SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.50
Theta: -0.65
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 855.25 | 7.3 | -3.65 | 17.60 | 39,280 | 2,003 | 10,630 | |||||||||
| 21 Sept | 862.35 | 11 | 2.85 | 13.73 | 63,868 | -2,154 | 8,645 | |||||||||
| 18 Sept | 854.35 | 8.1 | -3.65 | 15.52 | 57,140 | 4,379 | 11,054 | |||||||||
| 14 Sept | 823.55 | 1.65 | -0.25 | 14.91 | 1,860 | 37 | 1,843 | |||||||||
| 17 Aug | 826.55 | 9.35 | 0.75 | 15.70 | 91 | 45 | 351 | |||||||||
For State Bank Of India - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.44
Historical price for 860 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 7.3, which was -3.65 lower than the previous day. The implied volatity was 17.60, the open interest changed by 2003 which increased total open position to 10630
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 11, which was 2.85 higher than the previous day. The implied volatity was 13.73, the open interest changed by -2154 which decreased total open position to 8645
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 8.1, which was -3.65 lower than the previous day. The implied volatity was 15.52, the open interest changed by 4379 which increased total open position to 11054
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 14.91, the open interest changed by 37 which increased total open position to 1843
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 9.35, which was 0.75 higher than the previous day. The implied volatity was 15.70, the open interest changed by 45 which increased total open position to 351
| SBIN 30SEP2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.50
Theta: -0.37
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 10.05 | 2.35 | 16.27 | 24,152 | -1,731 | 4,184 |
| 21 Sept | 862.35 | 7.3 | -4.85 | 16.21 | 24,836 | 1,795 | 5,932 |
| 18 Sept | 854.35 | 12.1 | 0.3 | 16.95 | 17,153 | 1,089 | 4,100 |
| 14 Sept | 823.55 | 36.35 | 0.6 | 19.71 | 77 | -6 | 321 |
| 17 Aug | 826.55 | 36.9 | -2.4 | 19.44 | 18 | 15 | 69 |
For State Bank Of India - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.56
Historical price for 860 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 10.05, which was 2.35 higher than the previous day. The implied volatity was 16.27, the open interest changed by -1731 which decreased total open position to 4184
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 7.3, which was -4.85 lower than the previous day. The implied volatity was 16.21, the open interest changed by 1795 which increased total open position to 5932
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 12.1, which was 0.3 higher than the previous day. The implied volatity was 16.95, the open interest changed by 1089 which increased total open position to 4100
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 36.35, which was 0.6 higher than the previous day. The implied volatity was 19.71, the open interest changed by -6 which decreased total open position to 321
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 36.9, which was -2.4 lower than the previous day. The implied volatity was 19.44, the open interest changed by 15 which increased total open position to 69
