SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.18
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 98.8 | -4.85 | 57.24 | 5 | 0 | 145 | |||||||||
| 21 Sept | 862.35 | 104.05 | 3.6 | - | 213 | -186 | 147 | |||||||||
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| 18 Sept | 854.35 | 100.45 | 0 | 0.00 | 0 | -32 | 0 | |||||||||
| 14 Sept | 823.55 | 65.4 | -0.85 | - | 38 | -12 | 371 | |||||||||
| 17 Aug | 826.55 | 71 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.93
Historical price for 760 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 98.8, which was -4.85 lower than the previous day. The implied volatity was 57.24, the open interest changed by 0 which decreased total open position to 145
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 104.05, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by -186 which decreased total open position to 147
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 100.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -32 which decreased total open position to 0
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 65.4, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 371
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 71, 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
| SBIN 30SEP2025 760 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 | -0.1 | 36.39 | 331 | -76 | 891 |
| 21 Sept | 862.35 | 0.25 | -0.1 | 34.28 | 689 | -174 | 970 |
| 18 Sept | 854.35 | 0.35 | -0.1 | 32.31 | 642 | -177 | 1,125 |
| 14 Sept | 823.55 | 0.8 | -0.1 | 22.94 | 405 | 84 | 1,617 |
| 17 Aug | 826.55 | 2.55 | -0.3 | 20.31 | 40 | -23 | 241 |
For State Bank Of India - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.01
Historical price for 760 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 36.39, the open interest changed by -76 which decreased total open position to 891
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 34.28, the open interest changed by -174 which decreased total open position to 970
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 32.31, the open interest changed by -177 which decreased total open position to 1125
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 22.94, the open interest changed by 84 which increased total open position to 1617
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 2.55, which was -0.3 lower than the previous day. The implied volatity was 20.31, the open interest changed by -23 which decreased total open position to 241
