SBIN
State Bank Of India
Historical option data for SBIN
17 Aug 2025 12:54 AM IST
| SBIN 30SEP2025 820 CE | ||||||||||||||||
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Delta: 0.65
Vega: 1.09
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 826.55 | 26.35 | 2.05 | 14.69 | 264 | 5 | 536 | |||||||||
For State Bank Of India - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.65
Historical price for 820 CE is as follows
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 26.35, which was 2.05 higher than the previous day. The implied volatity was 14.69, the open interest changed by 5 which increased total open position to 536
| SBIN 30SEP2025 820 PE | |||||||
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Delta: -0.37
Vega: 1.12
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 826.55 | 14.6 | -0.95 | 18.51 | 245 | 14 | 383 |
For State Bank Of India - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.37
Historical price for 820 PE is as follows
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 14.6, which was -0.95 lower than the previous day. The implied volatity was 18.51, the open interest changed by 14 which increased total open position to 383
