SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
17 Aug 2025 12:55 AM IST
| SBICARD 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.42
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.08
Historical price for 900 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.81
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.79
Historical price for 900 PE is as follows
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
