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[--[65.84.65.76]--]
SBILIFE
Sbi Life Insurance Co Ltd

1400.6 -5.30 (-0.38%)

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Historical option data for SBILIFE

20 Dec 2024 04:10 PM IST
SBILIFE 26DEC2024 1520 CE
Delta: 0.05
Vega: 0.17
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1400.60 1.2 -0.25 36.35 541 -22 1,005
19 Dec 1405.90 1.45 -0.45 34.51 683 -154 1,027
18 Dec 1398.00 1.9 -0.30 34.43 712 -92 1,185
17 Dec 1409.70 2.2 -0.70 30.77 550 -3 1,276
16 Dec 1421.65 2.9 -0.90 29.22 587 114 1,280
13 Dec 1428.80 3.8 -1.50 25.17 1,156 -65 1,166
12 Dec 1432.50 5.3 -2.20 24.61 2,242 104 1,232
11 Dec 1456.15 7.5 -1.55 22.61 937 110 1,123
10 Dec 1461.85 9.05 -1.70 22.06 1,532 -75 1,020
9 Dec 1469.30 10.75 2.15 21.54 4,172 -72 1,100
6 Dec 1448.55 8.6 -0.20 22.22 1,495 81 1,171
5 Dec 1431.85 8.8 -3.20 24.30 1,952 264 1,091
4 Dec 1452.60 12 1.80 23.12 2,885 -36 819
3 Dec 1440.95 10.2 0.35 24.44 1,926 79 854
2 Dec 1422.05 9.85 -2.60 25.96 1,239 110 775
29 Nov 1437.75 12.45 -0.45 24.01 3,926 109 651
28 Nov 1428.60 12.9 -24.90 26.17 2,732 367 561
27 Nov 1505.40 37.8 -5.10 22.59 279 51 187
26 Nov 1506.75 42.9 2.90 25.64 319 27 134
25 Nov 1495.20 40 6.05 24.93 203 84 107
22 Nov 1485.15 33.95 1.95 23.41 44 14 37
21 Nov 1477.95 32 -20.00 24.80 17 8 22
20 Nov 1522.90 52 0.00 23.75 29 14 13
19 Nov 1522.90 52 -358.25 23.75 29 13 13
18 Nov 1562.60 410.25 0.00 - 0 0 0
12 Nov 1562.45 410.25 0.00 - 0 0 0
7 Nov 1589.85 410.25 0.00 - 0 0 0
6 Nov 1603.95 410.25 0.00 - 0 0 0
4 Nov 1608.80 410.25 410.25 - 0 0 0
31 Oct 1622.15 0 0.00 - 0 0 0
30 Oct 1624.15 0 0.00 - 0 0 0
29 Oct 1661.35 0 0.00 - 0 0 0
28 Oct 1605.90 0 0.00 - 0 0 0
25 Oct 1616.75 0 0.00 - 0 0 0
24 Oct 1635.30 0 0.00 - 0 0 0
23 Oct 1716.00 0 0.00 - 0 0 0
22 Oct 1698.15 0 0.00 - 0 0 0
21 Oct 1711.85 0 0.00 - 0 0 0
18 Oct 1706.05 0 0.00 - 0 0 0
17 Oct 1702.00 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1520 expiring on 26DEC2024

Delta for 1520 CE is 0.05

Historical price for 1520 CE is as follows

On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 36.35, the open interest changed by -22 which decreased total open position to 1005


On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 34.51, the open interest changed by -154 which decreased total open position to 1027


On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 34.43, the open interest changed by -92 which decreased total open position to 1185


On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 2.2, which was -0.70 lower than the previous day. The implied volatity was 30.77, the open interest changed by -3 which decreased total open position to 1276


On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 2.9, which was -0.90 lower than the previous day. The implied volatity was 29.22, the open interest changed by 114 which increased total open position to 1280


On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 3.8, which was -1.50 lower than the previous day. The implied volatity was 25.17, the open interest changed by -65 which decreased total open position to 1166


On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 5.3, which was -2.20 lower than the previous day. The implied volatity was 24.61, the open interest changed by 104 which increased total open position to 1232


On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 7.5, which was -1.55 lower than the previous day. The implied volatity was 22.61, the open interest changed by 110 which increased total open position to 1123


On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 9.05, which was -1.70 lower than the previous day. The implied volatity was 22.06, the open interest changed by -75 which decreased total open position to 1020


On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 10.75, which was 2.15 higher than the previous day. The implied volatity was 21.54, the open interest changed by -72 which decreased total open position to 1100


On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 8.6, which was -0.20 lower than the previous day. The implied volatity was 22.22, the open interest changed by 81 which increased total open position to 1171


On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 8.8, which was -3.20 lower than the previous day. The implied volatity was 24.30, the open interest changed by 264 which increased total open position to 1091


On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 12, which was 1.80 higher than the previous day. The implied volatity was 23.12, the open interest changed by -36 which decreased total open position to 819


On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 10.2, which was 0.35 higher than the previous day. The implied volatity was 24.44, the open interest changed by 79 which increased total open position to 854


On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 9.85, which was -2.60 lower than the previous day. The implied volatity was 25.96, the open interest changed by 110 which increased total open position to 775


On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 12.45, which was -0.45 lower than the previous day. The implied volatity was 24.01, the open interest changed by 109 which increased total open position to 651


On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 12.9, which was -24.90 lower than the previous day. The implied volatity was 26.17, the open interest changed by 367 which increased total open position to 561


On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 37.8, which was -5.10 lower than the previous day. The implied volatity was 22.59, the open interest changed by 51 which increased total open position to 187


On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 42.9, which was 2.90 higher than the previous day. The implied volatity was 25.64, the open interest changed by 27 which increased total open position to 134


On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 40, which was 6.05 higher than the previous day. The implied volatity was 24.93, the open interest changed by 84 which increased total open position to 107


On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 33.95, which was 1.95 higher than the previous day. The implied volatity was 23.41, the open interest changed by 14 which increased total open position to 37


On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 32, which was -20.00 lower than the previous day. The implied volatity was 24.80, the open interest changed by 8 which increased total open position to 22


On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 23.75, the open interest changed by 14 which increased total open position to 13


On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 52, which was -358.25 lower than the previous day. The implied volatity was 23.75, the open interest changed by 13 which increased total open position to 13


On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 410.25, 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 Nov SBILIFE was trading at 1562.45. The strike last trading price was 410.25, 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 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 410.25, 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 Nov SBILIFE was trading at 1603.95. The strike last trading price was 410.25, 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 Nov SBILIFE was trading at 1608.80. The strike last trading price was 410.25, which was 410.25 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 23 Oct SBILIFE was trading at 1716.00. The strike last trading price was 0, 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 22 Oct SBILIFE was trading at 1698.15. The strike last trading price was 0, 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 21 Oct SBILIFE was trading at 1711.85. The strike last trading price was 0, 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 18 Oct SBILIFE was trading at 1706.05. The strike last trading price was 0, 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 17 Oct SBILIFE was trading at 1702.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SBILIFE 26DEC2024 1520 PE
Delta: -0.90
Vega: 0.32
Theta: -0.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1400.60 120.5 5.35 47.67 29 -10 206
19 Dec 1405.90 115.15 -3.45 27.15 8 -3 216
18 Dec 1398.00 118.6 16.95 37.38 8 -3 219
17 Dec 1409.70 101.65 0.00 0.00 0 0 0
16 Dec 1421.65 101.65 0.00 0.00 0 0 0
13 Dec 1428.80 101.65 4.55 42.97 3 0 222
12 Dec 1432.50 97.1 38.10 44.09 10 1 222
11 Dec 1456.15 59 -7.70 12.83 36 18 221
10 Dec 1461.85 66.7 8.70 28.36 61 2 203
9 Dec 1469.30 58 -18.50 23.59 222 57 201
6 Dec 1448.55 76.5 -16.50 25.39 16 -4 143
5 Dec 1431.85 93 17.20 31.89 5 -1 148
4 Dec 1452.60 75.8 -11.30 27.30 29 -3 149
3 Dec 1440.95 87.1 -2.75 25.81 21 13 153
2 Dec 1422.05 89.85 -28.20 16.67 1 0 139
29 Nov 1437.75 118.05 12.55 47.73 23 -2 139
28 Nov 1428.60 105.5 100.95 32.71 319 144 144
27 Nov 1505.40 4.55 0.00 - 0 0 0
26 Nov 1506.75 4.55 0.00 - 0 0 0
25 Nov 1495.20 4.55 0.00 - 0 0 0
22 Nov 1485.15 4.55 0.00 - 0 0 0
21 Nov 1477.95 4.55 0.00 - 0 0 0
20 Nov 1522.90 4.55 0.00 0.80 0 0 0
19 Nov 1522.90 4.55 0.00 0.80 0 0 0
18 Nov 1562.60 4.55 0.00 3.40 0 0 0
12 Nov 1562.45 4.55 0.00 2.94 0 0 0
7 Nov 1589.85 4.55 0.00 4.48 0 0 0
6 Nov 1603.95 4.55 0.00 5.21 0 0 0
4 Nov 1608.80 4.55 0.00 4.77 0 0 0
31 Oct 1622.15 4.55 0.00 - 0 0 0
30 Oct 1624.15 4.55 0.00 - 0 0 0
29 Oct 1661.35 4.55 0.00 - 0 0 0
28 Oct 1605.90 4.55 0.00 - 0 0 0
25 Oct 1616.75 4.55 0.00 - 0 0 0
24 Oct 1635.30 4.55 4.55 - 0 0 0
23 Oct 1716.00 0 0.00 - 0 0 0
22 Oct 1698.15 0 0.00 - 0 0 0
21 Oct 1711.85 0 0.00 - 0 0 0
18 Oct 1706.05 0 0.00 - 0 0 0
17 Oct 1702.00 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1520 expiring on 26DEC2024

Delta for 1520 PE is -0.90

Historical price for 1520 PE is as follows

On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 120.5, which was 5.35 higher than the previous day. The implied volatity was 47.67, the open interest changed by -10 which decreased total open position to 206


On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 115.15, which was -3.45 lower than the previous day. The implied volatity was 27.15, the open interest changed by -3 which decreased total open position to 216


On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 118.6, which was 16.95 higher than the previous day. The implied volatity was 37.38, the open interest changed by -3 which decreased total open position to 219


On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 101.65, 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 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 101.65, 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 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 101.65, which was 4.55 higher than the previous day. The implied volatity was 42.97, the open interest changed by 0 which decreased total open position to 222


On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 97.1, which was 38.10 higher than the previous day. The implied volatity was 44.09, the open interest changed by 1 which increased total open position to 222


On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 59, which was -7.70 lower than the previous day. The implied volatity was 12.83, the open interest changed by 18 which increased total open position to 221


On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 66.7, which was 8.70 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 203


On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 58, which was -18.50 lower than the previous day. The implied volatity was 23.59, the open interest changed by 57 which increased total open position to 201


On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 76.5, which was -16.50 lower than the previous day. The implied volatity was 25.39, the open interest changed by -4 which decreased total open position to 143


On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 93, which was 17.20 higher than the previous day. The implied volatity was 31.89, the open interest changed by -1 which decreased total open position to 148


On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 75.8, which was -11.30 lower than the previous day. The implied volatity was 27.30, the open interest changed by -3 which decreased total open position to 149


On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 87.1, which was -2.75 lower than the previous day. The implied volatity was 25.81, the open interest changed by 13 which increased total open position to 153


On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 89.85, which was -28.20 lower than the previous day. The implied volatity was 16.67, the open interest changed by 0 which decreased total open position to 139


On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 118.05, which was 12.55 higher than the previous day. The implied volatity was 47.73, the open interest changed by -2 which decreased total open position to 139


On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 105.5, which was 100.95 higher than the previous day. The implied volatity was 32.71, the open interest changed by 144 which increased total open position to 144


On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 4.55, 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 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 4.55, 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 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 4.55, 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 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 4.55, 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 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 4.55, 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 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0


On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0


On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 4.55, 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 4.55, 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 4.55, 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 4.55, 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 4.55, 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 4.55, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct SBILIFE was trading at 1716.00. The strike last trading price was 0, 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 22 Oct SBILIFE was trading at 1698.15. The strike last trading price was 0, 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 21 Oct SBILIFE was trading at 1711.85. The strike last trading price was 0, 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 18 Oct SBILIFE was trading at 1706.05. The strike last trading price was 0, 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 17 Oct SBILIFE was trading at 1702.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to