SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.67
Theta: -1.44
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 9.9 | -2.85 | 23.51 | 4,473 | 133 | 1,797 | |||
| 19 Dec | 1405.90 | 12.75 | -0.15 | 24.81 | 3,097 | 81 | 1,667 | |||
| 18 Dec | 1398.00 | 12.9 | -7.25 | 23.94 | 2,617 | 441 | 1,590 | |||
| 17 Dec | 1409.70 | 20.15 | -6.55 | 25.18 | 2,299 | 484 | 1,168 | |||
| 16 Dec | 1421.65 | 26.7 | -5.60 | 26.39 | 1,263 | 224 | 684 | |||
| 13 Dec | 1428.80 | 32.3 | -8.70 | 22.64 | 2,005 | 175 | 461 | |||
| 12 Dec | 1432.50 | 41 | -11.60 | 24.54 | 704 | -94 | 288 | |||
| 11 Dec | 1456.15 | 52.6 | -1.70 | 23.02 | 19 | 1 | 383 | |||
| 10 Dec | 1461.85 | 54.3 | -6.80 | 18.67 | 218 | -27 | 414 | |||
| 9 Dec | 1469.30 | 61.1 | 13.60 | 20.15 | 460 | -87 | 442 | |||
| 6 Dec | 1448.55 | 47.5 | 3.70 | 19.92 | 737 | -59 | 534 | |||
| 5 Dec | 1431.85 | 43.8 | -10.95 | 22.66 | 1,421 | 129 | 592 | |||
| 4 Dec | 1452.60 | 54.75 | 7.30 | 21.59 | 771 | -158 | 465 | |||
| 3 Dec | 1440.95 | 47.45 | 3.15 | 23.98 | 2,077 | 44 | 625 | |||
| 2 Dec | 1422.05 | 44.3 | -6.65 | 26.30 | 1,650 | 35 | 582 | |||
| 29 Nov | 1437.75 | 50.95 | 3.90 | 23.45 | 5,387 | 260 | 559 | |||
| 28 Nov | 1428.60 | 47.05 | -179.30 | 25.03 | 1,558 | 287 | 287 | |||
| 27 Nov | 1505.40 | 226.35 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Nov | 1506.75 | 226.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 226.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 226.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1477.95 | 226.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1522.90 | 226.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 226.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 226.35 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 26DEC2024
Delta for 1420 CE is 0.35
Historical price for 1420 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 9.9, which was -2.85 lower than the previous day. The implied volatity was 23.51, the open interest changed by 133 which increased total open position to 1797
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 12.75, which was -0.15 lower than the previous day. The implied volatity was 24.81, the open interest changed by 81 which increased total open position to 1667
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 12.9, which was -7.25 lower than the previous day. The implied volatity was 23.94, the open interest changed by 441 which increased total open position to 1590
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 20.15, which was -6.55 lower than the previous day. The implied volatity was 25.18, the open interest changed by 484 which increased total open position to 1168
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 26.7, which was -5.60 lower than the previous day. The implied volatity was 26.39, the open interest changed by 224 which increased total open position to 684
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 32.3, which was -8.70 lower than the previous day. The implied volatity was 22.64, the open interest changed by 175 which increased total open position to 461
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 41, which was -11.60 lower than the previous day. The implied volatity was 24.54, the open interest changed by -94 which decreased total open position to 288
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 52.6, which was -1.70 lower than the previous day. The implied volatity was 23.02, the open interest changed by 1 which increased total open position to 383
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 54.3, which was -6.80 lower than the previous day. The implied volatity was 18.67, the open interest changed by -27 which decreased total open position to 414
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 61.1, which was 13.60 higher than the previous day. The implied volatity was 20.15, the open interest changed by -87 which decreased total open position to 442
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 47.5, which was 3.70 higher than the previous day. The implied volatity was 19.92, the open interest changed by -59 which decreased total open position to 534
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 43.8, which was -10.95 lower than the previous day. The implied volatity was 22.66, the open interest changed by 129 which increased total open position to 592
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 54.75, which was 7.30 higher than the previous day. The implied volatity was 21.59, the open interest changed by -158 which decreased total open position to 465
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 47.45, which was 3.15 higher than the previous day. The implied volatity was 23.98, the open interest changed by 44 which increased total open position to 625
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 44.3, which was -6.65 lower than the previous day. The implied volatity was 26.30, the open interest changed by 35 which increased total open position to 582
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 50.95, which was 3.90 higher than the previous day. The implied volatity was 23.45, the open interest changed by 260 which increased total open position to 559
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 47.05, which was -179.30 lower than the previous day. The implied volatity was 25.03, the open interest changed by 287 which increased total open position to 287
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 226.35, 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 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 226.35, 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 226.35, 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 226.35, 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 226.35, 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 226.35, 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 226.35, 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 226.35, 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 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.68
Theta: -1.32
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 29.35 | 2.40 | 27.63 | 1,077 | 48 | 595 |
| 19 Dec | 1405.90 | 26.95 | -3.10 | 23.76 | 636 | -136 | 547 |
| 18 Dec | 1398.00 | 30.05 | 6.35 | 25.28 | 1,397 | 102 | 874 |
| 17 Dec | 1409.70 | 23.7 | 3.65 | 24.16 | 1,310 | -5 | 886 |
| 16 Dec | 1421.65 | 20.05 | 2.15 | 23.43 | 1,025 | 85 | 899 |
| 13 Dec | 1428.80 | 17.9 | 1.05 | 22.93 | 1,976 | -114 | 817 |
| 12 Dec | 1432.50 | 16.85 | 5.60 | 24.38 | 3,373 | 147 | 933 |
| 11 Dec | 1456.15 | 11.25 | -0.80 | 23.41 | 411 | -4 | 786 |
| 10 Dec | 1461.85 | 12.05 | 1.10 | 25.18 | 1,075 | -143 | 790 |
| 9 Dec | 1469.30 | 10.95 | -5.40 | 24.86 | 1,849 | 11 | 938 |
| 6 Dec | 1448.55 | 16.35 | -7.30 | 22.96 | 1,257 | -29 | 927 |
| 5 Dec | 1431.85 | 23.65 | 5.45 | 24.95 | 2,171 | 8 | 956 |
| 4 Dec | 1452.60 | 18.2 | -6.70 | 24.80 | 1,845 | 108 | 954 |
| 3 Dec | 1440.95 | 24.9 | -5.80 | 24.98 | 2,381 | 247 | 851 |
| 2 Dec | 1422.05 | 30.7 | 2.70 | 25.05 | 1,488 | 108 | 604 |
| 29 Nov | 1437.75 | 28 | -13.00 | 25.81 | 3,053 | 160 | 493 |
| 28 Nov | 1428.60 | 41 | 39.00 | 30.71 | 2,430 | 329 | 329 |
| 27 Nov | 1505.40 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1506.75 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1495.20 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1485.15 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1477.95 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1522.90 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1522.90 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1562.45 | 2 | 18.84 | 2 | 1 | 1 | |
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 26DEC2024
Delta for 1420 PE is -0.62
Historical price for 1420 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 29.35, which was 2.40 higher than the previous day. The implied volatity was 27.63, the open interest changed by 48 which increased total open position to 595
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 26.95, which was -3.10 lower than the previous day. The implied volatity was 23.76, the open interest changed by -136 which decreased total open position to 547
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 30.05, which was 6.35 higher than the previous day. The implied volatity was 25.28, the open interest changed by 102 which increased total open position to 874
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 23.7, which was 3.65 higher than the previous day. The implied volatity was 24.16, the open interest changed by -5 which decreased total open position to 886
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 20.05, which was 2.15 higher than the previous day. The implied volatity was 23.43, the open interest changed by 85 which increased total open position to 899
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 17.9, which was 1.05 higher than the previous day. The implied volatity was 22.93, the open interest changed by -114 which decreased total open position to 817
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 16.85, which was 5.60 higher than the previous day. The implied volatity was 24.38, the open interest changed by 147 which increased total open position to 933
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 11.25, which was -0.80 lower than the previous day. The implied volatity was 23.41, the open interest changed by -4 which decreased total open position to 786
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 12.05, which was 1.10 higher than the previous day. The implied volatity was 25.18, the open interest changed by -143 which decreased total open position to 790
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 10.95, which was -5.40 lower than the previous day. The implied volatity was 24.86, the open interest changed by 11 which increased total open position to 938
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 16.35, which was -7.30 lower than the previous day. The implied volatity was 22.96, the open interest changed by -29 which decreased total open position to 927
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 23.65, which was 5.45 higher than the previous day. The implied volatity was 24.95, the open interest changed by 8 which increased total open position to 956
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 18.2, which was -6.70 lower than the previous day. The implied volatity was 24.80, the open interest changed by 108 which increased total open position to 954
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 24.9, which was -5.80 lower than the previous day. The implied volatity was 24.98, the open interest changed by 247 which increased total open position to 851
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 30.7, which was 2.70 higher than the previous day. The implied volatity was 25.05, the open interest changed by 108 which increased total open position to 604
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 28, which was -13.00 lower than the previous day. The implied volatity was 25.81, the open interest changed by 160 which increased total open position to 493
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 41, which was 39.00 higher than the previous day. The implied volatity was 30.71, the open interest changed by 329 which increased total open position to 329
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 2, which was 0.00 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 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 2, which was 0.00 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 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 2, which was 0.00 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 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 2, which was 0.00 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 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 2, which was 0.00 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 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 2, which was 0.00 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 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 2, which was 0.00 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 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 18.84, the open interest changed by 1 which increased total open position to 1
