SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1460 CE | ||||||||||
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Delta: 0.14
Vega: 0.40
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 3.5 | -0.75 | 28.01 | 2,642 | -121 | 2,247 | |||
| 19 Dec | 1405.90 | 4.25 | -0.40 | 27.05 | 1,735 | 22 | 2,373 | |||
| 18 Dec | 1398.00 | 4.65 | -2.80 | 26.45 | 1,796 | 163 | 2,353 | |||
| 17 Dec | 1409.70 | 7.45 | -3.05 | 25.81 | 1,427 | 159 | 2,193 | |||
| 16 Dec | 1421.65 | 10.5 | -2.95 | 25.69 | 1,432 | 123 | 2,039 | |||
| 13 Dec | 1428.80 | 13.45 | -5.75 | 22.07 | 2,451 | 192 | 1,918 | |||
| 12 Dec | 1432.50 | 19.2 | -7.95 | 23.34 | 3,588 | 104 | 1,726 | |||
| 11 Dec | 1456.15 | 27.15 | -2.45 | 22.26 | 1,489 | 17 | 1,626 | |||
| 10 Dec | 1461.85 | 29.6 | -3.85 | 20.69 | 1,892 | 97 | 1,604 | |||
| 9 Dec | 1469.30 | 33.45 | 8.85 | 20.25 | 6,488 | -375 | 1,516 | |||
| 6 Dec | 1448.55 | 24.6 | 0.65 | 19.98 | 3,450 | 88 | 1,889 | |||
| 5 Dec | 1431.85 | 23.95 | -7.65 | 22.86 | 3,816 | 196 | 1,804 | |||
| 4 Dec | 1452.60 | 31.6 | 5.00 | 21.96 | 6,252 | -10 | 1,606 | |||
| 3 Dec | 1440.95 | 26.6 | 1.75 | 23.48 | 3,826 | 17 | 1,618 | |||
| 2 Dec | 1422.05 | 24.85 | -5.45 | 25.29 | 2,909 | 82 | 1,600 | |||
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| 29 Nov | 1437.75 | 30.3 | 0.40 | 23.35 | 8,644 | 1,052 | 1,516 | |||
| 28 Nov | 1428.60 | 29.9 | -31.10 | 25.92 | 2,629 | 442 | 455 | |||
| 27 Nov | 1505.40 | 61 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1506.75 | 61 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 61 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 22 Nov | 1485.15 | 61 | 0.75 | 21.74 | 1 | 0 | 14 | |||
| 21 Nov | 1477.95 | 60.25 | -132.05 | 24.55 | 14 | 12 | 12 | |||
| 20 Nov | 1522.90 | 192.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 192.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 192.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 192.3 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.14
Historical price for 1460 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 28.01, the open interest changed by -121 which decreased total open position to 2247
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 4.25, which was -0.40 lower than the previous day. The implied volatity was 27.05, the open interest changed by 22 which increased total open position to 2373
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 4.65, which was -2.80 lower than the previous day. The implied volatity was 26.45, the open interest changed by 163 which increased total open position to 2353
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 7.45, which was -3.05 lower than the previous day. The implied volatity was 25.81, the open interest changed by 159 which increased total open position to 2193
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 10.5, which was -2.95 lower than the previous day. The implied volatity was 25.69, the open interest changed by 123 which increased total open position to 2039
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 13.45, which was -5.75 lower than the previous day. The implied volatity was 22.07, the open interest changed by 192 which increased total open position to 1918
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 19.2, which was -7.95 lower than the previous day. The implied volatity was 23.34, the open interest changed by 104 which increased total open position to 1726
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 27.15, which was -2.45 lower than the previous day. The implied volatity was 22.26, the open interest changed by 17 which increased total open position to 1626
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 29.6, which was -3.85 lower than the previous day. The implied volatity was 20.69, the open interest changed by 97 which increased total open position to 1604
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 33.45, which was 8.85 higher than the previous day. The implied volatity was 20.25, the open interest changed by -375 which decreased total open position to 1516
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 24.6, which was 0.65 higher than the previous day. The implied volatity was 19.98, the open interest changed by 88 which increased total open position to 1889
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 23.95, which was -7.65 lower than the previous day. The implied volatity was 22.86, the open interest changed by 196 which increased total open position to 1804
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 31.6, which was 5.00 higher than the previous day. The implied volatity was 21.96, the open interest changed by -10 which decreased total open position to 1606
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 26.6, which was 1.75 higher than the previous day. The implied volatity was 23.48, the open interest changed by 17 which increased total open position to 1618
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 24.85, which was -5.45 lower than the previous day. The implied volatity was 25.29, the open interest changed by 82 which increased total open position to 1600
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 30.3, which was 0.40 higher than the previous day. The implied volatity was 23.35, the open interest changed by 1052 which increased total open position to 1516
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 29.9, which was -31.10 lower than the previous day. The implied volatity was 25.92, the open interest changed by 442 which increased total open position to 455
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 61, 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 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 61, 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 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 61, which was 0.75 higher than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 14
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 60.25, which was -132.05 lower than the previous day. The implied volatity was 24.55, the open interest changed by 12 which increased total open position to 12
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 192.3, 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 192.3, 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 192.3, 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 192.3, 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 26DEC2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.50
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 63.35 | 5.70 | 35.21 | 39 | -17 | 630 |
| 19 Dec | 1405.90 | 57.65 | -5.85 | 23.57 | 181 | -63 | 650 |
| 18 Dec | 1398.00 | 63.5 | 11.05 | 31.58 | 48 | -13 | 713 |
| 17 Dec | 1409.70 | 52.45 | 4.95 | 26.76 | 44 | -12 | 724 |
| 16 Dec | 1421.65 | 47.5 | 8.50 | 26.93 | 28 | -3 | 737 |
| 13 Dec | 1428.80 | 39 | 3.60 | 22.46 | 361 | -40 | 739 |
| 12 Dec | 1432.50 | 35.4 | 10.95 | 23.65 | 1,164 | -171 | 779 |
| 11 Dec | 1456.15 | 24.45 | -1.10 | 21.57 | 800 | 12 | 952 |
| 10 Dec | 1461.85 | 25.55 | 2.10 | 24.27 | 1,977 | 5 | 940 |
| 9 Dec | 1469.30 | 23.45 | -10.50 | 24.02 | 3,728 | 439 | 936 |
| 6 Dec | 1448.55 | 33.95 | -8.75 | 23.18 | 896 | 107 | 497 |
| 5 Dec | 1431.85 | 42.7 | 7.95 | 24.43 | 848 | -87 | 395 |
| 4 Dec | 1452.60 | 34.75 | -9.55 | 24.72 | 2,330 | 164 | 483 |
| 3 Dec | 1440.95 | 44.3 | -7.35 | 24.80 | 654 | 47 | 320 |
| 2 Dec | 1422.05 | 51.65 | 4.90 | 24.48 | 391 | 43 | 273 |
| 29 Nov | 1437.75 | 46.75 | -14.50 | 25.42 | 1,566 | -34 | 233 |
| 28 Nov | 1428.60 | 61.25 | 47.30 | 30.13 | 1,958 | 277 | 277 |
| 27 Nov | 1505.40 | 13.95 | 0.00 | 3.92 | 0 | 0 | 0 |
| 26 Nov | 1506.75 | 13.95 | 0.00 | 3.76 | 0 | 0 | 0 |
| 25 Nov | 1495.20 | 13.95 | 0.00 | 3.41 | 0 | 0 | 0 |
| 22 Nov | 1485.15 | 13.95 | 0.00 | 2.58 | 0 | 0 | 0 |
| 21 Nov | 1477.95 | 13.95 | 0.00 | 1.82 | 0 | 0 | 0 |
| 20 Nov | 1522.90 | 13.95 | 0.00 | 4.28 | 0 | 0 | 0 |
| 19 Nov | 1522.90 | 13.95 | 0.00 | 4.28 | 0 | 0 | 0 |
| 12 Nov | 1562.45 | 13.95 | 0.00 | 6.51 | 0 | 0 | 0 |
| 6 Nov | 1603.95 | 13.95 | 7.74 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is -0.80
Historical price for 1460 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 63.35, which was 5.70 higher than the previous day. The implied volatity was 35.21, the open interest changed by -17 which decreased total open position to 630
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 57.65, which was -5.85 lower than the previous day. The implied volatity was 23.57, the open interest changed by -63 which decreased total open position to 650
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 63.5, which was 11.05 higher than the previous day. The implied volatity was 31.58, the open interest changed by -13 which decreased total open position to 713
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 52.45, which was 4.95 higher than the previous day. The implied volatity was 26.76, the open interest changed by -12 which decreased total open position to 724
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 47.5, which was 8.50 higher than the previous day. The implied volatity was 26.93, the open interest changed by -3 which decreased total open position to 737
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 39, which was 3.60 higher than the previous day. The implied volatity was 22.46, the open interest changed by -40 which decreased total open position to 739
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 35.4, which was 10.95 higher than the previous day. The implied volatity was 23.65, the open interest changed by -171 which decreased total open position to 779
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 24.45, which was -1.10 lower than the previous day. The implied volatity was 21.57, the open interest changed by 12 which increased total open position to 952
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 25.55, which was 2.10 higher than the previous day. The implied volatity was 24.27, the open interest changed by 5 which increased total open position to 940
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 23.45, which was -10.50 lower than the previous day. The implied volatity was 24.02, the open interest changed by 439 which increased total open position to 936
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 33.95, which was -8.75 lower than the previous day. The implied volatity was 23.18, the open interest changed by 107 which increased total open position to 497
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 42.7, which was 7.95 higher than the previous day. The implied volatity was 24.43, the open interest changed by -87 which decreased total open position to 395
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 34.75, which was -9.55 lower than the previous day. The implied volatity was 24.72, the open interest changed by 164 which increased total open position to 483
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 44.3, which was -7.35 lower than the previous day. The implied volatity was 24.80, the open interest changed by 47 which increased total open position to 320
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 51.65, which was 4.90 higher than the previous day. The implied volatity was 24.48, the open interest changed by 43 which increased total open position to 273
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 46.75, which was -14.50 lower than the previous day. The implied volatity was 25.42, the open interest changed by -34 which decreased total open position to 233
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 61.25, which was 47.30 higher than the previous day. The implied volatity was 30.13, the open interest changed by 277 which increased total open position to 277
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 6.51, 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 13.95, which was lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0
