SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 880 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.50
Theta: -0.67
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 6.55 | -3.25 | 18.66 | 1,514 | 20 | 533 | |||||||||
| 21 Sept | 871.65 | 9.2 | -5.15 | 17.42 | 1,577 | 108 | 520 | |||||||||
| 18 Sept | 891.70 | 14.05 | -6.1 | 11.99 | 2,075 | 189 | 435 | |||||||||
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| 14 Sept | 856.15 | 7.25 | 0.1 | 20.89 | 664 | -224 | 572 | |||||||||
| 17 Aug | 789.35 | 128.2 | 0 | 7.11 | 0 | 0 | 0 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.39
Historical price for 880 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 6.55, which was -3.25 lower than the previous day. The implied volatity was 18.66, the open interest changed by 20 which increased total open position to 533
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 9.2, which was -5.15 lower than the previous day. The implied volatity was 17.42, the open interest changed by 108 which increased total open position to 520
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 14.05, which was -6.1 lower than the previous day. The implied volatity was 11.99, the open interest changed by 189 which increased total open position to 435
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 7.25, which was 0.1 higher than the previous day. The implied volatity was 20.89, the open interest changed by -224 which decreased total open position to 572
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 128.2, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0
| SBICARD 30SEP2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.51
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 20.5 | 1.95 | 32.49 | 394 | -5 | 247 |
| 21 Sept | 871.65 | 17.05 | 3.9 | 25.69 | 706 | -64 | 254 |
| 18 Sept | 891.70 | 13.1 | 3.15 | 28.24 | 2,168 | -7 | 324 |
| 14 Sept | 856.15 | 29.9 | -4.7 | 21.39 | 55 | -9 | 46 |
| 17 Aug | 789.35 | 92 | 73.2 | 34.75 | 3 | 3 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.56
Historical price for 880 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 20.5, which was 1.95 higher than the previous day. The implied volatity was 32.49, the open interest changed by -5 which decreased total open position to 247
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 17.05, which was 3.9 higher than the previous day. The implied volatity was 25.69, the open interest changed by -64 which decreased total open position to 254
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 13.1, which was 3.15 higher than the previous day. The implied volatity was 28.24, the open interest changed by -7 which decreased total open position to 324
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 29.9, which was -4.7 lower than the previous day. The implied volatity was 21.39, the open interest changed by -9 which decreased total open position to 46
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 92, which was 73.2 higher than the previous day. The implied volatity was 34.75, the open interest changed by 3 which increased total open position to 0
