SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.34
Theta: -0.50
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 2.7 | -1.7 | 21.96 | 2,501 | 52 | 1,849 | |||||||||
| 21 Sept | 871.65 | 4.25 | -2.7 | 20.33 | 2,414 | -46 | 1,816 | |||||||||
| 18 Sept | 891.70 | 6.8 | -3.75 | 16.61 | 3,238 | 401 | 1,850 | |||||||||
| 14 Sept | 856.15 | 3.7 | -0.25 | 22.13 | 1,525 | -115 | 1,321 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 789.35 | 2.25 | -0.3 | 22.64 | 21 | 4 | 76 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.18
Historical price for 900 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 2.7, which was -1.7 lower than the previous day. The implied volatity was 21.96, the open interest changed by 52 which increased total open position to 1849
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 4.25, which was -2.7 lower than the previous day. The implied volatity was 20.33, the open interest changed by -46 which decreased total open position to 1816
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 6.8, which was -3.75 lower than the previous day. The implied volatity was 16.61, the open interest changed by 401 which increased total open position to 1850
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 3.7, which was -0.25 lower than the previous day. The implied volatity was 22.13, the open interest changed by -115 which decreased total open position to 1321
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 2.25, which was -0.3 lower than the previous day. The implied volatity was 22.64, the open interest changed by 4 which increased total open position to 76
| SBICARD 30SEP2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.45
Theta: -0.91
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 36.35 | 2.55 | 38.44 | 78 | -20 | 642 |
| 21 Sept | 871.65 | 32.4 | 6.7 | 30.73 | 181 | -12 | 663 |
| 18 Sept | 891.70 | 25.6 | 5.55 | 32.17 | 639 | -43 | 686 |
| 14 Sept | 856.15 | 47.2 | -3.9 | 24.68 | 64 | 12 | 271 |
| 17 Aug | 789.35 | 110 | 5.7 | 37.06 | 1 | 1 | 84 |
For Sbi Cards & Pay Ser Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.69
Historical price for 900 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 36.35, which was 2.55 higher than the previous day. The implied volatity was 38.44, the open interest changed by -20 which decreased total open position to 642
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 32.4, which was 6.7 higher than the previous day. The implied volatity was 30.73, the open interest changed by -12 which decreased total open position to 663
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 25.6, which was 5.55 higher than the previous day. The implied volatity was 32.17, the open interest changed by -43 which decreased total open position to 686
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 47.2, which was -3.9 lower than the previous day. The implied volatity was 24.68, the open interest changed by 12 which increased total open position to 271
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 110, which was 5.7 higher than the previous day. The implied volatity was 37.06, the open interest changed by 1 which increased total open position to 84
