SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 950 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.11
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 0.65 | -0.3 | 32.10 | 329 | -15 | 539 | |||||||||
| 21 Sept | 871.65 | 0.9 | -0.45 | 27.81 | 291 | 10 | 554 | |||||||||
| 18 Sept | 891.70 | 1.3 | -0.6 | 24.28 | 425 | 46 | 539 | |||||||||
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| 14 Sept | 856.15 | 1.1 | 0.05 | 27.69 | 30 | 5 | 43 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 CE is 0.04
Historical price for 950 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 32.10, the open interest changed by -15 which decreased total open position to 539
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 27.81, the open interest changed by 10 which increased total open position to 554
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 24.28, the open interest changed by 46 which increased total open position to 539
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 27.69, the open interest changed by 5 which increased total open position to 43
| SBICARD 30SEP2025 950 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 | 78.6 | 0 | 0.00 | 0 | -6 | 0 |
| 21 Sept | 871.65 | 78.6 | 8 | 45.73 | 16 | -6 | 12 |
| 18 Sept | 891.70 | 70.6 | 9.95 | 50.02 | 2 | 0 | 16 |
| 14 Sept | 856.15 | 139.35 | 0 | - | 0 | 0 | 0 |
For Sbi Cards & Pay Ser Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 PE is 0.00
Historical price for 950 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 78.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 78.6, which was 8 higher than the previous day. The implied volatity was 45.73, the open interest changed by -6 which decreased total open position to 12
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 70.6, which was 9.95 higher than the previous day. The implied volatity was 50.02, the open interest changed by 0 which decreased total open position to 16
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 139.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
