SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2025 04:10 PM IST
| SBILIFE 27MAR2025 1500 CE | ||||||||||
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Delta: 0.07
Vega: 0.35
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1385.55 | 1.9 | -1.45 | 24.24 | 1,029 | 167 | 1,856 | |||
| 12 Mar | 1409.00 | 3.3 | -1.5 | 23.19 | 863 | 245 | 1,700 | |||
| 11 Mar | 1417.25 | 5.05 | -0.7 | 23.12 | 1,495 | 29 | 1,454 | |||
| 10 Mar | 1419.45 | 5.15 | -0.85 | 23.63 | 1,234 | 178 | 1,421 | |||
| 7 Mar | 1411.60 | 5.75 | -1.35 | 22.37 | 1,549 | 31 | 1,243 | |||
| 6 Mar | 1421.30 | 7.1 | -0.3 | 21.79 | 1,135 | 90 | 1,214 | |||
| 5 Mar | 1420.70 | 7.25 | 1.8 | 21.76 | 1,313 | 123 | 1,123 | |||
| 4 Mar | 1393.10 | 5.4 | -2.9 | 23.63 | 803 | 53 | 993 | |||
| 3 Mar | 1408.50 | 8.55 | -4.6 | 23.18 | 1,522 | 368 | 937 | |||
| 28 Feb | 1430.50 | 13.95 | -15 | 22.82 | 1,063 | 78 | 568 | |||
| 27 Feb | 1469.75 | 26.8 | -3.8 | 23.69 | 696 | 11 | 490 | |||
| 26 Feb | 1471.75 | 30.65 | -7.7 | 22.10 | 822 | 98 | 480 | |||
| 25 Feb | 1471.75 | 30.65 | -7.7 | 22.10 | 822 | 99 | 480 | |||
| 24 Feb | 1486.50 | 37.4 | -5.6 | 22.60 | 748 | 184 | 383 | |||
| 21 Feb | 1495.40 | 40.1 | 5.85 | 23.71 | 530 | 116 | 195 | |||
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| 20 Feb | 1469.80 | 34.2 | -4.7 | 22.78 | 115 | 49 | 78 | |||
| 19 Feb | 1475.60 | 39.45 | 1.9 | 22.37 | 34 | 14 | 26 | |||
| 18 Feb | 1475.35 | 37.1 | -3.3 | 22.15 | 11 | 4 | 10 | |||
| 17 Feb | 1476.20 | 40.4 | 5.4 | 23.83 | 4 | 2 | 5 | |||
| 12 Feb | 1452.15 | 35 | 15.2 | 24.39 | 2 | 0 | 2 | |||
| 11 Feb | 1419.00 | 19.8 | -41.7 | 21.91 | 3 | 2 | 2 | |||
| 7 Feb | 1470.95 | 61.5 | 0 | 0.60 | 0 | 0 | 0 | |||
| 1 Feb | 1454.35 | 61.5 | 0 | 1.09 | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 27MAR2025
Delta for 1500 CE is 0.07
Historical price for 1500 CE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 1.9, which was -1.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by 167 which increased total open position to 1856
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 3.3, which was -1.5 lower than the previous day. The implied volatity was 23.19, the open interest changed by 245 which increased total open position to 1700
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 5.05, which was -0.7 lower than the previous day. The implied volatity was 23.12, the open interest changed by 29 which increased total open position to 1454
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 5.15, which was -0.85 lower than the previous day. The implied volatity was 23.63, the open interest changed by 178 which increased total open position to 1421
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was 22.37, the open interest changed by 31 which increased total open position to 1243
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 7.1, which was -0.3 lower than the previous day. The implied volatity was 21.79, the open interest changed by 90 which increased total open position to 1214
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 7.25, which was 1.8 higher than the previous day. The implied volatity was 21.76, the open interest changed by 123 which increased total open position to 1123
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 5.4, which was -2.9 lower than the previous day. The implied volatity was 23.63, the open interest changed by 53 which increased total open position to 993
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 8.55, which was -4.6 lower than the previous day. The implied volatity was 23.18, the open interest changed by 368 which increased total open position to 937
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 13.95, which was -15 lower than the previous day. The implied volatity was 22.82, the open interest changed by 78 which increased total open position to 568
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 26.8, which was -3.8 lower than the previous day. The implied volatity was 23.69, the open interest changed by 11 which increased total open position to 490
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 30.65, which was -7.7 lower than the previous day. The implied volatity was 22.10, the open interest changed by 98 which increased total open position to 480
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 30.65, which was -7.7 lower than the previous day. The implied volatity was 22.10, the open interest changed by 99 which increased total open position to 480
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 37.4, which was -5.6 lower than the previous day. The implied volatity was 22.60, the open interest changed by 184 which increased total open position to 383
On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 40.1, which was 5.85 higher than the previous day. The implied volatity was 23.71, the open interest changed by 116 which increased total open position to 195
On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 34.2, which was -4.7 lower than the previous day. The implied volatity was 22.78, the open interest changed by 49 which increased total open position to 78
On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 39.45, which was 1.9 higher than the previous day. The implied volatity was 22.37, the open interest changed by 14 which increased total open position to 26
On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 37.1, which was -3.3 lower than the previous day. The implied volatity was 22.15, the open interest changed by 4 which increased total open position to 10
On 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 40.4, which was 5.4 higher than the previous day. The implied volatity was 23.83, the open interest changed by 2 which increased total open position to 5
On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 35, which was 15.2 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 2
On 11 Feb SBILIFE was trading at 1419.00. The strike last trading price was 19.8, which was -41.7 lower than the previous day. The implied volatity was 21.91, the open interest changed by 2 which increased total open position to 2
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 0.60, 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 1.09, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 27MAR2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.61
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1385.55 | 110.55 | 27.7 | 33.23 | 8 | -1 | 180 |
| 12 Mar | 1409.00 | 82.85 | 0 | 0.00 | 0 | -8 | 0 |
| 11 Mar | 1417.25 | 82.85 | -2.1 | 25.15 | 24 | -8 | 181 |
| 10 Mar | 1419.45 | 84.8 | -4.6 | 21.66 | 24 | 9 | 189 |
| 7 Mar | 1411.60 | 90 | 7.6 | 27.50 | 30 | -2 | 180 |
| 6 Mar | 1421.30 | 82.4 | -22.6 | 25.80 | 2 | 0 | 183 |
| 5 Mar | 1420.70 | 105 | 3 | 43.39 | 2 | 0 | 183 |
| 4 Mar | 1393.10 | 102 | 10.55 | 22.28 | 4 | -3 | 183 |
| 3 Mar | 1408.50 | 92.3 | 11.9 | 28.43 | 61 | -16 | 187 |
| 28 Feb | 1430.50 | 80.5 | 29.6 | 28.27 | 122 | 8 | 203 |
| 27 Feb | 1469.75 | 54.65 | 2.05 | 24.56 | 162 | 106 | 195 |
| 26 Feb | 1471.75 | 50.15 | 3.65 | 25.13 | 52 | 10 | 89 |
| 25 Feb | 1471.75 | 50.15 | 3.65 | 25.13 | 52 | 10 | 89 |
| 24 Feb | 1486.50 | 46.5 | 2.05 | 25.96 | 38 | 7 | 78 |
| 21 Feb | 1495.40 | 45.3 | -9.7 | 23.52 | 92 | 42 | 71 |
| 20 Feb | 1469.80 | 55 | 3.3 | 25.61 | 3 | 2 | 29 |
| 19 Feb | 1475.60 | 50.4 | -21.55 | 25.96 | 38 | 25 | 25 |
| 18 Feb | 1475.35 | 71.95 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1476.20 | 71.95 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1452.15 | 71.95 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1419.00 | 71.95 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1470.95 | 71.95 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1454.35 | 71.95 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 27MAR2025
Delta for 1500 PE is -0.86
Historical price for 1500 PE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 110.55, which was 27.7 higher than the previous day. The implied volatity was 33.23, the open interest changed by -1 which decreased total open position to 180
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 82.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 82.85, which was -2.1 lower than the previous day. The implied volatity was 25.15, the open interest changed by -8 which decreased total open position to 181
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 84.8, which was -4.6 lower than the previous day. The implied volatity was 21.66, the open interest changed by 9 which increased total open position to 189
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 90, which was 7.6 higher than the previous day. The implied volatity was 27.50, the open interest changed by -2 which decreased total open position to 180
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 82.4, which was -22.6 lower than the previous day. The implied volatity was 25.80, the open interest changed by 0 which decreased total open position to 183
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 105, which was 3 higher than the previous day. The implied volatity was 43.39, the open interest changed by 0 which decreased total open position to 183
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 102, which was 10.55 higher than the previous day. The implied volatity was 22.28, the open interest changed by -3 which decreased total open position to 183
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 92.3, which was 11.9 higher than the previous day. The implied volatity was 28.43, the open interest changed by -16 which decreased total open position to 187
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 80.5, which was 29.6 higher than the previous day. The implied volatity was 28.27, the open interest changed by 8 which increased total open position to 203
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 54.65, which was 2.05 higher than the previous day. The implied volatity was 24.56, the open interest changed by 106 which increased total open position to 195
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 50.15, which was 3.65 higher than the previous day. The implied volatity was 25.13, the open interest changed by 10 which increased total open position to 89
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 50.15, which was 3.65 higher than the previous day. The implied volatity was 25.13, the open interest changed by 10 which increased total open position to 89
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 46.5, which was 2.05 higher than the previous day. The implied volatity was 25.96, the open interest changed by 7 which increased total open position to 78
On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 45.3, which was -9.7 lower than the previous day. The implied volatity was 23.52, the open interest changed by 42 which increased total open position to 71
On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 55, which was 3.3 higher than the previous day. The implied volatity was 25.61, the open interest changed by 2 which increased total open position to 29
On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 50.4, which was -21.55 lower than the previous day. The implied volatity was 25.96, the open interest changed by 25 which increased total open position to 25
On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 71.95, 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 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 71.95, 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 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 71.95, 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 11 Feb SBILIFE was trading at 1419.00. The strike last trading price was 71.95, 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 71.95, 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 71.95, 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
