SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 890 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.43
Theta: -0.62
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 4.35 | -2.2 | 20.73 | 1,528 | 80 | 633 | |||||||||
| 21 Sept | 871.65 | 6.6 | -3.45 | 19.56 | 1,252 | 123 | 553 | |||||||||
| 18 Sept | 891.70 | 9.85 | -4.9 | 14.61 | 1,900 | 133 | 469 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 856.15 | 5.2 | 0.05 | 21.52 | 516 | -50 | 308 | |||||||||
| 17 Aug | 789.35 | 15.95 | 0 | 7.84 | 0 | 0 | 0 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 890 expiring on 30SEP2025
Delta for 890 CE is 0.27
Historical price for 890 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 4.35, which was -2.2 lower than the previous day. The implied volatity was 20.73, the open interest changed by 80 which increased total open position to 633
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 6.6, which was -3.45 lower than the previous day. The implied volatity was 19.56, the open interest changed by 123 which increased total open position to 553
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 9.85, which was -4.9 lower than the previous day. The implied volatity was 14.61, the open interest changed by 133 which increased total open position to 469
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 5.2, which was 0.05 higher than the previous day. The implied volatity was 21.52, the open interest changed by -50 which decreased total open position to 308
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 15.95, which was 0 lower than the previous day. The implied volatity was 7.84, the open interest changed by 0 which decreased total open position to 0
| SBICARD 30SEP2025 890 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.49
Theta: -0.92
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 28.2 | 2.95 | 35.62 | 200 | -49 | 213 |
| 21 Sept | 871.65 | 23.8 | 5.05 | 27.22 | 284 | -19 | 263 |
| 18 Sept | 891.70 | 18.9 | 4.65 | 30.15 | 942 | -63 | 281 |
| 14 Sept | 856.15 | 42.6 | 0.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 789.35 | 89.5 | 0 | - | 0 | 0 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 890 expiring on 30SEP2025
Delta for 890 PE is -0.63
Historical price for 890 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 28.2, which was 2.95 higher than the previous day. The implied volatity was 35.62, the open interest changed by -49 which decreased total open position to 213
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 23.8, which was 5.05 higher than the previous day. The implied volatity was 27.22, the open interest changed by -19 which decreased total open position to 263
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 18.9, which was 4.65 higher than the previous day. The implied volatity was 30.15, the open interest changed by -63 which decreased total open position to 281
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 42.6, which was 0.05 higher than the previous day. The implied volatity was 0.00, 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 89.5, 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
