`
[--[65.84.65.76]--]
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
Put

Lot Size : 375

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
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
  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 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.