SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 870 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.51
Theta: -0.65
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 869.05 | 9.9 | -4.1 | 16.18 | 1,246 | 170 | 371 | |||||||||
| 21 Sept | 871.65 | 13.85 | -5.95 | 16.39 | 366 | 52 | 202 | |||||||||
| 18 Sept | 891.70 | 19.7 | -7.2 | - | 346 | -33 | 151 | |||||||||
| 14 Sept | 856.15 | 10.15 | 0.3 | 20.43 | 704 | -2 | 453 | |||||||||
| 17 Aug | 789.35 | 20.95 | 0 | 6.31 | 0 | 0 | 0 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 870 expiring on 30SEP2025
Delta for 870 CE is 0.56
Historical price for 870 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 9.9, which was -4.1 lower than the previous day. The implied volatity was 16.18, the open interest changed by 170 which increased total open position to 371
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 13.85, which was -5.95 lower than the previous day. The implied volatity was 16.39, the open interest changed by 52 which increased total open position to 202
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 19.7, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 151
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 10.15, which was 0.3 higher than the previous day. The implied volatity was 20.43, the open interest changed by -2 which decreased total open position to 453
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
| SBICARD 30SEP2025 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.51
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 13.9 | 1.2 | 29.90 | 1,189 | -28 | 268 |
| 21 Sept | 871.65 | 10.55 | 1.75 | 22.91 | 635 | -9 | 296 |
| 18 Sept | 891.70 | 9.1 | 2.35 | 27.72 | 1,134 | -55 | 309 |
| 14 Sept | 856.15 | 23.85 | -3.6 | 22.26 | 84 | -19 | 318 |
| 17 Aug | 789.35 | 74.7 | 0 | - | 0 | 0 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 870 expiring on 30SEP2025
Delta for 870 PE is -0.46
Historical price for 870 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 13.9, which was 1.2 higher than the previous day. The implied volatity was 29.90, the open interest changed by -28 which decreased total open position to 268
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 10.55, which was 1.75 higher than the previous day. The implied volatity was 22.91, the open interest changed by -9 which decreased total open position to 296
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 9.1, which was 2.35 higher than the previous day. The implied volatity was 27.72, the open interest changed by -55 which decreased total open position to 309
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 23.85, which was -3.6 lower than the previous day. The implied volatity was 22.26, the open interest changed by -19 which decreased total open position to 318
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 74.7, 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
