SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 910 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.13
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 855.25 | 0.6 | -0.25 | 24.25 | 3,152 | -82 | 1,658 | |||||||||
| 21 Sept | 862.35 | 0.9 | 0.05 | 19.54 | 4,568 | 63 | 1,740 | |||||||||
| 18 Sept | 854.35 | 0.9 | -0.6 | 21.43 | 4,529 | 412 | 1,719 | |||||||||
| 14 Sept | 823.55 | 0.4 | -0.05 | 21.93 | 566 | 99 | 408 | |||||||||
| 17 Aug | 826.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 910 expiring on 30SEP2025
Delta for 910 CE is 0.05
Historical price for 910 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 24.25, the open interest changed by -82 which decreased total open position to 1658
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 19.54, the open interest changed by 63 which increased total open position to 1740
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 21.43, the open interest changed by 412 which increased total open position to 1719
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 21.93, the open interest changed by 99 which increased total open position to 408
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 0, 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
| SBIN 30SEP2025 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 52.25 | 4.85 | - | 108 | -38 | 82 |
| 21 Sept | 862.35 | 46.6 | -7.95 | 23.57 | 111 | 26 | 121 |
| 18 Sept | 854.35 | 54.8 | 3.2 | 25.63 | 60 | -4 | 94 |
| 14 Sept | 823.55 | 85.05 | -9.95 | 32.54 | 2 | -1 | 76 |
| 17 Aug | 826.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 910 expiring on 30SEP2025
Delta for 910 PE is -
Historical price for 910 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 52.25, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 82
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 46.6, which was -7.95 lower than the previous day. The implied volatity was 23.57, the open interest changed by 26 which increased total open position to 121
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 54.8, which was 3.2 higher than the previous day. The implied volatity was 25.63, the open interest changed by -4 which decreased total open position to 94
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 85.05, which was -9.95 lower than the previous day. The implied volatity was 32.54, the open interest changed by -1 which decreased total open position to 76
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 0, 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
