SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.21
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 37.7 | -6.45 | 22.32 | 329 | -95 | 4,193 | |||||||||
| 21 Sept | 862.35 | 44 | 6.4 | - | 1,562 | -79 | 4,288 | |||||||||
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| 18 Sept | 854.35 | 37.35 | -4.45 | 15.32 | 1,307 | -170 | 4,367 | |||||||||
| 14 Sept | 823.55 | 13.2 | -1.45 | 12.58 | 12,117 | -109 | 7,823 | |||||||||
| 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 0.91
Historical price for 820 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 37.7, which was -6.45 lower than the previous day. The implied volatity was 22.32, the open interest changed by -95 which decreased total open position to 4193
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 44, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 4288
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 37.35, which was -4.45 lower than the previous day. The implied volatity was 15.32, the open interest changed by -170 which decreased total open position to 4367
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 13.2, which was -1.45 lower than the previous day. The implied volatity was 12.58, the open interest changed by -109 which decreased total open position to 7823
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: -0.09
Vega: 0.20
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 1.15 | 0 | 22.06 | 5,350 | -946 | 7,225 |
| 21 Sept | 862.35 | 1 | -0.75 | 21.20 | 6,843 | 674 | 8,181 |
| 18 Sept | 854.35 | 1.75 | -0.4 | 20.34 | 9,375 | 963 | 7,495 |
| 14 Sept | 823.55 | 8.2 | 0 | 15.78 | 6,487 | -30 | 4,328 |
| 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 -0.09
Historical price for 820 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 22.06, the open interest changed by -946 which decreased total open position to 7225
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 21.20, the open interest changed by 674 which increased total open position to 8181
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 20.34, the open interest changed by 963 which increased total open position to 7495
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 8.2, which was 0 lower than the previous day. The implied volatity was 15.78, the open interest changed by -30 which decreased total open position to 4328
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
