SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.48
Theta: -0.68
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 12.6 | -5.05 | 17.78 | 7,434 | -691 | 3,138 | |||||||||
| 21 Sept | 862.35 | 17.85 | 4.55 | 13.79 | 20,857 | -1,242 | 3,894 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 854.35 | 13.1 | -4.35 | 15.03 | 20,494 | 245 | 5,094 | |||||||||
| 14 Sept | 823.55 | 2.75 | -0.4 | 14.02 | 4,662 | 40 | 4,168 | |||||||||
| 17 Aug | 826.55 | 12.35 | 1.05 | 15.41 | 148 | 39 | 449 | |||||||||
For State Bank Of India - strike price 850 expiring on 30SEP2025
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 12.6, which was -5.05 lower than the previous day. The implied volatity was 17.78, the open interest changed by -691 which decreased total open position to 3138
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 17.85, which was 4.55 higher than the previous day. The implied volatity was 13.79, the open interest changed by -1242 which decreased total open position to 3894
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 13.1, which was -4.35 lower than the previous day. The implied volatity was 15.03, the open interest changed by 245 which increased total open position to 5094
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 2.75, which was -0.4 lower than the previous day. The implied volatity was 14.02, the open interest changed by 40 which increased total open position to 4168
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 12.35, which was 1.05 higher than the previous day. The implied volatity was 15.41, the open interest changed by 39 which increased total open position to 449
| SBIN 30SEP2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.48
Theta: -0.41
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 5.45 | 1.05 | 16.55 | 16,638 | -900 | 4,373 |
| 21 Sept | 862.35 | 4.1 | -3.3 | 16.67 | 22,184 | 440 | 5,295 |
| 18 Sept | 854.35 | 7.2 | -0.4 | 16.71 | 20,818 | -402 | 4,854 |
| 14 Sept | 823.55 | 27.4 | 0.5 | 17.72 | 402 | -4 | 2,079 |
| 17 Aug | 826.55 | 30.5 | -1.8 | 19.35 | 43 | 37 | 156 |
For State Bank Of India - strike price 850 expiring on 30SEP2025
Delta for 850 PE is -0.37
Historical price for 850 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 5.45, which was 1.05 higher than the previous day. The implied volatity was 16.55, the open interest changed by -900 which decreased total open position to 4373
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 4.1, which was -3.3 lower than the previous day. The implied volatity was 16.67, the open interest changed by 440 which increased total open position to 5295
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 7.2, which was -0.4 lower than the previous day. The implied volatity was 16.71, the open interest changed by -402 which decreased total open position to 4854
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 27.4, which was 0.5 higher than the previous day. The implied volatity was 17.72, the open interest changed by -4 which decreased total open position to 2079
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 30.5, which was -1.8 lower than the previous day. The implied volatity was 19.35, the open interest changed by 37 which increased total open position to 156
