SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2025 04:10 PM IST
| SBILIFE 27MAR2025 1460 CE | ||||||||||
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Delta: 0.15
Vega: 0.64
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1385.55 | 4.55 | -4.55 | 21.88 | 722 | 47 | 443 | |||
| 12 Mar | 1409.00 | 8.8 | -3.75 | 22.22 | 552 | 8 | 396 | |||
| 11 Mar | 1417.25 | 12.9 | -0.55 | 22.70 | 648 | -21 | 388 | |||
| 10 Mar | 1419.45 | 13.4 | -0.35 | 23.93 | 996 | 4 | 409 | |||
| 7 Mar | 1411.60 | 13.2 | -3.25 | 21.62 | 1,574 | 85 | 405 | |||
| 6 Mar | 1421.30 | 16.05 | -0.25 | 21.25 | 901 | 37 | 318 | |||
| 5 Mar | 1420.70 | 16.4 | 4.45 | 21.83 | 585 | 40 | 281 | |||
| 4 Mar | 1393.10 | 11.9 | -5.25 | 23.24 | 495 | -11 | 242 | |||
| 3 Mar | 1408.50 | 17.55 | -7.5 | 22.34 | 839 | 56 | 252 | |||
| 28 Feb | 1430.50 | 26.6 | -21.3 | 22.76 | 1,133 | 77 | 196 | |||
| 27 Feb | 1469.75 | 45.05 | -4.95 | 23.68 | 297 | 104 | 119 | |||
| 26 Feb | 1471.75 | 50 | -31.3 | 21.54 | 22 | 15 | 16 | |||
| 25 Feb | 1471.75 | 50 | -31.3 | 21.54 | 22 | 16 | 16 | |||
| 24 Feb | 1486.50 | 81.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1495.40 | 81.3 | 0 | - | 0 | 0 | 0 | |||
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| 20 Feb | 1469.80 | 81.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1475.60 | 81.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1475.35 | 81.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1476.20 | 81.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1452.15 | 81.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1470.95 | 81.3 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1454.35 | 81.3 | 0 | - | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 27MAR2025
Delta for 1460 CE is 0.15
Historical price for 1460 CE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 4.55, which was -4.55 lower than the previous day. The implied volatity was 21.88, the open interest changed by 47 which increased total open position to 443
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 8.8, which was -3.75 lower than the previous day. The implied volatity was 22.22, the open interest changed by 8 which increased total open position to 396
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 12.9, which was -0.55 lower than the previous day. The implied volatity was 22.70, the open interest changed by -21 which decreased total open position to 388
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 13.4, which was -0.35 lower than the previous day. The implied volatity was 23.93, the open interest changed by 4 which increased total open position to 409
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 13.2, which was -3.25 lower than the previous day. The implied volatity was 21.62, the open interest changed by 85 which increased total open position to 405
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 16.05, which was -0.25 lower than the previous day. The implied volatity was 21.25, the open interest changed by 37 which increased total open position to 318
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 16.4, which was 4.45 higher than the previous day. The implied volatity was 21.83, the open interest changed by 40 which increased total open position to 281
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 11.9, which was -5.25 lower than the previous day. The implied volatity was 23.24, the open interest changed by -11 which decreased total open position to 242
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 17.55, which was -7.5 lower than the previous day. The implied volatity was 22.34, the open interest changed by 56 which increased total open position to 252
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 26.6, which was -21.3 lower than the previous day. The implied volatity was 22.76, the open interest changed by 77 which increased total open position to 196
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 45.05, which was -4.95 lower than the previous day. The implied volatity was 23.68, the open interest changed by 104 which increased total open position to 119
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 50, which was -31.3 lower than the previous day. The implied volatity was 21.54, the open interest changed by 15 which increased total open position to 16
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 50, which was -31.3 lower than the previous day. The implied volatity was 21.54, the open interest changed by 16 which increased total open position to 16
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 81.3, 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 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 81.3, 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 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 81.3, 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 81.3, 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 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 81.3, 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 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 81.3, 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 81.3, 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 81.3, 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 81.3, 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
| SBILIFE 27MAR2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.78
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1385.55 | 72.8 | 18.4 | 27.29 | 46 | -9 | 191 |
| 12 Mar | 1409.00 | 54.4 | 4.8 | 20.83 | 11 | -1 | 201 |
| 11 Mar | 1417.25 | 49 | -4.35 | 22.73 | 46 | 4 | 200 |
| 10 Mar | 1419.45 | 57.1 | -0.3 | 26.34 | 96 | -24 | 195 |
| 7 Mar | 1411.60 | 57.8 | 6.25 | 25.52 | 256 | 30 | 219 |
| 6 Mar | 1421.30 | 52.05 | -1.95 | 24.67 | 43 | 9 | 190 |
| 5 Mar | 1420.70 | 56.25 | -16.7 | 25.88 | 25 | -4 | 181 |
| 4 Mar | 1393.10 | 73.1 | 9.75 | 26.18 | 42 | 5 | 185 |
| 3 Mar | 1408.50 | 61.85 | 9.25 | 27.13 | 423 | 29 | 180 |
| 28 Feb | 1430.50 | 51.35 | 20.85 | 26.13 | 492 | 6 | 151 |
| 27 Feb | 1469.75 | 31.8 | -0.3 | 24.60 | 219 | 66 | 145 |
| 26 Feb | 1471.75 | 31.2 | 4.2 | 25.53 | 39 | 9 | 80 |
| 25 Feb | 1471.75 | 31.2 | 4.2 | 25.53 | 39 | 10 | 80 |
| 24 Feb | 1486.50 | 27 | 0.25 | 25.08 | 30 | 14 | 69 |
| 21 Feb | 1495.40 | 27 | -9 | 23.49 | 61 | 47 | 56 |
| 20 Feb | 1469.80 | 36 | -2 | 26.10 | 3 | 1 | 9 |
| 19 Feb | 1475.60 | 38 | 2 | 29.37 | 3 | 2 | 7 |
| 18 Feb | 1475.35 | 36 | -0.5 | 26.67 | 1 | 0 | 4 |
| 17 Feb | 1476.20 | 36.5 | -6.2 | 26.50 | 4 | 3 | 4 |
| 12 Feb | 1452.15 | 52.15 | 0 | 0.56 | 0 | 0 | 0 |
| 7 Feb | 1470.95 | 52.15 | 0 | 1.57 | 0 | 0 | 0 |
| 1 Feb | 1454.35 | 52.15 | 0 | 0.50 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 27MAR2025
Delta for 1460 PE is -0.79
Historical price for 1460 PE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 72.8, which was 18.4 higher than the previous day. The implied volatity was 27.29, the open interest changed by -9 which decreased total open position to 191
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 54.4, which was 4.8 higher than the previous day. The implied volatity was 20.83, the open interest changed by -1 which decreased total open position to 201
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 49, which was -4.35 lower than the previous day. The implied volatity was 22.73, the open interest changed by 4 which increased total open position to 200
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 57.1, which was -0.3 lower than the previous day. The implied volatity was 26.34, the open interest changed by -24 which decreased total open position to 195
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 57.8, which was 6.25 higher than the previous day. The implied volatity was 25.52, the open interest changed by 30 which increased total open position to 219
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 52.05, which was -1.95 lower than the previous day. The implied volatity was 24.67, the open interest changed by 9 which increased total open position to 190
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 56.25, which was -16.7 lower than the previous day. The implied volatity was 25.88, the open interest changed by -4 which decreased total open position to 181
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 73.1, which was 9.75 higher than the previous day. The implied volatity was 26.18, the open interest changed by 5 which increased total open position to 185
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 61.85, which was 9.25 higher than the previous day. The implied volatity was 27.13, the open interest changed by 29 which increased total open position to 180
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 51.35, which was 20.85 higher than the previous day. The implied volatity was 26.13, the open interest changed by 6 which increased total open position to 151
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 31.8, which was -0.3 lower than the previous day. The implied volatity was 24.60, the open interest changed by 66 which increased total open position to 145
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 31.2, which was 4.2 higher than the previous day. The implied volatity was 25.53, the open interest changed by 9 which increased total open position to 80
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 31.2, which was 4.2 higher than the previous day. The implied volatity was 25.53, the open interest changed by 10 which increased total open position to 80
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 27, which was 0.25 higher than the previous day. The implied volatity was 25.08, the open interest changed by 14 which increased total open position to 69
On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 27, which was -9 lower than the previous day. The implied volatity was 23.49, the open interest changed by 47 which increased total open position to 56
On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 36, which was -2 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1 which increased total open position to 9
On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 38, which was 2 higher than the previous day. The implied volatity was 29.37, the open interest changed by 2 which increased total open position to 7
On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 36, which was -0.5 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 4
On 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 36.5, which was -6.2 lower than the previous day. The implied volatity was 26.50, the open interest changed by 3 which increased total open position to 4
On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was 0.56, 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 52.15, which was 0 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 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
