SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 890 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.23
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 1.25 | -0.8 | 20.26 | 12,805 | 293 | 3,714 | |||||||||
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| 21 Sept | 862.35 | 2.15 | 0.3 | 16.54 | 12,025 | 619 | 3,427 | |||||||||
| 18 Sept | 854.35 | 1.85 | -1.35 | 18.42 | 11,530 | 538 | 2,815 | |||||||||
| 14 Sept | 823.55 | 0.5 | -0.15 | 18.32 | 1,548 | 534 | 1,070 | |||||||||
| 17 Aug | 826.55 | 10.35 | 0 | 4.80 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 890 expiring on 30SEP2025
Delta for 890 CE is 0.10
Historical price for 890 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 1.25, which was -0.8 lower than the previous day. The implied volatity was 20.26, the open interest changed by 293 which increased total open position to 3714
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 2.15, which was 0.3 higher than the previous day. The implied volatity was 16.54, the open interest changed by 619 which increased total open position to 3427
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 1.85, which was -1.35 lower than the previous day. The implied volatity was 18.42, the open interest changed by 538 which increased total open position to 2815
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 18.32, the open interest changed by 534 which increased total open position to 1070
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
| SBIN 30SEP2025 890 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.17
Theta: 0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 34.05 | 5.1 | 17.51 | 504 | 12 | 192 |
| 21 Sept | 862.35 | 28.05 | -7.65 | 19.36 | 477 | 44 | 180 |
| 18 Sept | 854.35 | 35.95 | 2.65 | 21.47 | 292 | 52 | 136 |
| 14 Sept | 823.55 | 78.25 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 826.55 | 94.75 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 890 expiring on 30SEP2025
Delta for 890 PE is -0.93
Historical price for 890 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 34.05, which was 5.1 higher than the previous day. The implied volatity was 17.51, the open interest changed by 12 which increased total open position to 192
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 28.05, which was -7.65 lower than the previous day. The implied volatity was 19.36, the open interest changed by 44 which increased total open position to 180
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 35.95, which was 2.65 higher than the previous day. The implied volatity was 21.47, the open interest changed by 52 which increased total open position to 136
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 78.25, 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
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 94.75, 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
