SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
20 Dec 2024 04:10 PM IST
| SBILIFE 26DEC2024 1540 CE | ||||||||||
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Delta: 0.04
Vega: 0.15
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1400.60 | 1.1 | -0.20 | 40.40 | 555 | 72 | 1,059 | |||
| 19 Dec | 1405.90 | 1.3 | -0.25 | 38.17 | 302 | -94 | 987 | |||
| 18 Dec | 1398.00 | 1.55 | -0.15 | 37.20 | 363 | -46 | 1,092 | |||
| 17 Dec | 1409.70 | 1.7 | -0.35 | 33.14 | 382 | -47 | 1,138 | |||
| 16 Dec | 1421.65 | 2.05 | -0.70 | 30.89 | 602 | -75 | 1,185 | |||
| 13 Dec | 1428.80 | 2.75 | -0.95 | 26.80 | 794 | 7 | 1,262 | |||
| 12 Dec | 1432.50 | 3.7 | -1.45 | 25.96 | 1,476 | 50 | 1,255 | |||
| 11 Dec | 1456.15 | 5.15 | -1.10 | 23.79 | 1,002 | 76 | 1,343 | |||
| 10 Dec | 1461.85 | 6.25 | -1.15 | 23.14 | 1,469 | 80 | 1,269 | |||
| 9 Dec | 1469.30 | 7.4 | 1.05 | 22.48 | 3,052 | 169 | 1,187 | |||
| 6 Dec | 1448.55 | 6.35 | 0.00 | 23.43 | 1,147 | 19 | 1,016 | |||
| 5 Dec | 1431.85 | 6.35 | -2.25 | 25.04 | 1,291 | 129 | 996 | |||
| 4 Dec | 1452.60 | 8.6 | 1.10 | 23.71 | 2,230 | -49 | 869 | |||
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| 3 Dec | 1440.95 | 7.5 | 0.25 | 25.13 | 1,360 | -27 | 918 | |||
| 2 Dec | 1422.05 | 7.25 | -1.95 | 26.47 | 1,100 | 173 | 945 | |||
| 29 Nov | 1437.75 | 9.2 | -0.30 | 24.47 | 2,477 | 366 | 770 | |||
| 28 Nov | 1428.60 | 9.5 | -19.90 | 26.32 | 2,190 | 312 | 409 | |||
| 27 Nov | 1505.40 | 29.4 | -4.00 | 22.82 | 122 | 12 | 97 | |||
| 26 Nov | 1506.75 | 33.4 | 1.75 | 25.20 | 173 | 36 | 84 | |||
| 25 Nov | 1495.20 | 31.65 | 6.65 | 24.96 | 87 | 47 | 47 | |||
| 22 Nov | 1485.15 | 25 | -106.75 | 22.60 | 11 | 7 | 7 | |||
| 21 Nov | 1477.95 | 131.75 | 0.00 | 3.05 | 0 | 0 | 0 | |||
| 20 Nov | 1522.90 | 131.75 | 0.00 | 0.48 | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 131.75 | 0.00 | 0.48 | 0 | 0 | 0 | |||
| 18 Nov | 1562.60 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 131.75 | 131.75 | - | 0 | 0 | 0 | |||
| 1 Nov | 1628.85 | 0 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 CE is 0.04
Historical price for 1540 CE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 40.40, the open interest changed by 72 which increased total open position to 1059
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 38.17, the open interest changed by -94 which decreased total open position to 987
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 37.20, the open interest changed by -46 which decreased total open position to 1092
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 33.14, the open interest changed by -47 which decreased total open position to 1138
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 2.05, which was -0.70 lower than the previous day. The implied volatity was 30.89, the open interest changed by -75 which decreased total open position to 1185
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 26.80, the open interest changed by 7 which increased total open position to 1262
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 3.7, which was -1.45 lower than the previous day. The implied volatity was 25.96, the open interest changed by 50 which increased total open position to 1255
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 5.15, which was -1.10 lower than the previous day. The implied volatity was 23.79, the open interest changed by 76 which increased total open position to 1343
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 6.25, which was -1.15 lower than the previous day. The implied volatity was 23.14, the open interest changed by 80 which increased total open position to 1269
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 7.4, which was 1.05 higher than the previous day. The implied volatity was 22.48, the open interest changed by 169 which increased total open position to 1187
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 23.43, the open interest changed by 19 which increased total open position to 1016
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 6.35, which was -2.25 lower than the previous day. The implied volatity was 25.04, the open interest changed by 129 which increased total open position to 996
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 8.6, which was 1.10 higher than the previous day. The implied volatity was 23.71, the open interest changed by -49 which decreased total open position to 869
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 7.5, which was 0.25 higher than the previous day. The implied volatity was 25.13, the open interest changed by -27 which decreased total open position to 918
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 7.25, which was -1.95 lower than the previous day. The implied volatity was 26.47, the open interest changed by 173 which increased total open position to 945
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 9.2, which was -0.30 lower than the previous day. The implied volatity was 24.47, the open interest changed by 366 which increased total open position to 770
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 9.5, which was -19.90 lower than the previous day. The implied volatity was 26.32, the open interest changed by 312 which increased total open position to 409
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 29.4, which was -4.00 lower than the previous day. The implied volatity was 22.82, the open interest changed by 12 which increased total open position to 97
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 33.4, which was 1.75 higher than the previous day. The implied volatity was 25.20, the open interest changed by 36 which increased total open position to 84
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 31.65, which was 6.65 higher than the previous day. The implied volatity was 24.96, the open interest changed by 47 which increased total open position to 47
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 25, which was -106.75 lower than the previous day. The implied volatity was 22.60, the open interest changed by 7 which increased total open position to 7
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 131.75, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 131.75, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 131.75, 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 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 131.75, 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 131.75, 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 131.75, 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 131.75, 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 Nov SBILIFE was trading at 1633.20. The strike last trading price was 131.75, 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 131.75, which was 131.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 26DEC2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1400.60 | 133 | -3.25 | - | 2 | 0 | 92 |
| 19 Dec | 1405.90 | 136.25 | 28.25 | 39.24 | 2 | -1 | 93 |
| 18 Dec | 1398.00 | 108 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1409.70 | 108 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1421.65 | 108 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1428.80 | 108 | -7.00 | 27.67 | 7 | -1 | 93 |
| 12 Dec | 1432.50 | 115 | 34.85 | 46.86 | 7 | -1 | 95 |
| 11 Dec | 1456.15 | 80.15 | -1.50 | 19.04 | 7 | 3 | 96 |
| 10 Dec | 1461.85 | 81.65 | 8.20 | 28.06 | 15 | 1 | 92 |
| 9 Dec | 1469.30 | 73.45 | -26.55 | 23.67 | 28 | -2 | 90 |
| 6 Dec | 1448.55 | 100 | -10.00 | 32.96 | 1 | 0 | 93 |
| 5 Dec | 1431.85 | 110 | 19.15 | 33.21 | 3 | 1 | 93 |
| 4 Dec | 1452.60 | 90.85 | -10.15 | 27.15 | 23 | 2 | 90 |
| 3 Dec | 1440.95 | 101 | -13.50 | 22.96 | 16 | 2 | 87 |
| 2 Dec | 1422.05 | 114.5 | 9.75 | 26.28 | 12 | 10 | 85 |
| 29 Nov | 1437.75 | 104.75 | -20.25 | 27.15 | 54 | 26 | 73 |
| 28 Nov | 1428.60 | 125 | 68.45 | 36.05 | 70 | 0 | 47 |
| 27 Nov | 1505.40 | 56.55 | -2.45 | 26.61 | 6 | -1 | 47 |
| 26 Nov | 1506.75 | 59 | -3.00 | 27.08 | 49 | 28 | 41 |
| 25 Nov | 1495.20 | 62 | -9.00 | 26.82 | 7 | 8 | 12 |
| 22 Nov | 1485.15 | 71 | 3.00 | 26.92 | 6 | 5 | 9 |
| 21 Nov | 1477.95 | 68 | 19.00 | 20.30 | 1 | 0 | 3 |
| 20 Nov | 1522.90 | 49 | 0.00 | 23.39 | 1 | 1 | 2 |
| 19 Nov | 1522.90 | 49 | 16.70 | 23.39 | 1 | 0 | 2 |
| 18 Nov | 1562.60 | 32.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 1562.30 | 32.3 | -0.20 | 23.60 | 1 | 0 | 1 |
| 12 Nov | 1562.45 | 32.5 | 0.00 | 1.90 | 0 | 0 | 0 |
| 7 Nov | 1589.85 | 32.5 | 0.00 | 3.38 | 0 | 0 | 0 |
| 6 Nov | 1603.95 | 32.5 | 0.00 | 4.21 | 0 | 0 | 0 |
| 5 Nov | 1633.20 | 32.5 | 0.00 | 4.67 | 0 | 0 | 0 |
| 4 Nov | 1608.80 | 32.5 | 32.50 | 4.18 | 0 | 0 | 0 |
| 1 Nov | 1628.85 | 0 | 4.66 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 PE is -
Historical price for 1540 PE is as follows
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 133, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 136.25, which was 28.25 higher than the previous day. The implied volatity was 39.24, the open interest changed by -1 which decreased total open position to 93
On 18 Dec SBILIFE was trading at 1398.00. 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 0 which decreased total open position to 0
On 17 Dec SBILIFE was trading at 1409.70. 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 0 which decreased total open position to 0
On 16 Dec SBILIFE was trading at 1421.65. 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 0 which decreased total open position to 0
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 108, which was -7.00 lower than the previous day. The implied volatity was 27.67, the open interest changed by -1 which decreased total open position to 93
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 115, which was 34.85 higher than the previous day. The implied volatity was 46.86, the open interest changed by -1 which decreased total open position to 95
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 80.15, which was -1.50 lower than the previous day. The implied volatity was 19.04, the open interest changed by 3 which increased total open position to 96
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 81.65, which was 8.20 higher than the previous day. The implied volatity was 28.06, the open interest changed by 1 which increased total open position to 92
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 73.45, which was -26.55 lower than the previous day. The implied volatity was 23.67, the open interest changed by -2 which decreased total open position to 90
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 100, which was -10.00 lower than the previous day. The implied volatity was 32.96, the open interest changed by 0 which decreased total open position to 93
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 110, which was 19.15 higher than the previous day. The implied volatity was 33.21, the open interest changed by 1 which increased total open position to 93
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 90.85, which was -10.15 lower than the previous day. The implied volatity was 27.15, the open interest changed by 2 which increased total open position to 90
On 3 Dec SBILIFE was trading at 1440.95. The strike last trading price was 101, which was -13.50 lower than the previous day. The implied volatity was 22.96, the open interest changed by 2 which increased total open position to 87
On 2 Dec SBILIFE was trading at 1422.05. The strike last trading price was 114.5, which was 9.75 higher than the previous day. The implied volatity was 26.28, the open interest changed by 10 which increased total open position to 85
On 29 Nov SBILIFE was trading at 1437.75. The strike last trading price was 104.75, which was -20.25 lower than the previous day. The implied volatity was 27.15, the open interest changed by 26 which increased total open position to 73
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 125, which was 68.45 higher than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 47
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 56.55, which was -2.45 lower than the previous day. The implied volatity was 26.61, the open interest changed by -1 which decreased total open position to 47
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 59, which was -3.00 lower than the previous day. The implied volatity was 27.08, the open interest changed by 28 which increased total open position to 41
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 62, which was -9.00 lower than the previous day. The implied volatity was 26.82, the open interest changed by 8 which increased total open position to 12
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 71, which was 3.00 higher than the previous day. The implied volatity was 26.92, the open interest changed by 5 which increased total open position to 9
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 68, which was 19.00 higher than the previous day. The implied volatity was 20.30, the open interest changed by 0 which decreased total open position to 3
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 49, which was 0.00 lower than the previous day. The implied volatity was 23.39, the open interest changed by 1 which increased total open position to 2
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 49, which was 16.70 higher than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 2
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 32.3, 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 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 32.3, which was -0.20 lower than the previous day. The implied volatity was 23.60, the open interest changed by 0 which decreased total open position to 1
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 32.5, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 32.5, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 32.5, which was 0.00 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 32.5, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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 32.5, which was 32.50 higher than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
