SBIN
State Bank Of India
Historical option data for SBIN
28 Sep 2025 10:07 PM IST
| SBIN 28-OCT-2025 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.36
Theta: -0.14
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 856.95 | 1.85 | -0.75 | 21.78 | 557 | 37 | 455 | |||||||||
|
|
||||||||||||||||
| 22 Sept | 855.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 862.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 854.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For State Bank Of India - strike price 950 expiring on 28OCT2025
Delta for 950 CE is 0.08
Historical price for 950 CE is as follows
On 28 Sept SBIN was trading at 856.95. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 21.78, the open interest changed by 37 which increased total open position to 455
On 22 Sept SBIN was trading at 855.25. 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 21 Sept SBIN was trading at 862.35. 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 18 Sept SBIN was trading at 854.35. 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 28OCT2025 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.58
Theta: -0.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 856.95 | 90 | 9.45 | 28.96 | 70 | 57 | 62 |
| 22 Sept | 855.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 862.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 854.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For State Bank Of India - strike price 950 expiring on 28OCT2025
Delta for 950 PE is -0.85
Historical price for 950 PE is as follows
On 28 Sept SBIN was trading at 856.95. The strike last trading price was 90, which was 9.45 higher than the previous day. The implied volatity was 28.96, the open interest changed by 57 which increased total open position to 62
On 22 Sept SBIN was trading at 855.25. 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 21 Sept SBIN was trading at 862.35. 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 18 Sept SBIN was trading at 854.35. 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
