SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1400 CE | ||||||||||
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Delta: 0.54
Vega: 0.71
Theta: -1.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 17.15 | -4.55 | 21.58 | 3,029 | 329 | 1,400 | |||
| 19 Dec | 1405.90 | 21.7 | -0.10 | 24.71 | 3,559 | 255 | 1,072 | |||
| 18 Dec | 1398.00 | 21.8 | -9.35 | 23.98 | 1,665 | 327 | 827 | |||
| 17 Dec | 1409.70 | 31.15 | -7.85 | 25.65 | 883 | 92 | 497 | |||
| 16 Dec | 1421.65 | 39 | -7.00 | 27.24 | 369 | 1 | 415 | |||
| 13 Dec | 1428.80 | 46 | -8.00 | 23.47 | 638 | -57 | 416 | |||
| 12 Dec | 1432.50 | 54 | -14.15 | 23.60 | 189 | -33 | 478 | |||
| 11 Dec | 1456.15 | 68.15 | -3.65 | 23.23 | 35 | 2 | 511 | |||
| 10 Dec | 1461.85 | 71.8 | -4.25 | 19.82 | 146 | -17 | 508 | |||
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| 9 Dec | 1469.30 | 76.05 | 14.90 | 16.64 | 462 | -54 | 540 | |||
| 6 Dec | 1448.55 | 61.15 | 4.15 | 18.73 | 360 | -5 | 595 | |||
| 5 Dec | 1431.85 | 57 | -12.20 | 22.79 | 1,101 | 54 | 598 | |||
| 4 Dec | 1452.60 | 69.2 | 9.00 | 21.35 | 649 | -127 | 554 | |||
| 3 Dec | 1440.95 | 60.2 | 3.90 | 23.96 | 1,497 | 137 | 725 | |||
| 2 Dec | 1422.05 | 56.3 | -8.70 | 26.69 | 912 | -39 | 567 | |||
| 29 Nov | 1437.75 | 65 | 2.25 | 24.38 | 4,758 | 424 | 611 | |||
| 28 Nov | 1428.60 | 62.75 | -58.25 | 27.80 | 1,102 | 202 | 203 | |||
| 27 Nov | 1505.40 | 121 | -403.50 | 20.47 | 1 | 0 | 0 | |||
| 26 Nov | 1506.75 | 524.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 524.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 524.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1477.95 | 524.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1522.90 | 524.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 524.5 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1400 expiring on 26DEC2024
Delta for 1400 CE is 0.54
Historical price for 1400 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 17.15, which was -4.55 lower than the previous day. The implied volatity was 21.58, the open interest changed by 329 which increased total open position to 1400
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 21.7, which was -0.10 lower than the previous day. The implied volatity was 24.71, the open interest changed by 255 which increased total open position to 1072
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 21.8, which was -9.35 lower than the previous day. The implied volatity was 23.98, the open interest changed by 327 which increased total open position to 827
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 31.15, which was -7.85 lower than the previous day. The implied volatity was 25.65, the open interest changed by 92 which increased total open position to 497
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 39, which was -7.00 lower than the previous day. The implied volatity was 27.24, the open interest changed by 1 which increased total open position to 415
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 46, which was -8.00 lower than the previous day. The implied volatity was 23.47, the open interest changed by -57 which decreased total open position to 416
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 54, which was -14.15 lower than the previous day. The implied volatity was 23.60, the open interest changed by -33 which decreased total open position to 478
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 68.15, which was -3.65 lower than the previous day. The implied volatity was 23.23, the open interest changed by 2 which increased total open position to 511
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 71.8, which was -4.25 lower than the previous day. The implied volatity was 19.82, the open interest changed by -17 which decreased total open position to 508
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 76.05, which was 14.90 higher than the previous day. The implied volatity was 16.64, the open interest changed by -54 which decreased total open position to 540
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 61.15, which was 4.15 higher than the previous day. The implied volatity was 18.73, the open interest changed by -5 which decreased total open position to 595
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 57, which was -12.20 lower than the previous day. The implied volatity was 22.79, the open interest changed by 54 which increased total open position to 598
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 69.2, which was 9.00 higher than the previous day. The implied volatity was 21.35, the open interest changed by -127 which decreased total open position to 554
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 60.2, which was 3.90 higher than the previous day. The implied volatity was 23.96, the open interest changed by 137 which increased total open position to 725
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 56.3, which was -8.70 lower than the previous day. The implied volatity was 26.69, the open interest changed by -39 which decreased total open position to 567
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 65, which was 2.25 higher than the previous day. The implied volatity was 24.38, the open interest changed by 424 which increased total open position to 611
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 62.75, which was -58.25 lower than the previous day. The implied volatity was 27.80, the open interest changed by 202 which increased total open position to 203
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 121, which was -403.50 lower than the previous day. The implied volatity was 20.47, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 524.5, 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 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 524.5, 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 Nov SBILIFE was trading at 1485.15. The strike last trading price was 524.5, 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 Nov SBILIFE was trading at 1477.95. The strike last trading price was 524.5, 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 524.5, 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 524.5, 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 26DEC2024 1400 PE | |||||||
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Delta: -0.47
Vega: 0.71
Theta: -1.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 17.4 | 1.50 | 26.55 | 3,029 | 300 | 1,446 |
| 19 Dec | 1405.90 | 15.9 | -2.65 | 23.64 | 2,221 | -48 | 1,151 |
| 18 Dec | 1398.00 | 18.55 | 4.00 | 24.72 | 1,485 | 43 | 1,203 |
| 17 Dec | 1409.70 | 14.55 | 1.95 | 24.34 | 1,143 | 17 | 1,159 |
| 16 Dec | 1421.65 | 12.6 | 1.05 | 24.24 | 761 | -78 | 1,149 |
| 13 Dec | 1428.80 | 11.55 | 0.55 | 23.67 | 2,156 | -92 | 1,229 |
| 12 Dec | 1432.50 | 11 | 3.70 | 25.01 | 4,883 | 131 | 1,320 |
| 11 Dec | 1456.15 | 7.3 | -0.65 | 24.26 | 848 | 32 | 1,189 |
| 10 Dec | 1461.85 | 7.95 | 0.50 | 25.76 | 1,119 | 86 | 1,157 |
| 9 Dec | 1469.30 | 7.45 | -3.65 | 25.72 | 1,969 | 65 | 1,090 |
| 6 Dec | 1448.55 | 11.1 | -5.50 | 23.45 | 1,447 | -3 | 1,007 |
| 5 Dec | 1431.85 | 16.6 | 3.65 | 25.03 | 3,718 | -26 | 1,010 |
| 4 Dec | 1452.60 | 12.95 | -5.20 | 25.30 | 2,350 | 114 | 1,050 |
| 3 Dec | 1440.95 | 18.15 | -4.85 | 25.36 | 1,916 | -203 | 941 |
| 2 Dec | 1422.05 | 23 | 2.10 | 25.50 | 2,215 | 119 | 1,144 |
| 29 Nov | 1437.75 | 20.9 | -13.10 | 26.00 | 7,137 | 145 | 1,292 |
| 28 Nov | 1428.60 | 34 | 25.60 | 31.81 | 11,057 | 969 | 1,128 |
| 27 Nov | 1505.40 | 8.4 | -0.95 | 27.46 | 286 | 0 | 158 |
| 26 Nov | 1506.75 | 9.35 | -0.65 | 27.75 | 247 | -24 | 157 |
| 25 Nov | 1495.20 | 10 | -3.25 | 27.23 | 189 | -33 | 179 |
| 22 Nov | 1485.15 | 13.25 | -1.70 | 27.13 | 138 | 1 | 213 |
| 21 Nov | 1477.95 | 14.95 | -4.75 | 26.23 | 308 | 205 | 210 |
| 20 Nov | 1522.90 | 19.7 | 0.00 | 35.51 | 5 | 5 | 4 |
| 19 Nov | 1522.90 | 19.7 | 35.51 | 5 | 4 | 4 | |
For Sbi Life Insurance Co Ltd - strike price 1400 expiring on 26DEC2024
Delta for 1400 PE is -0.47
Historical price for 1400 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 17.4, which was 1.50 higher than the previous day. The implied volatity was 26.55, the open interest changed by 300 which increased total open position to 1446
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 15.9, which was -2.65 lower than the previous day. The implied volatity was 23.64, the open interest changed by -48 which decreased total open position to 1151
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 18.55, which was 4.00 higher than the previous day. The implied volatity was 24.72, the open interest changed by 43 which increased total open position to 1203
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 14.55, which was 1.95 higher than the previous day. The implied volatity was 24.34, the open interest changed by 17 which increased total open position to 1159
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 12.6, which was 1.05 higher than the previous day. The implied volatity was 24.24, the open interest changed by -78 which decreased total open position to 1149
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 11.55, which was 0.55 higher than the previous day. The implied volatity was 23.67, the open interest changed by -92 which decreased total open position to 1229
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 11, which was 3.70 higher than the previous day. The implied volatity was 25.01, the open interest changed by 131 which increased total open position to 1320
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 7.3, which was -0.65 lower than the previous day. The implied volatity was 24.26, the open interest changed by 32 which increased total open position to 1189
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 7.95, which was 0.50 higher than the previous day. The implied volatity was 25.76, the open interest changed by 86 which increased total open position to 1157
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 7.45, which was -3.65 lower than the previous day. The implied volatity was 25.72, the open interest changed by 65 which increased total open position to 1090
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 11.1, which was -5.50 lower than the previous day. The implied volatity was 23.45, the open interest changed by -3 which decreased total open position to 1007
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 16.6, which was 3.65 higher than the previous day. The implied volatity was 25.03, the open interest changed by -26 which decreased total open position to 1010
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 12.95, which was -5.20 lower than the previous day. The implied volatity was 25.30, the open interest changed by 114 which increased total open position to 1050
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 18.15, which was -4.85 lower than the previous day. The implied volatity was 25.36, the open interest changed by -203 which decreased total open position to 941
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 23, which was 2.10 higher than the previous day. The implied volatity was 25.50, the open interest changed by 119 which increased total open position to 1144
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 20.9, which was -13.10 lower than the previous day. The implied volatity was 26.00, the open interest changed by 145 which increased total open position to 1292
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 34, which was 25.60 higher than the previous day. The implied volatity was 31.81, the open interest changed by 969 which increased total open position to 1128
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 8.4, which was -0.95 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 158
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was 27.75, the open interest changed by -24 which decreased total open position to 157
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 10, which was -3.25 lower than the previous day. The implied volatity was 27.23, the open interest changed by -33 which decreased total open position to 179
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 13.25, which was -1.70 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 213
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 14.95, which was -4.75 lower than the previous day. The implied volatity was 26.23, the open interest changed by 205 which increased total open position to 210
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 19.7, which was 0.00 lower than the previous day. The implied volatity was 35.51, the open interest changed by 5 which increased total open position to 4
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 19.7, which was lower than the previous day. The implied volatity was 35.51, the open interest changed by 4 which increased total open position to 4
