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[--[65.84.65.76]--]
SBILIFE
Sbi Life Insurance Co Ltd

1477.95 -44.95 (-2.95%)

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Historical option data for SBILIFE

21 Nov 2024 04:10 PM IST
SBILIFE 28NOV2024 1380 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1477.95 535.75 0.00 - 0 0 0
20 Nov 1522.90 535.75 0.00 - 0 0 0
19 Nov 1522.90 535.75 0.00 - 0 0 0
18 Nov 1562.60 535.75 0.00 - 0 0 0
14 Nov 1562.30 535.75 0.00 - 0 0 0
8 Nov 1569.95 535.75 0.00 0.00 0 0 0
7 Nov 1589.85 535.75 0.00 0.00 0 0 0
6 Nov 1603.95 535.75 0.00 0.00 0 0 0
5 Nov 1633.20 535.75 0.00 - 0 0 0
4 Nov 1608.80 535.75 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1380 expiring on 28NOV2024

Delta for 1380 CE is -

Historical price for 1380 CE is as follows

On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 535.75, 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 535.75, 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 535.75, 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 Nov SBILIFE was trading at 1562.60. The strike last trading price was 535.75, 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 Nov SBILIFE was trading at 1562.30. The strike last trading price was 535.75, 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 Nov SBILIFE was trading at 1569.95. The strike last trading price was 535.75, 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 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 535.75, 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 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 535.75, 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 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 535.75, 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 Nov SBILIFE was trading at 1608.80. The strike last trading price was 535.75, 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 28NOV2024 1380 PE
Delta: -0.06
Vega: 0.26
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1477.95 1.9 0.25 32.94 115 36 64
20 Nov 1522.90 1.65 0.00 37.02 81 17 26
19 Nov 1522.90 1.65 1.10 37.02 81 15 26
18 Nov 1562.60 0.55 -0.50 36.57 9 2 11
14 Nov 1562.30 1.05 0.90 33.98 50 9 9
8 Nov 1569.95 0.15 0.00 0.00 0 0 0
7 Nov 1589.85 0.15 0.00 0.00 0 0 0
6 Nov 1603.95 0.15 0.00 0.00 0 0 0
5 Nov 1633.20 0.15 0.00 16.01 0 0 0
4 Nov 1608.80 0.15 16.01 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1380 expiring on 28NOV2024

Delta for 1380 PE is -0.06

Historical price for 1380 PE is as follows

On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 32.94, the open interest changed by 36 which increased total open position to 64


On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 37.02, the open interest changed by 17 which increased total open position to 26


On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 1.65, which was 1.10 higher than the previous day. The implied volatity was 37.02, the open interest changed by 15 which increased total open position to 26


On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 36.57, the open interest changed by 2 which increased total open position to 11


On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 1.05, which was 0.90 higher than the previous day. The implied volatity was 33.98, the open interest changed by 9 which increased total open position to 9


On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 0.15, 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 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 0.15, 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 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 0.15, 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 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 16.01, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was 16.01, the open interest changed by 0 which decreased total open position to 0