SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1420 CE | ||||||||||
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Delta: 0.53
Vega: 1.74
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1409.05 | 38 | 8.50 | 20.81 | 1,498 | 291 | 434 | |||
| 24 Dec | 1387.00 | 29.5 | -9.20 | 21.42 | 190 | 38 | 142 | |||
| 23 Dec | 1405.30 | 38.7 | -1.50 | 21.20 | 206 | 46 | 103 | |||
| 20 Dec | 1400.60 | 40.2 | -1.95 | 22.27 | 90 | 4 | 57 | |||
| 19 Dec | 1405.90 | 42.15 | 0.15 | 22.59 | 36 | 4 | 54 | |||
| 18 Dec | 1398.00 | 42 | -7.70 | 22.54 | 66 | 46 | 50 | |||
| 17 Dec | 1409.70 | 49.7 | -10.55 | 23.10 | 6 | 1 | 3 | |||
| 16 Dec | 1421.65 | 60.25 | -22.85 | 25.85 | 3 | 2 | 2 | |||
| 13 Dec | 1428.80 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Dec | 1432.50 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1456.15 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1469.30 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1448.55 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1431.85 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1452.60 | 83.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1440.95 | 83.1 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 30JAN2025
Delta for 1420 CE is 0.53
Historical price for 1420 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 38, which was 8.50 higher than the previous day. The implied volatity was 20.81, the open interest changed by 291 which increased total open position to 434
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 29.5, which was -9.20 lower than the previous day. The implied volatity was 21.42, the open interest changed by 38 which increased total open position to 142
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 38.7, which was -1.50 lower than the previous day. The implied volatity was 21.20, the open interest changed by 46 which increased total open position to 103
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 40.2, which was -1.95 lower than the previous day. The implied volatity was 22.27, the open interest changed by 4 which increased total open position to 57
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 42.15, which was 0.15 higher than the previous day. The implied volatity was 22.59, the open interest changed by 4 which increased total open position to 54
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 42, which was -7.70 lower than the previous day. The implied volatity was 22.54, the open interest changed by 46 which increased total open position to 50
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 49.7, which was -10.55 lower than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 3
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 60.25, which was -22.85 lower than the previous day. The implied volatity was 25.85, the open interest changed by 2 which increased total open position to 2
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 83.1, 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 Dec SBILIFE was trading at 1432.50. The strike last trading price was 83.1, 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 Dec SBILIFE was trading at 1456.15. The strike last trading price was 83.1, 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 Dec SBILIFE was trading at 1461.85. The strike last trading price was 83.1, 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 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 83.1, 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 Dec SBILIFE was trading at 1448.55. The strike last trading price was 83.1, 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 Dec SBILIFE was trading at 1431.85. The strike last trading price was 83.1, 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 Dec SBILIFE was trading at 1452.60. The strike last trading price was 83.1, 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 Dec SBILIFE was trading at 1440.95. The strike last trading price was 83.1, 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 30JAN2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 1.74
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 40.05 | -10.00 | 24.03 | 262 | 89 | 113 |
| 24 Dec | 1387.00 | 50.05 | 5.80 | 22.67 | 11 | 4 | 24 |
| 23 Dec | 1405.30 | 44.25 | -12.50 | 24.66 | 33 | 21 | 21 |
| 20 Dec | 1400.60 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1405.90 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1398.00 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1409.70 | 56.75 | 0.00 | 0.58 | 0 | 0 | 0 |
| 16 Dec | 1421.65 | 56.75 | 0.00 | 1.09 | 0 | 0 | 0 |
| 13 Dec | 1428.80 | 56.75 | 0.00 | 1.57 | 0 | 0 | 0 |
| 12 Dec | 1432.50 | 56.75 | 0.00 | 2.13 | 0 | 0 | 0 |
| 11 Dec | 1456.15 | 56.75 | 0.00 | 2.90 | 0 | 0 | 0 |
| 10 Dec | 1461.85 | 56.75 | 0.00 | 3.24 | 0 | 0 | 0 |
| 9 Dec | 1469.30 | 56.75 | 0.00 | 3.52 | 0 | 0 | 0 |
| 6 Dec | 1448.55 | 56.75 | 0.00 | 2.47 | 0 | 0 | 0 |
| 5 Dec | 1431.85 | 56.75 | 0.00 | 1.88 | 0 | 0 | 0 |
| 4 Dec | 1452.60 | 56.75 | 0.00 | 2.71 | 0 | 0 | 0 |
| 3 Dec | 1440.95 | 56.75 | 1.89 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 30JAN2025
Delta for 1420 PE is -0.47
Historical price for 1420 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 40.05, which was -10.00 lower than the previous day. The implied volatity was 24.03, the open interest changed by 89 which increased total open position to 113
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 50.05, which was 5.80 higher than the previous day. The implied volatity was 22.67, the open interest changed by 4 which increased total open position to 24
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 44.25, which was -12.50 lower than the previous day. The implied volatity was 24.66, the open interest changed by 21 which increased total open position to 21
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 56.75, 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 Dec SBILIFE was trading at 1405.90. The strike last trading price was 56.75, 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 Dec SBILIFE was trading at 1398.00. The strike last trading price was 56.75, 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 Dec SBILIFE was trading at 1409.70. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 56.75, which was 0.00 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 56.75, which was lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
