SBIN
State Bank Of India
Historical option data for SBIN
05 Dec 2025 04:10 PM IST
| SBIN 30-DEC-2025 975 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 1.01
Theta: -0.39
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 971.50 | 14.1 | 6 | 12.19 | 5,736 | 11 | 1,737 | |||||||||
| 4 Dec | 948.10 | 8.3 | -1.2 | 15.82 | 1,994 | -30 | 1,727 | |||||||||
| 3 Dec | 951.05 | 9.4 | -7.35 | 15.89 | 4,050 | 530 | 1,757 | |||||||||
| 2 Dec | 967.30 | 17.6 | -2.15 | 15.42 | 4,037 | 313 | 1,227 | |||||||||
| 1 Dec | 973.10 | 19.75 | -4.05 | 15.55 | 2,713 | 360 | 914 | |||||||||
| 28 Nov | 979.00 | 22.1 | 0.9 | 14.56 | 2,990 | -72 | 558 | |||||||||
| 27 Nov | 972.85 | 21.35 | -7.1 | 15.27 | 3,636 | 202 | 628 | |||||||||
| 26 Nov | 983.90 | 28.1 | 0.95 | 15.42 | 364 | 2 | 432 | |||||||||
| 25 Nov | 983.60 | 27.4 | 6.75 | - | 2,087 | 59 | 434 | |||||||||
| 24 Nov | 970.60 | 19.25 | -3.3 | 14.05 | 798 | 109 | 366 | |||||||||
| 21 Nov | 972.60 | 22.35 | -5.65 | 14.39 | 268 | 94 | 258 | |||||||||
| 20 Nov | 981.55 | 28.1 | -1.25 | 14.47 | 115 | 27 | 164 | |||||||||
| 19 Nov | 982.75 | 28.85 | 4.35 | 15.06 | 332 | 0 | 140 | |||||||||
| 18 Nov | 972.45 | 24.5 | -1.35 | 15.70 | 213 | 73 | 140 | |||||||||
| 17 Nov | 973.35 | 25.8 | 4.8 | 15.65 | 88 | 60 | 65 | |||||||||
| 14 Nov | 967.85 | 21 | 3 | 13.65 | 1 | 0 | 5 | |||||||||
| 13 Nov | 954.00 | 18 | 0.9 | 15.74 | 7 | 1 | 5 | |||||||||
| 12 Nov | 957.15 | 17.1 | 0.6 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 953.30 | 17.1 | 0.6 | 14.90 | 1 | 0 | 4 | |||||||||
| 10 Nov | 951.15 | 16.5 | -8.6 | - | 0 | 1 | 0 | |||||||||
| 7 Nov | 955.85 | 16.5 | -8.6 | 13.34 | 1 | 0 | 3 | |||||||||
|
|
||||||||||||||||
| 6 Nov | 960.75 | 25.1 | 3.7 | 17.32 | 3 | 2 | 3 | |||||||||
| 4 Nov | 957.60 | 21.4 | -4.55 | 16.10 | 1 | 0 | 0 | |||||||||
| 3 Nov | 949.70 | 25.95 | 0 | 0.93 | 0 | 0 | 0 | |||||||||
| 31 Oct | 937.00 | 25.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 934.35 | 25.95 | 0 | 1.83 | 0 | 0 | 0 | |||||||||
| 29 Oct | 939.75 | 25.95 | 0 | 1.43 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 975 expiring on 30DEC2025
Delta for 975 CE is 0.55
Historical price for 975 CE is as follows
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 14.1, which was 6 higher than the previous day. The implied volatity was 12.19, the open interest changed by 11 which increased total open position to 1737
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 8.3, which was -1.2 lower than the previous day. The implied volatity was 15.82, the open interest changed by -30 which decreased total open position to 1727
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 9.4, which was -7.35 lower than the previous day. The implied volatity was 15.89, the open interest changed by 530 which increased total open position to 1757
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 17.6, which was -2.15 lower than the previous day. The implied volatity was 15.42, the open interest changed by 313 which increased total open position to 1227
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 19.75, which was -4.05 lower than the previous day. The implied volatity was 15.55, the open interest changed by 360 which increased total open position to 914
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 22.1, which was 0.9 higher than the previous day. The implied volatity was 14.56, the open interest changed by -72 which decreased total open position to 558
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 21.35, which was -7.1 lower than the previous day. The implied volatity was 15.27, the open interest changed by 202 which increased total open position to 628
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 28.1, which was 0.95 higher than the previous day. The implied volatity was 15.42, the open interest changed by 2 which increased total open position to 432
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 27.4, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 434
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 19.25, which was -3.3 lower than the previous day. The implied volatity was 14.05, the open interest changed by 109 which increased total open position to 366
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 22.35, which was -5.65 lower than the previous day. The implied volatity was 14.39, the open interest changed by 94 which increased total open position to 258
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 28.1, which was -1.25 lower than the previous day. The implied volatity was 14.47, the open interest changed by 27 which increased total open position to 164
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 28.85, which was 4.35 higher than the previous day. The implied volatity was 15.06, the open interest changed by 0 which decreased total open position to 140
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 24.5, which was -1.35 lower than the previous day. The implied volatity was 15.70, the open interest changed by 73 which increased total open position to 140
On 17 Nov SBIN was trading at 973.35. The strike last trading price was 25.8, which was 4.8 higher than the previous day. The implied volatity was 15.65, the open interest changed by 60 which increased total open position to 65
On 14 Nov SBIN was trading at 967.85. The strike last trading price was 21, which was 3 higher than the previous day. The implied volatity was 13.65, the open interest changed by 0 which decreased total open position to 5
On 13 Nov SBIN was trading at 954.00. The strike last trading price was 18, which was 0.9 higher than the previous day. The implied volatity was 15.74, the open interest changed by 1 which increased total open position to 5
On 12 Nov SBIN was trading at 957.15. The strike last trading price was 17.1, which was 0.6 higher 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 17.1, which was 0.6 higher than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 4
On 10 Nov SBIN was trading at 951.15. The strike last trading price was 16.5, which was -8.6 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 16.5, which was -8.6 lower than the previous day. The implied volatity was 13.34, the open interest changed by 0 which decreased total open position to 3
On 6 Nov SBIN was trading at 960.75. The strike last trading price was 25.1, which was 3.7 higher than the previous day. The implied volatity was 17.32, the open interest changed by 2 which increased total open position to 3
On 4 Nov SBIN was trading at 957.60. The strike last trading price was 21.4, which was -4.55 lower than the previous day. The implied volatity was 16.10, 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 25.95, which was 0 lower than the previous day. The implied volatity was 0.93, 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 25.95, 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 25.95, which was 0 lower than the previous day. The implied volatity was 1.83, 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 25.95, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
| SBIN 30DEC2025 975 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 1.01
Theta: -0.19
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 971.50 | 14.3 | -14 | 15.72 | 2,451 | 204 | 950 |
| 4 Dec | 948.10 | 28.2 | 1.85 | 16.50 | 83 | -32 | 746 |
| 3 Dec | 951.05 | 27 | 9.1 | 16.50 | 1,140 | -119 | 779 |
| 2 Dec | 967.30 | 16.15 | 0.7 | 16.08 | 3,635 | 144 | 891 |
| 1 Dec | 973.10 | 15.6 | 2.75 | 16.63 | 3,027 | -10 | 746 |
| 28 Nov | 979.00 | 13.8 | -2.3 | 15.96 | 2,694 | 192 | 765 |
| 27 Nov | 972.85 | 16.2 | 4.05 | 16.68 | 4,140 | -127 | 574 |
| 26 Nov | 983.90 | 12.6 | -1 | 16.85 | 1,776 | 82 | 702 |
| 25 Nov | 983.60 | 12.95 | -5.3 | 17.15 | 2,266 | 286 | 620 |
| 24 Nov | 970.60 | 18.65 | 1.35 | 17.09 | 714 | 114 | 349 |
| 21 Nov | 972.60 | 17.5 | 1.9 | 16.77 | 580 | 47 | 231 |
| 20 Nov | 981.55 | 15.6 | 0.1 | 17.89 | 124 | 14 | 184 |
| 19 Nov | 982.75 | 15.8 | -4.2 | 17.75 | 335 | 112 | 169 |
| 18 Nov | 972.45 | 20 | 0.2 | 17.98 | 73 | 15 | 57 |
| 17 Nov | 973.35 | 19.8 | -40.65 | 18.27 | 80 | 43 | 43 |
| 14 Nov | 967.85 | 60.45 | 0 | 0.45 | 0 | 0 | 0 |
| 13 Nov | 954.00 | 60.45 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 957.15 | 60.45 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 953.30 | 60.45 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 951.15 | 60.45 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 955.85 | 60.45 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 960.75 | 60.45 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 957.60 | 60.45 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 949.70 | 60.45 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 937.00 | 60.45 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 934.35 | 60.45 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 939.75 | 60.45 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 975 expiring on 30DEC2025
Delta for 975 PE is -0.46
Historical price for 975 PE is as follows
On 5 Dec SBIN was trading at 971.50. The strike last trading price was 14.3, which was -14 lower than the previous day. The implied volatity was 15.72, the open interest changed by 204 which increased total open position to 950
On 4 Dec SBIN was trading at 948.10. The strike last trading price was 28.2, which was 1.85 higher than the previous day. The implied volatity was 16.50, the open interest changed by -32 which decreased total open position to 746
On 3 Dec SBIN was trading at 951.05. The strike last trading price was 27, which was 9.1 higher than the previous day. The implied volatity was 16.50, the open interest changed by -119 which decreased total open position to 779
On 2 Dec SBIN was trading at 967.30. The strike last trading price was 16.15, which was 0.7 higher than the previous day. The implied volatity was 16.08, the open interest changed by 144 which increased total open position to 891
On 1 Dec SBIN was trading at 973.10. The strike last trading price was 15.6, which was 2.75 higher than the previous day. The implied volatity was 16.63, the open interest changed by -10 which decreased total open position to 746
On 28 Nov SBIN was trading at 979.00. The strike last trading price was 13.8, which was -2.3 lower than the previous day. The implied volatity was 15.96, the open interest changed by 192 which increased total open position to 765
On 27 Nov SBIN was trading at 972.85. The strike last trading price was 16.2, which was 4.05 higher than the previous day. The implied volatity was 16.68, the open interest changed by -127 which decreased total open position to 574
On 26 Nov SBIN was trading at 983.90. The strike last trading price was 12.6, which was -1 lower than the previous day. The implied volatity was 16.85, the open interest changed by 82 which increased total open position to 702
On 25 Nov SBIN was trading at 983.60. The strike last trading price was 12.95, which was -5.3 lower than the previous day. The implied volatity was 17.15, the open interest changed by 286 which increased total open position to 620
On 24 Nov SBIN was trading at 970.60. The strike last trading price was 18.65, which was 1.35 higher than the previous day. The implied volatity was 17.09, the open interest changed by 114 which increased total open position to 349
On 21 Nov SBIN was trading at 972.60. The strike last trading price was 17.5, which was 1.9 higher than the previous day. The implied volatity was 16.77, the open interest changed by 47 which increased total open position to 231
On 20 Nov SBIN was trading at 981.55. The strike last trading price was 15.6, which was 0.1 higher than the previous day. The implied volatity was 17.89, the open interest changed by 14 which increased total open position to 184
On 19 Nov SBIN was trading at 982.75. The strike last trading price was 15.8, which was -4.2 lower than the previous day. The implied volatity was 17.75, the open interest changed by 112 which increased total open position to 169
On 18 Nov SBIN was trading at 972.45. The strike last trading price was 20, which was 0.2 higher than the previous day. The implied volatity was 17.98, the open interest changed by 15 which increased total open position to 57
On 17 Nov SBIN was trading at 973.35. The strike last trading price was 19.8, which was -40.65 lower than the previous day. The implied volatity was 18.27, the open interest changed by 43 which increased total open position to 43
On 14 Nov SBIN was trading at 967.85. The strike last trading price was 60.45, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SBIN was trading at 954.00. The strike last trading price was 60.45, 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 12 Nov SBIN was trading at 957.15. The strike last trading price was 60.45, 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 11 Nov SBIN was trading at 953.30. The strike last trading price was 60.45, 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 10 Nov SBIN was trading at 951.15. The strike last trading price was 60.45, 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 7 Nov SBIN was trading at 955.85. The strike last trading price was 60.45, 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 6 Nov SBIN was trading at 960.75. The strike last trading price was 60.45, 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 Nov SBIN was trading at 957.60. The strike last trading price was 60.45, 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 Nov SBIN was trading at 949.70. The strike last trading price was 60.45, 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 60.45, 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 60.45, 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 60.45, 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































































































































































































































