SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 26 Dec | 1409.05 | 120 | -42.40 | - | 1 | 0 | 0 | |||
| 24 Dec | 1387.00 | 162.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1405.30 | 162.4 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1300 expiring on 30JAN2025
Delta for 1300 CE is -
Historical price for 1300 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 120, which was -42.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 162.4, 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 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 162.4, 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 30JAN2025 1300 PE | |||||||
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Delta: -0.12
Vega: 0.88
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 6.95 | -1.85 | 25.90 | 5,105 | 125 | 253 |
| 24 Dec | 1387.00 | 8.8 | 0.80 | 24.02 | 150 | 87 | 126 |
| 23 Dec | 1405.30 | 8 | 25.60 | 47 | 38 | 38 | |
For Sbi Life Insurance Co Ltd - strike price 1300 expiring on 30JAN2025
Delta for 1300 PE is -0.12
Historical price for 1300 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 6.95, which was -1.85 lower than the previous day. The implied volatity was 25.90, the open interest changed by 125 which increased total open position to 253
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 8.8, which was 0.80 higher than the previous day. The implied volatity was 24.02, the open interest changed by 87 which increased total open position to 126
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 8, which was lower than the previous day. The implied volatity was 25.60, the open interest changed by 38 which increased total open position to 38
