SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1480 CE | ||||||||||
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Delta: 0.29
Vega: 1.49
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1409.05 | 16.05 | 4.45 | 21.15 | 453 | 15 | 152 | |||
| 24 Dec | 1387.00 | 11.6 | -6.00 | 21.35 | 70 | 12 | 137 | |||
| 23 Dec | 1405.30 | 17.6 | -1.90 | 21.84 | 105 | 24 | 123 | |||
| 20 Dec | 1400.60 | 19.5 | -2.50 | 22.90 | 6 | 1 | 99 | |||
| 19 Dec | 1405.90 | 22 | 1.05 | 23.82 | 31 | 18 | 98 | |||
| 18 Dec | 1398.00 | 20.95 | -6.25 | 23.13 | 88 | 39 | 80 | |||
| 17 Dec | 1409.70 | 27.2 | -6.60 | 24.22 | 7 | 4 | 40 | |||
| 16 Dec | 1421.65 | 33.8 | -5.35 | 25.81 | 3 | 1 | 37 | |||
| 13 Dec | 1428.80 | 39.15 | -4.50 | 25.47 | 22 | -6 | 35 | |||
| 12 Dec | 1432.50 | 43.65 | -6.85 | 25.33 | 43 | 28 | 40 | |||
| 11 Dec | 1456.15 | 50.5 | -2.10 | 24.38 | 6 | 3 | 13 | |||
| 10 Dec | 1461.85 | 52.6 | 4.60 | 23.57 | 6 | 3 | 10 | |||
| 9 Dec | 1469.30 | 48 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Dec | 1448.55 | 48 | 8.00 | 23.69 | 3 | 1 | 6 | |||
| 5 Dec | 1431.85 | 40 | -16.00 | 22.53 | 4 | 2 | 4 | |||
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| 4 Dec | 1452.60 | 56 | 26.00 | 25.64 | 2 | -1 | 1 | |||
| 3 Dec | 1440.95 | 30 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1437.75 | 30 | -167.70 | 16.32 | 2 | 1 | 1 | |||
| 28 Nov | 1428.60 | 197.7 | 197.70 | 0.26 | 0 | 0 | 0 | |||
| 27 Nov | 1505.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1506.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1477.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1522.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1562.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1566.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 0 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1480 expiring on 30JAN2025
Delta for 1480 CE is 0.29
Historical price for 1480 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 16.05, which was 4.45 higher than the previous day. The implied volatity was 21.15, the open interest changed by 15 which increased total open position to 152
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 11.6, which was -6.00 lower than the previous day. The implied volatity was 21.35, the open interest changed by 12 which increased total open position to 137
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 17.6, which was -1.90 lower than the previous day. The implied volatity was 21.84, the open interest changed by 24 which increased total open position to 123
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 19.5, which was -2.50 lower than the previous day. The implied volatity was 22.90, the open interest changed by 1 which increased total open position to 99
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 22, which was 1.05 higher than the previous day. The implied volatity was 23.82, the open interest changed by 18 which increased total open position to 98
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 20.95, which was -6.25 lower than the previous day. The implied volatity was 23.13, the open interest changed by 39 which increased total open position to 80
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 27.2, which was -6.60 lower than the previous day. The implied volatity was 24.22, the open interest changed by 4 which increased total open position to 40
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 33.8, which was -5.35 lower than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 37
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 39.15, which was -4.50 lower than the previous day. The implied volatity was 25.47, the open interest changed by -6 which decreased total open position to 35
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 43.65, which was -6.85 lower than the previous day. The implied volatity was 25.33, the open interest changed by 28 which increased total open position to 40
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 50.5, which was -2.10 lower than the previous day. The implied volatity was 24.38, the open interest changed by 3 which increased total open position to 13
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 52.6, which was 4.60 higher than the previous day. The implied volatity was 23.57, the open interest changed by 3 which increased total open position to 10
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 48, 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 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 48, which was 8.00 higher than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 6
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 40, which was -16.00 lower than the previous day. The implied volatity was 22.53, the open interest changed by 2 which increased total open position to 4
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 56, which was 26.00 higher than the previous day. The implied volatity was 25.64, the open interest changed by -1 which decreased total open position to 1
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 30, 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 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 30, which was -167.70 lower than the previous day. The implied volatity was 16.32, the open interest changed by 1 which increased total open position to 1
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 197.7, which was 197.70 higher than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SBILIFE was trading at 1505.40. 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 26 Nov SBILIFE was trading at 1506.75. 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 25 Nov SBILIFE was trading at 1495.20. 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 Nov SBILIFE was trading at 1485.15. 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 21 Nov SBILIFE was trading at 1477.95. 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 20 Nov SBILIFE was trading at 1522.90. 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 19 Nov SBILIFE was trading at 1522.90. 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 18 Nov SBILIFE was trading at 1562.60. 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 Nov SBILIFE was trading at 1562.30. 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 13 Nov SBILIFE was trading at 1546.70. 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 12 Nov SBILIFE was trading at 1562.45. 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 11 Nov SBILIFE was trading at 1566.00. 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 Nov SBILIFE was trading at 1569.95. 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 Nov SBILIFE was trading at 1589.85. 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 6 Nov SBILIFE was trading at 1603.95. 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 5 Nov SBILIFE was trading at 1633.20. 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 4 Nov SBILIFE was trading at 1608.80. 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
| SBILIFE 30JAN2025 1480 PE | |||||||
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Delta: -0.68
Vega: 1.57
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 78.15 | 2.15 | 25.22 | 43 | 27 | 30 |
| 24 Dec | 1387.00 | 76 | 26.00 | - | 1 | 0 | 2 |
| 23 Dec | 1405.30 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1400.60 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1405.90 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1398.00 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1409.70 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1421.65 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1428.80 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1432.50 | 50 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 1456.15 | 50 | 0.00 | 22.30 | 1 | 0 | 1 |
| 10 Dec | 1461.85 | 50 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 1469.30 | 50 | 21.05 | 24.67 | 1 | 0 | 0 |
| 6 Dec | 1448.55 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1431.85 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1452.60 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1440.95 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1437.75 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1428.60 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1505.40 | 28.95 | 0.00 | 2.41 | 0 | 0 | 0 |
| 26 Nov | 1506.75 | 28.95 | 0.00 | 2.32 | 0 | 0 | 0 |
| 25 Nov | 1495.20 | 28.95 | 0.00 | 2.10 | 0 | 0 | 0 |
| 22 Nov | 1485.15 | 28.95 | 0.00 | 1.56 | 0 | 0 | 0 |
| 21 Nov | 1477.95 | 28.95 | 28.95 | 1.04 | 0 | 0 | 0 |
| 20 Nov | 1522.90 | 0 | 0.00 | 3.01 | 0 | 0 | 0 |
| 19 Nov | 1522.90 | 0 | 0.00 | 3.01 | 0 | 0 | 0 |
| 18 Nov | 1562.60 | 0 | 0.00 | 4.33 | 0 | 0 | 0 |
| 14 Nov | 1562.30 | 0 | 0.00 | 4.14 | 0 | 0 | 0 |
| 13 Nov | 1546.70 | 0 | 0.00 | 3.51 | 0 | 0 | 0 |
| 12 Nov | 1562.45 | 0 | 0.00 | 4.29 | 0 | 0 | 0 |
| 11 Nov | 1566.00 | 0 | 0.00 | 4.31 | 0 | 0 | 0 |
| 8 Nov | 1569.95 | 0 | 0.00 | 4.37 | 0 | 0 | 0 |
| 7 Nov | 1589.85 | 0 | 0.00 | 4.99 | 0 | 0 | 0 |
| 6 Nov | 1603.95 | 0 | 0.00 | 5.50 | 0 | 0 | 0 |
| 5 Nov | 1633.20 | 0 | 0.00 | 6.56 | 0 | 0 | 0 |
| 4 Nov | 1608.80 | 0 | 5.67 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1480 expiring on 30JAN2025
Delta for 1480 PE is -0.68
Historical price for 1480 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 78.15, which was 2.15 higher than the previous day. The implied volatity was 25.22, the open interest changed by 27 which increased total open position to 30
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 76, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 50, 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 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 50, 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 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 50, 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 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 50, 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 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 50, 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 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 50, 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 Dec SBILIFE was trading at 1428.80. The strike last trading price was 50, 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 Dec SBILIFE was trading at 1432.50. The strike last trading price was 50, which was 0.00 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 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 22.30, the open interest changed by 0 which decreased total open position to 1
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 50, which was 0.00 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 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 50, which was 21.05 higher than the previous day. The implied volatity was 24.67, 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 28.95, 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 28.95, 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 28.95, 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 28.95, 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 28.95, 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 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 28.95, 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 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 28.95, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 28.95, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 28.95, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 28.95, which was 28.95 higher than the previous day. The implied volatity was 1.04, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
