SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
28 Sep 2025 10:07 PM IST
| SBICARD 28OCT2025 880 CE | ||||||||||||||||
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Delta: 0.50
Vega: 1.03
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 873.85 | 17.15 | -7.85 | 17.29 | 261 | 28 | 276 | |||||||||
| 22 Sept | 869.05 | 18 | -2.15 | 16.61 | 126 | 63 | 144 | |||||||||
| 21 Sept | 871.65 | 20 | -3.2 | 15.83 | 63 | 27 | 81 | |||||||||
| 18 Sept | 891.70 | 23.2 | -5.8 | 10.75 | 39 | 18 | 53 | |||||||||
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| 14 Sept | 856.15 | 15 | 0 | 17.99 | 1 | 0 | 23 | |||||||||
| 17 Aug | 789.35 | 27.1 | 0 | 5.08 | 0 | 0 | 0 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 880 expiring on 28OCT2025
Delta for 880 CE is 0.50
Historical price for 880 CE is as follows
On 28 Sept SBICARD was trading at 873.85. The strike last trading price was 17.15, which was -7.85 lower than the previous day. The implied volatity was 17.29, the open interest changed by 28 which increased total open position to 276
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 18, which was -2.15 lower than the previous day. The implied volatity was 16.61, the open interest changed by 63 which increased total open position to 144
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 20, which was -3.2 lower than the previous day. The implied volatity was 15.83, the open interest changed by 27 which increased total open position to 81
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 23.2, which was -5.8 lower than the previous day. The implied volatity was 10.75, the open interest changed by 18 which increased total open position to 53
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 17.99, the open interest changed by 0 which decreased total open position to 23
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 27.1, which was 0 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
| SBICARD 28OCT2025 880 PE | |||||||
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Delta: -0.48
Vega: 1.03
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 873.85 | 41.55 | 10.15 | 39.73 | 75 | 28 | 163 |
| 22 Sept | 869.05 | 32.95 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 871.65 | 32.95 | -0.05 | 30.63 | 3 | 0 | 16 |
| 18 Sept | 891.70 | 33 | 8 | 35.50 | 16 | 6 | 17 |
| 14 Sept | 856.15 | 86.75 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 789.35 | 0 | 0 | - | 0 | 0 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 880 expiring on 28OCT2025
Delta for 880 PE is -0.48
Historical price for 880 PE is as follows
On 28 Sept SBICARD was trading at 873.85. The strike last trading price was 41.55, which was 10.15 higher than the previous day. The implied volatity was 39.73, the open interest changed by 28 which increased total open position to 163
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 32.95, 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
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 32.95, which was -0.05 lower than the previous day. The implied volatity was 30.63, the open interest changed by 0 which decreased total open position to 16
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 33, which was 8 higher than the previous day. The implied volatity was 35.50, the open interest changed by 6 which increased total open position to 17
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 86.75, 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 17 Aug SBICARD was trading at 789.35. The strike last trading price was 0, 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
