SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1380 CE | ||||||||||
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Delta: 0.70
Vega: 1.51
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1409.05 | 60.3 | 11.50 | 20.12 | 84 | 10 | 39 | |||
| 24 Dec | 1387.00 | 48.8 | -6.60 | 21.30 | 26 | 18 | 28 | |||
| 23 Dec | 1405.30 | 55.4 | -50.70 | 17.49 | 31 | 10 | 10 | |||
| 20 Dec | 1400.60 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1405.90 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 1398.00 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1409.70 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1421.65 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1428.80 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1432.50 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1456.15 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1469.30 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1448.55 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1431.85 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1452.60 | 106.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1440.95 | 106.1 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1380 expiring on 30JAN2025
Delta for 1380 CE is 0.70
Historical price for 1380 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 60.3, which was 11.50 higher than the previous day. The implied volatity was 20.12, the open interest changed by 10 which increased total open position to 39
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 48.8, which was -6.60 lower than the previous day. The implied volatity was 21.30, the open interest changed by 18 which increased total open position to 28
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 55.4, which was -50.70 lower than the previous day. The implied volatity was 17.49, the open interest changed by 10 which increased total open position to 10
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 106.1, 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 1380 PE | |||||||
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Delta: -0.32
Vega: 1.57
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 23.2 | -7.40 | 24.05 | 387 | 56 | 123 |
| 24 Dec | 1387.00 | 30.6 | 4.05 | 23.07 | 87 | 20 | 67 |
| 23 Dec | 1405.30 | 26.55 | -15.80 | 24.55 | 61 | 19 | 46 |
| 20 Dec | 1400.60 | 42.35 | 2.10 | 31.80 | 27 | 0 | 0 |
| 19 Dec | 1405.90 | 40.25 | 0.00 | 2.30 | 0 | 0 | 0 |
| 18 Dec | 1398.00 | 40.25 | 0.00 | 2.21 | 0 | 0 | 0 |
| 17 Dec | 1409.70 | 40.25 | 0.00 | 2.85 | 0 | 0 | 0 |
| 16 Dec | 1421.65 | 40.25 | 0.00 | 3.27 | 0 | 0 | 0 |
| 13 Dec | 1428.80 | 40.25 | 0.00 | 3.72 | 0 | 0 | 0 |
| 12 Dec | 1432.50 | 40.25 | 0.00 | 4.17 | 0 | 0 | 0 |
| 11 Dec | 1456.15 | 40.25 | 0.00 | 5.00 | 0 | 0 | 0 |
| 10 Dec | 1461.85 | 40.25 | 0.00 | 5.22 | 0 | 0 | 0 |
| 9 Dec | 1469.30 | 40.25 | 0.00 | 5.51 | 0 | 0 | 0 |
| 6 Dec | 1448.55 | 40.25 | 0.00 | 4.62 | 0 | 0 | 0 |
| 5 Dec | 1431.85 | 40.25 | 0.00 | 3.88 | 0 | 0 | 0 |
| 4 Dec | 1452.60 | 40.25 | 0.00 | 4.65 | 0 | 0 | 0 |
| 3 Dec | 1440.95 | 40.25 | 3.85 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1380 expiring on 30JAN2025
Delta for 1380 PE is -0.32
Historical price for 1380 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 23.2, which was -7.40 lower than the previous day. The implied volatity was 24.05, the open interest changed by 56 which increased total open position to 123
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 30.6, which was 4.05 higher than the previous day. The implied volatity was 23.07, the open interest changed by 20 which increased total open position to 67
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 26.55, which was -15.80 lower than the previous day. The implied volatity was 24.55, the open interest changed by 19 which increased total open position to 46
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 42.35, which was 2.10 higher than the previous day. The implied volatity was 31.80, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 2.30, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 3.72, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 5.22, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 5.51, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 40.25, which was 0.00 lower than the previous day. The implied volatity was 4.65, 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 40.25, which was lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
