SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.17
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 0.85 | -0.55 | 22.29 | 9,736 | -671 | 6,978 | |||||||||
| 21 Sept | 862.35 | 1.4 | 0.05 | 18.18 | 16,346 | 357 | 7,596 | |||||||||
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| 18 Sept | 854.35 | 1.35 | -0.85 | 20.23 | 20,596 | 2,039 | 7,314 | |||||||||
| 14 Sept | 823.55 | 0.5 | -0.05 | 20.57 | 4,499 | 1,833 | 7,441 | |||||||||
| 17 Aug | 826.55 | 3.1 | 0.15 | 17.34 | 244 | 34 | 824 | |||||||||
For State Bank Of India - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.07
Historical price for 900 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 22.29, the open interest changed by -671 which decreased total open position to 6978
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 18.18, the open interest changed by 357 which increased total open position to 7596
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 20.23, the open interest changed by 2039 which increased total open position to 7314
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 20.57, the open interest changed by 1833 which increased total open position to 7441
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 3.1, which was 0.15 higher than the previous day. The implied volatity was 17.34, the open interest changed by 34 which increased total open position to 824
| SBIN 30SEP2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.12
Theta: 0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 43.75 | 5.05 | 19.26 | 307 | -106 | 609 |
| 21 Sept | 862.35 | 37.3 | -7.75 | 21.82 | 486 | 29 | 715 |
| 18 Sept | 854.35 | 45.2 | 2.9 | 23.33 | 410 | -39 | 686 |
| 14 Sept | 823.55 | 75.7 | 1.5 | 31.48 | 13 | -9 | 831 |
| 17 Aug | 826.55 | 70.5 | -3.5 | 23.36 | 4 | 1 | 16 |
For State Bank Of India - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.96
Historical price for 900 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 43.75, which was 5.05 higher than the previous day. The implied volatity was 19.26, the open interest changed by -106 which decreased total open position to 609
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 37.3, which was -7.75 lower than the previous day. The implied volatity was 21.82, the open interest changed by 29 which increased total open position to 715
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 45.2, which was 2.9 higher than the previous day. The implied volatity was 23.33, the open interest changed by -39 which decreased total open position to 686
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 75.7, which was 1.5 higher than the previous day. The implied volatity was 31.48, the open interest changed by -9 which decreased total open position to 831
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 70.5, which was -3.5 lower than the previous day. The implied volatity was 23.36, the open interest changed by 1 which increased total open position to 16
