SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1300 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 98.05 | -11.10 | - | 3 | 0 | 5 | |||
| 19 Dec | 1405.90 | 109.15 | -5.00 | 45.22 | 1 | 0 | 4 | |||
| 18 Dec | 1398.00 | 114.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 17 Dec | 1409.70 | 114.15 | -33.85 | - | 1 | 0 | 3 | |||
| 16 Dec | 1421.65 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1428.80 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1432.50 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1456.15 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1469.30 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1448.55 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1431.85 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1452.60 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 1440.95 | 148 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1422.05 | 148 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 29 Nov | 1437.75 | 148 | -189.85 | 25.28 | 8 | 4 | 4 | |||
| 28 Nov | 1428.60 | 337.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 337.85 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1300 expiring on 26DEC2024
Delta for 1300 CE is -
Historical price for 1300 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 98.05, which was -11.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 109.15, which was -5.00 lower than the previous day. The implied volatity was 45.22, the open interest changed by 0 which decreased total open position to 4
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 114.15, 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 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 114.15, which was -33.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 148, 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 148, 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 148, 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 148, 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 148, 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 148, 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 148, 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 148, 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 148, 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 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 148, 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 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 148, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 148, which was -189.85 lower than the previous day. The implied volatity was 25.28, the open interest changed by 4 which increased total open position to 4
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 337.85, 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 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 337.85, 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 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.10
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 0.5 | -0.25 | 30.46 | 203 | -17 | 463 |
| 19 Dec | 1405.90 | 0.75 | -0.05 | 30.59 | 89 | -19 | 479 |
| 18 Dec | 1398.00 | 0.8 | 0.10 | 28.71 | 185 | -18 | 500 |
| 17 Dec | 1409.70 | 0.7 | -0.15 | 28.75 | 381 | -9 | 522 |
| 16 Dec | 1421.65 | 0.85 | -0.10 | 29.80 | 137 | -7 | 529 |
| 13 Dec | 1428.80 | 0.95 | -0.35 | 28.45 | 354 | -51 | 536 |
| 12 Dec | 1432.50 | 1.3 | -0.15 | 30.56 | 2,219 | 163 | 588 |
| 11 Dec | 1456.15 | 1.45 | -0.10 | 32.92 | 104 | -38 | 424 |
| 10 Dec | 1461.85 | 1.55 | 0.00 | 33.26 | 229 | -20 | 464 |
| 9 Dec | 1469.30 | 1.55 | -0.15 | 33.17 | 173 | -57 | 485 |
| 6 Dec | 1448.55 | 1.7 | -0.95 | 28.44 | 254 | -46 | 541 |
| 5 Dec | 1431.85 | 2.65 | -0.10 | 28.75 | 808 | 73 | 587 |
| 4 Dec | 1452.60 | 2.75 | -0.55 | 30.79 | 387 | -11 | 514 |
| 3 Dec | 1440.95 | 3.3 | -1.35 | 29.01 | 703 | -24 | 527 |
| 2 Dec | 1422.05 | 4.65 | -0.45 | 29.10 | 953 | -26 | 551 |
| 29 Nov | 1437.75 | 5.1 | -4.90 | 30.24 | 2,709 | 271 | 580 |
| 28 Nov | 1428.60 | 10 | 8.75 | 34.38 | 2,408 | 303 | 303 |
| 22 Nov | 1485.15 | 1.25 | 12.39 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1300 expiring on 26DEC2024
Delta for 1300 PE is -0.02
Historical price for 1300 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 30.46, the open interest changed by -17 which decreased total open position to 463
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.59, the open interest changed by -19 which decreased total open position to 479
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 28.71, the open interest changed by -18 which decreased total open position to 500
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 28.75, the open interest changed by -9 which decreased total open position to 522
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 29.80, the open interest changed by -7 which decreased total open position to 529
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 28.45, the open interest changed by -51 which decreased total open position to 536
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 30.56, the open interest changed by 163 which increased total open position to 588
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 32.92, the open interest changed by -38 which decreased total open position to 424
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 33.26, the open interest changed by -20 which decreased total open position to 464
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 33.17, the open interest changed by -57 which decreased total open position to 485
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 28.44, the open interest changed by -46 which decreased total open position to 541
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 2.65, which was -0.10 lower than the previous day. The implied volatity was 28.75, the open interest changed by 73 which increased total open position to 587
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 30.79, the open interest changed by -11 which decreased total open position to 514
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 3.3, which was -1.35 lower than the previous day. The implied volatity was 29.01, the open interest changed by -24 which decreased total open position to 527
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 4.65, which was -0.45 lower than the previous day. The implied volatity was 29.10, the open interest changed by -26 which decreased total open position to 551
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 5.1, which was -4.90 lower than the previous day. The implied volatity was 30.24, the open interest changed by 271 which increased total open position to 580
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 10, which was 8.75 higher than the previous day. The implied volatity was 34.38, the open interest changed by 303 which increased total open position to 303
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 12.39, the open interest changed by 0 which decreased total open position to 0
