SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1460 CE | ||||||||||
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Delta: 0.64
Vega: 0.76
Theta: -1.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 30.8 | -35.85 | 25.55 | 214 | 26 | 51 | |||
| 20 Nov | 1522.90 | 66.65 | 0.00 | 27.69 | 74 | 22 | 24 | |||
| 19 Nov | 1522.90 | 66.65 | -87.00 | 27.69 | 74 | 21 | 24 | |||
| 18 Nov | 1562.60 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1566.00 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 153.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 153.65 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 4 Nov | 1608.80 | 153.65 | -303.60 | - | 3 | 2 | 2 | |||
| 1 Nov | 1628.85 | 457.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 457.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1624.15 | 457.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1661.35 | 457.25 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 CE is 0.64
Historical price for 1460 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 30.8, which was -35.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by 26 which increased total open position to 51
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 66.65, which was 0.00 lower than the previous day. The implied volatity was 27.69, the open interest changed by 22 which increased total open position to 24
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 66.65, which was -87.00 lower than the previous day. The implied volatity was 27.69, the open interest changed by 21 which increased total open position to 24
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 153.65, 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 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 153.65, 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 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 153.65, 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 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 153.65, 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 153.65, 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 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 153.65, 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 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 153.65, 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 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 153.65, 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 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 153.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 153.65, which was -303.60 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 457.25, 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 457.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBILIFE was trading at 1624.15. The strike last trading price was 457.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBILIFE was trading at 1661.35. The strike last trading price was 457.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1460 PE | |||||||
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Delta: -0.36
Vega: 0.77
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 13.8 | 6.65 | 26.59 | 1,840 | -170 | 343 |
| 20 Nov | 1522.90 | 7.15 | 0.00 | 29.47 | 2,424 | 361 | 515 |
| 19 Nov | 1522.90 | 7.15 | 4.80 | 29.47 | 2,424 | 363 | 515 |
| 18 Nov | 1562.60 | 2.35 | -0.25 | 29.59 | 166 | 4 | 152 |
| 14 Nov | 1562.30 | 2.6 | -0.65 | 25.36 | 325 | 24 | 149 |
| 13 Nov | 1546.70 | 3.25 | -0.10 | 24.92 | 428 | -14 | 126 |
| 12 Nov | 1562.45 | 3.35 | 0.80 | 24.78 | 317 | 39 | 172 |
| 11 Nov | 1566.00 | 2.55 | -0.85 | 24.18 | 186 | 12 | 131 |
| 8 Nov | 1569.95 | 3.4 | 1.05 | 24.41 | 208 | -16 | 118 |
| 7 Nov | 1589.85 | 2.35 | -0.25 | 24.71 | 455 | -28 | 140 |
| 6 Nov | 1603.95 | 2.6 | -0.40 | 26.74 | 435 | 137 | 166 |
| 5 Nov | 1633.20 | 3 | -1.80 | 29.26 | 143 | -45 | 28 |
| 4 Nov | 1608.80 | 4.8 | -0.35 | 29.69 | 255 | 61 | 74 |
| 1 Nov | 1628.85 | 5.15 | -0.60 | 32.05 | 59 | -8 | 13 |
| 31 Oct | 1622.15 | 5.75 | 0.75 | - | 1,898 | 19 | 21 |
| 30 Oct | 1624.15 | 5 | -1.60 | - | 9 | 1 | 1 |
| 29 Oct | 1661.35 | 6.6 | - | 6 | 1 | 1 | |
For Sbi Life Insurance Co Ltd - strike price 1460 expiring on 28NOV2024
Delta for 1460 PE is -0.36
Historical price for 1460 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 13.8, which was 6.65 higher than the previous day. The implied volatity was 26.59, the open interest changed by -170 which decreased total open position to 343
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 7.15, which was 0.00 lower than the previous day. The implied volatity was 29.47, the open interest changed by 361 which increased total open position to 515
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 7.15, which was 4.80 higher than the previous day. The implied volatity was 29.47, the open interest changed by 363 which increased total open position to 515
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 29.59, the open interest changed by 4 which increased total open position to 152
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was 25.36, the open interest changed by 24 which increased total open position to 149
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 3.25, which was -0.10 lower than the previous day. The implied volatity was 24.92, the open interest changed by -14 which decreased total open position to 126
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 3.35, which was 0.80 higher than the previous day. The implied volatity was 24.78, the open interest changed by 39 which increased total open position to 172
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 2.55, which was -0.85 lower than the previous day. The implied volatity was 24.18, the open interest changed by 12 which increased total open position to 131
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 3.4, which was 1.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by -16 which decreased total open position to 118
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 24.71, the open interest changed by -28 which decreased total open position to 140
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 26.74, the open interest changed by 137 which increased total open position to 166
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 3, which was -1.80 lower than the previous day. The implied volatity was 29.26, the open interest changed by -45 which decreased total open position to 28
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 4.8, which was -0.35 lower than the previous day. The implied volatity was 29.69, the open interest changed by 61 which increased total open position to 74
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 5.15, which was -0.60 lower than the previous day. The implied volatity was 32.05, the open interest changed by -8 which decreased total open position to 13
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SBILIFE was trading at 1624.15. The strike last trading price was 5, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SBILIFE was trading at 1661.35. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
