SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 28OCT2025 900 CE | ||||||||||||||||
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Delta: 0.37
Vega: 1.03
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 13 | -1.15 | 19.54 | 517 | 178 | 741 | |||||||||
| 21 Sept | 871.65 | 14.95 | -2.35 | 19.13 | 353 | 167 | 562 | |||||||||
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| 18 Sept | 891.70 | 17 | -3 | 15.39 | 485 | 156 | 396 | |||||||||
| 14 Sept | 856.15 | 10 | 0.7 | 19.13 | 71 | 12 | 194 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 900 expiring on 28OCT2025
Delta for 900 CE is 0.37
Historical price for 900 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 13, which was -1.15 lower than the previous day. The implied volatity was 19.54, the open interest changed by 178 which increased total open position to 741
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 14.95, which was -2.35 lower than the previous day. The implied volatity was 19.13, the open interest changed by 167 which increased total open position to 562
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 17, which was -3 lower than the previous day. The implied volatity was 15.39, the open interest changed by 156 which increased total open position to 396
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 10, which was 0.7 higher than the previous day. The implied volatity was 19.13, the open interest changed by 12 which increased total open position to 194
| SBICARD 28OCT2025 900 PE | |||||||
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Delta: -0.55
Vega: 1.08
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 54.35 | 3.35 | 39.51 | 29 | 11 | 236 |
| 21 Sept | 871.65 | 51 | 6 | 37.01 | 37 | 17 | 224 |
| 18 Sept | 891.70 | 45.25 | 10.65 | 37.62 | 97 | 66 | 208 |
| 14 Sept | 856.15 | 57.5 | 1.55 | 30.14 | 10 | 9 | 110 |
For Sbi Cards & Pay Ser Ltd - strike price 900 expiring on 28OCT2025
Delta for 900 PE is -0.55
Historical price for 900 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 54.35, which was 3.35 higher than the previous day. The implied volatity was 39.51, the open interest changed by 11 which increased total open position to 236
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 51, which was 6 higher than the previous day. The implied volatity was 37.01, the open interest changed by 17 which increased total open position to 224
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 45.25, which was 10.65 higher than the previous day. The implied volatity was 37.62, the open interest changed by 66 which increased total open position to 208
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 57.5, which was 1.55 higher than the previous day. The implied volatity was 30.14, the open interest changed by 9 which increased total open position to 110
