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[--[65.84.65.76]--]
SBILIFE
Sbi Life Insurance Co Ltd

1400.6 -5.30 (-0.38%)

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Historical option data for SBILIFE

20 Dec 2024 04:10 PM IST
SBILIFE 26DEC2024 1200 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1400.60 247.75 0.00 0.00 0 0 0
19 Dec 1405.90 247.75 0.00 0.00 0 0 0
18 Dec 1398.00 247.75 0.00 0.00 0 0 0
17 Dec 1409.70 247.75 0.00 0.00 0 0 0
16 Dec 1421.65 247.75 0.00 0.00 0 0 0
13 Dec 1428.80 247.75 0.00 0.00 0 0 0
12 Dec 1432.50 247.75 0.00 0.00 0 0 0
11 Dec 1456.15 247.75 0.00 0.00 0 0 0
10 Dec 1461.85 247.75 0.00 0.00 0 0 0
9 Dec 1469.30 247.75 0.00 0.00 0 0 0
6 Dec 1448.55 247.75 0.00 0.00 0 0 0
5 Dec 1431.85 247.75 0.00 0.00 0 0 0
4 Dec 1452.60 247.75 0.00 0.00 0 1 0
3 Dec 1440.95 247.75 -472.25 50.29 1 0 0
2 Dec 1422.05 720 0.00 - 0 0 0
29 Nov 1437.75 720 0.00 - 0 0 0
28 Nov 1428.60 720 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1200 expiring on 26DEC2024

Delta for 1200 CE is 0.00

Historical price for 1200 CE is as follows

On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 247.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 247.75, which was -472.25 lower than the previous day. The implied volatity was 50.29, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 720, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 720, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 720, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SBILIFE 26DEC2024 1200 PE
Delta: -0.01
Vega: 0.03
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1400.60 0.15 -0.05 48.42 28 0 231
19 Dec 1405.90 0.2 0.00 46.63 18 0 231
18 Dec 1398.00 0.2 -0.05 43.43 7 -3 231
17 Dec 1409.70 0.25 -0.10 43.98 24 -1 234
16 Dec 1421.65 0.35 0.05 44.86 3 0 235
13 Dec 1428.80 0.3 -0.10 40.03 11 0 238
12 Dec 1432.50 0.4 0.00 41.34 101 -8 234
11 Dec 1456.15 0.4 0.05 42.17 10 -1 242
10 Dec 1461.85 0.35 0.10 40.79 65 -37 242
9 Dec 1469.30 0.25 -0.15 38.82 119 0 279
6 Dec 1448.55 0.4 -0.40 35.75 36 -6 279
5 Dec 1431.85 0.8 -0.05 37.02 9 -1 286
4 Dec 1452.60 0.85 0.15 38.51 50 -9 288
3 Dec 1440.95 0.7 -0.35 34.80 51 -2 298
2 Dec 1422.05 1.05 -0.65 34.85 179 94 300
29 Nov 1437.75 1.7 -1.80 37.31 686 151 207
28 Nov 1428.60 3.5 40.65 88 56 56


For Sbi Life Insurance Co Ltd - strike price 1200 expiring on 26DEC2024

Delta for 1200 PE is -0.01

Historical price for 1200 PE is as follows

On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 48.42, the open interest changed by 0 which decreased total open position to 231


On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 46.63, the open interest changed by 0 which decreased total open position to 231


On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.43, the open interest changed by -3 which decreased total open position to 231


On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 43.98, the open interest changed by -1 which decreased total open position to 234


On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 44.86, the open interest changed by 0 which decreased total open position to 235


On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 238


On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 41.34, the open interest changed by -8 which decreased total open position to 234


On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 42.17, the open interest changed by -1 which decreased total open position to 242


On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 40.79, the open interest changed by -37 which decreased total open position to 242


On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 279


On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 35.75, the open interest changed by -6 which decreased total open position to 279


On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 37.02, the open interest changed by -1 which decreased total open position to 286


On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 38.51, the open interest changed by -9 which decreased total open position to 288


On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 34.80, the open interest changed by -2 which decreased total open position to 298


On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 34.85, the open interest changed by 94 which increased total open position to 300


On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 1.7, which was -1.80 lower than the previous day. The implied volatity was 37.31, the open interest changed by 151 which increased total open position to 207


On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was 40.65, the open interest changed by 56 which increased total open position to 56