SBILIFE
Sbi Life Insurance Co Ltd
1400.6
-5.30 (-0.38%)
Option Chain for SBILIFE
20 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 375 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 247.75 | 0.00 | 1200 | -0.05 | 0.15 | 48.42 | 28 | 0 | 231 | -0.01 |
- | 0 | 0 | 0 | - | 415.95 | 0.00 | 1220 | 0.00 | 0.25 | 28.11 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 625.50 | 0.00 | 1240 | 0.00 | 0.50 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 376.75 | 0.00 | 1260 | 0.00 | 0.70 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 641.55 | 0.00 | 1280 | 0.05 | 0.45 | 35.06 | 39 | 0 | 291 | -0.02 |
- | 5 | 0 | 3 | - | 98.05 | -11.10 | 1300 | -0.25 | 0.50 | 30.46 | 203 | -17 | 463 | -0.02 |
0.00 | 0 | 6 | 0 | 0.00 | 70.00 | 0.00 | 1320 | -0.25 | 0.90 | 28.11 | 194 | -4 | 411 | -0.04 |
- | 42 | -5 | 8 | - | 55.00 | -12.60 | 1340 | -0.50 | 1.80 | 26.26 | 818 | 51 | 727 | -0.08 |
0.92 | 62 | -2 | 36 | 17.78 | 44.45 | -4.95 | 1360 | -0.45 | 4.10 | 25.59 | 1,752 | 28 | 572 | -0.17 |
0.75 | 261 | 28 | 578 | 19.70 | 28.60 | -6.30 | 1380 | -0.25 | 8.95 | 25.72 | 1,445 | 152 | 852 | -0.30 |
0.54 | 1,400 | 329 | 3,029 | 21.58 | 17.15 | -4.55 | 1400 | 1.50 | 17.40 | 26.55 | 3,029 | 300 | 1,446 | -0.47 |
0.35 | 1,797 | 133 | 4,473 | 23.51 | 9.90 | -2.85 | 1420 | 2.40 | 29.35 | 27.63 | 1,077 | 48 | 595 | -0.62 |
0.22 | 2,220 | 54 | 2,845 | 25.44 | 5.65 | -1.80 | 1440 | 3.90 | 45.00 | 30.31 | 218 | -43 | 921 | -0.74 |
0.14 | 2,247 | -121 | 2,642 | 28.01 | 3.50 | -0.75 | 1460 | 5.70 | 63.35 | 35.21 | 39 | -17 | 630 | -0.80 |
0.09 | 2,136 | -77 | 1,157 | 30.51 | 2.25 | -0.50 | 1480 | 5.10 | 81.60 | 38.36 | 50 | -8 | 379 | -0.85 |
0.06 | 4,379 | -209 | 1,869 | 33.64 | 1.65 | -0.35 | 1500 | 5.20 | 101.40 | 44.27 | 27 | -17 | 221 | -0.87 |
0.05 | 1,005 | -22 | 541 | 36.35 | 1.20 | -0.25 | 1520 | 5.35 | 120.50 | 47.67 | 29 | -10 | 206 | -0.90 |
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0.04 | 1,059 | 72 | 555 | 40.40 | 1.10 | -0.20 | 1540 | -3.25 | 133.00 | - | 2 | 0 | 92 | - |
0.03 | 698 | 6 | 274 | 42.97 | 0.85 | -0.20 | 1560 | 0.00 | 155.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 469 | -19 | 118 | 45.77 | 0.70 | -0.20 | 1580 | 0.00 | 110.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 2,101 | -173 | 884 | 48.06 | 0.55 | -0.10 | 1600 | 0.00 | 199.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 405 | -22 | 63 | 51.89 | 0.55 | -0.20 | 1620 | 0.00 | 229.00 | 0.00 | 0 | -1 | 0 | 0.00 |
0.01 | 206 | -23 | 45 | 52.38 | 0.35 | -0.20 | 1640 | 0.00 | 15.35 | - | 0 | 0 | 0 | - |
- | 135 | 0 | 15 | - | 0.35 | 0.10 | 1660 | 0.00 | 84.25 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 104 | -9 | 26 | - | 0.30 | -0.25 | 1680 | 0.00 | 21.60 | - | 0 | 0 | 0 | - |
- | 492 | -3 | 44 | - | 0.25 | -0.05 | 1700 | 0.00 | 229.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.40 | 0.00 | 1720 | 0.00 | 275.75 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 251 | -4 | 14 | - | 0.35 | 0.05 | 1740 | 0.00 | 225.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 30.00 | 209.55 | 0.00 | 1760 | 0.00 | 240.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 26.80 | 0.00 | 1780 | 0.00 | 164.90 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 18 | -1 | 15 | - | 0.05 | -0.20 | 1800 | 67.35 | 387.70 | - | 14 | -1 | 22 | - |
21,492 | 8,059 |
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.