SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
03 Feb 2025 01:30 PM IST
| SBILIFE 27FEB2025 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 1.26
Theta: -0.88
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 1459.00 | 64.25 | 6.75 | 23.53 | 281 | -4 | 103 | |||
| 1 Feb | 1454.35 | 52.95 | -35.45 | 21.35 | 1,609 | 54 | 107 | |||
| 31 Jan | 1483.60 | 88.7 | -0.2 | 25.60 | 22 | -3 | 54 | |||
| 30 Jan | 1472.90 | 93.25 | 16.2 | 34.37 | 47 | 11 | 56 | |||
| 29 Jan | 1460.90 | 78.35 | 24.85 | 27.24 | 163 | 28 | 45 | |||
| 28 Jan | 1419.50 | 52.95 | -17.35 | 29.53 | 82 | 17 | 17 | |||
| 27 Jan | 1424.40 | 70.3 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 1440.40 | 70.3 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 1449.85 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 1460.05 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 1466.55 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 20 Jan | 1499.70 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 1540.50 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 1513.60 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 1472.75 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 1499.25 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 1467.40 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 1478.30 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 1477.75 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 1434.65 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 1447.70 | 70.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 1390.40 | 70.3 | 0.38 | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 27FEB2025
Delta for 1420 CE is 0.72
Historical price for 1420 CE is as follows
On 3 Feb SBILIFE was trading at 1459.00. The strike last trading price was 64.25, which was 6.75 higher than the previous day. The implied volatity was 23.53, the open interest changed by -4 which decreased total open position to 103
On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 52.95, which was -35.45 lower than the previous day. The implied volatity was 21.35, the open interest changed by 54 which increased total open position to 107
On 31 Jan SBILIFE was trading at 1483.60. The strike last trading price was 88.7, which was -0.2 lower than the previous day. The implied volatity was 25.60, the open interest changed by -3 which decreased total open position to 54
On 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 93.25, which was 16.2 higher than the previous day. The implied volatity was 34.37, the open interest changed by 11 which increased total open position to 56
On 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 78.35, which was 24.85 higher than the previous day. The implied volatity was 27.24, the open interest changed by 28 which increased total open position to 45
On 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 52.95, which was -17.35 lower than the previous day. The implied volatity was 29.53, the open interest changed by 17 which increased total open position to 17
On 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, 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 16 Jan SBILIFE was trading at 1513.60. The strike last trading price was 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, 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 70.3, which was lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 27FEB2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 1.30
Theta: -0.59
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Feb | 1459.00 | 19.55 | -4.5 | 26.65 | 717 | 57 | 364 |
| 1 Feb | 1454.35 | 22.1 | 1.6 | 24.37 | 1,510 | 158 | 307 |
| 31 Jan | 1483.60 | 20.4 | -3.45 | 31.35 | 253 | 98 | 149 |
| 30 Jan | 1472.90 | 23.75 | -5.5 | 31.17 | 104 | 13 | 51 |
| 29 Jan | 1460.90 | 28.6 | -8.5 | 32.36 | 53 | 10 | 36 |
| 28 Jan | 1419.50 | 37.1 | -2.35 | 25.97 | 31 | 25 | 26 |
| 27 Jan | 1424.40 | 39.45 | 16 | 27.33 | 4 | 1 | 2 |
| 24 Jan | 1440.40 | 23.45 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 1449.85 | 23.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 22 Jan | 1460.05 | 23.45 | -40.00 | 26.23 | 1 | 0 | 0 |
| 21 Jan | 1466.55 | 63.45 | 0.00 | 3.63 | 0 | 0 | 0 |
| 20 Jan | 1499.70 | 63.45 | 0.00 | 5.33 | 0 | 0 | 0 |
| 17 Jan | 1540.50 | 63.45 | 0.00 | 7.31 | 0 | 0 | 0 |
| 16 Jan | 1513.60 | 63.45 | 0.00 | 6.12 | 0 | 0 | 0 |
| 15 Jan | 1472.75 | 63.45 | 0.00 | 4.04 | 0 | 0 | 0 |
| 14 Jan | 1499.25 | 63.45 | 0.00 | 4.89 | 0 | 0 | 0 |
| 13 Jan | 1467.40 | 63.45 | 0.00 | 3.49 | 0 | 0 | 0 |
| 10 Jan | 1478.30 | 63.45 | 0.00 | 4.08 | 0 | 0 | 0 |
| 7 Jan | 1477.75 | 63.45 | 0.00 | 3.74 | 0 | 0 | 0 |
| 6 Jan | 1434.65 | 63.45 | 0.00 | 1.87 | 0 | 0 | 0 |
| 3 Jan | 1447.70 | 63.45 | 0.00 | 2.42 | 0 | 0 | 0 |
| 31 Dec | 1390.40 | 63.45 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 27FEB2025
Delta for 1420 PE is -0.30
Historical price for 1420 PE is as follows
On 3 Feb SBILIFE was trading at 1459.00. The strike last trading price was 19.55, which was -4.5 lower than the previous day. The implied volatity was 26.65, the open interest changed by 57 which increased total open position to 364
On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 22.1, which was 1.6 higher than the previous day. The implied volatity was 24.37, the open interest changed by 158 which increased total open position to 307
On 31 Jan SBILIFE was trading at 1483.60. The strike last trading price was 20.4, which was -3.45 lower than the previous day. The implied volatity was 31.35, the open interest changed by 98 which increased total open position to 149
On 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 23.75, which was -5.5 lower than the previous day. The implied volatity was 31.17, the open interest changed by 13 which increased total open position to 51
On 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 28.6, which was -8.5 lower than the previous day. The implied volatity was 32.36, the open interest changed by 10 which increased total open position to 36
On 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 37.1, which was -2.35 lower than the previous day. The implied volatity was 25.97, the open interest changed by 25 which increased total open position to 26
On 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 39.45, which was 16 higher than the previous day. The implied volatity was 27.33, the open interest changed by 1 which increased total open position to 2
On 24 Jan SBILIFE was trading at 1440.40. The strike last trading price was 23.45, which was 0 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 23 Jan SBILIFE was trading at 1449.85. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Jan SBILIFE was trading at 1460.05. The strike last trading price was 23.45, which was -40.00 lower than the previous day. The implied volatity was 26.23, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SBILIFE was trading at 1513.60. The strike last trading price was 63.45, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 4.89, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 63.45, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 63.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
