SBICARD
Sbi Cards & Pay Ser Ltd
Historical option data for SBICARD
11 Dec 2024 04:11 PM IST
| SBICARD 26DEC2024 840 CE | ||||||||||
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Delta: 0.02
Vega: 0.06
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 730.75 | 0.25 | -0.05 | 30.35 | 14 | -8 | 22 | |||
| 10 Dec | 729.50 | 0.3 | 0.20 | 30.83 | 35 | 30 | 31 | |||
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| 9 Dec | 719.65 | 0.1 | 28.07 | 1 | 0 | 0 | ||||
For Sbi Cards & Pay Ser Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 CE is 0.02
Historical price for 840 CE is as follows
On 11 Dec SBICARD was trading at 730.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 30.35, the open interest changed by -8 which decreased total open position to 22
On 10 Dec SBICARD was trading at 729.50. The strike last trading price was 0.3, which was 0.20 higher than the previous day. The implied volatity was 30.83, the open interest changed by 30 which increased total open position to 31
On 9 Dec SBICARD was trading at 719.65. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 0
| SBICARD 26DEC2024 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 730.75 | 107.95 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 729.50 | 107.95 | -10.05 | 34.07 | 1 | 0 | 2 |
| 9 Dec | 719.65 | 118 | 44.44 | 2 | 1 | 1 | |
For Sbi Cards & Pay Ser Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 PE is 0.00
Historical price for 840 PE is as follows
On 11 Dec SBICARD was trading at 730.75. The strike last trading price was 107.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec SBICARD was trading at 729.50. The strike last trading price was 107.95, which was -10.05 lower than the previous day. The implied volatity was 34.07, the open interest changed by 0 which decreased total open position to 2
On 9 Dec SBICARD was trading at 719.65. The strike last trading price was 118, which was lower than the previous day. The implied volatity was 44.44, the open interest changed by 1 which increased total open position to 1
