SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2025 04:10 PM IST
| SBILIFE 27MAR2025 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.86
Theta: -0.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1385.55 | 43.1 | -18.25 | 19.55 | 111 | 11 | 51 | |||
| 12 Mar | 1409.00 | 61.35 | -9.4 | 24.36 | 14 | 3 | 40 | |||
| 11 Mar | 1417.25 | 70.5 | 0.25 | 24.21 | 20 | 7 | 32 | |||
| 10 Mar | 1419.45 | 70.65 | 3.9 | 28.30 | 8 | -1 | 26 | |||
| 7 Mar | 1411.60 | 67.3 | -8 | 21.81 | 17 | 1 | 27 | |||
| 6 Mar | 1421.30 | 75.3 | 3.05 | 22.64 | 13 | 1 | 26 | |||
| 5 Mar | 1420.70 | 70.1 | 13.1 | 18.98 | 28 | 3 | 24 | |||
| 4 Mar | 1393.10 | 56.25 | -11.9 | 22.69 | 26 | 0 | 21 | |||
| 3 Mar | 1408.50 | 67.5 | -18.4 | 17.38 | 11 | 1 | 21 | |||
| 28 Feb | 1430.50 | 85.85 | -34.75 | 20.58 | 24 | 20 | 20 | |||
| 27 Feb | 1469.75 | 120.6 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1471.75 | 120.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1471.75 | 120.6 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1486.50 | 120.6 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1495.40 | 120.6 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1454.35 | 120.6 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 1472.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 1460.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 1419.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 1424.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 1440.40 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 23 Jan | 1449.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 1460.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 1466.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 1499.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 1540.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 1472.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 1499.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 1467.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 1478.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 1468.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 1463.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 1477.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 1434.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 1447.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 1422.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 1400.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 1390.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 1403.85 | 0 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1360 expiring on 27MAR2025
Delta for 1360 CE is 0.75
Historical price for 1360 CE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 43.1, which was -18.25 lower than the previous day. The implied volatity was 19.55, the open interest changed by 11 which increased total open position to 51
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 61.35, which was -9.4 lower than the previous day. The implied volatity was 24.36, the open interest changed by 3 which increased total open position to 40
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 70.5, which was 0.25 higher than the previous day. The implied volatity was 24.21, the open interest changed by 7 which increased total open position to 32
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 70.65, which was 3.9 higher than the previous day. The implied volatity was 28.30, the open interest changed by -1 which decreased total open position to 26
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 67.3, which was -8 lower than the previous day. The implied volatity was 21.81, the open interest changed by 1 which increased total open position to 27
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 75.3, which was 3.05 higher than the previous day. The implied volatity was 22.64, the open interest changed by 1 which increased total open position to 26
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 70.1, which was 13.1 higher than the previous day. The implied volatity was 18.98, the open interest changed by 3 which increased total open position to 24
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 56.25, which was -11.9 lower than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 21
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 67.5, which was -18.4 lower than the previous day. The implied volatity was 17.38, the open interest changed by 1 which increased total open position to 21
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 85.85, which was -34.75 lower than the previous day. The implied volatity was 20.58, the open interest changed by 20 which increased total open position to 20
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 120.6, 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 120.6, 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 120.6, 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 120.6, 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 120.6, 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 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 120.6, 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 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 0, 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 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 0, 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 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 0, 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 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1440.40. The strike last trading price was 0, 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 23 Jan SBILIFE was trading at 1449.85. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1460.05. The strike last trading price was 0, 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 21 Jan SBILIFE was trading at 1466.55. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1499.70. The strike last trading price was 0, 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 17 Jan SBILIFE was trading at 1540.50. The strike last trading price was 0, 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 15 Jan SBILIFE was trading at 1472.75. The strike last trading price was 0, 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 14 Jan SBILIFE was trading at 1499.25. The strike last trading price was 0, 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 13 Jan SBILIFE was trading at 1467.40. The strike last trading price was 0, 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 10 Jan SBILIFE was trading at 1478.30. The strike last trading price was 0, 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 9 Jan SBILIFE was trading at 1468.45. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1463.15. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1477.75. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1434.65. The strike last trading price was 0, 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 3 Jan SBILIFE was trading at 1447.70. The strike last trading price was 0, 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 2 Jan SBILIFE was trading at 1422.25. The strike last trading price was 0, 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 1 Jan SBILIFE was trading at 1400.40. The strike last trading price was 0, 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 31 Dec SBILIFE was trading at 1390.40. The strike last trading price was 0, 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 30 Dec SBILIFE was trading at 1403.85. The strike last trading price was 0, 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 27MAR2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.92
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1385.55 | 11.6 | 3.45 | 23.71 | 401 | 77 | 551 |
| 12 Mar | 1409.00 | 8.2 | 0.6 | 23.91 | 207 | 44 | 475 |
| 11 Mar | 1417.25 | 7.45 | -1.6 | 24.79 | 351 | 146 | 432 |
| 10 Mar | 1419.45 | 9.7 | -1.3 | 25.53 | 255 | -4 | 288 |
| 7 Mar | 1411.60 | 10.85 | 1.25 | 24.96 | 376 | -59 | 292 |
| 6 Mar | 1421.30 | 9.95 | -1.1 | 25.24 | 695 | 92 | 349 |
| 5 Mar | 1420.70 | 11.5 | -6.9 | 25.59 | 505 | 92 | 256 |
| 4 Mar | 1393.10 | 18.5 | 2.6 | 25.82 | 429 | -6 | 165 |
| 3 Mar | 1408.50 | 15.6 | 2.2 | 27.71 | 224 | 61 | 170 |
| 28 Feb | 1430.50 | 13.3 | 6.05 | 27.56 | 511 | 70 | 110 |
| 27 Feb | 1469.75 | 8.15 | -0.85 | 28.12 | 43 | 39 | 40 |
| 26 Feb | 1471.75 | 9 | -38 | 29.36 | 1 | 1 | 0 |
| 25 Feb | 1471.75 | 9 | -38 | 29.36 | 1 | 0 | 0 |
| 24 Feb | 1486.50 | 47 | 0 | 8.60 | 0 | 0 | 0 |
| 21 Feb | 1495.40 | 47 | 0 | 8.14 | 0 | 0 | 0 |
| 1 Feb | 1454.35 | 47 | 0 | 5.37 | 0 | 0 | 0 |
| 30 Jan | 1472.90 | 47 | 0 | 6.60 | 0 | 0 | 0 |
| 29 Jan | 1460.90 | 47 | 0 | 6.11 | 0 | 0 | 0 |
| 28 Jan | 1419.50 | 47 | 0 | 4.09 | 0 | 0 | 0 |
| 27 Jan | 1424.40 | 0 | 0 | 4.23 | 0 | 0 | 0 |
| 24 Jan | 1440.40 | 0 | 0 | 4.84 | 0 | 0 | 0 |
| 23 Jan | 1449.85 | 0 | 0.00 | 5.34 | 0 | 0 | 0 |
| 22 Jan | 1460.05 | 0 | 0.00 | 5.74 | 0 | 0 | 0 |
| 21 Jan | 1466.55 | 0 | 0.00 | 5.49 | 0 | 0 | 0 |
| 20 Jan | 1499.70 | 0 | 0.00 | 7.26 | 0 | 0 | 0 |
| 17 Jan | 1540.50 | 0 | 0.00 | 8.68 | 0 | 0 | 0 |
| 15 Jan | 1472.75 | 0 | 0.00 | 5.74 | 0 | 0 | 0 |
| 14 Jan | 1499.25 | 0 | 0.00 | 7.07 | 0 | 0 | 0 |
| 13 Jan | 1467.40 | 0 | 0.00 | 5.44 | 0 | 0 | 0 |
| 10 Jan | 1478.30 | 0 | 0.00 | 5.81 | 0 | 0 | 0 |
| 9 Jan | 1468.45 | 0 | 0.00 | 5.41 | 0 | 0 | 0 |
| 8 Jan | 1463.15 | 0 | 0.00 | 5.20 | 0 | 0 | 0 |
| 7 Jan | 1477.75 | 0 | 0.00 | 5.82 | 0 | 0 | 0 |
| 6 Jan | 1434.65 | 0 | 0.00 | 4.28 | 0 | 0 | 0 |
| 3 Jan | 1447.70 | 0 | 0.00 | 4.46 | 0 | 0 | 0 |
| 2 Jan | 1422.25 | 0 | 0.00 | 3.69 | 0 | 0 | 0 |
| 1 Jan | 1400.40 | 0 | 0.00 | 2.99 | 0 | 0 | 0 |
| 31 Dec | 1390.40 | 0 | 0.00 | 2.65 | 0 | 0 | 0 |
| 30 Dec | 1403.85 | 0 | 3.14 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1360 expiring on 27MAR2025
Delta for 1360 PE is -0.28
Historical price for 1360 PE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 11.6, which was 3.45 higher than the previous day. The implied volatity was 23.71, the open interest changed by 77 which increased total open position to 551
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 8.2, which was 0.6 higher than the previous day. The implied volatity was 23.91, the open interest changed by 44 which increased total open position to 475
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 7.45, which was -1.6 lower than the previous day. The implied volatity was 24.79, the open interest changed by 146 which increased total open position to 432
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 9.7, which was -1.3 lower than the previous day. The implied volatity was 25.53, the open interest changed by -4 which decreased total open position to 288
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 10.85, which was 1.25 higher than the previous day. The implied volatity was 24.96, the open interest changed by -59 which decreased total open position to 292
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 9.95, which was -1.1 lower than the previous day. The implied volatity was 25.24, the open interest changed by 92 which increased total open position to 349
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 11.5, which was -6.9 lower than the previous day. The implied volatity was 25.59, the open interest changed by 92 which increased total open position to 256
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 18.5, which was 2.6 higher than the previous day. The implied volatity was 25.82, the open interest changed by -6 which decreased total open position to 165
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 15.6, which was 2.2 higher than the previous day. The implied volatity was 27.71, the open interest changed by 61 which increased total open position to 170
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 13.3, which was 6.05 higher than the previous day. The implied volatity was 27.56, the open interest changed by 70 which increased total open position to 110
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 8.15, which was -0.85 lower than the previous day. The implied volatity was 28.12, the open interest changed by 39 which increased total open position to 40
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 9, which was -38 lower than the previous day. The implied volatity was 29.36, the open interest changed by 1 which increased total open position to 0
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 9, which was -38 lower than the previous day. The implied volatity was 29.36, 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 47, which was 0 lower than the previous day. The implied volatity was 8.60, 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 47, which was 0 lower than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0
On 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 24 Jan SBILIFE was trading at 1440.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 23 Jan SBILIFE was trading at 1449.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
On 22 Jan SBILIFE was trading at 1460.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 21 Jan SBILIFE was trading at 1466.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 20 Jan SBILIFE was trading at 1499.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
On 17 Jan SBILIFE was trading at 1540.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 0
On 15 Jan SBILIFE was trading at 1472.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SBILIFE was trading at 1499.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SBILIFE was trading at 1467.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
On 10 Jan SBILIFE was trading at 1478.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SBILIFE was trading at 1468.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SBILIFE was trading at 1463.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SBILIFE was trading at 1477.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SBILIFE was trading at 1434.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 3 Jan SBILIFE was trading at 1447.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SBILIFE was trading at 1422.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SBILIFE was trading at 1400.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SBILIFE was trading at 1390.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 30 Dec SBILIFE was trading at 1403.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
