SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.13
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 869.05 | 0.8 | -0.35 | 30.00 | 208 | -53 | 359 | |||||||||
| 21 Sept | 871.65 | 1.1 | -0.6 | 25.95 | 181 | -7 | 413 | |||||||||
| 18 Sept | 891.70 | 1.75 | -0.8 | 22.88 | 1,071 | -29 | 423 | |||||||||
| 14 Sept | 856.15 | 1.3 | -0.05 | 26.32 | 70 | -1 | 188 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.05
Historical price for 940 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 30.00, the open interest changed by -53 which decreased total open position to 359
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 25.95, the open interest changed by -7 which decreased total open position to 413
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 1.75, which was -0.8 lower than the previous day. The implied volatity was 22.88, the open interest changed by -29 which decreased total open position to 423
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 26.32, the open interest changed by -1 which decreased total open position to 188
| SBICARD 30SEP2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 869.05 | 70.75 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 871.65 | 70.75 | 10.4 | 46.85 | 18 | 0 | 26 |
| 18 Sept | 891.70 | 60.95 | 9.5 | 46.15 | 21 | -1 | 26 |
| 14 Sept | 856.15 | 88 | -1.5 | 0.00 | 0 | 0 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 PE is 0.00
Historical price for 940 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 70.75, 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
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 70.75, which was 10.4 higher than the previous day. The implied volatity was 46.85, the open interest changed by 0 which decreased total open position to 26
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 60.95, which was 9.5 higher than the previous day. The implied volatity was 46.15, the open interest changed by -1 which decreased total open position to 26
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 88, which was -1.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
