SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 55 | -12.60 | - | 8 | -5 | 42 | |||
| 19 Dec | 1405.90 | 67.6 | 1.60 | 27.67 | 34 | 16 | 46 | |||
| 18 Dec | 1398.00 | 66 | -10.00 | 24.29 | 2 | 0 | 30 | |||
| 17 Dec | 1409.70 | 76 | -16.65 | 19.70 | 1 | 0 | 29 | |||
| 16 Dec | 1421.65 | 92.65 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 13 Dec | 1428.80 | 92.65 | -45.85 | - | 11 | -4 | 29 | |||
| 12 Dec | 1432.50 | 138.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1456.15 | 138.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 138.5 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 9 Dec | 1469.30 | 138.5 | 26.50 | 33.62 | 2 | -1 | 34 | |||
| 6 Dec | 1448.55 | 112 | 4.75 | - | 3 | 0 | 37 | |||
| 5 Dec | 1431.85 | 107.25 | -8.70 | 25.43 | 1 | 0 | 37 | |||
| 4 Dec | 1452.60 | 115.95 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 3 Dec | 1440.95 | 115.95 | 22.80 | 34.18 | 5 | -2 | 37 | |||
| 2 Dec | 1422.05 | 93.15 | -21.25 | 17.43 | 10 | 3 | 37 | |||
|
|
||||||||||
| 29 Nov | 1437.75 | 114.4 | 5.40 | 27.84 | 41 | 10 | 34 | |||
| 28 Nov | 1428.60 | 109 | -190.60 | 31.45 | 25 | 24 | 24 | |||
| 26 Nov | 1506.75 | 299.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 299.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 299.6 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1340 expiring on 26DEC2024
Delta for 1340 CE is -
Historical price for 1340 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 55, which was -12.60 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 42
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 67.6, which was 1.60 higher than the previous day. The implied volatity was 27.67, the open interest changed by 16 which increased total open position to 46
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 66, which was -10.00 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 30
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 76, which was -16.65 lower than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 29
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 92.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 92.65, which was -45.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 29
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 138.5, 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 138.5, 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 138.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 138.5, which was 26.50 higher than the previous day. The implied volatity was 33.62, the open interest changed by -1 which decreased total open position to 34
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 112, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 107.25, which was -8.70 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 37
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 115.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 115.95, which was 22.80 higher than the previous day. The implied volatity was 34.18, the open interest changed by -2 which decreased total open position to 37
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 93.15, which was -21.25 lower than the previous day. The implied volatity was 17.43, the open interest changed by 3 which increased total open position to 37
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 114.4, which was 5.40 higher than the previous day. The implied volatity was 27.84, the open interest changed by 10 which increased total open position to 34
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 109, which was -190.60 lower than the previous day. The implied volatity was 31.45, the open interest changed by 24 which increased total open position to 24
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 299.6, 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 299.6, 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 299.6, 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 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.27
Theta: -0.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 1.8 | -0.50 | 26.26 | 818 | 51 | 727 |
| 19 Dec | 1405.90 | 2.3 | -0.50 | 26.40 | 889 | 11 | 677 |
| 18 Dec | 1398.00 | 2.8 | 0.55 | 25.75 | 438 | 45 | 668 |
| 17 Dec | 1409.70 | 2.25 | -0.10 | 25.78 | 339 | 34 | 631 |
| 16 Dec | 1421.65 | 2.35 | -0.10 | 26.67 | 257 | 32 | 600 |
| 13 Dec | 1428.80 | 2.45 | -0.55 | 25.80 | 963 | 104 | 568 |
| 12 Dec | 1432.50 | 3 | 0.60 | 27.97 | 1,311 | 68 | 462 |
| 11 Dec | 1456.15 | 2.4 | -0.25 | 28.71 | 170 | 9 | 394 |
| 10 Dec | 1461.85 | 2.65 | -0.05 | 29.54 | 133 | 4 | 386 |
| 9 Dec | 1469.30 | 2.7 | -0.60 | 29.80 | 568 | -76 | 387 |
| 6 Dec | 1448.55 | 3.3 | -2.10 | 25.73 | 1,101 | -1 | 394 |
| 5 Dec | 1431.85 | 5.4 | 0.35 | 26.71 | 2,099 | -173 | 397 |
| 4 Dec | 1452.60 | 5.05 | -1.55 | 28.43 | 1,472 | -94 | 570 |
| 3 Dec | 1440.95 | 6.6 | -2.35 | 27.29 | 1,031 | 83 | 663 |
| 2 Dec | 1422.05 | 8.95 | 0.00 | 27.40 | 1,104 | 192 | 580 |
| 29 Nov | 1437.75 | 8.95 | -7.15 | 28.31 | 2,375 | 192 | 385 |
| 28 Nov | 1428.60 | 16.1 | 13.55 | 32.64 | 473 | 193 | 193 |
| 26 Nov | 1506.75 | 2.55 | 0.00 | 10.95 | 0 | 0 | 0 |
| 25 Nov | 1495.20 | 2.55 | 0.00 | 10.24 | 0 | 0 | 0 |
| 22 Nov | 1485.15 | 2.55 | 9.58 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1340 expiring on 26DEC2024
Delta for 1340 PE is -0.08
Historical price for 1340 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 26.26, the open interest changed by 51 which increased total open position to 727
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 26.40, the open interest changed by 11 which increased total open position to 677
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 2.8, which was 0.55 higher than the previous day. The implied volatity was 25.75, the open interest changed by 45 which increased total open position to 668
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 2.25, which was -0.10 lower than the previous day. The implied volatity was 25.78, the open interest changed by 34 which increased total open position to 631
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 26.67, the open interest changed by 32 which increased total open position to 600
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 25.80, the open interest changed by 104 which increased total open position to 568
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 3, which was 0.60 higher than the previous day. The implied volatity was 27.97, the open interest changed by 68 which increased total open position to 462
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 28.71, the open interest changed by 9 which increased total open position to 394
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 29.54, the open interest changed by 4 which increased total open position to 386
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 2.7, which was -0.60 lower than the previous day. The implied volatity was 29.80, the open interest changed by -76 which decreased total open position to 387
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 3.3, which was -2.10 lower than the previous day. The implied volatity was 25.73, the open interest changed by -1 which decreased total open position to 394
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 26.71, the open interest changed by -173 which decreased total open position to 397
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 5.05, which was -1.55 lower than the previous day. The implied volatity was 28.43, the open interest changed by -94 which decreased total open position to 570
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 6.6, which was -2.35 lower than the previous day. The implied volatity was 27.29, the open interest changed by 83 which increased total open position to 663
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was 27.40, the open interest changed by 192 which increased total open position to 580
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 8.95, which was -7.15 lower than the previous day. The implied volatity was 28.31, the open interest changed by 192 which increased total open position to 385
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 16.1, which was 13.55 higher than the previous day. The implied volatity was 32.64, the open interest changed by 193 which increased total open position to 193
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 10.95, 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 2.55, which was 0.00 lower than the previous day. The implied volatity was 10.24, 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 2.55, which was lower than the previous day. The implied volatity was 9.58, the open interest changed by 0 which decreased total open position to 0
