SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 920 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.21
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 1.4 | -0.7 | 26.14 | 591 | 11 | 596 | |||||||||
| 21 Sept | 871.65 | 2 | -1.25 | 22.91 | 774 | 98 | 586 | |||||||||
| 18 Sept | 891.70 | 3.3 | -1.85 | 19.83 | 1,290 | 76 | 486 | |||||||||
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| 14 Sept | 856.15 | 2.2 | 0 | 24.42 | 242 | 45 | 494 | |||||||||
| 17 Aug | 789.35 | 1.3 | -1.2 | 22.97 | 2 | 0 | 5 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.09
Historical price for 920 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 1.4, which was -0.7 lower than the previous day. The implied volatity was 26.14, the open interest changed by 11 which increased total open position to 596
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 22.91, the open interest changed by 98 which increased total open position to 586
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 3.3, which was -1.85 lower than the previous day. The implied volatity was 19.83, the open interest changed by 76 which increased total open position to 486
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 24.42, the open interest changed by 45 which increased total open position to 494
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 1.3, which was -1.2 lower than the previous day. The implied volatity was 22.97, the open interest changed by 0 which decreased total open position to 5
| SBICARD 30SEP2025 920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.41
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 56.35 | 5.15 | 50.34 | 43 | 13 | 25 |
| 21 Sept | 871.65 | 51.35 | 9.5 | 39.05 | 14 | -8 | 13 |
| 18 Sept | 891.70 | 42.3 | 8.25 | 38.62 | 50 | 0 | 20 |
| 14 Sept | 856.15 | 65.25 | -4.4 | 26.95 | 2 | 2 | 20 |
| 17 Aug | 789.35 | 47 | 0 | 0.00 | 0 | 0 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.75
Historical price for 920 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 56.35, which was 5.15 higher than the previous day. The implied volatity was 50.34, the open interest changed by 13 which increased total open position to 25
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 51.35, which was 9.5 higher than the previous day. The implied volatity was 39.05, the open interest changed by -8 which decreased total open position to 13
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 42.3, which was 8.25 higher than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 20
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 65.25, which was -4.4 lower than the previous day. The implied volatity was 26.95, the open interest changed by 2 which increased total open position to 20
On 17 Aug SBICARD was trading at 789.35. The strike last trading price was 47, 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
