SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
11 Mar 2025 12:20 PM IST
| SBILIFE 27MAR2025 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.93
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 1417.45 | 53.25 | -0.4 | 21.89 | 32 | -3 | 87 | |||
| 10 Mar | 1419.45 | 47.75 | -4.5 | 19.75 | 93 | 15 | 91 | |||
| 7 Mar | 1411.60 | 51.6 | -7.6 | 21.09 | 129 | -12 | 76 | |||
| 6 Mar | 1421.30 | 57.6 | 0.95 | 20.39 | 273 | 15 | 86 | |||
| 5 Mar | 1420.70 | 54.95 | 10.7 | 19.57 | 388 | 38 | 73 | |||
| 4 Mar | 1393.10 | 43.55 | -13.15 | 22.79 | 95 | 20 | 34 | |||
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| 3 Mar | 1408.50 | 57.5 | -11.85 | 23.19 | 7 | -2 | 12 | |||
| 28 Feb | 1430.50 | 69.35 | -39.35 | 20.13 | 33 | 14 | 14 | |||
| 27 Feb | 1469.75 | 108.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Feb | 1471.75 | 108.7 | -23.45 | 20.38 | 1 | 1 | 0 | |||
| 25 Feb | 1471.75 | 108.7 | -23.45 | 20.38 | 1 | 0 | 0 | |||
| 24 Feb | 1486.50 | 132.15 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1495.40 | 132.15 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1454.35 | 132.15 | 0 | - | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1380 expiring on 27MAR2025
Delta for 1380 CE is 0.76
Historical price for 1380 CE is as follows
On 11 Mar SBILIFE was trading at 1417.45. The strike last trading price was 53.25, which was -0.4 lower than the previous day. The implied volatity was 21.89, the open interest changed by -3 which decreased total open position to 87
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 47.75, which was -4.5 lower than the previous day. The implied volatity was 19.75, the open interest changed by 15 which increased total open position to 91
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 51.6, which was -7.6 lower than the previous day. The implied volatity was 21.09, the open interest changed by -12 which decreased total open position to 76
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 57.6, which was 0.95 higher than the previous day. The implied volatity was 20.39, the open interest changed by 15 which increased total open position to 86
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 54.95, which was 10.7 higher than the previous day. The implied volatity was 19.57, the open interest changed by 38 which increased total open position to 73
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 43.55, which was -13.15 lower than the previous day. The implied volatity was 22.79, the open interest changed by 20 which increased total open position to 34
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 57.5, which was -11.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by -2 which decreased total open position to 12
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 69.35, which was -39.35 lower than the previous day. The implied volatity was 20.13, the open interest changed by 14 which increased total open position to 14
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 108.7, 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 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 108.7, which was -23.45 lower than the previous day. The implied volatity was 20.38, 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 108.7, which was -23.45 lower than the previous day. The implied volatity was 20.38, 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 132.15, 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 132.15, 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 132.15, 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 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.98
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 1417.45 | 12.75 | -0.9 | 25.32 | 245 | 2 | 268 |
| 10 Mar | 1419.45 | 14.8 | -1.4 | 25.22 | 472 | 32 | 266 |
| 7 Mar | 1411.60 | 16.05 | 1.8 | 24.63 | 605 | -24 | 234 |
| 6 Mar | 1421.30 | 14.45 | -1.55 | 24.72 | 1,070 | 61 | 263 |
| 5 Mar | 1420.70 | 16.25 | -9.25 | 24.98 | 708 | 65 | 205 |
| 4 Mar | 1393.10 | 26 | 4.15 | 25.87 | 435 | 21 | 140 |
| 3 Mar | 1408.50 | 21.25 | 3.3 | 26.93 | 285 | 30 | 119 |
| 28 Feb | 1430.50 | 17.65 | 8.05 | 26.85 | 236 | 61 | 87 |
| 27 Feb | 1469.75 | 10.2 | -13.7 | 26.71 | 40 | 26 | 26 |
| 26 Feb | 1471.75 | 23.9 | 0 | 6.90 | 0 | 0 | 0 |
| 25 Feb | 1471.75 | 23.9 | 0 | 6.90 | 0 | 0 | 0 |
| 24 Feb | 1486.50 | 23.9 | 0 | 7.42 | 0 | 0 | 0 |
| 21 Feb | 1495.40 | 23.9 | 0 | 7.00 | 0 | 0 | 0 |
| 1 Feb | 1454.35 | 23.9 | 0 | 4.39 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1380 expiring on 27MAR2025
Delta for 1380 PE is -0.27
Historical price for 1380 PE is as follows
On 11 Mar SBILIFE was trading at 1417.45. The strike last trading price was 12.75, which was -0.9 lower than the previous day. The implied volatity was 25.32, the open interest changed by 2 which increased total open position to 268
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 14.8, which was -1.4 lower than the previous day. The implied volatity was 25.22, the open interest changed by 32 which increased total open position to 266
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 16.05, which was 1.8 higher than the previous day. The implied volatity was 24.63, the open interest changed by -24 which decreased total open position to 234
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 14.45, which was -1.55 lower than the previous day. The implied volatity was 24.72, the open interest changed by 61 which increased total open position to 263
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 16.25, which was -9.25 lower than the previous day. The implied volatity was 24.98, the open interest changed by 65 which increased total open position to 205
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 26, which was 4.15 higher than the previous day. The implied volatity was 25.87, the open interest changed by 21 which increased total open position to 140
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 21.25, which was 3.3 higher than the previous day. The implied volatity was 26.93, the open interest changed by 30 which increased total open position to 119
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 17.65, which was 8.05 higher than the previous day. The implied volatity was 26.85, the open interest changed by 61 which increased total open position to 87
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 10.2, which was -13.7 lower than the previous day. The implied volatity was 26.71, the open interest changed by 26 which increased total open position to 26
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 6.90, 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 23.9, which was 0 lower than the previous day. The implied volatity was 6.90, 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 23.9, which was 0 lower than the previous day. The implied volatity was 7.42, 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 23.9, which was 0 lower than the previous day. The implied volatity was 7.00, 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 23.9, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
