SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 0.25 | -0.2 | 26.86 | 339 | 37 | 288 | |||||||||
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| 21 Sept | 862.35 | 0.45 | 0 | 22.60 | 799 | 70 | 248 | |||||||||
| 18 Sept | 854.35 | 0.45 | -4.6 | 24.00 | 428 | 164 | 164 | |||||||||
| 14 Sept | 823.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 826.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 930 expiring on 30SEP2025
Delta for 930 CE is 0.02
Historical price for 930 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 26.86, the open interest changed by 37 which increased total open position to 288
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 22.60, the open interest changed by 70 which increased total open position to 248
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.45, which was -4.6 lower than the previous day. The implied volatity was 24.00, the open interest changed by 164 which increased total open position to 164
On 14 Sept SBIN was trading at 823.55. 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
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 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 129.1 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 862.35 | 129.1 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 854.35 | 129.1 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 823.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 826.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 930 expiring on 30SEP2025
Delta for 930 PE is -
Historical price for 930 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 129.1, 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
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 129.1, 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
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 129.1, 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
On 14 Sept SBIN was trading at 823.55. 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
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
