SBILIFE
Sbi Life Insurance Co Ltd
1470.95
5.85 (0.40%)
Option Chain for SBILIFE
07 Feb 2025 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 | 0 | 0 | - | 177.00 | 0.00 | 1260 | 0.30 | 0.90 | 33.98 | 2 | 0 | 9 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 171.85 | 0.00 | 1280 | 0.00 | 1.05 | 0.00 | 0 | -7 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 172.00 | 0.00 | 1300 | -0.35 | 0.85 | 27.97 | 25 | -5 | 397 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 137.65 | 0.00 | 1320 | -0.30 | 1.10 | 26.26 | 8 | 0 | 133 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 131.00 | 0.00 | 1340 | -0.60 | 1.80 | 25.64 | 61 | 23 | 215 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 123.25 | 0.20 | 1360 | -0.85 | 2.95 | 25.15 | 97 | -1 | 288 | -0.07 |
- | 66 | 0 | 1 | - | 92.80 | -2.30 | 1380 | -1.30 | 4.50 | 24.35 | 390 | 14 | 367 | -0.11 |
0.90 | 304 | 0 | 22 | 18.06 | 80.50 | 0.75 | 1400 | -1.30 | 7.25 | 24.13 | 478 | 92 | 741 | -0.16 |
0.82 | 99 | 3 | 15 | 18.80 | 64.00 | 0.85 | 1420 | -2.00 | 10.95 | 23.66 | 204 | 16 | 386 | -0.23 |
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0.73 | 579 | -2 | 70 | 19.27 | 49.30 | 0.30 | 1440 | -2.80 | 15.55 | 22.78 | 478 | -17 | 654 | -0.30 |
0.61 | 1,869 | 2 | 471 | 19.76 | 36.90 | 0.40 | 1460 | -2.40 | 23.55 | 23.26 | 655 | 12 | 827 | -0.40 |
0.50 | 555 | -20 | 590 | 19.95 | 26.45 | 0.00 | 1480 | 0.50 | 36.15 | 25.62 | 132 | 16 | 278 | -0.50 |
0.38 | 1,621 | 55 | 1,131 | 19.84 | 17.90 | -0.30 | 1500 | -4.45 | 43.25 | 22.52 | 100 | 0 | 444 | -0.60 |
0.28 | 1,780 | 45 | 610 | 19.81 | 11.60 | -0.85 | 1520 | -2.75 | 57.80 | 23.58 | 17 | -2 | 44 | -0.68 |
0.20 | 1,044 | 32 | 486 | 20.40 | 7.75 | -0.55 | 1540 | 1.75 | 72.70 | 23.71 | 8 | -3 | 28 | -0.76 |
0.14 | 1,494 | 27 | 537 | 20.78 | 4.95 | -0.65 | 1560 | -0.75 | 93.40 | 28.50 | 6 | 0 | 18 | -0.78 |
0.10 | 273 | 1 | 241 | 21.92 | 3.55 | -0.45 | 1580 | 0.00 | 111.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.08 | 2,138 | -46 | 449 | 23.37 | 2.75 | -0.45 | 1600 | 3.10 | 126.90 | 28.19 | 6 | 0 | 187 | -0.88 |
0.06 | 270 | 13 | 59 | 24.23 | 1.95 | -0.35 | 1620 | 0.00 | 161.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 119 | -4 | 7 | 25.26 | 1.45 | -0.30 | 1640 | 0.00 | 159.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 117 | 0 | 4 | 27.25 | 1.35 | -0.30 | 1660 | 0.00 | 239.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 353 | -5 | 43 | 26.54 | 0.70 | -0.40 | 1680 | 0.00 | 230.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1700 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 14.60 | 0.00 | 1720 | 0.00 | 295.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1740 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 91 | 0 | 3 | 35.74 | 0.90 | 0.25 | 1760 | 0.00 | 276.55 | 0.00 | 0 | 0 | 0 | 0.00 |
12,772 | 5,016 |
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.