SBIN
State Bank Of India
Historical option data for SBIN
28 Sep 2025 10:07 PM IST
| SBIN 28OCT2025 860 CE | ||||||||||||||||
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Delta: 0.55
Vega: 1.00
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 856.95 | 19.5 | -5 | 17.02 | 3,216 | 386 | 1,862 | |||||||||
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| 22 Sept | 855.25 | 20.15 | -4.2 | 17.35 | 1,901 | 227 | 1,566 | |||||||||
| 21 Sept | 862.35 | 24.8 | 4.3 | 16.44 | 1,908 | 101 | 1,332 | |||||||||
| 18 Sept | 854.35 | 20.35 | -3.45 | 16.49 | 1,434 | 321 | 1,245 | |||||||||
| 14 Sept | 823.55 | 7.35 | -0.6 | 14.65 | 97 | 34 | 449 | |||||||||
For State Bank Of India - strike price 860 expiring on 28OCT2025
Delta for 860 CE is 0.55
Historical price for 860 CE is as follows
On 28 Sept SBIN was trading at 856.95. The strike last trading price was 19.5, which was -5 lower than the previous day. The implied volatity was 17.02, the open interest changed by 386 which increased total open position to 1862
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 20.15, which was -4.2 lower than the previous day. The implied volatity was 17.35, the open interest changed by 227 which increased total open position to 1566
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 24.8, which was 4.3 higher than the previous day. The implied volatity was 16.44, the open interest changed by 101 which increased total open position to 1332
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 20.35, which was -3.45 lower than the previous day. The implied volatity was 16.49, the open interest changed by 321 which increased total open position to 1245
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 7.35, which was -0.6 lower than the previous day. The implied volatity was 14.65, the open interest changed by 34 which increased total open position to 449
| SBIN 28OCT2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 1.01
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 856.95 | 18.1 | 2.55 | 20.08 | 2,002 | -45 | 1,219 |
| 22 Sept | 855.25 | 18.25 | 2.25 | 18.51 | 870 | 55 | 628 |
| 21 Sept | 862.35 | 15.75 | -3.75 | 18.87 | 718 | 142 | 569 |
| 18 Sept | 854.35 | 19.5 | 1 | 18.83 | 503 | 113 | 431 |
| 14 Sept | 823.55 | 75.65 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 860 expiring on 28OCT2025
Delta for 860 PE is -0.45
Historical price for 860 PE is as follows
On 28 Sept SBIN was trading at 856.95. The strike last trading price was 18.1, which was 2.55 higher than the previous day. The implied volatity was 20.08, the open interest changed by -45 which decreased total open position to 1219
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 18.25, which was 2.25 higher than the previous day. The implied volatity was 18.51, the open interest changed by 55 which increased total open position to 628
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 15.75, which was -3.75 lower than the previous day. The implied volatity was 18.87, the open interest changed by 142 which increased total open position to 569
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 19.5, which was 1 higher than the previous day. The implied volatity was 18.83, the open interest changed by 113 which increased total open position to 431
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 75.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
