SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 790 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.16
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 67.75 | -5.2 | 36.58 | 20 | -11 | 254 | |||||||||
| 21 Sept | 862.35 | 72.95 | 6.2 | - | 39 | -7 | 266 | |||||||||
| 18 Sept | 854.35 | 66.75 | -3.75 | 18.07 | 24 | -5 | 273 | |||||||||
| 14 Sept | 823.55 | 36.8 | -1.45 | - | 131 | 13 | 291 | |||||||||
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| 17 Aug | 826.55 | 47 | 4.9 | 11.76 | 2 | 1 | 12 | |||||||||
For State Bank Of India - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.94
Historical price for 790 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 67.75, which was -5.2 lower than the previous day. The implied volatity was 36.58, the open interest changed by -11 which decreased total open position to 254
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 72.95, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 266
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 66.75, which was -3.75 lower than the previous day. The implied volatity was 18.07, the open interest changed by -5 which decreased total open position to 273
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 36.8, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 291
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 47, which was 4.9 higher than the previous day. The implied volatity was 11.76, the open interest changed by 1 which increased total open position to 12
| SBIN 30SEP2025 790 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.08
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.4 | -0.1 | 28.93 | 1,053 | -273 | 2,144 |
| 21 Sept | 862.35 | 0.45 | -0.25 | 27.71 | 1,814 | -454 | 2,429 |
| 18 Sept | 854.35 | 0.7 | -0.1 | 26.25 | 1,896 | 40 | 2,888 |
| 14 Sept | 823.55 | 2.05 | -0.2 | 18.18 | 1,574 | 85 | 3,037 |
| 17 Aug | 826.55 | 6.05 | -0.4 | 18.82 | 215 | -66 | 383 |
For State Bank Of India - strike price 790 expiring on 30SEP2025
Delta for 790 PE is -0.03
Historical price for 790 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 28.93, the open interest changed by -273 which decreased total open position to 2144
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 27.71, the open interest changed by -454 which decreased total open position to 2429
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 26.25, the open interest changed by 40 which increased total open position to 2888
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 18.18, the open interest changed by 85 which increased total open position to 3037
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 6.05, which was -0.4 lower than the previous day. The implied volatity was 18.82, the open interest changed by -66 which decreased total open position to 383
