SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 940 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 | -0.15 | 29.79 | 1,193 | -333 | 1,179 | |||||||||
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| 21 Sept | 862.35 | 0.4 | 0.05 | 24.82 | 2,224 | -15 | 1,505 | |||||||||
| 18 Sept | 854.35 | 0.4 | -0.15 | 26.18 | 3,534 | 398 | 1,546 | |||||||||
| 14 Sept | 823.55 | 0.25 | 0 | 26.16 | 194 | -41 | 427 | |||||||||
| 17 Aug | 826.55 | 1.4 | -9.9 | 20.13 | 5 | 4 | 3 | |||||||||
For State Bank Of India - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.02
Historical price for 940 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 29.79, the open interest changed by -333 which decreased total open position to 1179
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 24.82, the open interest changed by -15 which decreased total open position to 1505
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 26.18, the open interest changed by 398 which increased total open position to 1546
On 14 Sept SBIN was trading at 823.55. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 26.16, the open interest changed by -41 which decreased total open position to 427
On 17 Aug SBIN was trading at 826.55. The strike last trading price was 1.4, which was -9.9 lower than the previous day. The implied volatity was 20.13, the open interest changed by 4 which increased total open position to 3
| SBIN 30SEP2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 139.2 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 862.35 | 139.2 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 854.35 | 139.2 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 823.55 | 139.2 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 826.55 | 139.2 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -
Historical price for 940 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 139.2, 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 139.2, 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 139.2, 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 139.2, 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 17 Aug SBIN was trading at 826.55. The strike last trading price was 139.2, 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
