SBIN
State Bank Of India
Historical option data for SBIN
22 Sep 2025 08:00 PM IST
| SBIN 30SEP2025 980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 855.25 | 0.1 | -0.1 | 36.45 | 30 | 21 | 86 | |||||||||
| 21 Sept | 862.35 | 0.2 | -0.05 | 31.58 | 127 | -32 | 67 | |||||||||
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| 18 Sept | 854.35 | 0.25 | -6.45 | 33.37 | 141 | 96 | 96 | |||||||||
For State Bank Of India - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.01
Historical price for 980 CE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 36.45, the open interest changed by 21 which increased total open position to 86
On 21 Sept SBIN was trading at 862.35. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 31.58, the open interest changed by -32 which decreased total open position to 67
On 18 Sept SBIN was trading at 854.35. The strike last trading price was 0.25, which was -6.45 lower than the previous day. The implied volatity was 33.37, the open interest changed by 96 which increased total open position to 96
| SBIN 30SEP2025 980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 855.25 | 173.95 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 862.35 | 173.95 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 854.35 | 173.95 | 0 | - | 0 | 0 | 0 |
For State Bank Of India - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -
Historical price for 980 PE is as follows
On 22 Sept SBIN was trading at 855.25. The strike last trading price was 173.95, 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 173.95, 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 173.95, 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
