SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.29
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 28.5 | -6.2 | 20.52 | 876 | -201 | 3,561 | |||||||||
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| 21 Sept | 862.35 | 35.25 | 7 | 12.57 | 2,076 | -339 | 3,763 | |||||||||
| 18 Sept | 854.35 | 28.35 | -4.45 | 15.55 | 2,468 | -250 | 4,102 | |||||||||
| 14 Sept | 823.55 | 8.1 | -0.95 | 12.86 | 11,888 | 346 | 5,968 | |||||||||
| 17 Aug | 826.55 | 20.75 | 1.6 | 14.88 | 223 | 67 | 453 | |||||||||
For State Bank Of India - strike price 830 expiring on 30SEP2025
Delta for 830 CE is 0.85
Historical price for 830 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 28.5, which was -6.2 lower than the previous day. The implied volatity was 20.52, the open interest changed by -201 which decreased total open position to 3561
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 35.25, which was 7 higher than the previous day. The implied volatity was 12.57, the open interest changed by -339 which decreased total open position to 3763
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 28.35, which was -4.45 lower than the previous day. The implied volatity was 15.55, the open interest changed by -250 which decreased total open position to 4102
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 8.1, which was -0.95 lower than the previous day. The implied volatity was 12.86, the open interest changed by 346 which increased total open position to 5968
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 20.75, which was 1.6 higher than the previous day. The implied volatity was 14.88, the open interest changed by 67 which increased total open position to 453
| SBIN 30SEP2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.27
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 1.65 | 0 | 19.34 | 5,641 | -795 | 4,103 |
| 21 Sept | 862.35 | 1.5 | -1.2 | 19.42 | 7,874 | -173 | 4,927 |
| 18 Sept | 854.35 | 2.6 | -0.55 | 18.56 | 10,569 | 353 | 5,104 |
| 14 Sept | 823.55 | 13.05 | 0.35 | 15.94 | 3,083 | 3 | 2,360 |
| 17 Aug | 826.55 | 18.5 | -1.6 | 18.20 | 96 | 41 | 147 |
For State Bank Of India - strike price 830 expiring on 30SEP2025
Delta for 830 PE is -0.13
Historical price for 830 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 19.34, the open interest changed by -795 which decreased total open position to 4103
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 1.5, which was -1.2 lower than the previous day. The implied volatity was 19.42, the open interest changed by -173 which decreased total open position to 4927
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 18.56, the open interest changed by 353 which increased total open position to 5104
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 13.05, which was 0.35 higher than the previous day. The implied volatity was 15.94, the open interest changed by 3 which increased total open position to 2360
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 18.5, which was -1.6 lower than the previous day. The implied volatity was 18.20, the open interest changed by 41 which increased total open position to 147
