 2212.50	14.75	12 9,000	-4 -3,000	18 13,500

14 Nov	967.85	34.5 ₹ 25,875	6.6 4950.00	14.47	24 18,000	0 0	21 15,750
13 Nov	954.00	27.9 ₹ 20,925	5.65 4237.50	15.68	21 15,750	-10 -7,500	21 15,750
12 Nov	957.15	21.8 ₹ 16,350	-6.5 -4875.00	11.31	23 17,250	4 3,000	31 23,250
11 Nov	953.30	28.3 ₹ 21,225	-0.25 -187.50	15.76	14 10,500	8 6,000	27 20,250
10 Nov	951.15	28.5 ₹ 21,375	-0.95 -712.50	17.17	19 14,250	11 8,250	18 13,500
7 Nov	955.85	29.45 ₹ 22,087.5	-5.55 -4162.50	15.27	4 3,000	-1 -750	6 4,500
6 Nov	960.75	35 ₹ 26,250	-0.35 -262.50	16.74	2 1,500	0 0	7 5,250
4 Nov	957.60	35.35 ₹ 26,512.5	9.65 7237.50	18.72	19 14,250	6 4,500	7 5,250
3 Nov	949.70	25.7 ₹ 19,275	-7.85 -5887.50	-	0 0	0 0	0 0
31 Oct	937.00	25.7 ₹ 19,275	-7.85 -5887.50	-	0 0	1 750	0 0
30 Oct	934.35	25.7 ₹ 19,275	-7.85 -5887.50	18.47	1 750	0 0	0 0
29 Oct	939.75	33.55 ₹ 25,162.5	0 0.00	-	0 0	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 ₹ 5,025	-9.35 -7012.50	15.61	6,508 48,81,000	612 4,59,000	1,560 11,70,000
4 Dec	948.10	15.85 ₹ 11,887.5	1.05 787.50	15.98	1,626 12,19,500	80 60,000	950 7,12,500
3 Dec	951.05	15.2 ₹ 11,400	5.65 4237.50	16.07	4,750 35,62,500	556 4,17,000	997 7,47,750
2 Dec	967.30	8.95 ₹ 6,712.5	0.8 600.00	16.90	945 7,08,750	45 33,750	441 3,30,750
1 Dec	973.10	8.25 ₹ 6,187.5	1.55 1162.50	16.79	588 4,41,000	-20 -15,000	396 2,97,000
28 Nov	979.00	6.75 ₹ 5,062.5	-2.2 -1650.00	15.67	451 3,38,250	-56 -42,000	410 3,07,500
27 Nov	972.85	8.65 ₹ 6,487.5	1.95 1462.50	16.57	841 6,30,750	133 99,750	465 3,48,750
26 Nov	983.90	6.85 ₹ 5,137.5	-0.85 -637.50	17.16	524 3,93,000	66 49,500	333 2,49,750
25 Nov	983.60	7.05 ₹ 5,287.5	-3.35 -2512.50	17.31	442 3,31,500	61 45,750	268 2,01,000
24 Nov	970.60	10.5 ₹ 7,875	0.6 450.00	16.93	188 1,41,000	74 55,500	206 1,54,500
21 Nov	972.60	10.05 ₹ 7,537.5	0.9 675.00	16.83	90 67,500	3 2,250	130 97,500
20 Nov	981.55	9.15 ₹ 6,862.5	0 0.00	18.02	64 48,000	22 16,500	128 96,000
19 Nov	982.75	9.2 ₹ 6,900	-3.05 -2287.50	17.78	76 57,000	4 3,000	101 75,750
18 Nov	972.45	12.25 ₹ 9,187.5	-0.05 -37.50	18.21	14 10,500	1 750	97 72,750
17 Nov	973.35	12.3 ₹ 9,225	-2.35 -1762.50	18.40	113 84,750	49 36,750	94 70,500
14 Nov	967.85	13.9 ₹ 10,425	-5.6 -4200.00	18.00	45 33,750	-11 -8,250	44 33,000
13 Nov	954.00	19.5 ₹ 14,625	1.55 1162.50	18.48	16 12,000	10 7,500	54 40,500
12 Nov	957.15	17.95 ₹ 13,462.5	-2.05 -1537.50	16.85	21 15,750	3 2,250	43 32,250
11 Nov	953.30	20 ₹ 15,000	-1.25 -937.50	18.40	26 19,500	14 10,500	40 30,000
10 Nov	951.15	21.25 ₹ 15,937.5	0.75 562.50	18.11	25 18,750	9 6,750	25 18,750
7 Nov	955.85	20.5 ₹ 15,375	-7.7 -5775.00	18.56	22 16,500	13 9,750	16 12,000
6 Nov	960.75	28.2 ₹ 21,150	-20.05 -15037.50	-	0 0	3 2,250	0 0
4 Nov	957.60	28.2 ₹ 21,150	-20.05 -15037.50	23.52	3 2,250	1 750	1 750
3 Nov	949.70	48.25 ₹ 36,187.5	0 0.00	0.70	0 0	0 0	0 0
31 Oct	937.00	48.25 ₹ 36,187.5	0 0.00	-	0 0	0 0	0 0
30 Oct	934.35	48.25 ₹ 36,187.5	0 0.00	-	0 0	0 0	0 0
29 Oct	939.75	48.25 ₹ 36,187.5	0 0.00	0.06	0 0	0 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

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