SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.50
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 84.9 | -385.65 | 40.59 | 12 | 7 | 7 | |||
| 20 Nov | 1522.90 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1562.60 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1566.00 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 1628.85 | 470.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 470.55 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1400 expiring on 28NOV2024
Delta for 1400 CE is 0.84
Historical price for 1400 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 84.9, which was -385.65 lower than the previous day. The implied volatity was 40.59, the open interest changed by 7 which increased total open position to 7
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 470.55, 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 470.55, 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 470.55, 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 470.55, 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 Nov SBILIFE was trading at 1546.70. The strike last trading price was 470.55, 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 Nov SBILIFE was trading at 1562.45. The strike last trading price was 470.55, 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 Nov SBILIFE was trading at 1566.00. The strike last trading price was 470.55, 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 470.55, 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 Nov SBILIFE was trading at 1589.85. The strike last trading price was 470.55, 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 Nov SBILIFE was trading at 1603.95. The strike last trading price was 470.55, 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 Nov SBILIFE was trading at 1633.20. The strike last trading price was 470.55, 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 470.55, 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 Nov SBILIFE was trading at 1628.85. The strike last trading price was 470.55, 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 Oct SBILIFE was trading at 1622.15. The strike last trading price was 470.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.33
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 2.6 | 0.35 | 29.70 | 1,021 | 24 | 348 |
| 20 Nov | 1522.90 | 2.25 | 0.00 | 34.77 | 799 | 18 | 324 |
| 19 Nov | 1522.90 | 2.25 | 1.60 | 34.77 | 799 | 18 | 324 |
| 18 Nov | 1562.60 | 0.65 | -0.10 | 33.85 | 18 | 0 | 306 |
| 14 Nov | 1562.30 | 0.75 | -0.10 | 29.05 | 56 | 0 | 306 |
| 13 Nov | 1546.70 | 0.85 | -0.10 | 27.89 | 108 | 0 | 306 |
| 12 Nov | 1562.45 | 0.95 | 0.20 | 27.87 | 64 | -3 | 304 |
| 11 Nov | 1566.00 | 0.75 | -0.55 | 27.39 | 3 | 0 | 306 |
| 8 Nov | 1569.95 | 1.3 | 0.60 | 28.10 | 27 | 0 | 305 |
| 7 Nov | 1589.85 | 0.7 | -0.15 | 27.10 | 144 | 48 | 304 |
| 6 Nov | 1603.95 | 0.85 | -0.40 | 28.99 | 141 | -1 | 256 |
| 5 Nov | 1633.20 | 1.25 | -0.80 | 32.11 | 128 | 52 | 257 |
| 4 Nov | 1608.80 | 2.05 | -1.70 | 32.34 | 372 | 201 | 205 |
| 1 Nov | 1628.85 | 3.75 | 0.45 | 37.54 | 2 | 0 | 2 |
| 31 Oct | 1622.15 | 3.3 | - | 38 | 1 | 2 | |
For Sbi Life Insurance Co Ltd - strike price 1400 expiring on 28NOV2024
Delta for 1400 PE is -0.09
Historical price for 1400 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was 29.70, the open interest changed by 24 which increased total open position to 348
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 34.77, the open interest changed by 18 which increased total open position to 324
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 2.25, which was 1.60 higher than the previous day. The implied volatity was 34.77, the open interest changed by 18 which increased total open position to 324
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 306
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 306
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 306
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 27.87, the open interest changed by -3 which decreased total open position to 304
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 306
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 1.3, which was 0.60 higher than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 305
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 27.10, the open interest changed by 48 which increased total open position to 304
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 28.99, the open interest changed by -1 which decreased total open position to 256
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 1.25, which was -0.80 lower than the previous day. The implied volatity was 32.11, the open interest changed by 52 which increased total open position to 257
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 2.05, which was -1.70 lower than the previous day. The implied volatity was 32.34, the open interest changed by 201 which increased total open position to 205
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 3.75, which was 0.45 higher than the previous day. The implied volatity was 37.54, the open interest changed by 0 which decreased total open position to 2
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
