SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.39
Theta: -0.51
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 15.25 | -4.5 | 13.52 | 306 | 31 | 306 | |||||||||
| 21 Sept | 871.65 | 20.1 | -6.9 | 15.21 | 209 | 9 | 275 | |||||||||
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| 18 Sept | 891.70 | 26.95 | -7.75 | - | 199 | 0 | 264 | |||||||||
| 14 Sept | 856.15 | 13.7 | 0.2 | 19.65 | 1,111 | 9 | 478 | |||||||||
| 17 Aug | 789.35 | 9.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.78
Historical price for 860 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 15.25, which was -4.5 lower than the previous day. The implied volatity was 13.52, the open interest changed by 31 which increased total open position to 306
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 20.1, which was -6.9 lower than the previous day. The implied volatity was 15.21, the open interest changed by 9 which increased total open position to 275
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 26.95, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 264
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 13.7, which was 0.2 higher than the previous day. The implied volatity was 19.65, the open interest changed by 9 which increased total open position to 478
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SBICARD 30SEP2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.48
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 8.8 | 0.5 | 28.14 | 953 | -55 | 376 |
| 21 Sept | 871.65 | 7.4 | 1.65 | 23.94 | 514 | 0 | 433 |
| 18 Sept | 891.70 | 5.6 | 1.1 | 26.26 | 1,167 | -88 | 430 |
| 14 Sept | 856.15 | 17.4 | -3.4 | 21.35 | 288 | 19 | 212 |
| 17 Aug | 789.35 | 14.3 | 0 | - | 0 | 0 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.35
Historical price for 860 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 8.8, which was 0.5 higher than the previous day. The implied volatity was 28.14, the open interest changed by -55 which decreased total open position to 376
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 7.4, which was 1.65 higher than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 433
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 5.6, which was 1.1 higher than the previous day. The implied volatity was 26.26, the open interest changed by -88 which decreased total open position to 430
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 17.4, which was -3.4 lower than the previous day. The implied volatity was 21.35, the open interest changed by 19 which increased total open position to 212
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 14.3, 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
