SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 810 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.18
Theta: -0.51
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 47.65 | -6.35 | 26.76 | 232 | -100 | 1,830 | |||||||||
| 21 Sept | 862.35 | 54.95 | 7.85 | - | 417 | -52 | 1,932 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 854.35 | 47.2 | -4.1 | 17.82 | 321 | -78 | 1,982 | |||||||||
| 14 Sept | 823.55 | 19.8 | -1.35 | 11.94 | 2,317 | -59 | 3,793 | |||||||||
| 17 Aug | 826.55 | 32.7 | 2.4 | 14.34 | 36 | 2 | 102 | |||||||||
For State Bank Of India - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.92
Historical price for 810 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 47.65, which was -6.35 lower than the previous day. The implied volatity was 26.76, the open interest changed by -100 which decreased total open position to 1830
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 54.95, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 1932
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 47.2, which was -4.1 lower than the previous day. The implied volatity was 17.82, the open interest changed by -78 which decreased total open position to 1982
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 19.8, which was -1.35 lower than the previous day. The implied volatity was 11.94, the open interest changed by -59 which decreased total open position to 3793
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 32.7, which was 2.4 higher than the previous day. The implied volatity was 14.34, the open interest changed by 2 which increased total open position to 102
| SBIN 30SEP2025 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.15
Theta: -0.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 0.8 | -0.05 | 24.48 | 2,756 | -840 | 2,880 |
| 21 Sept | 862.35 | 0.75 | -0.5 | 23.41 | 4,560 | -458 | 3,738 |
| 18 Sept | 854.35 | 1.15 | -0.35 | 21.84 | 4,798 | 16 | 4,263 |
| 14 Sept | 823.55 | 4.95 | -0.15 | 16.03 | 4,139 | -51 | 4,358 |
| 17 Aug | 826.55 | 11 | -0.6 | 18.49 | 109 | 20 | 190 |
For State Bank Of India - strike price 810 expiring on 30SEP2025
Delta for 810 PE is -0.06
Historical price for 810 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 24.48, the open interest changed by -840 which decreased total open position to 2880
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.75, which was -0.5 lower than the previous day. The implied volatity was 23.41, the open interest changed by -458 which decreased total open position to 3738
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 21.84, the open interest changed by 16 which increased total open position to 4263
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 16.03, the open interest changed by -51 which decreased total open position to 4358
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 11, which was -0.6 lower than the previous day. The implied volatity was 18.49, the open interest changed by 20 which increased total open position to 190
