SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
22 Sep 2025 08:01 PM IST
| SBICARD 30SEP2025 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.09
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 869.05 | 0.55 | -0.2 | 34.27 | 96 | -5 | 401 | |||||||||
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| 21 Sept | 871.65 | 0.7 | -0.35 | 29.24 | 131 | 5 | 406 | |||||||||
| 18 Sept | 891.70 | 1.05 | -0.4 | 26.01 | 229 | -2 | 402 | |||||||||
| 14 Sept | 856.15 | 0.7 | -0.2 | 27.52 | 18 | 1 | 41 | |||||||||
For Sbi Cards & Pay Ser Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.03
Historical price for 960 CE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 34.27, the open interest changed by -5 which decreased total open position to 401
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 29.24, the open interest changed by 5 which increased total open position to 406
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 26.01, the open interest changed by -2 which decreased total open position to 402
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 27.52, the open interest changed by 1 which increased total open position to 41
| SBICARD 30SEP2025 960 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 | 90.1 | 0 | 0.00 | 0 | 6 | 0 |
| 21 Sept | 871.65 | 90.1 | 10.7 | 53.57 | 17 | 6 | 64 |
| 18 Sept | 891.70 | 79.4 | 9.25 | 51.92 | 10 | -2 | 57 |
| 14 Sept | 856.15 | 103.75 | -4.75 | 33.22 | 6 | 0 | 46 |
For Sbi Cards & Pay Ser Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is 0.00
Historical price for 960 PE is as follows
On 22 Sept SBICARD was trading at 869.05. The strike last trading price was 90.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Sept SBICARD was trading at 871.65. The strike last trading price was 90.1, which was 10.7 higher than the previous day. The implied volatity was 53.57, the open interest changed by 6 which increased total open position to 64
On 18 Sept SBICARD was trading at 891.70. The strike last trading price was 79.4, which was 9.25 higher than the previous day. The implied volatity was 51.92, the open interest changed by -2 which decreased total open position to 57
On 14 Sept SBICARD was trading at 856.15. The strike last trading price was 103.75, which was -4.75 lower than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 46
