SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 770 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.16
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 88.15 | -5.65 | 48.48 | 15 | 1 | 123 | |||||||||
| 21 Sept | 862.35 | 93.8 | 6.55 | - | 7 | 0 | 122 | |||||||||
| 18 Sept | 854.35 | 87.25 | 0 | 0.00 | 0 | -8 | 0 | |||||||||
| 14 Sept | 823.55 | 55.75 | -0.95 | - | 47 | 5 | 156 | |||||||||
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| 17 Aug | 826.55 | 55.8 | 0 | - | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.94
Historical price for 770 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 88.15, which was -5.65 lower than the previous day. The implied volatity was 48.48, the open interest changed by 1 which increased total open position to 123
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 93.8, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 87.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 55.75, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 156
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 55.8, 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 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | -0.15 | 32.91 | 1,267 | -508 | 844 |
| 21 Sept | 862.35 | 0.35 | -0.1 | 32.84 | 1,875 | -853 | 1,361 |
| 18 Sept | 854.35 | 0.45 | -0.1 | 30.47 | 1,502 | -577 | 2,205 |
| 14 Sept | 823.55 | 1.05 | -0.15 | 21.26 | 616 | -6 | 2,794 |
| 17 Aug | 826.55 | 3.45 | -0.7 | 19.85 | 28 | 19 | 52 |
For State Bank Of India - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.01
Historical price for 770 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 32.91, the open interest changed by -508 which decreased total open position to 844
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 32.84, the open interest changed by -853 which decreased total open position to 1361
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 30.47, the open interest changed by -577 which decreased total open position to 2205
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 21.26, the open interest changed by -6 which decreased total open position to 2794
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 3.45, which was -0.7 lower than the previous day. The implied volatity was 19.85, the open interest changed by 19 which increased total open position to 52
