SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.22
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 1.65 | -0.35 | 33.64 | 1,869 | -209 | 4,379 | |||
| 19 Dec | 1405.90 | 2 | -0.30 | 32.06 | 1,640 | 40 | 4,603 | |||
| 18 Dec | 1398.00 | 2.3 | -0.75 | 31.28 | 1,733 | -38 | 4,638 | |||
| 17 Dec | 1409.70 | 3.05 | -1.15 | 28.65 | 2,265 | 220 | 4,881 | |||
| 16 Dec | 1421.65 | 4.2 | -1.25 | 27.56 | 1,607 | -49 | 4,660 | |||
| 13 Dec | 1428.80 | 5.45 | -2.55 | 23.62 | 4,729 | 141 | 4,698 | |||
| 12 Dec | 1432.50 | 8 | -3.50 | 23.80 | 4,146 | 387 | 4,570 | |||
| 11 Dec | 1456.15 | 11.5 | -1.85 | 21.99 | 2,927 | 115 | 4,189 | |||
| 10 Dec | 1461.85 | 13.35 | -2.15 | 21.16 | 6,656 | 949 | 4,073 | |||
| 9 Dec | 1469.30 | 15.5 | 3.10 | 20.55 | 13,309 | 219 | 3,082 | |||
| 6 Dec | 1448.55 | 12.4 | 0.00 | 21.54 | 3,508 | -116 | 2,805 | |||
| 5 Dec | 1431.85 | 12.4 | -4.40 | 23.77 | 6,168 | 847 | 2,923 | |||
| 4 Dec | 1452.60 | 16.8 | 2.60 | 22.66 | 9,028 | -314 | 2,090 | |||
| 3 Dec | 1440.95 | 14.2 | 0.80 | 24.06 | 6,184 | -152 | 2,416 | |||
| 2 Dec | 1422.05 | 13.4 | -3.50 | 25.54 | 3,349 | 310 | 2,574 | |||
| 29 Nov | 1437.75 | 16.9 | -0.15 | 23.70 | 14,086 | 409 | 2,316 | |||
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| 28 Nov | 1428.60 | 17.05 | -30.35 | 25.86 | 9,144 | 1,452 | 1,829 | |||
| 27 Nov | 1505.40 | 47.4 | -4.10 | 22.10 | 599 | -131 | 371 | |||
| 26 Nov | 1506.75 | 51.5 | 0.85 | 24.72 | 953 | 87 | 502 | |||
| 25 Nov | 1495.20 | 50.65 | 9.05 | 25.42 | 499 | 134 | 427 | |||
| 22 Nov | 1485.15 | 41.6 | 0.55 | 22.68 | 191 | 34 | 327 | |||
| 21 Nov | 1477.95 | 41.05 | -23.75 | 25.27 | 392 | 285 | 291 | |||
| 20 Nov | 1522.90 | 64.8 | 0.00 | 24.66 | 10 | 6 | 8 | |||
| 19 Nov | 1522.90 | 64.8 | -95.85 | 24.66 | 10 | 8 | 8 | |||
| 18 Nov | 1562.60 | 160.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 160.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 160.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 160.65 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is 0.06
Historical price for 1500 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 33.64, the open interest changed by -209 which decreased total open position to 4379
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 32.06, the open interest changed by 40 which increased total open position to 4603
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 31.28, the open interest changed by -38 which decreased total open position to 4638
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 28.65, the open interest changed by 220 which increased total open position to 4881
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 4.2, which was -1.25 lower than the previous day. The implied volatity was 27.56, the open interest changed by -49 which decreased total open position to 4660
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 5.45, which was -2.55 lower than the previous day. The implied volatity was 23.62, the open interest changed by 141 which increased total open position to 4698
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 8, which was -3.50 lower than the previous day. The implied volatity was 23.80, the open interest changed by 387 which increased total open position to 4570
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 11.5, which was -1.85 lower than the previous day. The implied volatity was 21.99, the open interest changed by 115 which increased total open position to 4189
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 13.35, which was -2.15 lower than the previous day. The implied volatity was 21.16, the open interest changed by 949 which increased total open position to 4073
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 15.5, which was 3.10 higher than the previous day. The implied volatity was 20.55, the open interest changed by 219 which increased total open position to 3082
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 12.4, which was 0.00 lower than the previous day. The implied volatity was 21.54, the open interest changed by -116 which decreased total open position to 2805
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 12.4, which was -4.40 lower than the previous day. The implied volatity was 23.77, the open interest changed by 847 which increased total open position to 2923
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 16.8, which was 2.60 higher than the previous day. The implied volatity was 22.66, the open interest changed by -314 which decreased total open position to 2090
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 14.2, which was 0.80 higher than the previous day. The implied volatity was 24.06, the open interest changed by -152 which decreased total open position to 2416
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 13.4, which was -3.50 lower than the previous day. The implied volatity was 25.54, the open interest changed by 310 which increased total open position to 2574
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 16.9, which was -0.15 lower than the previous day. The implied volatity was 23.70, the open interest changed by 409 which increased total open position to 2316
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 17.05, which was -30.35 lower than the previous day. The implied volatity was 25.86, the open interest changed by 1452 which increased total open position to 1829
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 47.4, which was -4.10 lower than the previous day. The implied volatity was 22.10, the open interest changed by -131 which decreased total open position to 371
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 51.5, which was 0.85 higher than the previous day. The implied volatity was 24.72, the open interest changed by 87 which increased total open position to 502
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 50.65, which was 9.05 higher than the previous day. The implied volatity was 25.42, the open interest changed by 134 which increased total open position to 427
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 41.6, which was 0.55 higher than the previous day. The implied volatity was 22.68, the open interest changed by 34 which increased total open position to 327
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 41.05, which was -23.75 lower than the previous day. The implied volatity was 25.27, the open interest changed by 285 which increased total open position to 291
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 64.8, which was 0.00 lower than the previous day. The implied volatity was 24.66, the open interest changed by 6 which increased total open position to 8
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 64.8, which was -95.85 lower than the previous day. The implied volatity was 24.66, the open interest changed by 8 which increased total open position to 8
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 160.65, 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 160.65, 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 160.65, 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 160.65, 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 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.37
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 101.4 | 5.20 | 44.27 | 27 | -17 | 221 |
| 19 Dec | 1405.90 | 96.2 | -4.80 | 29.52 | 14 | -8 | 237 |
| 18 Dec | 1398.00 | 101 | 15.50 | 38.69 | 26 | 0 | 245 |
| 17 Dec | 1409.70 | 85.5 | 10.50 | 23.15 | 48 | 5 | 247 |
| 16 Dec | 1421.65 | 75 | 3.70 | - | 13 | -2 | 243 |
| 13 Dec | 1428.80 | 71.3 | 8.30 | 24.83 | 50 | -1 | 244 |
| 12 Dec | 1432.50 | 63 | 13.30 | 22.93 | 86 | -4 | 245 |
| 11 Dec | 1456.15 | 49.7 | -0.10 | 22.24 | 142 | -18 | 250 |
| 10 Dec | 1461.85 | 49.8 | 3.95 | 25.63 | 450 | -17 | 270 |
| 9 Dec | 1469.30 | 45.85 | -15.00 | 24.86 | 736 | -63 | 288 |
| 6 Dec | 1448.55 | 60.85 | -10.15 | 24.66 | 64 | -29 | 352 |
| 5 Dec | 1431.85 | 71 | 11.20 | 25.71 | 86 | 19 | 379 |
| 4 Dec | 1452.60 | 59.8 | -11.80 | 25.74 | 264 | -38 | 359 |
| 3 Dec | 1440.95 | 71.6 | -7.90 | 25.56 | 77 | -5 | 397 |
| 2 Dec | 1422.05 | 79.5 | 7.50 | 24.17 | 86 | -6 | 401 |
| 29 Nov | 1437.75 | 72 | -16.90 | 25.27 | 465 | -36 | 403 |
| 28 Nov | 1428.60 | 88.9 | 52.40 | 31.19 | 2,094 | 164 | 443 |
| 27 Nov | 1505.40 | 36.5 | -1.60 | 26.91 | 433 | 64 | 258 |
| 26 Nov | 1506.75 | 38.1 | -2.35 | 27.02 | 312 | 89 | 192 |
| 25 Nov | 1495.20 | 40.45 | -7.60 | 26.74 | 155 | 29 | 104 |
| 22 Nov | 1485.15 | 48.05 | -4.90 | 26.86 | 59 | -18 | 57 |
| 21 Nov | 1477.95 | 52.95 | 20.95 | 25.93 | 120 | 59 | 74 |
| 20 Nov | 1522.90 | 32 | 0.00 | 24.29 | 28 | 13 | 14 |
| 19 Nov | 1522.90 | 32 | 10.80 | 24.29 | 28 | 12 | 14 |
| 18 Nov | 1562.60 | 21.2 | 1.20 | 26.30 | 1 | 0 | 2 |
| 12 Nov | 1562.45 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1589.85 | 20 | -1.85 | 26.79 | 2 | 1 | 1 |
| 6 Nov | 1603.95 | 21.85 | 6.52 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -0.87
Historical price for 1500 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 101.4, which was 5.20 higher than the previous day. The implied volatity was 44.27, the open interest changed by -17 which decreased total open position to 221
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 96.2, which was -4.80 lower than the previous day. The implied volatity was 29.52, the open interest changed by -8 which decreased total open position to 237
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 101, which was 15.50 higher than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 245
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 85.5, which was 10.50 higher than the previous day. The implied volatity was 23.15, the open interest changed by 5 which increased total open position to 247
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 75, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 243
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 71.3, which was 8.30 higher than the previous day. The implied volatity was 24.83, the open interest changed by -1 which decreased total open position to 244
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 63, which was 13.30 higher than the previous day. The implied volatity was 22.93, the open interest changed by -4 which decreased total open position to 245
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 49.7, which was -0.10 lower than the previous day. The implied volatity was 22.24, the open interest changed by -18 which decreased total open position to 250
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 49.8, which was 3.95 higher than the previous day. The implied volatity was 25.63, the open interest changed by -17 which decreased total open position to 270
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 45.85, which was -15.00 lower than the previous day. The implied volatity was 24.86, the open interest changed by -63 which decreased total open position to 288
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 60.85, which was -10.15 lower than the previous day. The implied volatity was 24.66, the open interest changed by -29 which decreased total open position to 352
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 71, which was 11.20 higher than the previous day. The implied volatity was 25.71, the open interest changed by 19 which increased total open position to 379
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 59.8, which was -11.80 lower than the previous day. The implied volatity was 25.74, the open interest changed by -38 which decreased total open position to 359
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 71.6, which was -7.90 lower than the previous day. The implied volatity was 25.56, the open interest changed by -5 which decreased total open position to 397
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 79.5, which was 7.50 higher than the previous day. The implied volatity was 24.17, the open interest changed by -6 which decreased total open position to 401
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 72, which was -16.90 lower than the previous day. The implied volatity was 25.27, the open interest changed by -36 which decreased total open position to 403
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 88.9, which was 52.40 higher than the previous day. The implied volatity was 31.19, the open interest changed by 164 which increased total open position to 443
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 36.5, which was -1.60 lower than the previous day. The implied volatity was 26.91, the open interest changed by 64 which increased total open position to 258
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 38.1, which was -2.35 lower than the previous day. The implied volatity was 27.02, the open interest changed by 89 which increased total open position to 192
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 40.45, which was -7.60 lower than the previous day. The implied volatity was 26.74, the open interest changed by 29 which increased total open position to 104
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 48.05, which was -4.90 lower than the previous day. The implied volatity was 26.86, the open interest changed by -18 which decreased total open position to 57
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 52.95, which was 20.95 higher than the previous day. The implied volatity was 25.93, the open interest changed by 59 which increased total open position to 74
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 24.29, the open interest changed by 13 which increased total open position to 14
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 32, which was 10.80 higher than the previous day. The implied volatity was 24.29, the open interest changed by 12 which increased total open position to 14
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 21.2, which was 1.20 higher than the previous day. The implied volatity was 26.30, the open interest changed by 0 which decreased total open position to 2
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 20, 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 20, which was -1.85 lower than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 1
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 21.85, which was lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
