SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.15
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 57.45 | -6.75 | 30.10 | 103 | -19 | 874 | |||||||||
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| 21 Sept | 862.35 | 64.25 | 7.55 | - | 334 | -61 | 893 | |||||||||
| 18 Sept | 854.35 | 56.8 | -4 | 16.08 | 742 | -45 | 955 | |||||||||
| 14 Sept | 823.55 | 28.1 | -1.45 | 11.66 | 1,243 | 181 | 1,632 | |||||||||
| 17 Aug | 826.55 | 40 | 2.7 | 14.06 | 113 | 16 | 423 | |||||||||
For State Bank Of India - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.94
Historical price for 800 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 57.45, which was -6.75 lower than the previous day. The implied volatity was 30.10, the open interest changed by -19 which decreased total open position to 874
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 64.25, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 893
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 56.8, which was -4 lower than the previous day. The implied volatity was 16.08, the open interest changed by -45 which decreased total open position to 955
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 28.1, which was -1.45 lower than the previous day. The implied volatity was 11.66, the open interest changed by 181 which increased total open position to 1632
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 40, which was 2.7 higher than the previous day. The implied volatity was 14.06, the open interest changed by 16 which increased total open position to 423
| SBIN 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.11
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.6 | -0.1 | 27.09 | 4,073 | -135 | 7,293 |
| 21 Sept | 862.35 | 0.65 | -0.3 | 26.16 | 7,632 | 149 | 7,423 |
| 18 Sept | 854.35 | 0.9 | -0.2 | 24.14 | 6,180 | 566 | 7,311 |
| 14 Sept | 823.55 | 3.15 | -0.2 | 17.03 | 3,723 | 374 | 5,934 |
| 17 Aug | 826.55 | 8 | -0.65 | 18.39 | 464 | 113 | 1,103 |
For State Bank Of India - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.04
Historical price for 800 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 27.09, the open interest changed by -135 which decreased total open position to 7293
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 26.16, the open interest changed by 149 which increased total open position to 7423
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 24.14, the open interest changed by 566 which increased total open position to 7311
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 17.03, the open interest changed by 374 which increased total open position to 5934
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 18.39, the open interest changed by 113 which increased total open position to 1103
