SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2025 04:10 PM IST
| SBILIFE 27MAR2025 1420 CE | ||||||||||
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Delta: 0.34
Vega: 1.00
Theta: -0.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1385.55 | 12.55 | -10.15 | 20.77 | 1,111 | 142 | 523 | |||
| 12 Mar | 1409.00 | 22.5 | -6.05 | 22.65 | 938 | 67 | 377 | |||
| 11 Mar | 1417.25 | 28.5 | -0.45 | 22.48 | 787 | 53 | 310 | |||
| 10 Mar | 1419.45 | 26 | -2.65 | 21.91 | 1,609 | 8 | 258 | |||
| 7 Mar | 1411.60 | 28.35 | -5.2 | 21.59 | 1,016 | 60 | 250 | |||
| 6 Mar | 1421.30 | 33 | 0.85 | 21.24 | 1,310 | 22 | 191 | |||
| 5 Mar | 1420.70 | 31.5 | 7.3 | 20.84 | 1,049 | -4 | 177 | |||
| 4 Mar | 1393.10 | 23.7 | -8.9 | 22.74 | 669 | 57 | 178 | |||
| 3 Mar | 1408.50 | 33.2 | -10.7 | 22.54 | 513 | 87 | 123 | |||
| 28 Feb | 1430.50 | 44.9 | -59.95 | 22.01 | 348 | 37 | 37 | |||
| 27 Feb | 1469.75 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1471.75 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1471.75 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1486.50 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1495.40 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1469.80 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1475.60 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1452.15 | 104.85 | 0 | - | 0 | 0 | 0 | |||
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| 7 Feb | 1470.95 | 104.85 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1454.35 | 104.85 | 0 | - | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 27MAR2025
Delta for 1420 CE is 0.34
Historical price for 1420 CE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 12.55, which was -10.15 lower than the previous day. The implied volatity was 20.77, the open interest changed by 142 which increased total open position to 523
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 22.5, which was -6.05 lower than the previous day. The implied volatity was 22.65, the open interest changed by 67 which increased total open position to 377
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 28.5, which was -0.45 lower than the previous day. The implied volatity was 22.48, the open interest changed by 53 which increased total open position to 310
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 26, which was -2.65 lower than the previous day. The implied volatity was 21.91, the open interest changed by 8 which increased total open position to 258
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 28.35, which was -5.2 lower than the previous day. The implied volatity was 21.59, the open interest changed by 60 which increased total open position to 250
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 33, which was 0.85 higher than the previous day. The implied volatity was 21.24, the open interest changed by 22 which increased total open position to 191
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 31.5, which was 7.3 higher than the previous day. The implied volatity was 20.84, the open interest changed by -4 which decreased total open position to 177
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 23.7, which was -8.9 lower than the previous day. The implied volatity was 22.74, the open interest changed by 57 which increased total open position to 178
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 33.2, which was -10.7 lower than the previous day. The implied volatity was 22.54, the open interest changed by 87 which increased total open position to 123
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 44.9, which was -59.95 lower than the previous day. The implied volatity was 22.01, the open interest changed by 37 which increased total open position to 37
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 104.85, 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 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 104.85, 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 104.85, 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 104.85, 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 104.85, 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 104.85, 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 104.85, 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 104.85, 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 104.85, 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 104.85, 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
| SBILIFE 27MAR2025 1420 PE | |||||||
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Delta: -0.63
Vega: 1.03
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1385.55 | 41.1 | 12.05 | 24.70 | 389 | 0 | 257 |
| 12 Mar | 1409.00 | 29.1 | 2.75 | 22.32 | 485 | 2 | 257 |
| 11 Mar | 1417.25 | 25.7 | -3.2 | 23.29 | 631 | 1 | 256 |
| 10 Mar | 1419.45 | 32.5 | -0.2 | 26.18 | 1,133 | 58 | 261 |
| 7 Mar | 1411.60 | 32 | 3.15 | 24.18 | 1,092 | 3 | 203 |
| 6 Mar | 1421.30 | 29 | -2.3 | 24.28 | 756 | 23 | 199 |
| 5 Mar | 1420.70 | 32.45 | -13.05 | 25.25 | 327 | 15 | 183 |
| 4 Mar | 1393.10 | 46.05 | 7.65 | 25.86 | 378 | 42 | 168 |
| 3 Mar | 1408.50 | 37.5 | 5.7 | 26.43 | 620 | 35 | 122 |
| 28 Feb | 1430.50 | 31.55 | -4.6 | 26.51 | 972 | 86 | 86 |
| 27 Feb | 1469.75 | 36.15 | 0 | 3.72 | 0 | 0 | 0 |
| 26 Feb | 1471.75 | 36.15 | 0 | 4.36 | 0 | 0 | 0 |
| 25 Feb | 1471.75 | 36.15 | 0 | 4.36 | 0 | 0 | 0 |
| 24 Feb | 1486.50 | 36.15 | 0 | 4.97 | 0 | 0 | 0 |
| 21 Feb | 1495.40 | 36.15 | 0 | 4.63 | 0 | 0 | 0 |
| 20 Feb | 1469.80 | 36.15 | 0 | 3.98 | 0 | 0 | 0 |
| 19 Feb | 1475.60 | 36.15 | 0 | 4.58 | 0 | 0 | 0 |
| 12 Feb | 1452.15 | 36.15 | 0 | 2.74 | 0 | 0 | 0 |
| 7 Feb | 1470.95 | 36.15 | 0 | 3.68 | 0 | 0 | 0 |
| 1 Feb | 1454.35 | 36.15 | 0 | 2.38 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 27MAR2025
Delta for 1420 PE is -0.63
Historical price for 1420 PE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 41.1, which was 12.05 higher than the previous day. The implied volatity was 24.70, the open interest changed by 0 which decreased total open position to 257
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 29.1, which was 2.75 higher than the previous day. The implied volatity was 22.32, the open interest changed by 2 which increased total open position to 257
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 25.7, which was -3.2 lower than the previous day. The implied volatity was 23.29, the open interest changed by 1 which increased total open position to 256
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 32.5, which was -0.2 lower than the previous day. The implied volatity was 26.18, the open interest changed by 58 which increased total open position to 261
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 32, which was 3.15 higher than the previous day. The implied volatity was 24.18, the open interest changed by 3 which increased total open position to 203
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 29, which was -2.3 lower than the previous day. The implied volatity was 24.28, the open interest changed by 23 which increased total open position to 199
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 32.45, which was -13.05 lower than the previous day. The implied volatity was 25.25, the open interest changed by 15 which increased total open position to 183
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 46.05, which was 7.65 higher than the previous day. The implied volatity was 25.86, the open interest changed by 42 which increased total open position to 168
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 37.5, which was 5.7 higher than the previous day. The implied volatity was 26.43, the open interest changed by 35 which increased total open position to 122
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 31.55, which was -4.6 lower than the previous day. The implied volatity was 26.51, the open interest changed by 86 which increased total open position to 86
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 36.15, which was 0 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 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 36.15, which was 0 lower than the previous day. The implied volatity was 4.36, 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 36.15, which was 0 lower than the previous day. The implied volatity was 4.36, 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 36.15, which was 0 lower than the previous day. The implied volatity was 4.97, 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 36.15, which was 0 lower than the previous day. The implied volatity was 4.63, 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 36.15, which was 0 lower than the previous day. The implied volatity was 3.98, 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 36.15, which was 0 lower than the previous day. The implied volatity was 4.58, 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 36.15, which was 0 lower than the previous day. The implied volatity was 2.74, 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 36.15, which was 0 lower than the previous day. The implied volatity was 3.68, 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 36.15, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
