SBIN
State Bank Of India
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































































































































































































































