`
[--[65.84.65.76]--]
SBILIFE
Sbi Life Insurance Co Ltd

1385.55 -23.45 (-1.66%)

Back to Option Chain


Historical option data for SBILIFE

13 Mar 2025 04:10 PM IST
SBILIFE 27MAR2025 1440 CE
Delta: 0.23
Vega: 0.83
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1385.55 7.7 -7 21.35 829 124 901
12 Mar 1409.00 14.3 -5.1 22.22 759 94 777
11 Mar 1417.25 20 -0.15 22.95 774 -21 684
10 Mar 1419.45 19.15 -1.05 23.28 1,413 -12 705
7 Mar 1411.60 19.65 -4.3 21.54 2,662 274 717
6 Mar 1421.30 23.25 -0.2 21.08 1,221 63 443
5 Mar 1420.70 22.5 5.3 21.00 1,074 35 384
4 Mar 1393.10 16.8 -7.25 23.27 661 88 347
3 Mar 1408.50 24.4 -9.25 22.12 919 97 257
28 Feb 1430.50 33.9 -27 21.77 990 155 157
27 Feb 1469.75 60.9 -11.8 25.02 2 1 2
26 Feb 1471.75 72.7 0 0.00 0 0 0
25 Feb 1471.75 72.7 0 0.00 0 0 0
24 Feb 1486.50 72.7 0 0.00 0 1 0
21 Feb 1495.40 72.7 -5.45 18.57 1 0 0
20 Feb 1469.80 78.15 0 - 0 0 0
19 Feb 1475.60 78.15 0 - 0 0 0
12 Feb 1452.15 78.15 0 - 0 0 0
7 Feb 1470.95 78.15 0 - 0 0 0
1 Feb 1454.35 78.15 0 - 0 0 0
30 Jan 1472.90 78.15 0 - 0 0 0
29 Jan 1460.90 78.15 0 - 0 0 0
28 Jan 1419.50 78.15 0 - 0 0 0
27 Jan 1424.40 78.15 0 - 0 0 0
24 Jan 1440.40 78.15 0 - 0 0 0
23 Jan 1449.85 78.15 78.15 - 0 0 0
22 Jan 1460.05 0 0.00 - 0 0 0
21 Jan 1466.55 0 0.00 - 0 0 0
20 Jan 1499.70 0 0.00 - 0 0 0
17 Jan 1540.50 0 0.00 - 0 0 0
15 Jan 1472.75 0 0.00 - 0 0 0
14 Jan 1499.25 0 0.00 - 0 0 0
13 Jan 1467.40 0 0.00 - 0 0 0
10 Jan 1478.30 0 0.00 - 0 0 0
9 Jan 1468.45 0 0.00 - 0 0 0
8 Jan 1463.15 0 0.00 - 0 0 0
7 Jan 1477.75 0 0.00 - 0 0 0
6 Jan 1434.65 0 0.00 - 0 0 0
3 Jan 1447.70 0 0.00 - 0 0 0
2 Jan 1422.25 0 0.00 - 0 0 0
1 Jan 1400.40 0 0.00 0.39 0 0 0
31 Dec 1390.40 0 0.00 0.75 0 0 0
30 Dec 1403.85 0 0.19 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1440 expiring on 27MAR2025

Delta for 1440 CE is 0.23

Historical price for 1440 CE is as follows

On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 7.7, which was -7 lower than the previous day. The implied volatity was 21.35, the open interest changed by 124 which increased total open position to 901


On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 14.3, which was -5.1 lower than the previous day. The implied volatity was 22.22, the open interest changed by 94 which increased total open position to 777


On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 20, which was -0.15 lower than the previous day. The implied volatity was 22.95, the open interest changed by -21 which decreased total open position to 684


On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 19.15, which was -1.05 lower than the previous day. The implied volatity was 23.28, the open interest changed by -12 which decreased total open position to 705


On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 19.65, which was -4.3 lower than the previous day. The implied volatity was 21.54, the open interest changed by 274 which increased total open position to 717


On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 23.25, which was -0.2 lower than the previous day. The implied volatity was 21.08, the open interest changed by 63 which increased total open position to 443


On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 22.5, which was 5.3 higher than the previous day. The implied volatity was 21.00, the open interest changed by 35 which increased total open position to 384


On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 16.8, which was -7.25 lower than the previous day. The implied volatity was 23.27, the open interest changed by 88 which increased total open position to 347


On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 24.4, which was -9.25 lower than the previous day. The implied volatity was 22.12, the open interest changed by 97 which increased total open position to 257


On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 33.9, which was -27 lower than the previous day. The implied volatity was 21.77, the open interest changed by 155 which increased total open position to 157


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 60.9, which was -11.8 lower than the previous day. The implied volatity was 25.02, the open interest changed by 1 which increased total open position to 2


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 72.7, 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 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 72.7, 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 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 72.7, which was 0 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 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 72.7, which was -5.45 lower than the previous day. The implied volatity was 18.57, 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 78.15, 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 78.15, 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 78.15, 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 78.15, 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 78.15, 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 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 78.15, 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 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 78.15, 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 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 78.15, 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 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 78.15, 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 78.15, 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 78.15, which was 78.15 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 Jan SBILIFE was trading at 1468.45. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1463.15. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 2 Jan SBILIFE was trading at 1422.25. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1400.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 30 Dec SBILIFE was trading at 1403.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


SBILIFE 27MAR2025 1440 PE
Delta: -0.73
Vega: 0.91
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1385.55 55.9 14.85 25.62 150 13 194
12 Mar 1409.00 41 4.15 22.03 101 -17 181
11 Mar 1417.25 36 -3.75 22.81 255 -23 197
10 Mar 1419.45 42.7 -1.3 25.27 502 -15 221
7 Mar 1411.60 43.8 4.8 24.67 599 21 236
6 Mar 1421.30 39.4 -2.95 24.32 261 34 218
5 Mar 1420.70 43.7 -14.75 25.71 215 -88 183
4 Mar 1393.10 59 8.75 26.15 176 20 271
3 Mar 1408.50 48.55 7.4 27.15 703 56 251
28 Feb 1430.50 40.95 16.9 26.49 1,144 140 191
27 Feb 1469.75 25.15 -0.85 24.73 105 42 51
26 Feb 1471.75 26 3.05 27.13 10 -1 9
25 Feb 1471.75 26 3.05 27.13 10 -1 9
24 Feb 1486.50 22.95 1.85 26.98 8 3 10
21 Feb 1495.40 20.75 -62.35 23.94 8 6 6
20 Feb 1469.80 83.1 0 2.76 0 0 0
19 Feb 1475.60 83.1 0 3.39 0 0 0
12 Feb 1452.15 83.1 0 1.63 0 0 0
7 Feb 1470.95 83.1 0 2.63 0 0 0
1 Feb 1454.35 83.1 0 1.36 0 0 0
30 Jan 1472.90 83.1 0 2.80 0 0 0
29 Jan 1460.90 0 0 2.14 0 0 0
28 Jan 1419.50 0 0 0.05 0 0 0
27 Jan 1424.40 0 0 0.31 0 0 0
24 Jan 1440.40 0 0 1.06 0 0 0
23 Jan 1449.85 0 0.00 1.64 0 0 0
22 Jan 1460.05 0 0.00 2.11 0 0 0
21 Jan 1466.55 0 0.00 2.26 0 0 0
20 Jan 1499.70 0 0.00 3.83 0 0 0
17 Jan 1540.50 0 0.00 5.15 0 0 0
15 Jan 1472.75 0 0.00 2.71 0 0 0
14 Jan 1499.25 0 0.00 3.53 0 0 0
13 Jan 1467.40 0 0.00 2.41 0 0 0
10 Jan 1478.30 0 0.00 2.91 0 0 0
9 Jan 1468.45 0 0.00 2.47 0 0 0
8 Jan 1463.15 0 0.00 2.25 0 0 0
7 Jan 1477.75 0 0.00 2.98 0 0 0
6 Jan 1434.65 0 0.00 1.24 0 0 0
3 Jan 1447.70 0 0.00 1.50 0 0 0
2 Jan 1422.25 0 0.00 0.70 0 0 0
1 Jan 1400.40 0 0.00 - 0 0 0
31 Dec 1390.40 0 0.00 - 0 0 0
30 Dec 1403.85 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1440 expiring on 27MAR2025

Delta for 1440 PE is -0.73

Historical price for 1440 PE is as follows

On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 55.9, which was 14.85 higher than the previous day. The implied volatity was 25.62, the open interest changed by 13 which increased total open position to 194


On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 41, which was 4.15 higher than the previous day. The implied volatity was 22.03, the open interest changed by -17 which decreased total open position to 181


On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 36, which was -3.75 lower than the previous day. The implied volatity was 22.81, the open interest changed by -23 which decreased total open position to 197


On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 42.7, which was -1.3 lower than the previous day. The implied volatity was 25.27, the open interest changed by -15 which decreased total open position to 221


On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 43.8, which was 4.8 higher than the previous day. The implied volatity was 24.67, the open interest changed by 21 which increased total open position to 236


On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 39.4, which was -2.95 lower than the previous day. The implied volatity was 24.32, the open interest changed by 34 which increased total open position to 218


On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 43.7, which was -14.75 lower than the previous day. The implied volatity was 25.71, the open interest changed by -88 which decreased total open position to 183


On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 59, which was 8.75 higher than the previous day. The implied volatity was 26.15, the open interest changed by 20 which increased total open position to 271


On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 48.55, which was 7.4 higher than the previous day. The implied volatity was 27.15, the open interest changed by 56 which increased total open position to 251


On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 40.95, which was 16.9 higher than the previous day. The implied volatity was 26.49, the open interest changed by 140 which increased total open position to 191


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 25.15, which was -0.85 lower than the previous day. The implied volatity was 24.73, the open interest changed by 42 which increased total open position to 51


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 26, which was 3.05 higher than the previous day. The implied volatity was 27.13, the open interest changed by -1 which decreased total open position to 9


On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 26, which was 3.05 higher than the previous day. The implied volatity was 27.13, the open interest changed by -1 which decreased total open position to 9


On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 22.95, which was 1.85 higher than the previous day. The implied volatity was 26.98, the open interest changed by 3 which increased total open position to 10


On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 20.75, which was -62.35 lower than the previous day. The implied volatity was 23.94, the open interest changed by 6 which increased total open position to 6


On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 83.1, which was 0 lower than the previous day. The implied volatity was 2.76, 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 83.1, which was 0 lower than the previous day. The implied volatity was 3.39, 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 83.1, which was 0 lower than the previous day. The implied volatity was 1.63, 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 83.1, which was 0 lower than the previous day. The implied volatity was 2.63, 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 83.1, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0


On 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 83.1, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.31, 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 0, which was 0 lower than the previous day. The implied volatity was 1.06, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.11, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 0, 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 14 Jan SBILIFE was trading at 1499.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SBILIFE was trading at 1468.45. The strike last trading price was 0, 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 8 Jan SBILIFE was trading at 1463.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.98, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SBILIFE was trading at 1422.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0


On 1 Jan SBILIFE was trading at 1400.40. The strike last trading price was 0, 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 0, 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 30 Dec SBILIFE was trading at 1403.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0