SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 1.63
Theta: -0.62
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1409.05 | 21.5 | 4.95 | 20.84 | 738 | 21 | 223 | |||
| 24 Dec | 1387.00 | 16.55 | -6.65 | 21.60 | 277 | 130 | 202 | |||
| 23 Dec | 1405.30 | 23.2 | -1.10 | 21.61 | 107 | 48 | 70 | |||
| 20 Dec | 1400.60 | 24.3 | -5.55 | 22.23 | 30 | 19 | 21 | |||
|
|
||||||||||
| 19 Dec | 1405.90 | 29.85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Dec | 1398.00 | 29.85 | -33.90 | 24.66 | 2 | 1 | 1 | |||
| 17 Dec | 1409.70 | 63.75 | 0.00 | 1.75 | 0 | 0 | 0 | |||
| 16 Dec | 1421.65 | 63.75 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 13 Dec | 1428.80 | 63.75 | 0.00 | 0.63 | 0 | 0 | 0 | |||
| 12 Dec | 1432.50 | 63.75 | 0.00 | 0.04 | 0 | 0 | 0 | |||
| 11 Dec | 1456.15 | 63.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1461.85 | 63.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1469.30 | 63.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1448.55 | 63.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1431.85 | 63.75 | 0.00 | 0.23 | 0 | 0 | 0 | |||
| 4 Dec | 1452.60 | 63.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1440.95 | 63.75 | 0.00 | 0.11 | 0 | 0 | 0 | |||
| 29 Nov | 1437.75 | 63.75 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 30JAN2025
Delta for 1460 CE is 0.36
Historical price for 1460 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 21.5, which was 4.95 higher than the previous day. The implied volatity was 20.84, the open interest changed by 21 which increased total open position to 223
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 16.55, which was -6.65 lower than the previous day. The implied volatity was 21.60, the open interest changed by 130 which increased total open position to 202
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 23.2, which was -1.10 lower than the previous day. The implied volatity was 21.61, the open interest changed by 48 which increased total open position to 70
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 24.3, which was -5.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by 19 which increased total open position to 21
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 29.85, which was -33.90 lower than the previous day. The implied volatity was 24.66, the open interest changed by 1 which increased total open position to 1
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 63.75, which was 0.00 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 63.75, which was 0.00 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 63.75, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 63.75, which was 0.00 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 63.75, 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 Dec SBILIFE was trading at 1461.85. The strike last trading price was 63.75, 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 Dec SBILIFE was trading at 1469.30. The strike last trading price was 63.75, 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 Dec SBILIFE was trading at 1448.55. The strike last trading price was 63.75, 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 Dec SBILIFE was trading at 1431.85. The strike last trading price was 63.75, which was 0.00 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 63.75, 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 Dec SBILIFE was trading at 1440.95. The strike last trading price was 63.75, which was 0.00 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 63.75, 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 30JAN2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 1.67
Theta: -0.33
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 63.6 | -13.25 | 24.49 | 32 | 14 | 14 |
| 24 Dec | 1387.00 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1405.30 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1400.60 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1405.90 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1398.00 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1409.70 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1421.65 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1428.80 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1432.50 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1456.15 | 76.85 | 0.00 | 0.87 | 0 | 0 | 0 |
| 10 Dec | 1461.85 | 76.85 | 0.00 | 1.18 | 0 | 0 | 0 |
| 9 Dec | 1469.30 | 76.85 | 0.00 | 1.49 | 0 | 0 | 0 |
| 6 Dec | 1448.55 | 76.85 | 0.00 | 0.49 | 0 | 0 | 0 |
| 5 Dec | 1431.85 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1452.60 | 76.85 | 0.00 | 0.78 | 0 | 0 | 0 |
| 3 Dec | 1440.95 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1437.75 | 76.85 | 0.04 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 30JAN2025
Delta for 1460 PE is -0.62
Historical price for 1460 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 63.6, which was -13.25 lower than the previous day. The implied volatity was 24.49, the open interest changed by 14 which increased total open position to 14
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 76.85, 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 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1400.60. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1405.90. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1398.00. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1409.70. The strike last trading price was 76.85, 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 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1428.80. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1432.50. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1456.15. The strike last trading price was 76.85, which was 0.00 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 76.85, which was 0.00 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 76.85, which was 0.00 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 76.85, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 76.85, 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 Dec SBILIFE was trading at 1452.60. The strike last trading price was 76.85, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 76.85, 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 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 76.85, which was lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
