[--[65.84.65.76]--]

SBIN

State Bank Of India
968.95 -2.95 (-0.30%)
L: 967.5 H: 977.3

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Historical option data for SBIN

24 Dec 2025 04:10 PM IST
SBIN 27-JAN-2026 975 CE
Delta: 0.54
Vega: 1.17
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 968.95 18.7 -2.9 14.62 357 110 433
23 Dec 971.90 21.4 -2.1 15.46 343 64 326
22 Dec 974.30 23.5 -2.5 15.32 319 198 259
19 Dec 980.30 26.35 1.45 13.89 23 -1 61
18 Dec 977.55 24.9 -0.75 14.20 75 33 62
17 Dec 975.85 25.95 7.6 14.81 42 23 28
16 Dec 961.15 18.35 1.95 15.53 1 0 4
15 Dec 967.25 16.4 -3.6 - 0 0 0
12 Dec 963.15 16.4 -3.6 11.91 2 0 5
11 Dec 963.25 20 -12.5 - 0 0 5
10 Dec 959.75 20 -12.5 - 0 0 5
9 Dec 959.35 20 -12.5 14.99 2 1 4
8 Dec 956.40 32.5 0 - 0 0 3
5 Dec 971.50 32.5 0 - 0 0 0
4 Dec 948.10 32.5 0 - 0 0 0
3 Dec 951.05 32.5 0 - 0 0 0
2 Dec 967.30 32.5 0 - 0 1 0
1 Dec 973.10 32.5 0 16.38 1 0 2
28 Nov 979.00 32.5 0.55 14.32 1 0 1
27 Nov 972.85 31.95 -18.9 15.37 3 1 1
26 Nov 983.90 50.85 0 - 0 0 0


For State Bank Of India - strike price 975 expiring on 27JAN2026

Delta for 975 CE is 0.54

Historical price for 975 CE is as follows

On 24 Dec SBIN was trading at 968.95. The strike last trading price was 18.7, which was -2.9 lower than the previous day. The implied volatity was 14.62, the open interest changed by 110 which increased total open position to 433


On 23 Dec SBIN was trading at 971.90. The strike last trading price was 21.4, which was -2.1 lower than the previous day. The implied volatity was 15.46, the open interest changed by 64 which increased total open position to 326


On 22 Dec SBIN was trading at 974.30. The strike last trading price was 23.5, which was -2.5 lower than the previous day. The implied volatity was 15.32, the open interest changed by 198 which increased total open position to 259


On 19 Dec SBIN was trading at 980.30. The strike last trading price was 26.35, which was 1.45 higher than the previous day. The implied volatity was 13.89, the open interest changed by -1 which decreased total open position to 61


On 18 Dec SBIN was trading at 977.55. The strike last trading price was 24.9, which was -0.75 lower than the previous day. The implied volatity was 14.20, the open interest changed by 33 which increased total open position to 62


On 17 Dec SBIN was trading at 975.85. The strike last trading price was 25.95, which was 7.6 higher than the previous day. The implied volatity was 14.81, the open interest changed by 23 which increased total open position to 28


On 16 Dec SBIN was trading at 961.15. The strike last trading price was 18.35, which was 1.95 higher than the previous day. The implied volatity was 15.53, the open interest changed by 0 which decreased total open position to 4


On 15 Dec SBIN was trading at 967.25. The strike last trading price was 16.4, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SBIN was trading at 963.15. The strike last trading price was 16.4, which was -3.6 lower than the previous day. The implied volatity was 11.91, the open interest changed by 0 which decreased total open position to 5


On 11 Dec SBIN was trading at 963.25. The strike last trading price was 20, which was -12.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Dec SBIN was trading at 959.75. The strike last trading price was 20, which was -12.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec SBIN was trading at 959.35. The strike last trading price was 20, which was -12.5 lower than the previous day. The implied volatity was 14.99, the open interest changed by 1 which increased total open position to 4


On 8 Dec SBIN was trading at 956.40. The strike last trading price was 32.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec SBIN was trading at 971.50. The strike last trading price was 32.5, 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 4 Dec SBIN was trading at 948.10. The strike last trading price was 32.5, 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 Dec SBIN was trading at 951.05. The strike last trading price was 32.5, 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 2 Dec SBIN was trading at 967.30. The strike last trading price was 32.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 32.5, which was 0 lower than the previous day. The implied volatity was 16.38, the open interest changed by 0 which decreased total open position to 2


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 32.5, which was 0.55 higher than the previous day. The implied volatity was 14.32, the open interest changed by 0 which decreased total open position to 1


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 31.95, which was -18.9 lower than the previous day. The implied volatity was 15.37, the open interest changed by 1 which increased total open position to 1


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 50.85, 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 27JAN2026 975 PE
Delta: -0.47
Vega: 1.18
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 968.95 17.4 1.4 15.97 231 40 187
23 Dec 971.90 16.2 0.6 15.75 118 53 150
22 Dec 974.30 15.55 1.75 16.26 55 31 96
19 Dec 980.30 13.65 -2.35 16.11 62 43 62
18 Dec 977.55 16 -2.8 16.80 25 15 18
17 Dec 975.85 18.7 -7.65 18.76 2 0 1
16 Dec 961.15 26.35 -5.7 - 0 0 1
15 Dec 967.25 26.35 -5.7 - 0 0 0
12 Dec 963.15 26.35 -5.7 - 0 0 1
11 Dec 963.25 26.35 -5.7 - 0 0 1
10 Dec 959.75 26.35 -5.7 17.58 1 0 0
9 Dec 959.35 32.05 0 - 0 0 0
8 Dec 956.40 32.05 0 - 0 0 0
5 Dec 971.50 32.05 0 0.91 0 0 0
4 Dec 948.10 32.05 0 - 0 0 0
3 Dec 951.05 32.05 0 - 0 0 0
2 Dec 967.30 32.05 0 0.74 0 0 0
1 Dec 973.10 32.05 0 1.00 0 0 0
28 Nov 979.00 32.05 0 1.36 0 0 0
27 Nov 972.85 32.05 0 1.12 0 0 0
26 Nov 983.90 32.05 0 1.75 0 0 0


For State Bank Of India - strike price 975 expiring on 27JAN2026

Delta for 975 PE is -0.47

Historical price for 975 PE is as follows

On 24 Dec SBIN was trading at 968.95. The strike last trading price was 17.4, which was 1.4 higher than the previous day. The implied volatity was 15.97, the open interest changed by 40 which increased total open position to 187


On 23 Dec SBIN was trading at 971.90. The strike last trading price was 16.2, which was 0.6 higher than the previous day. The implied volatity was 15.75, the open interest changed by 53 which increased total open position to 150


On 22 Dec SBIN was trading at 974.30. The strike last trading price was 15.55, which was 1.75 higher than the previous day. The implied volatity was 16.26, the open interest changed by 31 which increased total open position to 96


On 19 Dec SBIN was trading at 980.30. The strike last trading price was 13.65, which was -2.35 lower than the previous day. The implied volatity was 16.11, the open interest changed by 43 which increased total open position to 62


On 18 Dec SBIN was trading at 977.55. The strike last trading price was 16, which was -2.8 lower than the previous day. The implied volatity was 16.80, the open interest changed by 15 which increased total open position to 18


On 17 Dec SBIN was trading at 975.85. The strike last trading price was 18.7, which was -7.65 lower than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 1


On 16 Dec SBIN was trading at 961.15. The strike last trading price was 26.35, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec SBIN was trading at 967.25. The strike last trading price was 26.35, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SBIN was trading at 963.15. The strike last trading price was 26.35, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec SBIN was trading at 963.25. The strike last trading price was 26.35, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec SBIN was trading at 959.75. The strike last trading price was 26.35, which was -5.7 lower than the previous day. The implied volatity was 17.58, the open interest changed by 0 which decreased total open position to 0


On 9 Dec SBIN was trading at 959.35. The strike last trading price was 32.05, 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 Dec SBIN was trading at 956.40. The strike last trading price was 32.05, 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 5 Dec SBIN was trading at 971.50. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 4 Dec SBIN was trading at 948.10. The strike last trading price was 32.05, 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 Dec SBIN was trading at 951.05. The strike last trading price was 32.05, 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 2 Dec SBIN was trading at 967.30. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SBIN was trading at 973.10. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SBIN was trading at 979.00. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SBIN was trading at 972.85. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0


On 26 Nov SBIN was trading at 983.90. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0