SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 740 CE | ||||||||||||||||
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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 | 855.25 | 105.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 862.35 | 105.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 854.35 | 105.9 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
| 14 Sept | 823.55 | 85 | -1.75 | - | 6 | -4 | 68 | |||||||||
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| 17 Aug | 826.55 | 88.6 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.00
Historical price for 740 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 105.9, 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 105.9, 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 105.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 85, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 68
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 88.6, 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.04
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.2 | -0.05 | 43.43 | 256 | -5 | 894 |
| 21 Sept | 862.35 | 0.25 | -0.05 | 40.37 | 133 | -3 | 901 |
| 18 Sept | 854.35 | 0.3 | -0.05 | 37.44 | 207 | -95 | 887 |
| 14 Sept | 823.55 | 0.5 | 0 | 26.38 | 771 | 304 | 1,320 |
| 17 Aug | 826.55 | 1.8 | -0.05 | 22.56 | 33 | -5 | 237 |
For State Bank Of India - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.01
Historical price for 740 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.43, the open interest changed by -5 which decreased total open position to 894
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.37, the open interest changed by -3 which decreased total open position to 901
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.44, the open interest changed by -95 which decreased total open position to 887
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 26.38, the open interest changed by 304 which increased total open position to 1320
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 22.56, the open interest changed by -5 which decreased total open position to 237
