SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1480 CE | ||||||||||
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Delta: 0.49
Vega: 0.81
Theta: -1.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 19.3 | -30.80 | 24.97 | 2,054 | 352 | 374 | |||
| 20 Nov | 1522.90 | 50.1 | 0.00 | 26.27 | 161 | 17 | 22 | |||
| 19 Nov | 1522.90 | 50.1 | -44.05 | 26.27 | 161 | 17 | 22 | |||
| 18 Nov | 1562.60 | 94.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 94.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 94.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 94.15 | -7.05 | 30.60 | 2 | 0 | 5 | |||
| 11 Nov | 1566.00 | 101.2 | -12.95 | 26.91 | 1 | 0 | 5 | |||
| 8 Nov | 1569.95 | 114.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 1589.85 | 114.15 | -22.05 | - | 1 | 0 | 6 | |||
| 6 Nov | 1603.95 | 136.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 136.2 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 4 Nov | 1608.80 | 136.2 | -258.80 | - | 7 | 5 | 5 | |||
| 1 Nov | 1628.85 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1624.15 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1661.35 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1605.90 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1616.75 | 395 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 1635.30 | 395 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1480 expiring on 28NOV2024
Delta for 1480 CE is 0.49
Historical price for 1480 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 19.3, which was -30.80 lower than the previous day. The implied volatity was 24.97, the open interest changed by 352 which increased total open position to 374
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 26.27, the open interest changed by 17 which increased total open position to 22
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 50.1, which was -44.05 lower than the previous day. The implied volatity was 26.27, the open interest changed by 17 which increased total open position to 22
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 94.15, 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 94.15, 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 94.15, 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 94.15, which was -7.05 lower than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 5
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 101.2, which was -12.95 lower than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 5
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 114.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 114.15, which was -22.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 136.2, 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 136.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 136.2, which was -258.80 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 395, 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 395, 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 395, 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 395, 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 28 Oct SBILIFE was trading at 1605.90. The strike last trading price was 395, 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 25 Oct SBILIFE was trading at 1616.75. The strike last trading price was 395, 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 24 Oct SBILIFE was trading at 1635.30. The strike last trading price was 395, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1480 PE | |||||||
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Delta: -0.51
Vega: 0.81
Theta: -1.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 22.05 | 11.30 | 25.69 | 2,515 | 78 | 382 |
| 20 Nov | 1522.90 | 10.75 | 0.00 | 27.96 | 2,866 | 190 | 305 |
| 19 Nov | 1522.90 | 10.75 | 7.30 | 27.96 | 2,866 | 191 | 305 |
| 18 Nov | 1562.60 | 3.45 | -0.50 | 27.82 | 208 | 14 | 114 |
| 14 Nov | 1562.30 | 3.95 | -1.05 | 24.13 | 328 | -24 | 106 |
| 13 Nov | 1546.70 | 5 | -0.30 | 23.93 | 950 | -21 | 128 |
| 12 Nov | 1562.45 | 5.3 | 1.20 | 24.11 | 515 | -45 | 154 |
| 11 Nov | 1566.00 | 4.1 | -1.00 | 23.56 | 410 | 31 | 193 |
| 8 Nov | 1569.95 | 5.1 | 1.65 | 23.70 | 315 | 34 | 166 |
| 7 Nov | 1589.85 | 3.45 | -0.40 | 23.87 | 269 | 25 | 129 |
| 6 Nov | 1603.95 | 3.85 | 0.00 | 26.22 | 248 | 48 | 104 |
| 5 Nov | 1633.20 | 3.85 | -2.35 | 28.04 | 167 | -2 | 54 |
| 4 Nov | 1608.80 | 6.2 | -0.15 | 28.63 | 300 | -6 | 59 |
| 1 Nov | 1628.85 | 6.35 | 0.35 | 30.91 | 31 | -6 | 66 |
| 31 Oct | 1622.15 | 6 | 0.15 | - | 2,675 | 27 | 71 |
| 30 Oct | 1624.15 | 5.85 | 2.35 | - | 194 | 8 | 44 |
| 29 Oct | 1661.35 | 3.5 | -4.15 | - | 44 | 3 | 35 |
| 28 Oct | 1605.90 | 7.65 | -2.05 | - | 39 | 26 | 32 |
| 25 Oct | 1616.75 | 9.7 | 6.70 | - | 14 | 6 | 6 |
| 24 Oct | 1635.30 | 3 | - | 2 | 1 | 1 | |
For Sbi Life Insurance Co Ltd - strike price 1480 expiring on 28NOV2024
Delta for 1480 PE is -0.51
Historical price for 1480 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 22.05, which was 11.30 higher than the previous day. The implied volatity was 25.69, the open interest changed by 78 which increased total open position to 382
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 27.96, the open interest changed by 190 which increased total open position to 305
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 10.75, which was 7.30 higher than the previous day. The implied volatity was 27.96, the open interest changed by 191 which increased total open position to 305
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 27.82, the open interest changed by 14 which increased total open position to 114
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 3.95, which was -1.05 lower than the previous day. The implied volatity was 24.13, the open interest changed by -24 which decreased total open position to 106
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 5, which was -0.30 lower than the previous day. The implied volatity was 23.93, the open interest changed by -21 which decreased total open position to 128
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 5.3, which was 1.20 higher than the previous day. The implied volatity was 24.11, the open interest changed by -45 which decreased total open position to 154
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 4.1, which was -1.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 31 which increased total open position to 193
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 5.1, which was 1.65 higher than the previous day. The implied volatity was 23.70, the open interest changed by 34 which increased total open position to 166
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 23.87, the open interest changed by 25 which increased total open position to 129
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 48 which increased total open position to 104
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 3.85, which was -2.35 lower than the previous day. The implied volatity was 28.04, the open interest changed by -2 which decreased total open position to 54
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 6.2, which was -0.15 lower than the previous day. The implied volatity was 28.63, the open interest changed by -6 which decreased total open position to 59
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 6.35, which was 0.35 higher than the previous day. The implied volatity was 30.91, the open interest changed by -6 which decreased total open position to 66
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 6, which was 0.15 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 5.85, which was 2.35 higher 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 3.5, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SBILIFE was trading at 1605.90. The strike last trading price was 7.65, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SBILIFE was trading at 1616.75. The strike last trading price was 9.7, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SBILIFE was trading at 1635.30. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
