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[--[65.84.65.76]--]
SBILIFE
Sbi Life Insurance Co Ltd

1385.55 -23.45 (-1.66%)

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Historical option data for SBILIFE

13 Mar 2025 04:10 PM IST
SBILIFE 27MAR2025 1480 CE
Delta: 0.10
Vega: 0.47
Theta: -0.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1385.55 2.85 -2.55 22.92 572 5 919
12 Mar 1409.00 5.35 -2.4 22.56 561 69 914
11 Mar 1417.25 8 -0.9 22.65 581 87 845
10 Mar 1419.45 8 -1.1 23.19 545 39 758
7 Mar 1411.60 8.8 -2.1 21.99 1,136 34 719
6 Mar 1421.30 10.7 -0.45 21.41 628 32 685
5 Mar 1420.70 10.9 2.6 21.77 593 -29 654
4 Mar 1393.10 7.95 -4.45 23.27 445 45 682
3 Mar 1408.50 12.3 -5.95 22.54 644 8 669
28 Feb 1430.50 19.35 -17.8 22.68 1,580 346 661
27 Feb 1469.75 35.95 -3.65 23.14 713 237 315
26 Feb 1471.75 40.5 -8.45 22.44 249 4 78
25 Feb 1471.75 40.5 -8.45 22.44 249 4 78
24 Feb 1486.50 46.9 -6.6 22.19 188 31 75
21 Feb 1495.40 52.65 10.2 25.18 132 26 43
20 Feb 1469.80 42.6 -2.15 22.34 28 9 18
19 Feb 1475.60 49.25 -1.65 22.23 13 8 9
18 Feb 1475.35 50.9 0 0.00 0 0 0
17 Feb 1476.20 50.9 0 0.00 0 1 0
12 Feb 1452.15 61.5 0 0.75 0 0 0
7 Feb 1470.95 61.5 0 - 0 0 0
1 Feb 1454.35 61.5 0 0.57 0 0 0
30 Jan 1472.90 61.5 0 - 0 0 0
29 Jan 1460.90 61.5 0 - 0 0 0
28 Jan 1419.50 61.5 0 1.90 0 0 0
27 Jan 1424.40 61.5 0 1.60 0 0 0
24 Jan 1440.40 61.5 0 0.91 0 0 0
23 Jan 1449.85 61.5 0.00 0.20 0 0 0
22 Jan 1460.05 61.5 0.00 - 0 0 0
21 Jan 1466.55 61.5 61.50 - 0 0 0
20 Jan 1499.70 0 0.00 - 0 0 0
17 Jan 1540.50 0 0.00 - 0 0 0
15 Jan 1472.75 0 0.00 - 0 0 0
14 Jan 1499.25 0 0.00 - 0 0 0
13 Jan 1467.40 0 0.00 - 0 0 0
10 Jan 1478.30 0 0.00 - 0 0 0
9 Jan 1468.45 0 0.00 - 0 0 0
8 Jan 1463.15 0 0.00 - 0 0 0
7 Jan 1477.75 0 0.00 - 0 0 0
6 Jan 1434.65 0 0.00 0.48 0 0 0
3 Jan 1447.70 0 0.00 0.16 0 0 0
2 Jan 1422.25 0 0.00 0.99 0 0 0
1 Jan 1400.40 0 0.00 1.97 0 0 0
31 Dec 1390.40 0 0.00 2.29 0 0 0
30 Dec 1403.85 0 1.76 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1480 expiring on 27MAR2025

Delta for 1480 CE is 0.10

Historical price for 1480 CE is as follows

On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 2.85, which was -2.55 lower than the previous day. The implied volatity was 22.92, the open interest changed by 5 which increased total open position to 919


On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 5.35, which was -2.4 lower than the previous day. The implied volatity was 22.56, the open interest changed by 69 which increased total open position to 914


On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 8, which was -0.9 lower than the previous day. The implied volatity was 22.65, the open interest changed by 87 which increased total open position to 845


On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 8, which was -1.1 lower than the previous day. The implied volatity was 23.19, the open interest changed by 39 which increased total open position to 758


On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 8.8, which was -2.1 lower than the previous day. The implied volatity was 21.99, the open interest changed by 34 which increased total open position to 719


On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 10.7, which was -0.45 lower than the previous day. The implied volatity was 21.41, the open interest changed by 32 which increased total open position to 685


On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 10.9, which was 2.6 higher than the previous day. The implied volatity was 21.77, the open interest changed by -29 which decreased total open position to 654


On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 7.95, which was -4.45 lower than the previous day. The implied volatity was 23.27, the open interest changed by 45 which increased total open position to 682


On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 12.3, which was -5.95 lower than the previous day. The implied volatity was 22.54, the open interest changed by 8 which increased total open position to 669


On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 19.35, which was -17.8 lower than the previous day. The implied volatity was 22.68, the open interest changed by 346 which increased total open position to 661


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 35.95, which was -3.65 lower than the previous day. The implied volatity was 23.14, the open interest changed by 237 which increased total open position to 315


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 40.5, which was -8.45 lower than the previous day. The implied volatity was 22.44, the open interest changed by 4 which increased total open position to 78


On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 40.5, which was -8.45 lower than the previous day. The implied volatity was 22.44, the open interest changed by 4 which increased total open position to 78


On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 46.9, which was -6.6 lower than the previous day. The implied volatity was 22.19, the open interest changed by 31 which increased total open position to 75


On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 52.65, which was 10.2 higher than the previous day. The implied volatity was 25.18, the open interest changed by 26 which increased total open position to 43


On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 42.6, which was -2.15 lower than the previous day. The implied volatity was 22.34, the open interest changed by 9 which increased total open position to 18


On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 49.25, which was -1.65 lower than the previous day. The implied volatity was 22.23, the open interest changed by 8 which increased total open position to 9


On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 50.9, which was 0 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 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 50.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 61.5, which was 0 lower than the previous day. The implied volatity was 0.75, 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 61.5, 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 61.5, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 61.5, 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 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 61.5, 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 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 61.5, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0


On 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 61.5, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0


On 24 Jan SBILIFE was trading at 1440.40. The strike last trading price was 61.5, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 23 Jan SBILIFE was trading at 1449.85. The strike last trading price was 61.5, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SBILIFE was trading at 1460.05. The strike last trading price was 61.5, 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 21 Jan SBILIFE was trading at 1466.55. The strike last trading price was 61.5, which was 61.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SBILIFE was trading at 1499.70. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1540.50. The strike last trading price was 0, 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 15 Jan SBILIFE was trading at 1472.75. The strike last trading price was 0, 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 14 Jan SBILIFE was trading at 1499.25. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1467.40. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1478.30. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1468.45. The strike last trading price was 0, 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 8 Jan SBILIFE was trading at 1463.15. The strike last trading price was 0, 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 7 Jan SBILIFE was trading at 1477.75. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1434.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


On 3 Jan SBILIFE was trading at 1447.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SBILIFE was trading at 1422.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 1 Jan SBILIFE was trading at 1400.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SBILIFE was trading at 1390.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 30 Dec SBILIFE was trading at 1403.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0


SBILIFE 27MAR2025 1480 PE
Delta: -0.89
Vega: 0.50
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1385.55 87.5 15.3 23.57 4 0 223
12 Mar 1409.00 72.2 6.3 22.73 2 0 223
11 Mar 1417.25 65.9 -3.15 24.81 37 -11 225
10 Mar 1419.45 69.4 -3.7 23.62 85 -4 237
7 Mar 1411.60 72.4 6.25 25.61 96 -11 241
6 Mar 1421.30 66.4 -2.95 25.09 21 -8 253
5 Mar 1420.70 71.55 -16.6 27.08 27 -13 262
4 Mar 1393.10 88.15 11.55 25.84 46 -1 276
3 Mar 1408.50 76.6 11.2 28.72 104 -25 276
28 Feb 1430.50 65.3 25.15 27.17 223 -2 302
27 Feb 1469.75 44.05 3.2 26.20 545 200 304
26 Feb 1471.75 40.25 4.6 25.51 188 32 104
25 Feb 1471.75 40.25 4.6 25.51 188 32 104
24 Feb 1486.50 38.05 3.7 26.72 220 51 72
21 Feb 1495.40 34 -6 22.71 39 18 21
20 Feb 1469.80 40 -2.85 23.18 1 0 2
19 Feb 1475.60 40.5 -65.25 25.94 4 2 2
18 Feb 1475.35 105.75 0 0.69 0 0 0
17 Feb 1476.20 105.75 0 0.74 0 0 0
12 Feb 1452.15 105.75 0 - 0 0 0
7 Feb 1470.95 105.75 0 0.69 0 0 0
1 Feb 1454.35 105.75 0 - 0 0 0
30 Jan 1472.90 0 0 0.72 0 0 0
29 Jan 1460.90 0 0 0.21 0 0 0
28 Jan 1419.50 0 0 - 0 0 0
27 Jan 1424.40 0 0 - 0 0 0
24 Jan 1440.40 0 0 - 0 0 0
23 Jan 1449.85 0 0.00 - 0 0 0
22 Jan 1460.05 0 0.00 0.30 0 0 0
21 Jan 1466.55 0 0.00 0.46 0 0 0
20 Jan 1499.70 0 0.00 2.07 0 0 0
17 Jan 1540.50 0 0.00 3.59 0 0 0
15 Jan 1472.75 0 0.00 0.97 0 0 0
14 Jan 1499.25 0 0.00 2.09 0 0 0
13 Jan 1467.40 0 0.00 0.74 0 0 0
10 Jan 1478.30 0 0.00 1.24 0 0 0
9 Jan 1468.45 0 0.00 0.79 0 0 0
8 Jan 1463.15 0 0.00 0.62 0 0 0
7 Jan 1477.75 0 0.00 1.34 0 0 0
6 Jan 1434.65 0 0.00 - 0 0 0
3 Jan 1447.70 0 0.00 - 0 0 0
2 Jan 1422.25 0 0.00 - 0 0 0
1 Jan 1400.40 0 0.00 - 0 0 0
31 Dec 1390.40 0 0.00 - 0 0 0
30 Dec 1403.85 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1480 expiring on 27MAR2025

Delta for 1480 PE is -0.89

Historical price for 1480 PE is as follows

On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 87.5, which was 15.3 higher than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 223


On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 72.2, which was 6.3 higher than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 223


On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 65.9, which was -3.15 lower than the previous day. The implied volatity was 24.81, the open interest changed by -11 which decreased total open position to 225


On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 69.4, which was -3.7 lower than the previous day. The implied volatity was 23.62, the open interest changed by -4 which decreased total open position to 237


On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 72.4, which was 6.25 higher than the previous day. The implied volatity was 25.61, the open interest changed by -11 which decreased total open position to 241


On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 66.4, which was -2.95 lower than the previous day. The implied volatity was 25.09, the open interest changed by -8 which decreased total open position to 253


On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 71.55, which was -16.6 lower than the previous day. The implied volatity was 27.08, the open interest changed by -13 which decreased total open position to 262


On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 88.15, which was 11.55 higher than the previous day. The implied volatity was 25.84, the open interest changed by -1 which decreased total open position to 276


On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 76.6, which was 11.2 higher than the previous day. The implied volatity was 28.72, the open interest changed by -25 which decreased total open position to 276


On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 65.3, which was 25.15 higher than the previous day. The implied volatity was 27.17, the open interest changed by -2 which decreased total open position to 302


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 44.05, which was 3.2 higher than the previous day. The implied volatity was 26.20, the open interest changed by 200 which increased total open position to 304


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 40.25, which was 4.6 higher than the previous day. The implied volatity was 25.51, the open interest changed by 32 which increased total open position to 104


On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 40.25, which was 4.6 higher than the previous day. The implied volatity was 25.51, the open interest changed by 32 which increased total open position to 104


On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 38.05, which was 3.7 higher than the previous day. The implied volatity was 26.72, the open interest changed by 51 which increased total open position to 72


On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 34, which was -6 lower than the previous day. The implied volatity was 22.71, the open interest changed by 18 which increased total open position to 21


On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 40, which was -2.85 lower than the previous day. The implied volatity was 23.18, the open interest changed by 0 which decreased total open position to 2


On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 40.5, which was -65.25 lower than the previous day. The implied volatity was 25.94, the open interest changed by 2 which increased total open position to 2


On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 105.75, which was 0 lower than the previous day. The implied volatity was 0.69, 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 105.75, which was 0 lower than the previous day. The implied volatity was 0.74, 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 105.75, 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 105.75, which was 0 lower than the previous day. The implied volatity was 0.69, 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 105.75, 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 30 Jan SBILIFE was trading at 1472.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SBILIFE was trading at 1460.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SBILIFE was trading at 1419.50. The strike last trading price was 0, 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 27 Jan SBILIFE was trading at 1424.40. The strike last trading price was 0, 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 24 Jan SBILIFE was trading at 1440.40. The strike last trading price was 0, 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 23 Jan SBILIFE was trading at 1449.85. The strike last trading price was 0, 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 22 Jan SBILIFE was trading at 1460.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SBILIFE was trading at 1466.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SBILIFE was trading at 1499.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0


On 17 Jan SBILIFE was trading at 1540.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 15 Jan SBILIFE was trading at 1472.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SBILIFE was trading at 1499.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SBILIFE was trading at 1467.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 10 Jan SBILIFE was trading at 1478.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SBILIFE was trading at 1468.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 8 Jan SBILIFE was trading at 1463.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SBILIFE was trading at 1477.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SBILIFE was trading at 1434.65. The strike last trading price was 0, 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 Jan SBILIFE was trading at 1447.70. The strike last trading price was 0, 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 2 Jan SBILIFE was trading at 1422.25. The strike last trading price was 0, 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 1 Jan SBILIFE was trading at 1400.40. The strike last trading price was 0, 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 Dec SBILIFE was trading at 1390.40. The strike last trading price was 0, 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 30 Dec SBILIFE was trading at 1403.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0