SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
11 Apr 2025 04:10 PM IST
| SBILIFE 24APR2025 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.99
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1521.90 | 42.85 | 12.4 | 21.11 | 953 | -22 | 424 | |||
| 9 Apr | 1481.65 | 31 | -1.65 | 30.17 | 1,633 | -57 | 446 | |||
| 8 Apr | 1488.00 | 34 | 8.1 | 27.23 | 2,392 | 142 | 495 | |||
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| 7 Apr | 1460.80 | 26.55 | -15.8 | 29.62 | 743 | 90 | 353 | |||
| 4 Apr | 1512.60 | 42.45 | -21.1 | 22.31 | 381 | 55 | 262 | |||
| 3 Apr | 1542.25 | 63.05 | -14.1 | 18.67 | 148 | 53 | 203 | |||
| 2 Apr | 1559.85 | 76.65 | 8.85 | 23.25 | 94 | 18 | 152 | |||
| 1 Apr | 1545.25 | 68 | -9.45 | 24.01 | 117 | -17 | 133 | |||
| 28 Mar | 1547.85 | 77.45 | -2.7 | 24.07 | 199 | 22 | 150 | |||
| 27 Mar | 1544.90 | 82.25 | 8.8 | 26.82 | 104 | -55 | 126 | |||
| 26 Mar | 1541.30 | 73.45 | -12.75 | 22.59 | 85 | 30 | 181 | |||
| 25 Mar | 1557.20 | 86.5 | -12.05 | 25.70 | 54 | 1 | 151 | |||
| 24 Mar | 1569.80 | 98.55 | 20.9 | 23.84 | 39 | -11 | 151 | |||
| 21 Mar | 1546.40 | 81.7 | 31.15 | 23.00 | 292 | 41 | 162 | |||
| 20 Mar | 1498.35 | 50.2 | 8.1 | 22.95 | 128 | 61 | 125 | |||
| 19 Mar | 1484.90 | 42.1 | 10.45 | 22.15 | 52 | 24 | 65 | |||
| 18 Mar | 1457.50 | 31.65 | 5.5 | 23.48 | 19 | 3 | 37 | |||
| 17 Mar | 1434.25 | 26.15 | 11.15 | 23.98 | 48 | 2 | 33 | |||
| 13 Mar | 1385.55 | 15 | -6.3 | 24.57 | 34 | 22 | 25 | |||
| 12 Mar | 1409.00 | 21.3 | 3.1 | 25.39 | 3 | 1 | 2 | |||
| 10 Mar | 1419.45 | 58.35 | 0 | 3.74 | 0 | 0 | 0 | |||
| 7 Mar | 1411.60 | 58.35 | 0 | 3.75 | 0 | 0 | 0 | |||
| 6 Mar | 1421.30 | 58.35 | 0 | 3.18 | 0 | 0 | 0 | |||
| 5 Mar | 1420.70 | 58.35 | 0 | 3.25 | 0 | 0 | 0 | |||
| 3 Mar | 1408.50 | 58.35 | 0 | 3.48 | 0 | 0 | 0 | |||
| 28 Feb | 1430.50 | 58.35 | 0 | 2.40 | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 24APR2025
Delta for 1500 CE is 0.71
Historical price for 1500 CE is as follows
On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 42.85, which was 12.4 higher than the previous day. The implied volatity was 21.11, the open interest changed by -22 which decreased total open position to 424
On 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 31, which was -1.65 lower than the previous day. The implied volatity was 30.17, the open interest changed by -57 which decreased total open position to 446
On 8 Apr SBILIFE was trading at 1488.00. The strike last trading price was 34, which was 8.1 higher than the previous day. The implied volatity was 27.23, the open interest changed by 142 which increased total open position to 495
On 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 26.55, which was -15.8 lower than the previous day. The implied volatity was 29.62, the open interest changed by 90 which increased total open position to 353
On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 42.45, which was -21.1 lower than the previous day. The implied volatity was 22.31, the open interest changed by 55 which increased total open position to 262
On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 63.05, which was -14.1 lower than the previous day. The implied volatity was 18.67, the open interest changed by 53 which increased total open position to 203
On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 76.65, which was 8.85 higher than the previous day. The implied volatity was 23.25, the open interest changed by 18 which increased total open position to 152
On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 68, which was -9.45 lower than the previous day. The implied volatity was 24.01, the open interest changed by -17 which decreased total open position to 133
On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 77.45, which was -2.7 lower than the previous day. The implied volatity was 24.07, the open interest changed by 22 which increased total open position to 150
On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 82.25, which was 8.8 higher than the previous day. The implied volatity was 26.82, the open interest changed by -55 which decreased total open position to 126
On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 73.45, which was -12.75 lower than the previous day. The implied volatity was 22.59, the open interest changed by 30 which increased total open position to 181
On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 86.5, which was -12.05 lower than the previous day. The implied volatity was 25.70, the open interest changed by 1 which increased total open position to 151
On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 98.55, which was 20.9 higher than the previous day. The implied volatity was 23.84, the open interest changed by -11 which decreased total open position to 151
On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 81.7, which was 31.15 higher than the previous day. The implied volatity was 23.00, the open interest changed by 41 which increased total open position to 162
On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 50.2, which was 8.1 higher than the previous day. The implied volatity was 22.95, the open interest changed by 61 which increased total open position to 125
On 19 Mar SBILIFE was trading at 1484.90. The strike last trading price was 42.1, which was 10.45 higher than the previous day. The implied volatity was 22.15, the open interest changed by 24 which increased total open position to 65
On 18 Mar SBILIFE was trading at 1457.50. The strike last trading price was 31.65, which was 5.5 higher than the previous day. The implied volatity was 23.48, the open interest changed by 3 which increased total open position to 37
On 17 Mar SBILIFE was trading at 1434.25. The strike last trading price was 26.15, which was 11.15 higher than the previous day. The implied volatity was 23.98, the open interest changed by 2 which increased total open position to 33
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 15, which was -6.3 lower than the previous day. The implied volatity was 24.57, the open interest changed by 22 which increased total open position to 25
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 21.3, which was 3.1 higher than the previous day. The implied volatity was 25.39, the open interest changed by 1 which increased total open position to 2
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 58.35, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 58.35, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 58.35, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 58.35, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 58.35, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 58.35, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 24APR2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 1.05
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1521.90 | 18.6 | -26.8 | 28.01 | 881 | 116 | 775 |
| 9 Apr | 1481.65 | 43.2 | 4.35 | 31.05 | 514 | 101 | 659 |
| 8 Apr | 1488.00 | 36.3 | -26.9 | 29.13 | 504 | 8 | 558 |
| 7 Apr | 1460.80 | 59.4 | 33.55 | 35.94 | 625 | -148 | 549 |
| 4 Apr | 1512.60 | 25.5 | 8.55 | 24.73 | 2,141 | 342 | 697 |
| 3 Apr | 1542.25 | 16.35 | 1.6 | 25.90 | 409 | 85 | 351 |
| 2 Apr | 1559.85 | 14.6 | -4.15 | 26.02 | 363 | 58 | 267 |
| 1 Apr | 1545.25 | 19.9 | -0.6 | 26.76 | 629 | 43 | 207 |
| 28 Mar | 1547.85 | 20.9 | -1.2 | 27.30 | 755 | -16 | 164 |
| 27 Mar | 1544.90 | 22 | -2.25 | 27.65 | 126 | -3 | 180 |
| 26 Mar | 1541.30 | 20.8 | -1.15 | 25.48 | 374 | 5 | 184 |
| 25 Mar | 1557.20 | 22 | 3.3 | 27.90 | 148 | 16 | 178 |
| 24 Mar | 1569.80 | 18.9 | -5.5 | 28.52 | 441 | -42 | 162 |
| 21 Mar | 1546.40 | 23.3 | -17.65 | 26.33 | 284 | 112 | 205 |
| 20 Mar | 1498.35 | 40 | -8 | 25.53 | 79 | 37 | 93 |
| 19 Mar | 1484.90 | 48 | -19 | 26.25 | 36 | 33 | 55 |
| 18 Mar | 1457.50 | 67 | -13 | 28.02 | 14 | 13 | 21 |
| 17 Mar | 1434.25 | 80 | -29.25 | 28.26 | 1 | 0 | 8 |
| 13 Mar | 1385.55 | 109.25 | 37.05 | 25.54 | 8 | 0 | 0 |
| 12 Mar | 1409.00 | 72.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1419.45 | 72.2 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1411.60 | 72.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1421.30 | 72.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1420.70 | 72.2 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1408.50 | 72.2 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1430.50 | 72.2 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 24APR2025
Delta for 1500 PE is -0.34
Historical price for 1500 PE is as follows
On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 18.6, which was -26.8 lower than the previous day. The implied volatity was 28.01, the open interest changed by 116 which increased total open position to 775
On 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 43.2, which was 4.35 higher than the previous day. The implied volatity was 31.05, the open interest changed by 101 which increased total open position to 659
On 8 Apr SBILIFE was trading at 1488.00. The strike last trading price was 36.3, which was -26.9 lower than the previous day. The implied volatity was 29.13, the open interest changed by 8 which increased total open position to 558
On 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 59.4, which was 33.55 higher than the previous day. The implied volatity was 35.94, the open interest changed by -148 which decreased total open position to 549
On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 25.5, which was 8.55 higher than the previous day. The implied volatity was 24.73, the open interest changed by 342 which increased total open position to 697
On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 16.35, which was 1.6 higher than the previous day. The implied volatity was 25.90, the open interest changed by 85 which increased total open position to 351
On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 14.6, which was -4.15 lower than the previous day. The implied volatity was 26.02, the open interest changed by 58 which increased total open position to 267
On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 19.9, which was -0.6 lower than the previous day. The implied volatity was 26.76, the open interest changed by 43 which increased total open position to 207
On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 20.9, which was -1.2 lower than the previous day. The implied volatity was 27.30, the open interest changed by -16 which decreased total open position to 164
On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 22, which was -2.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by -3 which decreased total open position to 180
On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 20.8, which was -1.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by 5 which increased total open position to 184
On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 22, which was 3.3 higher than the previous day. The implied volatity was 27.90, the open interest changed by 16 which increased total open position to 178
On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 18.9, which was -5.5 lower than the previous day. The implied volatity was 28.52, the open interest changed by -42 which decreased total open position to 162
On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 23.3, which was -17.65 lower than the previous day. The implied volatity was 26.33, the open interest changed by 112 which increased total open position to 205
On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 40, which was -8 lower than the previous day. The implied volatity was 25.53, the open interest changed by 37 which increased total open position to 93
On 19 Mar SBILIFE was trading at 1484.90. The strike last trading price was 48, which was -19 lower than the previous day. The implied volatity was 26.25, the open interest changed by 33 which increased total open position to 55
On 18 Mar SBILIFE was trading at 1457.50. The strike last trading price was 67, which was -13 lower than the previous day. The implied volatity was 28.02, the open interest changed by 13 which increased total open position to 21
On 17 Mar SBILIFE was trading at 1434.25. The strike last trading price was 80, which was -29.25 lower than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 8
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 109.25, which was 37.05 higher than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 72.2, 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 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 72.2, 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 Mar SBILIFE was trading at 1411.60. The strike last trading price was 72.2, 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 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 72.2, 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 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 72.2, 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 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 72.2, 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 Feb SBILIFE was trading at 1430.50. The strike last trading price was 72.2, 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
