SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1360 CE | ||||||||||
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Delta: 0.77
Vega: 1.32
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1409.05 | 75.35 | -220.25 | 20.72 | 24 | 16 | 16 | |||
| 24 Dec | 1387.00 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1405.30 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1400.60 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1405.90 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 1398.00 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1409.70 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1421.65 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1428.80 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1432.50 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1456.15 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1469.30 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1448.55 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1431.85 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1452.60 | 295.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1440.95 | 295.6 | 295.60 | - | 0 | 0 | 0 | |||
| 28 Nov | 1428.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1505.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1506.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1477.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1522.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 0 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1360 expiring on 30JAN2025
Delta for 1360 CE is 0.77
Historical price for 1360 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 75.35, which was -220.25 lower than the previous day. The implied volatity was 20.72, the open interest changed by 16 which increased total open position to 16
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 295.6, 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 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 295.6, 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 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 295.6, 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 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 295.6, 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 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 295.6, 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 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 295.6, 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 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 295.6, 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 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 295.6, 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 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 295.6, 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 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 295.6, 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 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 295.6, 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 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 295.6, 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 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 295.6, 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 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 295.6, 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 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 295.6, 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 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 295.6, which was 295.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SBILIFE was trading at 1428.60. 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 27 Nov SBILIFE was trading at 1505.40. 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 26 Nov SBILIFE was trading at 1506.75. 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 25 Nov SBILIFE was trading at 1495.20. 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 Nov SBILIFE was trading at 1485.15. 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 21 Nov SBILIFE was trading at 1477.95. 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 Nov SBILIFE was trading at 1522.90. 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 19 Nov SBILIFE was trading at 1522.90. 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 Nov SBILIFE was trading at 1546.70. 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 30JAN2025 1360 PE | |||||||
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Delta: -0.26
Vega: 1.41
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 17.15 | -5.10 | 24.21 | 999 | -125 | 782 |
| 24 Dec | 1387.00 | 22.25 | 2.65 | 22.71 | 112 | -1 | 907 |
| 23 Dec | 1405.30 | 19.6 | -13.40 | 24.37 | 267 | -2 | 908 |
| 20 Dec | 1400.60 | 33 | 8.00 | 30.92 | 65 | 14 | 899 |
| 19 Dec | 1405.90 | 25 | 2.90 | 26.13 | 111 | 68 | 885 |
| 18 Dec | 1398.00 | 22.1 | 2.20 | 23.89 | 415 | 241 | 816 |
| 17 Dec | 1409.70 | 19.9 | -0.10 | 24.25 | 776 | 531 | 574 |
| 16 Dec | 1421.65 | 20 | 1.55 | 25.39 | 8 | 0 | 43 |
| 13 Dec | 1428.80 | 18.45 | -1.55 | 25.25 | 21 | 3 | 41 |
| 12 Dec | 1432.50 | 20 | 5.50 | 27.36 | 32 | 16 | 38 |
| 11 Dec | 1456.15 | 14.5 | -0.55 | 25.74 | 1 | 0 | 22 |
| 10 Dec | 1461.85 | 15.05 | 0.00 | 26.64 | 1 | 0 | 22 |
| 9 Dec | 1469.30 | 15.05 | -5.45 | 27.30 | 2 | 0 | 22 |
| 6 Dec | 1448.55 | 20.5 | -1.50 | 27.54 | 5 | 2 | 21 |
| 5 Dec | 1431.85 | 22 | 1.00 | 26.62 | 4 | 3 | 18 |
| 4 Dec | 1452.60 | 21 | -0.10 | 28.10 | 4 | 0 | 15 |
| 3 Dec | 1440.95 | 21.1 | 12.10 | 25.76 | 14 | 13 | 14 |
| 28 Nov | 1428.60 | 9 | 0.00 | 4.23 | 0 | 0 | 0 |
| 27 Nov | 1505.40 | 9 | 0.00 | 7.62 | 0 | 0 | 0 |
| 26 Nov | 1506.75 | 9 | 9.00 | 7.51 | 0 | 0 | 0 |
| 25 Nov | 1495.20 | 0 | 0.00 | 7.27 | 0 | 0 | 0 |
| 22 Nov | 1485.15 | 0 | 0.00 | 6.29 | 0 | 0 | 0 |
| 21 Nov | 1477.95 | 0 | 0.00 | 6.01 | 0 | 0 | 0 |
| 20 Nov | 1522.90 | 0 | 0.00 | 7.87 | 0 | 0 | 0 |
| 19 Nov | 1522.90 | 0 | 0.00 | 7.87 | 0 | 0 | 0 |
| 13 Nov | 1546.70 | 0 | 8.34 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1360 expiring on 30JAN2025
Delta for 1360 PE is -0.26
Historical price for 1360 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 17.15, which was -5.10 lower than the previous day. The implied volatity was 24.21, the open interest changed by -125 which decreased total open position to 782
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 22.25, which was 2.65 higher than the previous day. The implied volatity was 22.71, the open interest changed by -1 which decreased total open position to 907
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 19.6, which was -13.40 lower than the previous day. The implied volatity was 24.37, the open interest changed by -2 which decreased total open position to 908
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 33, which was 8.00 higher than the previous day. The implied volatity was 30.92, the open interest changed by 14 which increased total open position to 899
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 25, which was 2.90 higher than the previous day. The implied volatity was 26.13, the open interest changed by 68 which increased total open position to 885
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 22.1, which was 2.20 higher than the previous day. The implied volatity was 23.89, the open interest changed by 241 which increased total open position to 816
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 19.9, which was -0.10 lower than the previous day. The implied volatity was 24.25, the open interest changed by 531 which increased total open position to 574
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 20, which was 1.55 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 43
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 18.45, which was -1.55 lower than the previous day. The implied volatity was 25.25, the open interest changed by 3 which increased total open position to 41
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 20, which was 5.50 higher than the previous day. The implied volatity was 27.36, the open interest changed by 16 which increased total open position to 38
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 14.5, which was -0.55 lower than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 22
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 15.05, which was 0.00 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 22
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 15.05, which was -5.45 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 22
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 20.5, which was -1.50 lower than the previous day. The implied volatity was 27.54, the open interest changed by 2 which increased total open position to 21
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 22, which was 1.00 higher than the previous day. The implied volatity was 26.62, the open interest changed by 3 which increased total open position to 18
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 21, which was -0.10 lower than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 15
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 21.1, which was 12.10 higher than the previous day. The implied volatity was 25.76, the open interest changed by 13 which increased total open position to 14
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 9, which was 0.00 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 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 9, which was 9.00 higher than the previous day. The implied volatity was 7.51, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.01, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 8.34, the open interest changed by 0 which decreased total open position to 0
