SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 0.2 | -0.05 | 34.37 | 163 | -9 | 466 | |||||||||
| 21 Sept | 862.35 | 0.25 | 0 | 27.92 | 676 | -41 | 471 | |||||||||
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| 18 Sept | 854.35 | 0.25 | -0.15 | 28.96 | 675 | 280 | 513 | |||||||||
For State Bank Of India - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.01
Historical price for 960 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.37, the open interest changed by -9 which decreased total open position to 466
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 27.92, the open interest changed by -41 which decreased total open position to 471
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 28.96, the open interest changed by 280 which increased total open position to 513
| SBIN 30SEP2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 156.3 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 862.35 | 156.3 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 854.35 | 156.3 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -
Historical price for 960 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 156.3, 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 156.3, 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 156.3, 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
