SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1522.90 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1562.60 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 1603.95 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 518.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 518.25 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1320 expiring on 28NOV2024
Delta for 1320 CE is -
Historical price for 1320 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 518.25, 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 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 518.25, 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 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 518.25, 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 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 518.25, 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 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 518.25, 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 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 518.25, 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 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 518.25, 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 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 518.25, 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 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 518.25, 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 28NOV2024 1320 PE | |||||||
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Delta: -0.03
Vega: 0.13
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 0.95 | 0.70 | 43.19 | 6 | 0 | 7 |
| 20 Nov | 1522.90 | 0.25 | 0.00 | 39.08 | 1 | 0 | 7 |
| 19 Nov | 1522.90 | 0.25 | -0.10 | 39.08 | 1 | 0 | 7 |
| 18 Nov | 1562.60 | 0.35 | -0.40 | 44.35 | 13 | -8 | 8 |
| 8 Nov | 1569.95 | 0.75 | 0.15 | 36.12 | 2 | 0 | 15 |
| 7 Nov | 1589.85 | 0.6 | -0.10 | 36.42 | 35 | 0 | 15 |
| 6 Nov | 1603.95 | 0.7 | 0.05 | 37.85 | 16 | 2 | 14 |
| 5 Nov | 1633.20 | 0.65 | -0.95 | 38.43 | 17 | 7 | 14 |
| 4 Nov | 1608.80 | 1.6 | 41.23 | 30 | 2 | 2 | |
For Sbi Life Insurance Co Ltd - strike price 1320 expiring on 28NOV2024
Delta for 1320 PE is -0.03
Historical price for 1320 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 0.95, which was 0.70 higher than the previous day. The implied volatity was 43.19, the open interest changed by 0 which decreased total open position to 7
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 7
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 7
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 44.35, the open interest changed by -8 which decreased total open position to 8
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 36.12, the open interest changed by 0 which decreased total open position to 15
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 15
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 37.85, the open interest changed by 2 which increased total open position to 14
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 0.65, which was -0.95 lower than the previous day. The implied volatity was 38.43, the open interest changed by 7 which increased total open position to 14
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was 41.23, the open interest changed by 2 which increased total open position to 2
