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Related Pages for SBILIFE
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SBILIFE
Sbi Life Insurance Co Ltd
1409.05 22.05 (1.59%)

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Historical option data for SBILIFE

26 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SBILIFE 30JAN2025 1500 CE
Delta: 0.22
Vega: 1.30
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1409.05 11.6 2.80 21.29 1,605 80 541
24 Dec 1387.00 8.8 -4.05 21.95 307 4 457
23 Dec 1405.30 12.85 -4.80 21.82 678 150 452
20 Dec 1400.60 17.65 1.80 24.89 255 75 300
19 Dec 1405.90 15.85 -1.10 23.14 126 49 227
18 Dec 1398.00 16.95 -4.90 23.77 163 58 179
17 Dec 1409.70 21.85 -4.15 24.51 139 49 120
16 Dec 1421.65 26 -7.25 25.11 55 19 70
13 Dec 1428.80 33.25 1.75 26.11 13 7 50
12 Dec 1432.50 31.5 -11.50 22.93 22 18 43
11 Dec 1456.15 43 -6.65 24.94 9 5 24
10 Dec 1461.85 49.65 0.65 26.38 3 -1 18
9 Dec 1469.30 49 4.00 24.48 16 5 17
6 Dec 1448.55 45 10.00 26.08 10 0 2
5 Dec 1431.85 35 -15.15 23.69 1 0 1
4 Dec 1452.60 50.15 0.00 0.00 0 0 0
3 Dec 1440.95 50.15 0.00 0 0 0

For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 30JAN2025

Delta for 1500 CE is 0.22

Historical price for 1500 CE is as follows

On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 11.6, which was 2.80 higher than the previous day. The implied volatity was 21.29, the open interest changed by 80 which increased total open position to 541


On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 8.8, which was -4.05 lower than the previous day. The implied volatity was 21.95, the open interest changed by 4 which increased total open position to 457


On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 12.85, which was -4.80 lower than the previous day. The implied volatity was 21.82, the open interest changed by 150 which increased total open position to 452


On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 17.65, which was 1.80 higher than the previous day. The implied volatity was 24.89, the open interest changed by 75 which increased total open position to 300


On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 15.85, which was -1.10 lower than the previous day. The implied volatity was 23.14, the open interest changed by 49 which increased total open position to 227


On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 16.95, which was -4.90 lower than the previous day. The implied volatity was 23.77, the open interest changed by 58 which increased total open position to 179


On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 21.85, which was -4.15 lower than the previous day. The implied volatity was 24.51, the open interest changed by 49 which increased total open position to 120


On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 26, which was -7.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 19 which increased total open position to 70


On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 33.25, which was 1.75 higher than the previous day. The implied volatity was 26.11, the open interest changed by 7 which increased total open position to 50


On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 31.5, which was -11.50 lower than the previous day. The implied volatity was 22.93, the open interest changed by 18 which increased total open position to 43


On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 43, which was -6.65 lower than the previous day. The implied volatity was 24.94, the open interest changed by 5 which increased total open position to 24


On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 49.65, which was 0.65 higher than the previous day. The implied volatity was 26.38, the open interest changed by -1 which decreased total open position to 18


On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 49, which was 4.00 higher than the previous day. The implied volatity was 24.48, the open interest changed by 5 which increased total open position to 17


On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 45, which was 10.00 higher than the previous day. The implied volatity was 26.08, the open interest changed by 0 which decreased total open position to 2


On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 35, which was -15.15 lower than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 1


On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 50.15, 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 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 50.15, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SBILIFE 30JAN2025 1500 PE
Delta: -0.72
Vega: 1.47
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1409.05 95 -13.30 26.82 86 72 119
24 Dec 1387.00 108.3 10.70 23.59 54 40 45
23 Dec 1405.30 97.6 -2.85 26.15 5 4 4
20 Dec 1400.60 100.45 0.00 - 0 0 0
19 Dec 1405.90 100.45 0.00 - 0 0 0
18 Dec 1398.00 100.45 0.00 - 0 0 0
17 Dec 1409.70 100.45 0.00 - 0 0 0
16 Dec 1421.65 100.45 0.00 - 0 0 0
13 Dec 1428.80 100.45 0.00 - 0 0 0
12 Dec 1432.50 100.45 0.00 - 0 0 0
11 Dec 1456.15 100.45 0.00 - 0 0 0
10 Dec 1461.85 100.45 0.00 - 0 0 0
9 Dec 1469.30 100.45 0.00 - 0 0 0
6 Dec 1448.55 100.45 0.00 - 0 0 0
5 Dec 1431.85 100.45 0.00 - 0 0 0
4 Dec 1452.60 100.45 0.00 - 0 0 0
3 Dec 1440.95 100.45 - 0 0 0

For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 30JAN2025

Delta for 1500 PE is -0.72

Historical price for 1500 PE is as follows

On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 95, which was -13.30 lower than the previous day. The implied volatity was 26.82, the open interest changed by 72 which increased total open position to 119


On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 108.3, which was 10.70 higher than the previous day. The implied volatity was 23.59, the open interest changed by 40 which increased total open position to 45


On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 97.6, which was -2.85 lower than the previous day. The implied volatity was 26.15, the open interest changed by 4 which increased total open position to 4


On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 100.45, 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 Dec SBILIFE was trading at 1405.90. The strike last trading price was 100.45, 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 Dec SBILIFE was trading at 1398.00. The strike last trading price was 100.45, 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 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 100.45, 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 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 100.45, 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 Dec SBILIFE was trading at 1428.80. The strike last trading price was 100.45, 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 Dec SBILIFE was trading at 1432.50. The strike last trading price was 100.45, 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 Dec SBILIFE was trading at 1456.15. The strike last trading price was 100.45, 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 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 100.45, 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 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 100.45, 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 Dec SBILIFE was trading at 1448.55. The strike last trading price was 100.45, 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 100.45, 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 100.45, 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 100.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0