SBILIFE
Sbi Life Insurance Co Ltd
1480
-42.90 (-2.82%)
Option Chain for SBILIFE
21 Nov 2024 02:40 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 375 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 535.75 | 0.00 | 1380 | -0.25 | 1.40 | 31.93 | 74 | 18 | 46 | -0.05 |
| 0.92 | 7 | 7 | 12 | 29.72 | 84.90 | -385.65 | 1400 | 0.00 | 2.25 | 29.86 | 866 | 5 | 329 | -0.08 |
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|
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| - | 0 | 0 | 0 | - | 496.40 | 0.00 | 1420 | 0.70 | 4.05 | 28.66 | 697 | 75 | 181 | -0.13 |
| 0.80 | 2 | 2 | 3 | 25.81 | 48.85 | -383.60 | 1440 | 2.35 | 7.30 | 27.87 | 1,523 | 81 | 260 | -0.22 |
| 0.68 | 33 | 8 | 65 | 25.40 | 34.00 | -32.65 | 1460 | 5.75 | 12.90 | 27.63 | 1,385 | -75 | 438 | -0.34 |
| 0.53 | 261 | 239 | 1,089 | 24.63 | 21.60 | -28.50 | 1480 | 10.15 | 20.90 | 27.23 | 2,028 | 80 | 384 | -0.47 |
| 0.38 | 905 | 585 | 4,500 | 24.78 | 13.00 | -22.35 | 1500 | 15.95 | 32.05 | 27.21 | 2,501 | 12 | 587 | -0.61 |
| 0.24 | 612 | 222 | 1,912 | 25.05 | 7.30 | -15.75 | 1520 | 23.25 | 46.45 | 28.18 | 603 | -47 | 445 | -0.73 |
| 0.15 | 706 | 74 | 2,645 | 26.25 | 4.25 | -9.25 | 1540 | 28.30 | 62.20 | 27.96 | 282 | -12 | 381 | -0.83 |
| 0.10 | 1,012 | 226 | 1,995 | 27.69 | 2.55 | -4.95 | 1560 | 31.95 | 80.10 | 29.20 | 71 | -29 | 169 | -0.89 |
| 0.06 | 678 | -44 | 1,327 | 29.17 | 1.55 | -2.30 | 1580 | 37.25 | 101.05 | 37.00 | 40 | -21 | 173 | -0.89 |
| 0.04 | 1,741 | -91 | 1,353 | 29.96 | 0.85 | -1.25 | 1600 | 37.00 | 120.00 | 39.18 | 45 | -10 | 368 | -0.91 |
| 0.02 | 756 | -155 | 473 | 30.63 | 0.45 | -0.65 | 1620 | 39.90 | 138.30 | 36.97 | 18 | -5 | 225 | -0.96 |
| 0.01 | 3,643 | -2 | 391 | 32.32 | 0.30 | -0.35 | 1640 | 0.00 | 119.00 | 0.00 | 0 | -7 | 0 | 0.00 |
| 0.01 | 1,260 | -20 | 238 | 32.72 | 0.15 | -0.35 | 1660 | 59.15 | 165.20 | - | 3 | 2 | 55 | - |
| 0.01 | 249 | -27 | 47 | 39.68 | 0.35 | -0.15 | 1680 | 0.00 | 108.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 1,401 | -180 | 420 | 42.90 | 0.35 | -0.15 | 1700 | 42.90 | 222.00 | 68.95 | 89 | -80 | 163 | -0.92 |
| 0.01 | 199 | -29 | 73 | 45.15 | 0.30 | -0.15 | 1720 | 0.00 | 152.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 203 | -1 | 26 | 48.21 | 0.30 | -0.15 | 1740 | 0.00 | 100.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 128 | -15 | 29 | 51.17 | 0.30 | -0.15 | 1760 | 0.00 | 135.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 105 | 0 | 3 | - | 0.20 | -0.10 | 1780 | 0.00 | 33.70 | - | 0 | 0 | 0 | - |
| - | 817 | -84 | 166 | - | 0.30 | -0.10 | 1800 | 31.30 | 306.30 | - | 2 | 0 | 50 | - |
| - | 39 | -1 | 2 | - | 0.10 | -0.20 | 1820 | 0.00 | 180.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 10 | 0 | 2 | - | 0.15 | -0.05 | 1840 | 0.00 | 86.50 | - | 0 | 0 | 0 | - |
| 14,767 | 4,254 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
