SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1360 CE | ||||||||||
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Delta: 0.92
Vega: 0.27
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 44.45 | -4.95 | 17.78 | 36 | -2 | 62 | |||
| 19 Dec | 1405.90 | 49.4 | 0.40 | 25.08 | 44 | 1 | 65 | |||
| 18 Dec | 1398.00 | 49 | -10.90 | 24.45 | 50 | 3 | 65 | |||
| 17 Dec | 1409.70 | 59.9 | -15.10 | 25.27 | 16 | -3 | 61 | |||
| 16 Dec | 1421.65 | 75 | -5.85 | 37.18 | 2 | 0 | 64 | |||
| 13 Dec | 1428.80 | 80.85 | -3.70 | 28.60 | 14 | -2 | 63 | |||
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| 12 Dec | 1432.50 | 84.55 | -7.45 | 15.93 | 4 | -3 | 66 | |||
| 11 Dec | 1456.15 | 92 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 92 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1469.30 | 92 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 6 Dec | 1448.55 | 92 | 4.00 | - | 5 | -2 | 70 | |||
| 5 Dec | 1431.85 | 88 | -22.15 | 22.57 | 9 | 1 | 71 | |||
| 4 Dec | 1452.60 | 110.15 | 19.05 | 31.03 | 7 | -2 | 70 | |||
| 3 Dec | 1440.95 | 91.1 | 6.05 | 24.59 | 8 | -1 | 73 | |||
| 2 Dec | 1422.05 | 85.05 | -10.30 | 27.85 | 20 | 4 | 74 | |||
| 29 Nov | 1437.75 | 95.35 | -3.75 | 24.97 | 123 | 20 | 68 | |||
| 28 Nov | 1428.60 | 99.1 | -464.25 | 35.22 | 52 | 42 | 42 | |||
| 26 Nov | 1506.75 | 563.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 563.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 563.35 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1360 expiring on 26DEC2024
Delta for 1360 CE is 0.92
Historical price for 1360 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 44.45, which was -4.95 lower than the previous day. The implied volatity was 17.78, the open interest changed by -2 which decreased total open position to 62
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 49.4, which was 0.40 higher than the previous day. The implied volatity was 25.08, the open interest changed by 1 which increased total open position to 65
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 49, which was -10.90 lower than the previous day. The implied volatity was 24.45, the open interest changed by 3 which increased total open position to 65
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 59.9, which was -15.10 lower than the previous day. The implied volatity was 25.27, the open interest changed by -3 which decreased total open position to 61
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 75, which was -5.85 lower than the previous day. The implied volatity was 37.18, the open interest changed by 0 which decreased total open position to 64
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 80.85, which was -3.70 lower than the previous day. The implied volatity was 28.60, the open interest changed by -2 which decreased total open position to 63
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 84.55, which was -7.45 lower than the previous day. The implied volatity was 15.93, the open interest changed by -3 which decreased total open position to 66
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 92, 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 92, 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 92, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 92, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 70
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 88, which was -22.15 lower than the previous day. The implied volatity was 22.57, the open interest changed by 1 which increased total open position to 71
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 110.15, which was 19.05 higher than the previous day. The implied volatity was 31.03, the open interest changed by -2 which decreased total open position to 70
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 91.1, which was 6.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by -1 which decreased total open position to 73
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 85.05, which was -10.30 lower than the previous day. The implied volatity was 27.85, the open interest changed by 4 which increased total open position to 74
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 95.35, which was -3.75 lower than the previous day. The implied volatity was 24.97, the open interest changed by 20 which increased total open position to 68
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 99.1, which was -464.25 lower than the previous day. The implied volatity was 35.22, the open interest changed by 42 which increased total open position to 42
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 563.35, 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 563.35, 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 563.35, 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 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.45
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 4.1 | -0.45 | 25.59 | 1,752 | 28 | 572 |
| 19 Dec | 1405.90 | 4.55 | -1.05 | 25.20 | 1,237 | 50 | 546 |
| 18 Dec | 1398.00 | 5.6 | 1.20 | 25.12 | 953 | -144 | 504 |
| 17 Dec | 1409.70 | 4.4 | 0.15 | 25.08 | 768 | 122 | 652 |
| 16 Dec | 1421.65 | 4.25 | 0.00 | 25.76 | 476 | 79 | 530 |
| 13 Dec | 1428.80 | 4.25 | -0.50 | 25.07 | 1,064 | 60 | 452 |
| 12 Dec | 1432.50 | 4.75 | 1.30 | 27.11 | 1,622 | 111 | 395 |
| 11 Dec | 1456.15 | 3.45 | -0.40 | 27.21 | 157 | 8 | 283 |
| 10 Dec | 1461.85 | 3.85 | 0.10 | 28.32 | 452 | 24 | 337 |
| 9 Dec | 1469.30 | 3.75 | -1.25 | 28.38 | 1,053 | -23 | 335 |
| 6 Dec | 1448.55 | 5 | -2.80 | 24.93 | 823 | 24 | 356 |
| 5 Dec | 1431.85 | 7.8 | 1.10 | 25.87 | 1,156 | 30 | 341 |
| 4 Dec | 1452.60 | 6.7 | -2.40 | 27.07 | 1,063 | -74 | 309 |
| 3 Dec | 1440.95 | 9.1 | -3.25 | 26.31 | 1,117 | 81 | 383 |
| 2 Dec | 1422.05 | 12.35 | 0.60 | 26.66 | 901 | 2 | 280 |
| 29 Nov | 1437.75 | 11.75 | -10.70 | 27.31 | 2,612 | 226 | 297 |
| 28 Nov | 1428.60 | 22.45 | 21.95 | 33.49 | 381 | 71 | 71 |
| 26 Nov | 1506.75 | 0.5 | 0.00 | 9.82 | 0 | 0 | 0 |
| 25 Nov | 1495.20 | 0.5 | 0.00 | 9.24 | 0 | 0 | 0 |
| 22 Nov | 1485.15 | 0.5 | 8.48 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1360 expiring on 26DEC2024
Delta for 1360 PE is -0.17
Historical price for 1360 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was 25.59, the open interest changed by 28 which increased total open position to 572
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 25.20, the open interest changed by 50 which increased total open position to 546
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 5.6, which was 1.20 higher than the previous day. The implied volatity was 25.12, the open interest changed by -144 which decreased total open position to 504
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 4.4, which was 0.15 higher than the previous day. The implied volatity was 25.08, the open interest changed by 122 which increased total open position to 652
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 25.76, the open interest changed by 79 which increased total open position to 530
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 4.25, which was -0.50 lower than the previous day. The implied volatity was 25.07, the open interest changed by 60 which increased total open position to 452
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 4.75, which was 1.30 higher than the previous day. The implied volatity was 27.11, the open interest changed by 111 which increased total open position to 395
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 27.21, the open interest changed by 8 which increased total open position to 283
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 3.85, which was 0.10 higher than the previous day. The implied volatity was 28.32, the open interest changed by 24 which increased total open position to 337
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 28.38, the open interest changed by -23 which decreased total open position to 335
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 5, which was -2.80 lower than the previous day. The implied volatity was 24.93, the open interest changed by 24 which increased total open position to 356
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 7.8, which was 1.10 higher than the previous day. The implied volatity was 25.87, the open interest changed by 30 which increased total open position to 341
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 6.7, which was -2.40 lower than the previous day. The implied volatity was 27.07, the open interest changed by -74 which decreased total open position to 309
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 9.1, which was -3.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by 81 which increased total open position to 383
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 12.35, which was 0.60 higher than the previous day. The implied volatity was 26.66, the open interest changed by 2 which increased total open position to 280
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 11.75, which was -10.70 lower than the previous day. The implied volatity was 27.31, the open interest changed by 226 which increased total open position to 297
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 22.45, which was 21.95 higher than the previous day. The implied volatity was 33.49, the open interest changed by 71 which increased total open position to 71
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 9.82, 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 0.5, which was 0.00 lower than the previous day. The implied volatity was 9.24, 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 0.5, which was lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
