SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1500 CE | ||||||||||
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Delta: 0.34
Vega: 0.75
Theta: -1.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 11.25 | -24.10 | 24.89 | 5,659 | 631 | 951 | |||
| 20 Nov | 1522.90 | 35.35 | 0.00 | 25.69 | 2,905 | 281 | 313 | |||
| 19 Nov | 1522.90 | 35.35 | -32.45 | 25.69 | 2,905 | 274 | 313 | |||
| 18 Nov | 1562.60 | 67.8 | 0.05 | - | 33 | 4 | 39 | |||
| 14 Nov | 1562.30 | 67.75 | 7.75 | 14.06 | 17 | -4 | 36 | |||
| 13 Nov | 1546.70 | 60 | -15.80 | - | 29 | 11 | 41 | |||
| 12 Nov | 1562.45 | 75.8 | -3.35 | 27.50 | 12 | 3 | 28 | |||
| 11 Nov | 1566.00 | 79.15 | -5.35 | 20.00 | 6 | 1 | 25 | |||
| 8 Nov | 1569.95 | 84.5 | -9.85 | 21.58 | 19 | 1 | 24 | |||
| 7 Nov | 1589.85 | 94.35 | -34.65 | - | 30 | 14 | 22 | |||
| 6 Nov | 1603.95 | 129 | 14.00 | 33.96 | 3 | 0 | 8 | |||
| 5 Nov | 1633.20 | 115 | -12.85 | - | 1 | 0 | 8 | |||
| 4 Nov | 1608.80 | 127.85 | -7.15 | 30.88 | 3 | 2 | 7 | |||
| 1 Nov | 1628.85 | 135 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 1622.15 | 135 | -17.00 | - | 1 | 0 | 4 | |||
| 30 Oct | 1624.15 | 152 | -16.65 | - | 1 | 0 | 3 | |||
| 29 Oct | 1661.35 | 168.65 | 40.65 | - | 1 | 0 | 2 | |||
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| 28 Oct | 1605.90 | 128 | -12.00 | - | 1 | 1 | 1 | |||
| 25 Oct | 1616.75 | 140 | -278.40 | - | 1 | 0 | 0 | |||
| 24 Oct | 1635.30 | 418.4 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is 0.34
Historical price for 1500 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 11.25, which was -24.10 lower than the previous day. The implied volatity was 24.89, the open interest changed by 631 which increased total open position to 951
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 35.35, which was 0.00 lower than the previous day. The implied volatity was 25.69, the open interest changed by 281 which increased total open position to 313
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 35.35, which was -32.45 lower than the previous day. The implied volatity was 25.69, the open interest changed by 274 which increased total open position to 313
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 67.8, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 39
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 67.75, which was 7.75 higher than the previous day. The implied volatity was 14.06, the open interest changed by -4 which decreased total open position to 36
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 60, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 41
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 75.8, which was -3.35 lower than the previous day. The implied volatity was 27.50, the open interest changed by 3 which increased total open position to 28
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 79.15, which was -5.35 lower than the previous day. The implied volatity was 20.00, the open interest changed by 1 which increased total open position to 25
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 84.5, which was -9.85 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1 which increased total open position to 24
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 94.35, which was -34.65 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 22
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 129, which was 14.00 higher than the previous day. The implied volatity was 33.96, the open interest changed by 0 which decreased total open position to 8
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 115, which was -12.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 127.85, which was -7.15 lower than the previous day. The implied volatity was 30.88, the open interest changed by 2 which increased total open position to 7
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 135, which was -17.00 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 152, which was -16.65 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 168.65, which was 40.65 higher 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 128, which was -12.00 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 140, which was -278.40 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 418.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.75
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 34.25 | 18.15 | 26.06 | 2,885 | -28 | 547 |
| 20 Nov | 1522.90 | 16.1 | 0.00 | 26.19 | 10,090 | 298 | 571 |
| 19 Nov | 1522.90 | 16.1 | 11.00 | 26.19 | 10,090 | 294 | 571 |
| 18 Nov | 1562.60 | 5.1 | -0.85 | 26.01 | 531 | 41 | 277 |
| 14 Nov | 1562.30 | 5.95 | -2.00 | 22.85 | 512 | -20 | 232 |
| 13 Nov | 1546.70 | 7.95 | -0.15 | 23.33 | 880 | 26 | 254 |
| 12 Nov | 1562.45 | 8.1 | 1.65 | 23.34 | 819 | -3 | 273 |
| 11 Nov | 1566.00 | 6.45 | -1.30 | 22.95 | 556 | 2 | 276 |
| 8 Nov | 1569.95 | 7.75 | 2.50 | 23.21 | 527 | 39 | 275 |
| 7 Nov | 1589.85 | 5.25 | -0.20 | 23.33 | 633 | 56 | 237 |
| 6 Nov | 1603.95 | 5.45 | 0.10 | 25.47 | 460 | 55 | 180 |
| 5 Nov | 1633.20 | 5.35 | -2.75 | 27.38 | 660 | -39 | 127 |
| 4 Nov | 1608.80 | 8.1 | 0.25 | 27.66 | 763 | -48 | 164 |
| 1 Nov | 1628.85 | 7.85 | -0.35 | 29.77 | 18 | -3 | 203 |
| 31 Oct | 1622.15 | 8.2 | 0.90 | - | 141 | 61 | 201 |
| 30 Oct | 1624.15 | 7.3 | 2.25 | - | 144 | 34 | 141 |
| 29 Oct | 1661.35 | 5.05 | -6.50 | - | 174 | 59 | 108 |
| 28 Oct | 1605.90 | 11.55 | 10.20 | - | 50 | 48 | 48 |
| 25 Oct | 1616.75 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1635.30 | 1.35 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -0.65
Historical price for 1500 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 34.25, which was 18.15 higher than the previous day. The implied volatity was 26.06, the open interest changed by -28 which decreased total open position to 547
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 16.1, which was 0.00 lower than the previous day. The implied volatity was 26.19, the open interest changed by 298 which increased total open position to 571
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 16.1, which was 11.00 higher than the previous day. The implied volatity was 26.19, the open interest changed by 294 which increased total open position to 571
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 5.1, which was -0.85 lower than the previous day. The implied volatity was 26.01, the open interest changed by 41 which increased total open position to 277
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 5.95, which was -2.00 lower than the previous day. The implied volatity was 22.85, the open interest changed by -20 which decreased total open position to 232
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 7.95, which was -0.15 lower than the previous day. The implied volatity was 23.33, the open interest changed by 26 which increased total open position to 254
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 8.1, which was 1.65 higher than the previous day. The implied volatity was 23.34, the open interest changed by -3 which decreased total open position to 273
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 6.45, which was -1.30 lower than the previous day. The implied volatity was 22.95, the open interest changed by 2 which increased total open position to 276
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 7.75, which was 2.50 higher than the previous day. The implied volatity was 23.21, the open interest changed by 39 which increased total open position to 275
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 5.25, which was -0.20 lower than the previous day. The implied volatity was 23.33, the open interest changed by 56 which increased total open position to 237
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 5.45, which was 0.10 higher than the previous day. The implied volatity was 25.47, the open interest changed by 55 which increased total open position to 180
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 5.35, which was -2.75 lower than the previous day. The implied volatity was 27.38, the open interest changed by -39 which decreased total open position to 127
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 8.1, which was 0.25 higher than the previous day. The implied volatity was 27.66, the open interest changed by -48 which decreased total open position to 164
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 7.85, which was -0.35 lower than the previous day. The implied volatity was 29.77, the open interest changed by -3 which decreased total open position to 203
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 8.2, which was 0.90 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 7.3, which was 2.25 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 5.05, which was -6.50 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 11.55, which was 10.20 higher 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 1.35, 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 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
