SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1320 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 | 70 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 19 Dec | 1405.90 | 70 | -11.45 | - | 10 | 4 | 44 | |||
| 18 Dec | 1398.00 | 81.45 | -54.05 | - | 5 | 1 | 39 | |||
| 17 Dec | 1409.70 | 135.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1421.65 | 135.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Dec | 1428.80 | 135.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1432.50 | 135.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1456.15 | 135.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 135.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1469.30 | 135.5 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 6 Dec | 1448.55 | 135.5 | -5.20 | 23.93 | 9 | -3 | 41 | |||
| 5 Dec | 1431.85 | 140.7 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 1452.60 | 140.7 | 7.70 | 21.51 | 3 | -2 | 43 | |||
| 3 Dec | 1440.95 | 133 | 7.00 | 35.12 | 19 | -4 | 55 | |||
| 2 Dec | 1422.05 | 126 | -4.00 | 37.82 | 4 | 0 | 58 | |||
| 29 Nov | 1437.75 | 130 | -472.40 | 25.71 | 104 | 58 | 58 | |||
| 28 Nov | 1428.60 | 602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1506.75 | 602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 602.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 602.4 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 CE is 0.00
Historical price for 1320 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 70, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 44
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 81.45, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 135.5, 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 135.5, 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 135.5, 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 135.5, 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 135.5, 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 135.5, 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 135.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 135.5, which was -5.20 lower than the previous day. The implied volatity was 23.93, the open interest changed by -3 which decreased total open position to 41
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 140.7, which was 0.00 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 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 140.7, which was 7.70 higher than the previous day. The implied volatity was 21.51, the open interest changed by -2 which decreased total open position to 43
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 133, which was 7.00 higher than the previous day. The implied volatity was 35.12, the open interest changed by -4 which decreased total open position to 55
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 126, which was -4.00 lower than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 58
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 130, which was -472.40 lower than the previous day. The implied volatity was 25.71, the open interest changed by 58 which increased total open position to 58
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 602.4, 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 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 602.4, 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 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 602.4, 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 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 602.4, 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 26DEC2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.16
Theta: -0.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 0.9 | -0.25 | 28.11 | 194 | -4 | 411 |
| 19 Dec | 1405.90 | 1.15 | -0.25 | 27.76 | 293 | 56 | 419 |
| 18 Dec | 1398.00 | 1.4 | 0.20 | 26.80 | 137 | 12 | 362 |
| 17 Dec | 1409.70 | 1.2 | -0.10 | 27.01 | 171 | -26 | 351 |
| 16 Dec | 1421.65 | 1.3 | -0.10 | 27.76 | 146 | -3 | 379 |
| 13 Dec | 1428.80 | 1.4 | -0.50 | 26.66 | 412 | 63 | 382 |
| 12 Dec | 1432.50 | 1.9 | 0.00 | 29.08 | 318 | 25 | 317 |
| 11 Dec | 1456.15 | 1.9 | 0.25 | 31.00 | 22 | -3 | 292 |
| 10 Dec | 1461.85 | 1.65 | -0.35 | 30.01 | 7 | -5 | 295 |
| 9 Dec | 1469.30 | 2 | -0.40 | 31.37 | 103 | -35 | 302 |
| 6 Dec | 1448.55 | 2.4 | -1.25 | 27.18 | 433 | 4 | 342 |
| 5 Dec | 1431.85 | 3.65 | 0.05 | 27.42 | 973 | 39 | 339 |
| 4 Dec | 1452.60 | 3.6 | -1.10 | 29.36 | 593 | -92 | 302 |
| 3 Dec | 1440.95 | 4.7 | -1.75 | 28.17 | 847 | -9 | 395 |
| 2 Dec | 1422.05 | 6.45 | -0.50 | 28.21 | 991 | 95 | 406 |
| 29 Nov | 1437.75 | 6.95 | -6.20 | 29.51 | 2,470 | 207 | 314 |
| 28 Nov | 1428.60 | 13.15 | 9.65 | 33.93 | 816 | 106 | 107 |
| 26 Nov | 1506.75 | 3.5 | -0.50 | 31.78 | 4 | 0 | 1 |
| 25 Nov | 1495.20 | 4 | -0.40 | 31.02 | 1 | 1 | 1 |
| 22 Nov | 1485.15 | 4.4 | 29.62 | 19 | 8 | 8 | |
For Sbi Life Insurance Co Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 PE is -0.04
Historical price for 1320 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 28.11, the open interest changed by -4 which decreased total open position to 411
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by 56 which increased total open position to 419
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 26.80, the open interest changed by 12 which increased total open position to 362
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 27.01, the open interest changed by -26 which decreased total open position to 351
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 27.76, the open interest changed by -3 which decreased total open position to 379
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 26.66, the open interest changed by 63 which increased total open position to 382
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 25 which increased total open position to 317
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 31.00, the open interest changed by -3 which decreased total open position to 292
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by -5 which decreased total open position to 295
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 31.37, the open interest changed by -35 which decreased total open position to 302
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 27.18, the open interest changed by 4 which increased total open position to 342
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 27.42, the open interest changed by 39 which increased total open position to 339
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 3.6, which was -1.10 lower than the previous day. The implied volatity was 29.36, the open interest changed by -92 which decreased total open position to 302
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 4.7, which was -1.75 lower than the previous day. The implied volatity was 28.17, the open interest changed by -9 which decreased total open position to 395
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 6.45, which was -0.50 lower than the previous day. The implied volatity was 28.21, the open interest changed by 95 which increased total open position to 406
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 6.95, which was -6.20 lower than the previous day. The implied volatity was 29.51, the open interest changed by 207 which increased total open position to 314
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 13.15, which was 9.65 higher than the previous day. The implied volatity was 33.93, the open interest changed by 106 which increased total open position to 107
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 1
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 4, which was -0.40 lower than the previous day. The implied volatity was 31.02, the open interest changed by 1 which increased total open position to 1
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was 29.62, the open interest changed by 8 which increased total open position to 8
