SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2025 04:10 PM IST
| SBILIFE 27MAR2025 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1385.55 | 93.2 | -34.55 | - | 2 | 1 | 6 | |||
| 12 Mar | 1409.00 | 127.75 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 11 Mar | 1417.25 | 127.75 | 0 | 0.00 | 0 | -1 | 0 | |||
| 10 Mar | 1419.45 | 127.75 | 10.7 | 40.17 | 1 | 1 | 6 | |||
| 7 Mar | 1411.60 | 117.05 | 16.65 | - | 1 | 0 | 5 | |||
| 6 Mar | 1421.30 | 100.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 1420.70 | 100.4 | -28.7 | - | 2 | 1 | 5 | |||
| 4 Mar | 1393.10 | 129.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 1408.50 | 129.1 | 0 | 0.00 | 0 | 4 | 0 | |||
| 28 Feb | 1430.50 | 129.1 | -66.95 | - | 4 | 2 | 2 | |||
| 27 Feb | 1469.75 | 196.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1471.75 | 196.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1471.75 | 196.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1486.50 | 196.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1495.40 | 196.05 | 0 | - | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1300 expiring on 27MAR2025
Delta for 1300 CE is -
Historical price for 1300 CE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 93.2, which was -34.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 127.75, which was 0 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 Mar SBILIFE was trading at 1417.25. The strike last trading price was 127.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 127.75, which was 10.7 higher than the previous day. The implied volatity was 40.17, the open interest changed by 1 which increased total open position to 6
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 117.05, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 100.4, which was 0 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 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 100.4, which was -28.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 129.1, which was 0 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 Mar SBILIFE was trading at 1408.50. The strike last trading price was 129.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 129.1, which was -66.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 196.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 196.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 196.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 196.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 196.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 27MAR2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.40
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1385.55 | 2.6 | 0.35 | 26.10 | 180 | 10 | 305 |
| 12 Mar | 1409.00 | 2.2 | 0.05 | 27.42 | 111 | -4 | 296 |
| 11 Mar | 1417.25 | 2.15 | -0.2 | 28.24 | 334 | 95 | 300 |
| 10 Mar | 1419.45 | 2.45 | -0.6 | 27.37 | 146 | -10 | 205 |
| 7 Mar | 1411.60 | 3 | 0 | 26.64 | 172 | -5 | 215 |
| 6 Mar | 1421.30 | 3.1 | -0.25 | 27.51 | 594 | 21 | 223 |
| 5 Mar | 1420.70 | 3.35 | -2.9 | 27.15 | 400 | -55 | 207 |
| 4 Mar | 1393.10 | 6.4 | 0.5 | 27.43 | 299 | 29 | 263 |
| 3 Mar | 1408.50 | 5.8 | 0.25 | 29.50 | 331 | 17 | 234 |
| 28 Feb | 1430.50 | 5.45 | 1.05 | 29.87 | 697 | 91 | 213 |
| 27 Feb | 1469.75 | 4.2 | -2.3 | 32.19 | 270 | 95 | 122 |
| 26 Feb | 1471.75 | 6.5 | 3.35 | 35.88 | 71 | 21 | 26 |
| 25 Feb | 1471.75 | 6.5 | 3.35 | 35.88 | 71 | 20 | 26 |
| 24 Feb | 1486.50 | 3.1 | -5.6 | 30.80 | 7 | 1 | 1 |
| 21 Feb | 1495.40 | 8.7 | 0 | 12.08 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1300 expiring on 27MAR2025
Delta for 1300 PE is -0.08
Historical price for 1300 PE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was 26.10, the open interest changed by 10 which increased total open position to 305
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 27.42, the open interest changed by -4 which decreased total open position to 296
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 2.15, which was -0.2 lower than the previous day. The implied volatity was 28.24, the open interest changed by 95 which increased total open position to 300
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 2.45, which was -0.6 lower than the previous day. The implied volatity was 27.37, the open interest changed by -10 which decreased total open position to 205
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 26.64, the open interest changed by -5 which decreased total open position to 215
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 27.51, the open interest changed by 21 which increased total open position to 223
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 3.35, which was -2.9 lower than the previous day. The implied volatity was 27.15, the open interest changed by -55 which decreased total open position to 207
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 6.4, which was 0.5 higher than the previous day. The implied volatity was 27.43, the open interest changed by 29 which increased total open position to 263
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 5.8, which was 0.25 higher than the previous day. The implied volatity was 29.50, the open interest changed by 17 which increased total open position to 234
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 5.45, which was 1.05 higher than the previous day. The implied volatity was 29.87, the open interest changed by 91 which increased total open position to 213
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 4.2, which was -2.3 lower than the previous day. The implied volatity was 32.19, the open interest changed by 95 which increased total open position to 122
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 6.5, which was 3.35 higher than the previous day. The implied volatity was 35.88, the open interest changed by 21 which increased total open position to 26
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 6.5, which was 3.35 higher than the previous day. The implied volatity was 35.88, the open interest changed by 20 which increased total open position to 26
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 3.1, which was -5.6 lower than the previous day. The implied volatity was 30.80, the open interest changed by 1 which increased total open position to 1
On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 12.08, the open interest changed by 0 which decreased total open position to 0
