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SBIN options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where SBIN can go (next trading day)

For the next trading day, options point to about 1.2% either way: SBIN between 947.2 and 971.0 (from 959.1).

2026-07-16 O 1,030 H 1,036 L 1,027 C 1,0312026-07-17 O 1,031 H 1,048 L 1,028 C 1,0442026-07-20 O 1,042 H 1,065 L 1,038 C 1,0602026-07-21 O 1,056 H 1,067 L 1,043 C 1,0442026-07-22 O 1,044 H 1,044 L 1,019 C 1,0252026-07-23 O 1,022 H 1,023 L 1,007 C 1,0132026-07-24 O 1,006 H 1,018 L 1,001 C 1,0152026-07-27 O 1,020 H 1,024 L 1,016 C 1,0212026-07-28 O 1,018 H 1,022 L 1,008 C 1,0132026-07-29 O 1,020 H 1,020 L 1,012 C 1,0142026-07-30 O 1,014 H 1,028 L 1,008 C 1,0252026-07-31 O 1,028 H 1,034 L 1,024 C 1,0272026-08-03 O 1,035 H 1,052 L 1,032 C 1,0452026-08-04 O 1,048 H 1,048 L 1,031 C 1,0432026-08-05 O 1,043 H 1,055 L 1,040 C 1,0552026-08-06 O 1,053 H 1,088 L 1,053 C 1,0852026-08-07 O 1,080 H 1,125 L 1,076 C 1,0972026-08-10 O 1,108 H 1,113 L 1,069 C 1,0712026-08-11 O 1,071 H 1,071 L 1,060 C 1,0662026-08-12 O 1,066 H 1,086 L 1,066 C 1,0822026-08-13 O 1,083 H 1,087 L 1,073 C 1,0832026-08-14 O 1,082 H 1,082 L 1,065 C 1,0682026-08-17 O 1,064 H 1,069 L 1,052 C 1,0612026-08-18 O 1,060 H 1,068 L 1,053 C 1,0532026-08-19 O 1,053 H 1,055 L 1,041 C 1,0492026-08-20 O 1,053 H 1,053 L 1,046 C 1,0482026-08-21 O 1,053 H 1,055 L 1,040 C 1,0492026-08-24 O 1,048 H 1,048 L 1,032 C 1,0402026-08-25 O 1,036 H 1,048 L 1,031 C 1,0482026-08-26 O 1,051 H 1,062 L 1,051 C 1,0522026-08-27 O 1,052 H 1,054 L 1,043 C 1,0432026-08-28 O 1,046 H 1,051 L 1,041 C 1,0482026-08-31 O 1,041 H 1,060 L 1,035 C 1,0602026-09-01 O 1,051 H 1,051 L 1,027 C 1,0352026-09-02 O 1,026 H 1,035 L 1,017 C 1,0212026-09-03 O 1,029 H 1,036 L 1,021 C 1,0232026-09-04 O 1,026 H 1,029 L 1,016 C 1,0162026-09-07 O 1,021 H 1,022 L 1,001 C 1,0062026-09-08 O 1,005 H 1,011 L 1,002 C 1,0082026-09-09 O 999.0 H 1,012 L 992.4 C 1,0012026-09-10 O 1,002 H 1,012 L 1,001 C 1,0102026-09-11 O 1,000 H 1,002 L 993.0 C 995.72026-09-15 O 994.0 H 999.8 L 968.0 C 968.02026-09-16 O 976.0 H 991.4 L 973.2 C 991.42026-09-17 O 991.2 H 1,001 L 985.2 C 988.72026-09-18 O 992.0 H 996.2 L 985.1 C 996.22026-09-21 O 993.6 H 997.5 L 989.1 C 996.02026-09-22 O 999.1 H 1,000 L 981.3 C 987.02026-09-23 O 987.0 H 996.4 L 986.4 C 994.12026-09-24 O 982.3 H 992.0 L 975.8 C 978.52026-09-25 O 980.8 H 985.7 L 977.0 C 983.02026-09-28 O 980.1 H 982.5 L 956.1 C 962.02026-09-29 O 960.9 H 968.1 L 953.0 C 964.72026-09-30 O 964.7 H 972.8 L 959.5 C 959.52026-10-01 O 953.1 H 965.4 L 945.8 C 954.12026-10-05 O 959.0 H 969.5 L 956.0 C 958.02026-10-06 O 962.1 H 963.7 L 949.9 C 958.82026-10-07 O 955.0 H 966.0 L 945.6 C 954.02026-10-08 O 953.9 H 953.9 L 937.5 C 940.02026-10-09 O 942.0 H 959.9 L 938.1 C 959.1Upper end 971.0Lower end 947.2Now 959.116 Jul9 Oct
Lower end 947.2Now 959.1Upper end 971.0

Where SBIN can go in the next 3 days

Options imply about 2.2% either way over 3 days (about 1.2% in a day). That puts SBIN between 938.5 and 979.7 in 3 days (now 959.1).

2026-07-16 O 1,030 H 1,036 L 1,027 C 1,0312026-07-17 O 1,031 H 1,048 L 1,028 C 1,0442026-07-20 O 1,042 H 1,065 L 1,038 C 1,0602026-07-21 O 1,056 H 1,067 L 1,043 C 1,0442026-07-22 O 1,044 H 1,044 L 1,019 C 1,0252026-07-23 O 1,022 H 1,023 L 1,007 C 1,0132026-07-24 O 1,006 H 1,018 L 1,001 C 1,0152026-07-27 O 1,020 H 1,024 L 1,016 C 1,0212026-07-28 O 1,018 H 1,022 L 1,008 C 1,0132026-07-29 O 1,020 H 1,020 L 1,012 C 1,0142026-07-30 O 1,014 H 1,028 L 1,008 C 1,0252026-07-31 O 1,028 H 1,034 L 1,024 C 1,0272026-08-03 O 1,035 H 1,052 L 1,032 C 1,0452026-08-04 O 1,048 H 1,048 L 1,031 C 1,0432026-08-05 O 1,043 H 1,055 L 1,040 C 1,0552026-08-06 O 1,053 H 1,088 L 1,053 C 1,0852026-08-07 O 1,080 H 1,125 L 1,076 C 1,0972026-08-10 O 1,108 H 1,113 L 1,069 C 1,0712026-08-11 O 1,071 H 1,071 L 1,060 C 1,0662026-08-12 O 1,066 H 1,086 L 1,066 C 1,0822026-08-13 O 1,083 H 1,087 L 1,073 C 1,0832026-08-14 O 1,082 H 1,082 L 1,065 C 1,0682026-08-17 O 1,064 H 1,069 L 1,052 C 1,0612026-08-18 O 1,060 H 1,068 L 1,053 C 1,0532026-08-19 O 1,053 H 1,055 L 1,041 C 1,0492026-08-20 O 1,053 H 1,053 L 1,046 C 1,0482026-08-21 O 1,053 H 1,055 L 1,040 C 1,0492026-08-24 O 1,048 H 1,048 L 1,032 C 1,0402026-08-25 O 1,036 H 1,048 L 1,031 C 1,0482026-08-26 O 1,051 H 1,062 L 1,051 C 1,0522026-08-27 O 1,052 H 1,054 L 1,043 C 1,0432026-08-28 O 1,046 H 1,051 L 1,041 C 1,0482026-08-31 O 1,041 H 1,060 L 1,035 C 1,0602026-09-01 O 1,051 H 1,051 L 1,027 C 1,0352026-09-02 O 1,026 H 1,035 L 1,017 C 1,0212026-09-03 O 1,029 H 1,036 L 1,021 C 1,0232026-09-04 O 1,026 H 1,029 L 1,016 C 1,0162026-09-07 O 1,021 H 1,022 L 1,001 C 1,0062026-09-08 O 1,005 H 1,011 L 1,002 C 1,0082026-09-09 O 999.0 H 1,012 L 992.4 C 1,0012026-09-10 O 1,002 H 1,012 L 1,001 C 1,0102026-09-11 O 1,000 H 1,002 L 993.0 C 995.72026-09-15 O 994.0 H 999.8 L 968.0 C 968.02026-09-16 O 976.0 H 991.4 L 973.2 C 991.42026-09-17 O 991.2 H 1,001 L 985.2 C 988.72026-09-18 O 992.0 H 996.2 L 985.1 C 996.22026-09-21 O 993.6 H 997.5 L 989.1 C 996.02026-09-22 O 999.1 H 1,000 L 981.3 C 987.02026-09-23 O 987.0 H 996.4 L 986.4 C 994.12026-09-24 O 982.3 H 992.0 L 975.8 C 978.52026-09-25 O 980.8 H 985.7 L 977.0 C 983.02026-09-28 O 980.1 H 982.5 L 956.1 C 962.02026-09-29 O 960.9 H 968.1 L 953.0 C 964.72026-09-30 O 964.7 H 972.8 L 959.5 C 959.52026-10-01 O 953.1 H 965.4 L 945.8 C 954.12026-10-05 O 959.0 H 969.5 L 956.0 C 958.02026-10-06 O 962.1 H 963.7 L 949.9 C 958.82026-10-07 O 955.0 H 966.0 L 945.6 C 954.02026-10-08 O 953.9 H 953.9 L 937.5 C 940.02026-10-09 O 942.0 H 959.9 L 938.1 C 959.1Upper end 979.7Lower end 938.5Now 959.116 Jul9 Oct
Lower end 938.5Now 959.1Upper end 979.7

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

SBIN (PSU Bank): ATM IV is 19.7%, higher than 36% of days over the last year in the same expiry-cycle phase. Options imply about ±1.24% in a day and ±2.15% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
19.7%
IV percentile
36%
Expected move 1d
±1.24%
Expected move 3d
±2.15%
IV / realised
1.04
Gamma flip
-2.0%
from spot
Max pain
+2.2%
from spot
Lot size
750
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

29.2%13.6%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: PSU Bank

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.