SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 870 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.43
Theta: -0.53
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 3.8 | -2.4 | 17.59 | 35,335 | 1,983 | 8,806 | |||||||||
| 21 Sept | 862.35 | 6.2 | 1.45 | 14.02 | 39,607 | 946 | 6,904 | |||||||||
| 18 Sept | 854.35 | 4.7 | -2.9 | 15.88 | 30,971 | 1,262 | 5,895 | |||||||||
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| 14 Sept | 823.55 | 1 | -0.2 | 15.78 | 1,296 | -40 | 1,730 | |||||||||
| 17 Aug | 826.55 | 7.15 | 0.7 | 16.14 | 55 | 27 | 148 | |||||||||
For State Bank Of India - strike price 870 expiring on 30SEP2025
Delta for 870 CE is 0.28
Historical price for 870 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 3.8, which was -2.4 lower than the previous day. The implied volatity was 17.59, the open interest changed by 1983 which increased total open position to 8806
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 6.2, which was 1.45 higher than the previous day. The implied volatity was 14.02, the open interest changed by 946 which increased total open position to 6904
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 4.7, which was -2.9 lower than the previous day. The implied volatity was 15.88, the open interest changed by 1262 which increased total open position to 5895
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 15.78, the open interest changed by -40 which decreased total open position to 1730
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 7.15, which was 0.7 higher than the previous day. The implied volatity was 16.14, the open interest changed by 27 which increased total open position to 148
| SBIN 30SEP2025 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.42
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 16.8 | 4.05 | 16.65 | 7,807 | -168 | 1,454 |
| 21 Sept | 862.35 | 12.15 | -6.6 | 15.93 | 7,822 | 824 | 1,553 |
| 18 Sept | 854.35 | 18.6 | 1 | 17.44 | 4,613 | -115 | 790 |
| 14 Sept | 823.55 | 46.2 | 1 | 22.98 | 65 | -1 | 223 |
| 17 Aug | 826.55 | 44.1 | -3.1 | 19.74 | 14 | 11 | 24 |
For State Bank Of India - strike price 870 expiring on 30SEP2025
Delta for 870 PE is -0.73
Historical price for 870 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 16.8, which was 4.05 higher than the previous day. The implied volatity was 16.65, the open interest changed by -168 which decreased total open position to 1454
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 12.15, which was -6.6 lower than the previous day. The implied volatity was 15.93, the open interest changed by 824 which increased total open position to 1553
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 18.6, which was 1 higher than the previous day. The implied volatity was 17.44, the open interest changed by -115 which decreased total open position to 790
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 46.2, which was 1 higher than the previous day. The implied volatity was 22.98, the open interest changed by -1 which decreased total open position to 223
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 44.1, which was -3.1 lower than the previous day. The implied volatity was 19.74, the open interest changed by 11 which increased total open position to 24
