SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.49
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 62.65 | -433.75 | 29.07 | 3 | 0 | 0 | |||
| 20 Nov | 1522.90 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1562.60 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1566.00 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 1633.20 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1628.85 | 496.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 496.4 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 28NOV2024
Delta for 1420 CE is 0.84
Historical price for 1420 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 62.65, which was -433.75 lower than the previous day. The implied volatity was 29.07, 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 496.4, 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 496.4, 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 Nov SBILIFE was trading at 1562.60. The strike last trading price was 496.4, 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 Nov SBILIFE was trading at 1562.30. The strike last trading price was 496.4, 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 Nov SBILIFE was trading at 1546.70. The strike last trading price was 496.4, 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 496.4, 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 Nov SBILIFE was trading at 1566.00. The strike last trading price was 496.4, 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 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 496.4, 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 Nov SBILIFE was trading at 1589.85. The strike last trading price was 496.4, 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 Nov SBILIFE was trading at 1603.95. The strike last trading price was 496.4, 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 Nov SBILIFE was trading at 1633.20. The strike last trading price was 496.4, 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 Nov SBILIFE was trading at 1608.80. The strike last trading price was 496.4, 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 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 496.4, 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 Oct SBILIFE was trading at 1622.15. The strike last trading price was 496.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.48
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 4.65 | 1.30 | 28.50 | 829 | 82 | 188 |
| 20 Nov | 1522.90 | 3.35 | 0.00 | 33.15 | 614 | 70 | 105 |
| 19 Nov | 1522.90 | 3.35 | 1.85 | 33.15 | 614 | 69 | 105 |
| 18 Nov | 1562.60 | 1.5 | -0.20 | 34.95 | 29 | 16 | 32 |
| 14 Nov | 1562.30 | 1.7 | 0.15 | 30.24 | 25 | -2 | 15 |
| 13 Nov | 1546.70 | 1.55 | 0.15 | 27.67 | 36 | 8 | 18 |
| 12 Nov | 1562.45 | 1.4 | -1.10 | 26.65 | 29 | 10 | 11 |
| 11 Nov | 1566.00 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1569.95 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1589.85 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1603.95 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1633.20 | 2.5 | 0.50 | 34.08 | 1 | 0 | 1 |
| 4 Nov | 1608.80 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1628.85 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1622.15 | 2 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1420 expiring on 28NOV2024
Delta for 1420 PE is -0.15
Historical price for 1420 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 4.65, which was 1.30 higher than the previous day. The implied volatity was 28.50, the open interest changed by 82 which increased total open position to 188
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 33.15, the open interest changed by 70 which increased total open position to 105
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 3.35, which was 1.85 higher than the previous day. The implied volatity was 33.15, the open interest changed by 69 which increased total open position to 105
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 34.95, the open interest changed by 16 which increased total open position to 32
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 30.24, the open interest changed by -2 which decreased total open position to 15
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 27.67, the open interest changed by 8 which increased total open position to 18
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 1.4, which was -1.10 lower than the previous day. The implied volatity was 26.65, the open interest changed by 10 which increased total open position to 11
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 2.5, 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 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 2.5, 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 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 2.5, 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 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 2.5, 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 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 2.5, which was 0.50 higher than the previous day. The implied volatity was 34.08, the open interest changed by 0 which decreased total open position to 1
On 4 Nov SBILIFE was trading at 1608.80. 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 1 Nov SBILIFE was trading at 1628.85. 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 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
