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

1385.55 -23.45 (-1.66%)

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Historical option data for SBILIFE

13 Mar 2025 04:10 PM IST
SBILIFE 27MAR2025 1400 CE
Delta: 0.47
Vega: 1.08
Theta: -0.96
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1385.55 19.8 -13.6 20.26 1,364 234 559
12 Mar 1409.00 33.1 -7.35 23.06 641 92 325
11 Mar 1417.25 41.65 1.5 24.06 754 -14 231
10 Mar 1419.45 37.05 -2.3 22.13 1,072 98 251
7 Mar 1411.60 38.7 -6.6 21.21 682 -24 153
6 Mar 1421.30 44.65 1.05 21.19 1,507 -21 177
5 Mar 1420.70 42.2 8.95 20.31 1,444 -8 203
4 Mar 1393.10 32.25 -11.25 22.49 799 128 219
3 Mar 1408.50 43.55 -12.5 21.50 228 27 76
28 Feb 1430.50 56.85 -32.15 21.64 228 48 48
27 Feb 1469.75 89 -8.85 25.23 1 0 0
26 Feb 1471.75 97.85 0 - 0 0 0
25 Feb 1471.75 97.85 0 - 0 0 0
24 Feb 1486.50 97.85 0 - 0 0 0
21 Feb 1495.40 97.85 0 - 0 0 0
20 Feb 1469.80 97.85 0 - 0 0 0
19 Feb 1475.60 97.85 0 - 0 0 0
12 Feb 1452.15 97.85 0 - 0 0 0
7 Feb 1470.95 97.85 0 - 0 0 0
1 Feb 1454.35 97.85 0 - 0 0 0
30 Jan 1472.90 0 0 - 0 0 0
29 Jan 1460.90 0 0 - 0 0 0
28 Jan 1419.50 0 0 - 0 0 0
27 Jan 1424.40 0 0 - 0 0 0
24 Jan 1440.40 0 0 - 0 0 0
23 Jan 1449.85 0 0.00 - 0 0 0
22 Jan 1460.05 0 0.00 - 0 0 0
21 Jan 1466.55 0 0.00 - 0 0 0
20 Jan 1499.70 0 0.00 - 0 0 0
17 Jan 1540.50 0 0.00 - 0 0 0
15 Jan 1472.75 0 0.00 - 0 0 0
14 Jan 1499.25 0 0.00 - 0 0 0
13 Jan 1467.40 0 0.00 - 0 0 0
10 Jan 1478.30 0 0.00 - 0 0 0
9 Jan 1468.45 0 0.00 - 0 0 0
8 Jan 1463.15 0 0.00 - 0 0 0
7 Jan 1477.75 0 0.00 - 0 0 0
6 Jan 1434.65 0 0.00 - 0 0 0
3 Jan 1447.70 0 0.00 - 0 0 0
2 Jan 1422.25 0 0.00 - 0 0 0
1 Jan 1400.40 0 0.00 - 0 0 0
31 Dec 1390.40 0 0.00 - 0 0 0
30 Dec 1403.85 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1400 expiring on 27MAR2025

Delta for 1400 CE is 0.47

Historical price for 1400 CE is as follows

On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 19.8, which was -13.6 lower than the previous day. The implied volatity was 20.26, the open interest changed by 234 which increased total open position to 559


On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 33.1, which was -7.35 lower than the previous day. The implied volatity was 23.06, the open interest changed by 92 which increased total open position to 325


On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 41.65, which was 1.5 higher than the previous day. The implied volatity was 24.06, the open interest changed by -14 which decreased total open position to 231


On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 37.05, which was -2.3 lower than the previous day. The implied volatity was 22.13, the open interest changed by 98 which increased total open position to 251


On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 38.7, which was -6.6 lower than the previous day. The implied volatity was 21.21, the open interest changed by -24 which decreased total open position to 153


On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 44.65, which was 1.05 higher than the previous day. The implied volatity was 21.19, the open interest changed by -21 which decreased total open position to 177


On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 42.2, which was 8.95 higher than the previous day. The implied volatity was 20.31, the open interest changed by -8 which decreased total open position to 203


On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 32.25, which was -11.25 lower than the previous day. The implied volatity was 22.49, the open interest changed by 128 which increased total open position to 219


On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 43.55, which was -12.5 lower than the previous day. The implied volatity was 21.50, the open interest changed by 27 which increased total open position to 76


On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 56.85, which was -32.15 lower than the previous day. The implied volatity was 21.64, the open interest changed by 48 which increased total open position to 48


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 89, which was -8.85 lower than the previous day. The implied volatity was 25.23, the open interest changed by 0 which decreased total open position to 0


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 97.85, 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 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 97.85, 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 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 97.85, 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 97.85, 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 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 97.85, 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 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 97.85, 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 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 97.85, 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 7 Feb SBILIFE was trading at 1470.95. The strike last trading price was 97.85, 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 97.85, 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 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 0, 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 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 0, 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 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 0, 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 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 0, 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 24 Jan SBILIFE was trading at 1440.40. The strike last trading price was 0, 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 23 Jan SBILIFE was trading at 1449.85. 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 Jan SBILIFE was trading at 1460.05. 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 Jan SBILIFE was trading at 1466.55. 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 Jan SBILIFE was trading at 1499.70. 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 17 Jan SBILIFE was trading at 1540.50. 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 15 Jan SBILIFE was trading at 1472.75. 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 14 Jan SBILIFE was trading at 1499.25. 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 Jan SBILIFE was trading at 1467.40. 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 10 Jan SBILIFE was trading at 1478.30. 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 9 Jan SBILIFE was trading at 1468.45. 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 8 Jan SBILIFE was trading at 1463.15. 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 7 Jan SBILIFE was trading at 1477.75. 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 6 Jan SBILIFE was trading at 1434.65. 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 3 Jan SBILIFE was trading at 1447.70. 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 2 Jan SBILIFE was trading at 1422.25. 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 1 Jan SBILIFE was trading at 1400.40. 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 31 Dec SBILIFE was trading at 1390.40. 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 30 Dec SBILIFE was trading at 1403.85. 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 27MAR2025 1400 PE
Delta: -0.52
Vega: 1.08
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1385.55 28.35 8.55 23.87 1,599 -26 696
12 Mar 1409.00 19.75 1.8 22.69 1,089 -3 719
11 Mar 1417.25 17.4 -2.75 23.54 1,183 -4 732
10 Mar 1419.45 21.4 -1.95 24.66 1,744 17 735
7 Mar 1411.60 23.35 2.95 24.61 1,387 -26 718
6 Mar 1421.30 20.8 -1.8 24.47 3,441 229 744
5 Mar 1420.70 23.2 -11.25 24.92 1,312 -88 516
4 Mar 1393.10 34.35 4.9 24.71 1,559 -90 607
3 Mar 1408.50 28.35 4.3 26.97 1,649 -57 694
28 Feb 1430.50 23.6 10.9 26.48 4,689 317 760
27 Feb 1469.75 13.8 -0.45 26.12 608 170 443
26 Feb 1471.75 13.75 1.25 26.69 265 94 275
25 Feb 1471.75 13.75 1.25 26.69 265 96 275
24 Feb 1486.50 12.85 0.45 27.34 295 40 178
21 Feb 1495.40 13.1 -3.15 25.97 192 66 138
20 Feb 1469.80 16.05 -0.95 26.24 34 25 72
19 Feb 1475.60 17 -11 28.39 50 41 45
12 Feb 1452.15 28 7.1 27.99 1 0 3
7 Feb 1470.95 20.9 -42.6 26.03 3 2 2
1 Feb 1454.35 63.5 0 3.39 0 0 0
30 Jan 1472.90 63.5 0 4.72 0 0 0
29 Jan 1460.90 63.5 0 4.19 0 0 0
28 Jan 1419.50 63.5 0 2.11 0 0 0
27 Jan 1424.40 63.5 0 2.27 0 0 0
24 Jan 1440.40 63.5 0 2.97 0 0 0
23 Jan 1449.85 63.5 0.00 3.51 0 0 0
22 Jan 1460.05 63.5 0.00 3.94 0 0 0
21 Jan 1466.55 63.5 0.00 4.07 0 0 0
20 Jan 1499.70 63.5 0.00 5.22 0 0 0
17 Jan 1540.50 63.5 0.00 6.68 0 0 0
15 Jan 1472.75 63.5 0.00 4.15 0 0 0
14 Jan 1499.25 63.5 0.00 5.10 0 0 0
13 Jan 1467.40 63.5 0.00 3.86 0 0 0
10 Jan 1478.30 63.5 0.00 4.28 0 0 0
9 Jan 1468.45 63.5 0.00 3.87 0 0 0
8 Jan 1463.15 63.5 0.00 3.65 0 0 0
7 Jan 1477.75 63.5 0.00 4.31 0 0 0
6 Jan 1434.65 63.5 0.00 2.91 0 0 0
3 Jan 1447.70 63.5 63.50 2.61 0 0 0
2 Jan 1422.25 0 0.00 2.30 0 0 0
1 Jan 1400.40 0 0.00 1.32 0 0 0
31 Dec 1390.40 0 0.00 0.97 0 0 0
30 Dec 1403.85 0 1.49 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1400 expiring on 27MAR2025

Delta for 1400 PE is -0.52

Historical price for 1400 PE is as follows

On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 28.35, which was 8.55 higher than the previous day. The implied volatity was 23.87, the open interest changed by -26 which decreased total open position to 696


On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 19.75, which was 1.8 higher than the previous day. The implied volatity was 22.69, the open interest changed by -3 which decreased total open position to 719


On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 17.4, which was -2.75 lower than the previous day. The implied volatity was 23.54, the open interest changed by -4 which decreased total open position to 732


On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 21.4, which was -1.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by 17 which increased total open position to 735


On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 23.35, which was 2.95 higher than the previous day. The implied volatity was 24.61, the open interest changed by -26 which decreased total open position to 718


On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 20.8, which was -1.8 lower than the previous day. The implied volatity was 24.47, the open interest changed by 229 which increased total open position to 744


On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 23.2, which was -11.25 lower than the previous day. The implied volatity was 24.92, the open interest changed by -88 which decreased total open position to 516


On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 34.35, which was 4.9 higher than the previous day. The implied volatity was 24.71, the open interest changed by -90 which decreased total open position to 607


On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 28.35, which was 4.3 higher than the previous day. The implied volatity was 26.97, the open interest changed by -57 which decreased total open position to 694


On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 23.6, which was 10.9 higher than the previous day. The implied volatity was 26.48, the open interest changed by 317 which increased total open position to 760


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 13.8, which was -0.45 lower than the previous day. The implied volatity was 26.12, the open interest changed by 170 which increased total open position to 443


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 13.75, which was 1.25 higher than the previous day. The implied volatity was 26.69, the open interest changed by 94 which increased total open position to 275


On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 13.75, which was 1.25 higher than the previous day. The implied volatity was 26.69, the open interest changed by 96 which increased total open position to 275


On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 12.85, which was 0.45 higher than the previous day. The implied volatity was 27.34, the open interest changed by 40 which increased total open position to 178


On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 13.1, which was -3.15 lower than the previous day. The implied volatity was 25.97, the open interest changed by 66 which increased total open position to 138


On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 16.05, which was -0.95 lower than the previous day. The implied volatity was 26.24, the open interest changed by 25 which increased total open position to 72


On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 17, which was -11 lower than the previous day. The implied volatity was 28.39, the open interest changed by 41 which increased total open position to 45


On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 28, which was 7.1 higher than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 3


On 7 Feb SBILIFE was trading at 1470.95. The strike last trading price was 20.9, which was -42.6 lower than the previous day. The implied volatity was 26.03, the open interest changed by 2 which increased total open position to 2


On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0


On 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 24 Jan SBILIFE was trading at 1440.40. The strike last trading price was 63.5, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


On 23 Jan SBILIFE was trading at 1449.85. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SBILIFE was trading at 1460.05. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SBILIFE was trading at 1466.55. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SBILIFE was trading at 1499.70. The strike last trading price was 63.5, 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 17 Jan SBILIFE was trading at 1540.50. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0


On 15 Jan SBILIFE was trading at 1472.75. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SBILIFE was trading at 1499.25. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SBILIFE was trading at 1467.40. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0


On 10 Jan SBILIFE was trading at 1478.30. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SBILIFE was trading at 1468.45. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0


On 8 Jan SBILIFE was trading at 1463.15. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SBILIFE was trading at 1477.75. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SBILIFE was trading at 1434.65. The strike last trading price was 63.5, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0


On 3 Jan SBILIFE was trading at 1447.70. The strike last trading price was 63.5, which was 63.50 higher than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SBILIFE was trading at 1422.25. The strike last trading price was 0, 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 1 Jan SBILIFE was trading at 1400.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SBILIFE was trading at 1390.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


On 30 Dec SBILIFE was trading at 1403.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0