SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.14
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 108 | -1.5 | 56.95 | 76 | -8 | 221 | |||||||||
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| 21 Sept | 862.35 | 109.5 | -0.4 | - | 2 | 1 | 228 | |||||||||
| 18 Sept | 854.35 | 109.8 | -0.1 | 0.00 | 0 | 5 | 0 | |||||||||
| 14 Sept | 823.55 | 75.15 | -2.5 | - | 20 | -9 | 219 | |||||||||
| 17 Aug | 826.55 | 69.05 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.95
Historical price for 750 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 108, which was -1.5 lower than the previous day. The implied volatity was 56.95, the open interest changed by -8 which decreased total open position to 221
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 109.5, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 228
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 109.8, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 75.15, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 219
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 69.05, 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 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.03
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.15 | -0.1 | 38.43 | 444 | -153 | 715 |
| 21 Sept | 862.35 | 0.25 | -0.05 | 37.31 | 528 | -95 | 870 |
| 18 Sept | 854.35 | 0.3 | -0.1 | 34.55 | 519 | -146 | 961 |
| 14 Sept | 823.55 | 0.6 | -0.1 | 24.46 | 490 | -23 | 1,387 |
| 17 Aug | 826.55 | 2 | -0.2 | 21.10 | 55 | 3 | 96 |
For State Bank Of India - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.01
Historical price for 750 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 38.43, the open interest changed by -153 which decreased total open position to 715
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 37.31, the open interest changed by -95 which decreased total open position to 870
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 34.55, the open interest changed by -146 which decreased total open position to 961
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 24.46, the open interest changed by -23 which decreased total open position to 1387
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 21.10, the open interest changed by 3 which increased total open position to 96
