1. home
  2. Option Chain
  3. SBILIFE

search
Option Chain For SBILIFE - SBI LIFE INSURANCE CO LTD
Last updated on 10 Jul 2020 12:56 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 450 - - - - -
- - - - - 500 - - - - 3,750
- - - - - 540 - - - - -
- - - - - 550 - - - - -
- - - - - 560 - - - - -
- - - - - 570 - - - - -
- - - - - 580 - - - - -
- - - - - 590 - - - - -
- - - - - 600 - - - - -
- - - - - 610 - - - - -
- - - - - 620 - - - - 750
- - - - - 630 - - - - 6,000
- - - - - 640 - - - - -
- - - - - 650 - - - - -
- - - - - 660 - - - - -
- - - - - 670 - - - - 750
- - - - - 680 - - - - 750
- - - - - 690 - - - - -
- - - - - 700 - - - - 24,000
- - - - - 710 - - - - -
- - - - - 720 - 1.00 41.16 - 3,000
- - - - - 730 -0.50 0.75 36.56 - 750
- - - - - 740 - 1.20 36.99 - 8,250
750 - 31.74 108.90 41.70 750 0.45 2.00 38.09 750 28,500
750 - - - - 760 - - - - 16,500
- - - - - 770 - - - - 9,750
2,250 - - - - 780 - - - - -
2,250 - - - - 790 - - - - 6,750
44,250 -750 29.85 63.05 9.55 800 -2.60 7.50 35.59 -11,250 57,000
21,750 - - - - 810 -4.50 9.00 34.16 - 6,000
63,000 1,500 31.91 48.70 11.20 820 -3.80 12.20 34.56 - 13,500
12,000 - - - - 830 -5.70 14.80 34.03 -750 8,250
23,250 - 35.74 38.45 9.55 840 -4.75 18.80 34.35 -750 24,750
133,500 3,750 33.16 29.70 5.90 850 -6.00 25.00 36.71 9,000 41,250
53,250 9,000 33.39 26.00 6.45 860 -4.85 30.50 37.41 750 9,750
62,250 30,000 33.45 21.60 5.10 870 -5.60 36.40 37.94 - 3,000
124,500 84,000 34.34 18.05 4.70 880 -125.55 37.90 32.14 750 750
16,500 1,500 34.30 15.00 5.30 890 - - - - -
201,000 9,750 34.99 12.20 3.30 900 -8.10 53.20 34.29 1,500 2,250
6,000 2,250 36.02 10.80 5.30 910 - - - - -
15,750 - 38.22 10.00 4.50 920 - - - - -
2,250 - - - - 930 - - - - -
- - - - - 940 - - - - -
7,500 3,000 38.11 5.15 2.15 950 - - - - -
- - 41.92 5.65 -17.90 960 - - - - -
750 - - - - 970 - - - - -
750 - - - - 980 - - - - -
- - - - - 990 - - - - -
72,000 -750 41.74 2.30 0.85 1000 - - - - -
Total 866,250 276,000
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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 prices, 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.