SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.64
Theta: -1.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 45.95 | -386.50 | 27.52 | 17 | 9 | 9 | |||
| 20 Nov | 1522.90 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1562.60 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1566.00 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 1589.85 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1628.85 | 432.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 432.45 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1440 expiring on 28NOV2024
Delta for 1440 CE is 0.76
Historical price for 1440 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 45.95, which was -386.50 lower than the previous day. The implied volatity was 27.52, the open interest changed by 9 which increased total open position to 9
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, 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 432.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.64
Theta: -1.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 8.15 | 3.20 | 27.45 | 1,744 | 57 | 236 |
| 20 Nov | 1522.90 | 4.95 | 0.00 | 31.44 | 1,080 | 69 | 178 |
| 19 Nov | 1522.90 | 4.95 | 3.40 | 31.44 | 1,080 | 68 | 178 |
| 18 Nov | 1562.60 | 1.55 | -0.15 | 31.10 | 101 | 14 | 108 |
| 14 Nov | 1562.30 | 1.7 | -0.35 | 26.54 | 148 | 44 | 95 |
| 13 Nov | 1546.70 | 2.05 | 0.95 | 25.80 | 23 | -2 | 54 |
| 12 Nov | 1562.45 | 1.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1566.00 | 1.1 | -1.05 | 23.23 | 23 | 3 | 59 |
| 8 Nov | 1569.95 | 2.15 | 0.45 | 24.92 | 40 | 14 | 55 |
| 7 Nov | 1589.85 | 1.7 | -0.65 | 25.71 | 33 | 10 | 41 |
| 6 Nov | 1603.95 | 2.35 | 0.05 | 28.91 | 14 | -5 | 29 |
| 5 Nov | 1633.20 | 2.3 | -1.45 | 30.36 | 104 | 2 | 33 |
| 4 Nov | 1608.80 | 3.75 | 0.90 | 30.81 | 78 | 26 | 26 |
| 1 Nov | 1628.85 | 2.85 | 0.00 | 12.48 | 0 | 0 | 0 |
| 31 Oct | 1622.15 | 2.85 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1440 expiring on 28NOV2024
Delta for 1440 PE is -0.24
Historical price for 1440 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 8.15, which was 3.20 higher than the previous day. The implied volatity was 27.45, the open interest changed by 57 which increased total open position to 236
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 31.44, the open interest changed by 69 which increased total open position to 178
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 4.95, which was 3.40 higher than the previous day. The implied volatity was 31.44, the open interest changed by 68 which increased total open position to 178
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 31.10, the open interest changed by 14 which increased total open position to 108
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by 44 which increased total open position to 95
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 2.05, which was 0.95 higher than the previous day. The implied volatity was 25.80, the open interest changed by -2 which decreased total open position to 54
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 1.1, 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 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 23.23, the open interest changed by 3 which increased total open position to 59
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 2.15, which was 0.45 higher than the previous day. The implied volatity was 24.92, the open interest changed by 14 which increased total open position to 55
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 25.71, the open interest changed by 10 which increased total open position to 41
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 28.91, the open interest changed by -5 which decreased total open position to 29
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 2.3, which was -1.45 lower than the previous day. The implied volatity was 30.36, the open interest changed by 2 which increased total open position to 33
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 3.75, which was 0.90 higher than the previous day. The implied volatity was 30.81, the open interest changed by 26 which increased total open position to 26
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 12.48, 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 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
