SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 102.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Sept | 862.35 | 102.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 854.35 | 102.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 823.55 | 102.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 826.55 | 102.95 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 720 expiring on 30SEP2025
Delta for 720 CE is -
Historical price for 720 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 102.95, 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
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 102.95, 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
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 102.95, 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
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 102.95, 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
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 102.95, 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
| SBIN 30SEP2025 720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.15 | 0 | 48.72 | 6 | -1 | 367 |
| 21 Sept | 862.35 | 0.1 | -0.05 | 41.63 | 130 | -12 | 374 |
| 18 Sept | 854.35 | 0.15 | -0.15 | 39.76 | 218 | -72 | 385 |
| 14 Sept | 823.55 | 0.25 | -0.05 | 28.64 | 54 | -11 | 569 |
| 17 Aug | 826.55 | 1.1 | -0.15 | 24.00 | 2 | 0 | 137 |
For State Bank Of India - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.01
Historical price for 720 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 48.72, the open interest changed by -1 which decreased total open position to 367
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 41.63, the open interest changed by -12 which decreased total open position to 374
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 39.76, the open interest changed by -72 which decreased total open position to 385
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.64, the open interest changed by -11 which decreased total open position to 569
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 137
