SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.09
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 77 | -5.85 | 35.00 | 13 | 0 | 183 | |||||||||
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| 21 Sept | 862.35 | 82.85 | 7.35 | - | 18 | -6 | 183 | |||||||||
| 18 Sept | 854.35 | 75.5 | -5 | - | 73 | -49 | 189 | |||||||||
| 14 Sept | 823.55 | 46.25 | -1.9 | - | 158 | -41 | 273 | |||||||||
| 17 Aug | 826.55 | 55.8 | 2.8 | 10.19 | 3 | 1 | 33 | |||||||||
For State Bank Of India - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.97
Historical price for 780 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 77, which was -5.85 lower than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 183
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 82.85, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 183
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 75.5, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 189
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 46.25, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 273
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 55.8, which was 2.8 higher than the previous day. The implied volatity was 10.19, the open interest changed by 1 which increased total open position to 33
| SBIN 30SEP2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.06
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.3 | -0.15 | 31.25 | 2,854 | -1,031 | 1,821 |
| 21 Sept | 862.35 | 0.45 | -0.15 | 30.93 | 2,081 | -600 | 2,846 |
| 18 Sept | 854.35 | 0.6 | -0.1 | 28.75 | 2,502 | -820 | 3,461 |
| 14 Sept | 823.55 | 1.5 | -0.2 | 19.89 | 1,038 | -207 | 4,470 |
| 17 Aug | 826.55 | 4.45 | -0.4 | 19.14 | 234 | 31 | 438 |
For State Bank Of India - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.02
Historical price for 780 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 31.25, the open interest changed by -1031 which decreased total open position to 1821
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 30.93, the open interest changed by -600 which decreased total open position to 2846
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 28.75, the open interest changed by -820 which decreased total open position to 3461
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 19.89, the open interest changed by -207 which decreased total open position to 4470
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 4.45, which was -0.4 lower than the previous day. The implied volatity was 19.14, the open interest changed by 31 which increased total open position to 438
