SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 28OCT2025 850 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.02
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 25.65 | -4.6 | 17.32 | 679 | 11 | 898 | |||||||||
| 21 Sept | 862.35 | 30.8 | 5 | 16.20 | 1,229 | -163 | 890 | |||||||||
| 18 Sept | 854.35 | 25.7 | -3.55 | 16.30 | 1,095 | 117 | 1,049 | |||||||||
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| 14 Sept | 823.55 | 10.3 | -0.2 | 14.60 | 211 | 109 | 365 | |||||||||
For State Bank Of India - strike price 850 expiring on 28OCT2025
Delta for 850 CE is 0.62
Historical price for 850 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 25.65, which was -4.6 lower than the previous day. The implied volatity was 17.32, the open interest changed by 11 which increased total open position to 898
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 30.8, which was 5 higher than the previous day. The implied volatity was 16.20, the open interest changed by -163 which decreased total open position to 890
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 25.7, which was -3.55 lower than the previous day. The implied volatity was 16.30, the open interest changed by 117 which increased total open position to 1049
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 10.3, which was -0.2 lower than the previous day. The implied volatity was 14.60, the open interest changed by 109 which increased total open position to 365
| SBIN 28OCT2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 1.02
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 13.45 | 1.4 | 18.14 | 658 | 118 | 997 |
| 21 Sept | 862.35 | 11.9 | -3 | 18.86 | 684 | 49 | 880 |
| 18 Sept | 854.35 | 14.9 | 0.3 | 18.68 | 1,024 | 150 | 829 |
| 14 Sept | 823.55 | 30 | 0.4 | 17.79 | 132 | 92 | 121 |
For State Bank Of India - strike price 850 expiring on 28OCT2025
Delta for 850 PE is -0.38
Historical price for 850 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 13.45, which was 1.4 higher than the previous day. The implied volatity was 18.14, the open interest changed by 118 which increased total open position to 997
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 11.9, which was -3 lower than the previous day. The implied volatity was 18.86, the open interest changed by 49 which increased total open position to 880
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 14.9, which was 0.3 higher than the previous day. The implied volatity was 18.68, the open interest changed by 150 which increased total open position to 829
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 30, which was 0.4 higher than the previous day. The implied volatity was 17.79, the open interest changed by 92 which increased total open position to 121
