[--[65.84.65.76]--]

SBIN

State Bank Of India
958.75 +2.35 (0.25%)
L: 950.45 H: 959.9

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Historical option data for SBIN

09 Dec 2025 10:25 AM IST
SBIN 30-DEC-2025 965 CE
Delta: 0.50
Vega: 0.92
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 958.45 12.65 0.4 14.20 3,992 737 1,969
8 Dec 956.40 11.6 -8.1 14.87 7,335 555 1,235
5 Dec 971.50 19.5 8.2 11.59 7,779 -251 684
4 Dec 948.10 11.5 -1.45 15.50 2,546 -79 938
3 Dec 951.05 12.85 -9.1 15.62 4,300 634 1,017
2 Dec 967.30 23.25 -2.25 15.39 731 183 380
1 Dec 973.10 25.35 -4.5 15.33 327 59 197
28 Nov 979.00 29.45 2.35 15.64 237 -8 138
27 Nov 972.85 27 -8 15.04 278 30 142
26 Nov 983.90 35 1.35 15.63 62 1 111
25 Nov 983.60 34.2 7.95 14.06 181 34 110
24 Nov 970.60 25 -3.2 14.08 53 16 74
21 Nov 972.60 28.2 -6.1 14.31 32 0 58
20 Nov 981.55 34.3 -1.15 14.07 23 7 53
19 Nov 982.75 35.35 5.35 15.04 26 11 48
18 Nov 972.45 30 -1 15.16 7 -2 37
17 Nov 973.35 31.2 2.35 15.23 39 -2 39
14 Nov 967.85 28.85 6.4 15.23 35 14 40
13 Nov 954.00 22.45 -0.95 15.61 8 5 26
12 Nov 957.15 23.4 1.3 16.46 13 7 21
11 Nov 953.30 22.1 -7 15.19 2 0 13
10 Nov 951.15 29.1 -0.9 - 0 2 0
7 Nov 955.85 29.1 -0.9 18.78 3 2 13
6 Nov 960.75 30 0.85 17.22 5 4 10
4 Nov 957.60 29.15 0.15 18.11 8 5 7
3 Nov 949.70 29 -0.55 19.86 2 1 1
31 Oct 937.00 29.55 0 - 0 0 0
30 Oct 934.35 29.55 0 1.21 0 0 0
29 Oct 939.75 29.55 0 0.78 0 0 0


For State Bank Of India - strike price 965 expiring on 30DEC2025

Delta for 965 CE is 0.50

Historical price for 965 CE is as follows

On 9 Dec SBIN was trading at 958.45. The strike last trading price was 12.65, which was 0.4 higher than the previous day. The implied volatity was 14.20, the open interest changed by 737 which increased total open position to 1969


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 11.6, which was -8.1 lower than the previous day. The implied volatity was 14.87, the open interest changed by 555 which increased total open position to 1235


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 19.5, which was 8.2 higher than the previous day. The implied volatity was 11.59, the open interest changed by -251 which decreased total open position to 684


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 11.5, which was -1.45 lower than the previous day. The implied volatity was 15.50, the open interest changed by -79 which decreased total open position to 938


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 12.85, which was -9.1 lower than the previous day. The implied volatity was 15.62, the open interest changed by 634 which increased total open position to 1017


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 23.25, which was -2.25 lower than the previous day. The implied volatity was 15.39, the open interest changed by 183 which increased total open position to 380


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 25.35, which was -4.5 lower than the previous day. The implied volatity was 15.33, the open interest changed by 59 which increased total open position to 197


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 29.45, which was 2.35 higher than the previous day. The implied volatity was 15.64, the open interest changed by -8 which decreased total open position to 138


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 27, which was -8 lower than the previous day. The implied volatity was 15.04, the open interest changed by 30 which increased total open position to 142


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 35, which was 1.35 higher than the previous day. The implied volatity was 15.63, the open interest changed by 1 which increased total open position to 111


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 34.2, which was 7.95 higher than the previous day. The implied volatity was 14.06, the open interest changed by 34 which increased total open position to 110


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 25, which was -3.2 lower than the previous day. The implied volatity was 14.08, the open interest changed by 16 which increased total open position to 74


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 28.2, which was -6.1 lower than the previous day. The implied volatity was 14.31, the open interest changed by 0 which decreased total open position to 58


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 34.3, which was -1.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by 7 which increased total open position to 53


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 35.35, which was 5.35 higher than the previous day. The implied volatity was 15.04, the open interest changed by 11 which increased total open position to 48


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 30, which was -1 lower than the previous day. The implied volatity was 15.16, the open interest changed by -2 which decreased total open position to 37


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 31.2, which was 2.35 higher than the previous day. The implied volatity was 15.23, the open interest changed by -2 which decreased total open position to 39


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 28.85, which was 6.4 higher than the previous day. The implied volatity was 15.23, the open interest changed by 14 which increased total open position to 40


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 22.45, which was -0.95 lower than the previous day. The implied volatity was 15.61, the open interest changed by 5 which increased total open position to 26


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 23.4, which was 1.3 higher than the previous day. The implied volatity was 16.46, the open interest changed by 7 which increased total open position to 21


On 11 Nov SBIN was trading at 953.30. The strike last trading price was 22.1, which was -7 lower than the previous day. The implied volatity was 15.19, the open interest changed by 0 which decreased total open position to 13


On 10 Nov SBIN was trading at 951.15. The strike last trading price was 29.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov SBIN was trading at 955.85. The strike last trading price was 29.1, which was -0.9 lower than the previous day. The implied volatity was 18.78, the open interest changed by 2 which increased total open position to 13


On 6 Nov SBIN was trading at 960.75. The strike last trading price was 30, which was 0.85 higher than the previous day. The implied volatity was 17.22, the open interest changed by 4 which increased total open position to 10


On 4 Nov SBIN was trading at 957.60. The strike last trading price was 29.15, which was 0.15 higher than the previous day. The implied volatity was 18.11, the open interest changed by 5 which increased total open position to 7


On 3 Nov SBIN was trading at 949.70. The strike last trading price was 29, which was -0.55 lower than the previous day. The implied volatity was 19.86, the open interest changed by 1 which increased total open position to 1


On 31 Oct SBIN was trading at 937.00. The strike last trading price was 29.55, 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


On 30 Oct SBIN was trading at 934.35. The strike last trading price was 29.55, which was 0 lower than the previous day. The implied volatity was 1.21, 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 29.55, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


SBIN 30DEC2025 965 PE
Delta: -0.50
Vega: 0.92
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 958.45 16.15 -1.2 17.07 961 -105 658
8 Dec 956.40 17.9 7.7 16.99 4,469 -272 752
5 Dec 971.50 10 -11.55 15.64 3,719 331 1,024
4 Dec 948.10 21.3 1.05 15.96 498 -25 696
3 Dec 951.05 20.5 7.2 16.12 3,489 90 729
2 Dec 967.30 11.95 0.65 16.34 2,218 131 637
1 Dec 973.10 11.6 2.25 16.79 1,600 -50 509
28 Nov 979.00 10 -2 15.95 1,040 0 561
27 Nov 972.85 12 3 16.59 1,003 47 560
26 Nov 983.90 9.3 -0.95 16.91 783 -38 520
25 Nov 983.60 9.5 -4.4 17.06 1,309 341 567
24 Nov 970.60 14.25 0.9 17.05 268 26 231
21 Nov 972.60 13.45 1.6 16.82 123 53 204
20 Nov 981.55 12.2 0.3 18.07 144 81 151
19 Nov 982.75 11.9 -3.7 17.52 92 27 69
18 Nov 972.45 15.6 -0.35 18.03 44 10 42
17 Nov 973.35 15.95 -2.25 18.50 25 8 31
14 Nov 967.85 17.95 -3.3 18.08 28 14 16
13 Nov 954.00 21.25 -9.15 16.38 2 1 2
12 Nov 957.15 30.4 -23.8 - 0 0 0
11 Nov 953.30 30.4 -23.8 - 0 0 0
10 Nov 951.15 30.4 -23.8 - 0 1 0
7 Nov 955.85 30.4 -23.8 22.25 1 0 0
6 Nov 960.75 54.2 0 0.77 0 0 0
4 Nov 957.60 54.2 0 0.40 0 0 0
3 Nov 949.70 54.2 0 - 0 0 0
31 Oct 937.00 54.2 0 - 0 0 0
30 Oct 934.35 54.2 0 - 0 0 0
29 Oct 939.75 54.2 0 - 0 0 0


For State Bank Of India - strike price 965 expiring on 30DEC2025

Delta for 965 PE is -0.50

Historical price for 965 PE is as follows

On 9 Dec SBIN was trading at 958.45. The strike last trading price was 16.15, which was -1.2 lower than the previous day. The implied volatity was 17.07, the open interest changed by -105 which decreased total open position to 658


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 17.9, which was 7.7 higher than the previous day. The implied volatity was 16.99, the open interest changed by -272 which decreased total open position to 752


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 10, which was -11.55 lower than the previous day. The implied volatity was 15.64, the open interest changed by 331 which increased total open position to 1024


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 21.3, which was 1.05 higher than the previous day. The implied volatity was 15.96, the open interest changed by -25 which decreased total open position to 696


On 3 Dec SBIN was trading at 951.05. The strike last trading price was 20.5, which was 7.2 higher than the previous day. The implied volatity was 16.12, the open interest changed by 90 which increased total open position to 729


On 2 Dec SBIN was trading at 967.30. The strike last trading price was 11.95, which was 0.65 higher than the previous day. The implied volatity was 16.34, the open interest changed by 131 which increased total open position to 637


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 11.6, which was 2.25 higher than the previous day. The implied volatity was 16.79, the open interest changed by -50 which decreased total open position to 509


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 10, which was -2 lower than the previous day. The implied volatity was 15.95, the open interest changed by 0 which decreased total open position to 561


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 12, which was 3 higher than the previous day. The implied volatity was 16.59, the open interest changed by 47 which increased total open position to 560


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 9.3, which was -0.95 lower than the previous day. The implied volatity was 16.91, the open interest changed by -38 which decreased total open position to 520


On 25 Nov SBIN was trading at 983.60. The strike last trading price was 9.5, which was -4.4 lower than the previous day. The implied volatity was 17.06, the open interest changed by 341 which increased total open position to 567


On 24 Nov SBIN was trading at 970.60. The strike last trading price was 14.25, which was 0.9 higher than the previous day. The implied volatity was 17.05, the open interest changed by 26 which increased total open position to 231


On 21 Nov SBIN was trading at 972.60. The strike last trading price was 13.45, which was 1.6 higher than the previous day. The implied volatity was 16.82, the open interest changed by 53 which increased total open position to 204


On 20 Nov SBIN was trading at 981.55. The strike last trading price was 12.2, which was 0.3 higher than the previous day. The implied volatity was 18.07, the open interest changed by 81 which increased total open position to 151


On 19 Nov SBIN was trading at 982.75. The strike last trading price was 11.9, which was -3.7 lower than the previous day. The implied volatity was 17.52, the open interest changed by 27 which increased total open position to 69


On 18 Nov SBIN was trading at 972.45. The strike last trading price was 15.6, which was -0.35 lower than the previous day. The implied volatity was 18.03, the open interest changed by 10 which increased total open position to 42


On 17 Nov SBIN was trading at 973.35. The strike last trading price was 15.95, which was -2.25 lower than the previous day. The implied volatity was 18.50, the open interest changed by 8 which increased total open position to 31


On 14 Nov SBIN was trading at 967.85. The strike last trading price was 17.95, which was -3.3 lower than the previous day. The implied volatity was 18.08, the open interest changed by 14 which increased total open position to 16


On 13 Nov SBIN was trading at 954.00. The strike last trading price was 21.25, which was -9.15 lower than the previous day. The implied volatity was 16.38, the open interest changed by 1 which increased total open position to 2


On 12 Nov SBIN was trading at 957.15. The strike last trading price was 30.4, which was -23.8 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 30.4, which was -23.8 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 30.4, which was -23.8 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 30.4, which was -23.8 lower than the previous day. The implied volatity was 22.25, 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 54.2, which was 0 lower than the previous day. The implied volatity was 0.77, 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 54.2, which was 0 lower than the previous day. The implied volatity was 0.40, 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 54.2, 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 31 Oct SBIN was trading at 937.00. The strike last trading price was 54.2, 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 54.2, 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 54.2, 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