SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.39
Theta: -0.62
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 855.25 | 19.75 | -6.05 | 18.43 | 2,946 | -381 | 2,925 | |||||||||
| 21 Sept | 862.35 | 26.3 | 6.1 | 14.34 | 5,830 | -366 | 3,307 | |||||||||
| 18 Sept | 854.35 | 19.95 | -4.75 | 15.14 | 8,580 | -504 | 3,683 | |||||||||
| 14 Sept | 823.55 | 4.75 | -0.7 | 13.35 | 7,211 | 439 | 5,761 | |||||||||
| 17 Aug | 826.55 | 16 | 1.25 | 15.04 | 169 | 46 | 341 | |||||||||
For State Bank Of India - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.77
Historical price for 840 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 19.75, which was -6.05 lower than the previous day. The implied volatity was 18.43, the open interest changed by -381 which decreased total open position to 2925
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 26.3, which was 6.1 higher than the previous day. The implied volatity was 14.34, the open interest changed by -366 which decreased total open position to 3307
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 19.95, which was -4.75 lower than the previous day. The implied volatity was 15.14, the open interest changed by -504 which decreased total open position to 3683
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 4.75, which was -0.7 lower than the previous day. The implied volatity was 13.35, the open interest changed by 439 which increased total open position to 5761
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 16, which was 1.25 higher than the previous day. The implied volatity was 15.04, the open interest changed by 46 which increased total open position to 341
| SBIN 30SEP2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.38
Theta: -0.37
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 2.95 | 0.35 | 17.75 | 9,572 | -397 | 5,037 |
| 21 Sept | 862.35 | 2.4 | -2 | 17.85 | 11,606 | 343 | 5,544 |
| 18 Sept | 854.35 | 4.3 | -0.6 | 17.46 | 13,082 | -393 | 5,125 |
| 14 Sept | 823.55 | 19.6 | 0.45 | 16.65 | 1,109 | 3 | 1,111 |
| 17 Aug | 826.55 | 24.55 | -1.15 | 19.11 | 57 | 4 | 117 |
For State Bank Of India - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.22
Historical price for 840 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 2.95, which was 0.35 higher than the previous day. The implied volatity was 17.75, the open interest changed by -397 which decreased total open position to 5037
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 2.4, which was -2 lower than the previous day. The implied volatity was 17.85, the open interest changed by 343 which increased total open position to 5544
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 4.3, which was -0.6 lower than the previous day. The implied volatity was 17.46, the open interest changed by -393 which decreased total open position to 5125
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 19.6, which was 0.45 higher than the previous day. The implied volatity was 16.65, the open interest changed by 3 which increased total open position to 1111
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 24.55, which was -1.15 lower than the previous day. The implied volatity was 19.11, the open interest changed by 4 which increased total open position to 117
