SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 123.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 862.35 | 123.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 854.35 | 123.35 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 823.55 | 79.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 826.55 | 83.8 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.00
Historical price for 730 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 123.35, 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 SBIN was trading at 862.35. The strike last trading price was 123.35, 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 18 Sept SBIN was trading at 854.35. The strike last trading price was 123.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 79.05, 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 17 Aug SBIN was trading at 826.55. The strike last trading price was 83.8, 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.1 | -0.1 | 43.16 | 59 | -30 | 262 |
| 21 Sept | 862.35 | 0.2 | -0.05 | 42.18 | 91 | -38 | 290 |
| 18 Sept | 854.35 | 0.25 | -0.05 | 39.56 | 213 | -57 | 333 |
| 14 Sept | 823.55 | 0.35 | -0.05 | 27.49 | 86 | 0 | 517 |
| 17 Aug | 826.55 | 1.5 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.01
Historical price for 730 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 43.16, the open interest changed by -30 which decreased total open position to 262
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.18, the open interest changed by -38 which decreased total open position to 290
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.56, the open interest changed by -57 which decreased total open position to 333
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 517
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 1.5, 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
