SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.32
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 2.05 | -1.55 | 18.55 | 20,939 | 576 | 6,201 | |||||||||
| 21 Sept | 862.35 | 3.6 | 0.75 | 15.21 | 30,130 | 106 | 5,645 | |||||||||
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| 18 Sept | 854.35 | 2.85 | -2.1 | 16.96 | 23,137 | 513 | 5,530 | |||||||||
| 14 Sept | 823.55 | 0.7 | -0.2 | 17.09 | 1,143 | 113 | 3,039 | |||||||||
| 17 Aug | 826.55 | 5.5 | 0.45 | 16.63 | 374 | 131 | 918 | |||||||||
For State Bank Of India - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.17
Historical price for 880 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 2.05, which was -1.55 lower than the previous day. The implied volatity was 18.55, the open interest changed by 576 which increased total open position to 6201
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 3.6, which was 0.75 higher than the previous day. The implied volatity was 15.21, the open interest changed by 106 which increased total open position to 5645
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 2.85, which was -2.1 lower than the previous day. The implied volatity was 16.96, the open interest changed by 513 which increased total open position to 5530
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 17.09, the open interest changed by 113 which increased total open position to 3039
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 5.5, which was 0.45 higher than the previous day. The implied volatity was 16.63, the open interest changed by 131 which increased total open position to 918
| SBIN 30SEP2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.29
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 25 | 4.7 | 17.16 | 1,726 | -37 | 863 |
| 21 Sept | 862.35 | 19.6 | -7.2 | 17.59 | 1,300 | 243 | 900 |
| 18 Sept | 854.35 | 26.85 | 1.85 | 19.16 | 1,965 | 380 | 657 |
| 14 Sept | 823.55 | 56.1 | 1.6 | 26.15 | 11 | -4 | 208 |
| 17 Aug | 826.55 | 58 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.85
Historical price for 880 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 25, which was 4.7 higher than the previous day. The implied volatity was 17.16, the open interest changed by -37 which decreased total open position to 863
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 19.6, which was -7.2 lower than the previous day. The implied volatity was 17.59, the open interest changed by 243 which increased total open position to 900
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 26.85, which was 1.85 higher than the previous day. The implied volatity was 19.16, the open interest changed by 380 which increased total open position to 657
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 56.1, which was 1.6 higher than the previous day. The implied volatity was 26.15, the open interest changed by -4 which decreased total open position to 208
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
