SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.09
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 0.4 | -0.2 | 25.76 | 3,527 | -543 | 2,146 | |||||||||
| 21 Sept | 862.35 | 0.55 | -0.05 | 20.57 | 5,035 | -122 | 2,715 | |||||||||
| 18 Sept | 854.35 | 0.6 | -0.4 | 22.53 | 6,458 | -315 | 2,852 | |||||||||
| 14 Sept | 823.55 | 0.35 | 0.1 | 23.51 | 223 | 49 | 493 | |||||||||
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| 17 Aug | 826.55 | 1.9 | -0.05 | 18.42 | 46 | 14 | 149 | |||||||||
For State Bank Of India - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.03
Historical price for 920 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 25.76, the open interest changed by -543 which decreased total open position to 2146
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 20.57, the open interest changed by -122 which decreased total open position to 2715
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 22.53, the open interest changed by -315 which decreased total open position to 2852
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 23.51, the open interest changed by 49 which increased total open position to 493
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 18.42, the open interest changed by 14 which increased total open position to 149
| SBIN 30SEP2025 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1.00
Vega: 0.01
Theta: 0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 63.3 | 6.8 | 16.95 | 10 | -3 | 95 |
| 21 Sept | 862.35 | 56.5 | -7.6 | 26.87 | 2 | -2 | 100 |
| 18 Sept | 854.35 | 64.1 | 3.25 | 26.08 | 16 | 1 | 99 |
| 14 Sept | 823.55 | 94 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 826.55 | 93 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -1.00
Historical price for 920 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 63.3, which was 6.8 higher than the previous day. The implied volatity was 16.95, the open interest changed by -3 which decreased total open position to 95
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 56.5, which was -7.6 lower than the previous day. The implied volatity was 26.87, the open interest changed by -2 which decreased total open position to 100
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 64.1, which was 3.25 higher than the previous day. The implied volatity was 26.08, the open interest changed by 1 which increased total open position to 99
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 94, 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 93, 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
