SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2025 04:10 PM IST
| SBILIFE 27MAR2025 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.25
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1385.55 | 55.7 | -22.65 | 12.06 | 1 | 0 | 19 | |||
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| 12 Mar | 1409.00 | 78.35 | -6.3 | 25.56 | 2 | 0 | 17 | |||
| 11 Mar | 1417.25 | 84.65 | -6.35 | 18.19 | 7 | -1 | 17 | |||
| 10 Mar | 1419.45 | 91 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 1411.60 | 91 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 1421.30 | 91 | 19.85 | 20.94 | 3 | 1 | 18 | |||
| 5 Mar | 1420.70 | 71.35 | 0.2 | 0.00 | 0 | -1 | 0 | |||
| 4 Mar | 1393.10 | 71.35 | -24.25 | 23.16 | 2 | -1 | 17 | |||
| 3 Mar | 1408.50 | 95.6 | 0 | 0.00 | 0 | 18 | 0 | |||
| 28 Feb | 1430.50 | 95.6 | -67.05 | - | 19 | 8 | 8 | |||
| 27 Feb | 1469.75 | 162.65 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1471.75 | 162.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1471.75 | 162.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1486.50 | 162.65 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1495.40 | 162.65 | 0 | - | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1340 expiring on 27MAR2025
Delta for 1340 CE is 0.96
Historical price for 1340 CE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 55.7, which was -22.65 lower than the previous day. The implied volatity was 12.06, the open interest changed by 0 which decreased total open position to 19
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 78.35, which was -6.3 lower than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 17
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 84.65, which was -6.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by -1 which decreased total open position to 17
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 91, 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 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 91, 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 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 91, which was 19.85 higher than the previous day. The implied volatity was 20.94, the open interest changed by 1 which increased total open position to 18
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 71.35, which was 0.2 higher 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 Mar SBILIFE was trading at 1393.10. The strike last trading price was 71.35, which was -24.25 lower than the previous day. The implied volatity was 23.16, the open interest changed by -1 which decreased total open position to 17
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 95.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 95.6, which was -67.05 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 162.65, 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 162.65, 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 162.65, 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 162.65, 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 162.65, 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 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.74
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1385.55 | 7.15 | 1.95 | 24.34 | 253 | 8 | 205 |
| 12 Mar | 1409.00 | 5.15 | 0.2 | 24.78 | 231 | -9 | 197 |
| 11 Mar | 1417.25 | 4.75 | -1 | 25.60 | 248 | -6 | 206 |
| 10 Mar | 1419.45 | 5.9 | -1.25 | 25.56 | 230 | 18 | 213 |
| 7 Mar | 1411.60 | 7.2 | 0.6 | 25.45 | 294 | -23 | 195 |
| 6 Mar | 1421.30 | 6.85 | -0.45 | 25.99 | 397 | 63 | 221 |
| 5 Mar | 1420.70 | 7.9 | -5.25 | 26.12 | 201 | 25 | 157 |
| 4 Mar | 1393.10 | 13.5 | 2.1 | 26.56 | 230 | 2 | 132 |
| 3 Mar | 1408.50 | 11.2 | 1.3 | 28.10 | 183 | 50 | 134 |
| 28 Feb | 1430.50 | 9.9 | -4.95 | 28.26 | 243 | 84 | 84 |
| 27 Feb | 1469.75 | 14.85 | 0 | 9.11 | 0 | 0 | 0 |
| 26 Feb | 1471.75 | 14.85 | 0 | 9.30 | 0 | 0 | 0 |
| 25 Feb | 1471.75 | 14.85 | 0 | 9.30 | 0 | 0 | 0 |
| 24 Feb | 1486.50 | 14.85 | 0 | 9.74 | 0 | 0 | 0 |
| 21 Feb | 1495.40 | 14.85 | 0 | 9.25 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1340 expiring on 27MAR2025
Delta for 1340 PE is -0.19
Historical price for 1340 PE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 7.15, which was 1.95 higher than the previous day. The implied volatity was 24.34, the open interest changed by 8 which increased total open position to 205
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 5.15, which was 0.2 higher than the previous day. The implied volatity was 24.78, the open interest changed by -9 which decreased total open position to 197
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 4.75, which was -1 lower than the previous day. The implied volatity was 25.60, the open interest changed by -6 which decreased total open position to 206
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 5.9, which was -1.25 lower than the previous day. The implied volatity was 25.56, the open interest changed by 18 which increased total open position to 213
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 7.2, which was 0.6 higher than the previous day. The implied volatity was 25.45, the open interest changed by -23 which decreased total open position to 195
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 6.85, which was -0.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 63 which increased total open position to 221
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 7.9, which was -5.25 lower than the previous day. The implied volatity was 26.12, the open interest changed by 25 which increased total open position to 157
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 13.5, which was 2.1 higher than the previous day. The implied volatity was 26.56, the open interest changed by 2 which increased total open position to 132
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 11.2, which was 1.3 higher than the previous day. The implied volatity was 28.10, the open interest changed by 50 which increased total open position to 134
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 9.9, which was -4.95 lower than the previous day. The implied volatity was 28.26, the open interest changed by 84 which increased total open position to 84
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 14.85, which was 0 lower than the previous day. The implied volatity was 9.11, 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 14.85, which was 0 lower than the previous day. The implied volatity was 9.30, 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 14.85, which was 0 lower than the previous day. The implied volatity was 9.30, 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 14.85, which was 0 lower than the previous day. The implied volatity was 9.74, 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 14.85, which was 0 lower than the previous day. The implied volatity was 9.25, the open interest changed by 0 which decreased total open position to 0
