SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1520 CE | ||||||||||
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Delta: 0.21
Vega: 0.59
Theta: -1.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 6.1 | -16.95 | 25.02 | 2,354 | 250 | 640 | |||
| 20 Nov | 1522.90 | 23.05 | 0.00 | 24.14 | 5,634 | 354 | 389 | |||
| 19 Nov | 1522.90 | 23.05 | -29.70 | 24.14 | 5,634 | 353 | 389 | |||
| 18 Nov | 1562.60 | 52.75 | 2.75 | 19.49 | 24 | 15 | 39 | |||
| 14 Nov | 1562.30 | 50 | 6.15 | 14.53 | 28 | 10 | 23 | |||
| 13 Nov | 1546.70 | 43.85 | -17.15 | 12.12 | 5 | 1 | 12 | |||
| 12 Nov | 1562.45 | 61 | -5.75 | 27.08 | 6 | 1 | 12 | |||
| 11 Nov | 1566.00 | 66.75 | -4.05 | 24.13 | 1 | 0 | 10 | |||
| 8 Nov | 1569.95 | 70.8 | -37.20 | 23.62 | 6 | 5 | 9 | |||
| 7 Nov | 1589.85 | 108 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 1603.95 | 108 | 10.50 | 29.02 | 3 | -1 | 4 | |||
| 5 Nov | 1633.20 | 97.5 | -1.10 | - | 2 | 1 | 4 | |||
| 4 Nov | 1608.80 | 98.6 | -259.75 | 15.95 | 4 | 2 | 2 | |||
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| 1 Nov | 1628.85 | 358.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 358.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1624.15 | 358.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1661.35 | 358.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1605.90 | 358.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1616.75 | 358.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1635.30 | 358.35 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1520 expiring on 28NOV2024
Delta for 1520 CE is 0.21
Historical price for 1520 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 6.1, which was -16.95 lower than the previous day. The implied volatity was 25.02, the open interest changed by 250 which increased total open position to 640
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 23.05, which was 0.00 lower than the previous day. The implied volatity was 24.14, the open interest changed by 354 which increased total open position to 389
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 23.05, which was -29.70 lower than the previous day. The implied volatity was 24.14, the open interest changed by 353 which increased total open position to 389
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 52.75, which was 2.75 higher than the previous day. The implied volatity was 19.49, the open interest changed by 15 which increased total open position to 39
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 50, which was 6.15 higher than the previous day. The implied volatity was 14.53, the open interest changed by 10 which increased total open position to 23
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 43.85, which was -17.15 lower than the previous day. The implied volatity was 12.12, the open interest changed by 1 which increased total open position to 12
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 61, which was -5.75 lower than the previous day. The implied volatity was 27.08, the open interest changed by 1 which increased total open position to 12
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 66.75, which was -4.05 lower than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 10
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 70.8, which was -37.20 lower than the previous day. The implied volatity was 23.62, the open interest changed by 5 which increased total open position to 9
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 108, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 108, which was 10.50 higher than the previous day. The implied volatity was 29.02, the open interest changed by -1 which decreased total open position to 4
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 97.5, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 98.6, which was -259.75 lower than the previous day. The implied volatity was 15.95, the open interest changed by 2 which increased total open position to 2
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 358.35, 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 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 358.35, 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 30 Oct SBILIFE was trading at 1624.15. The strike last trading price was 358.35, 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 29 Oct SBILIFE was trading at 1661.35. The strike last trading price was 358.35, 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 28 Oct SBILIFE was trading at 1605.90. The strike last trading price was 358.35, 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 25 Oct SBILIFE was trading at 1616.75. The strike last trading price was 358.35, 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 358.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.61
Theta: -0.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 48.7 | 25.50 | 25.87 | 652 | -70 | 422 |
| 20 Nov | 1522.90 | 23.2 | 0.00 | 24.81 | 5,592 | 215 | 490 |
| 19 Nov | 1522.90 | 23.2 | 14.95 | 24.81 | 5,592 | 213 | 490 |
| 18 Nov | 1562.60 | 8.25 | -1.10 | 25.04 | 452 | 3 | 280 |
| 14 Nov | 1562.30 | 9.35 | -2.70 | 21.99 | 639 | -70 | 278 |
| 13 Nov | 1546.70 | 12.05 | 0.00 | 22.54 | 852 | -41 | 349 |
| 12 Nov | 1562.45 | 12.05 | 2.35 | 22.49 | 1,305 | -112 | 391 |
| 11 Nov | 1566.00 | 9.7 | -1.20 | 22.15 | 693 | 275 | 504 |
| 8 Nov | 1569.95 | 10.9 | 3.40 | 22.20 | 331 | 28 | 228 |
| 7 Nov | 1589.85 | 7.5 | -0.30 | 22.43 | 746 | 62 | 199 |
| 6 Nov | 1603.95 | 7.8 | 0.60 | 24.90 | 520 | 22 | 138 |
| 5 Nov | 1633.20 | 7.2 | -3.75 | 26.52 | 824 | -26 | 115 |
| 4 Nov | 1608.80 | 10.95 | 0.05 | 27.07 | 710 | 37 | 141 |
| 1 Nov | 1628.85 | 10.9 | 0.55 | 29.69 | 10 | 0 | 96 |
| 31 Oct | 1622.15 | 10.35 | 3.00 | - | 563 | 74 | 95 |
| 30 Oct | 1624.15 | 7.35 | 0.00 | - | 0 | -23 | 0 |
| 29 Oct | 1661.35 | 7.35 | -6.95 | - | 64 | -19 | 25 |
| 28 Oct | 1605.90 | 14.3 | -1.70 | - | 9 | 2 | 43 |
| 25 Oct | 1616.75 | 16 | 14.00 | - | 89 | 41 | 41 |
| 24 Oct | 1635.30 | 2 | - | 4 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1520 expiring on 28NOV2024
Delta for 1520 PE is -0.78
Historical price for 1520 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 48.7, which was 25.50 higher than the previous day. The implied volatity was 25.87, the open interest changed by -70 which decreased total open position to 422
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 23.2, which was 0.00 lower than the previous day. The implied volatity was 24.81, the open interest changed by 215 which increased total open position to 490
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 23.2, which was 14.95 higher than the previous day. The implied volatity was 24.81, the open interest changed by 213 which increased total open position to 490
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 8.25, which was -1.10 lower than the previous day. The implied volatity was 25.04, the open interest changed by 3 which increased total open position to 280
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 9.35, which was -2.70 lower than the previous day. The implied volatity was 21.99, the open interest changed by -70 which decreased total open position to 278
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 22.54, the open interest changed by -41 which decreased total open position to 349
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 12.05, which was 2.35 higher than the previous day. The implied volatity was 22.49, the open interest changed by -112 which decreased total open position to 391
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 9.7, which was -1.20 lower than the previous day. The implied volatity was 22.15, the open interest changed by 275 which increased total open position to 504
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 10.9, which was 3.40 higher than the previous day. The implied volatity was 22.20, the open interest changed by 28 which increased total open position to 228
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 7.5, which was -0.30 lower than the previous day. The implied volatity was 22.43, the open interest changed by 62 which increased total open position to 199
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 7.8, which was 0.60 higher than the previous day. The implied volatity was 24.90, the open interest changed by 22 which increased total open position to 138
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 7.2, which was -3.75 lower than the previous day. The implied volatity was 26.52, the open interest changed by -26 which decreased total open position to 115
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 10.95, which was 0.05 higher than the previous day. The implied volatity was 27.07, the open interest changed by 37 which increased total open position to 141
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 10.9, which was 0.55 higher than the previous day. The implied volatity was 29.69, the open interest changed by 0 which decreased total open position to 96
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 10.35, which was 3.00 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 7.35, 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 29 Oct SBILIFE was trading at 1661.35. The strike last trading price was 7.35, which was -6.95 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 14.3, which was -1.70 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 16, which was 14.00 higher 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 2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
