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Related Pages for SBILIFE
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SBILIFE
Sbi Life Insurance Co Ltd
1440.95 18.90 (1.33%)

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Historical option data for SBILIFE

03 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SBILIFE 26DEC2024 1460 CE
Delta: 0.44
Vega: 1.42
Theta: -0.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.44

Historical price for 1460 CE is as follows

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
Delta: -0.56
Vega: 1.42
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.56

Historical price for 1460 PE is as follows

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