SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2025 04:10 PM IST
| SBILIFE 27MAR2025 1540 CE | ||||||||||
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Delta: 0.03
Vega: 0.20
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1385.55 | 0.9 | -0.6 | 26.83 | 148 | -25 | 270 | |||
| 12 Mar | 1409.00 | 1.45 | -0.6 | 25.29 | 112 | -12 | 297 | |||
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| 11 Mar | 1417.25 | 2.05 | -0.35 | 24.54 | 85 | -12 | 309 | |||
| 10 Mar | 1419.45 | 2.1 | -0.55 | 24.70 | 248 | 6 | 321 | |||
| 7 Mar | 1411.60 | 2.6 | -0.35 | 23.73 | 474 | 28 | 315 | |||
| 6 Mar | 1421.30 | 2.9 | -0.45 | 22.43 | 331 | 33 | 286 | |||
| 5 Mar | 1420.70 | 3.25 | 0.7 | 23.02 | 175 | 7 | 255 | |||
| 4 Mar | 1393.10 | 2.5 | -1.65 | 24.58 | 337 | 46 | 249 | |||
| 3 Mar | 1408.50 | 4.3 | -2.4 | 24.07 | 416 | 23 | 204 | |||
| 28 Feb | 1430.50 | 7.05 | -8.45 | 23.36 | 415 | 82 | 181 | |||
| 27 Feb | 1469.75 | 14.45 | -2.6 | 22.87 | 300 | -4 | 99 | |||
| 26 Feb | 1471.75 | 17.05 | -5.75 | 22.24 | 90 | -5 | 103 | |||
| 25 Feb | 1471.75 | 17.05 | -5.75 | 22.24 | 90 | -5 | 103 | |||
| 24 Feb | 1486.50 | 22.75 | -3.3 | 23.25 | 162 | 82 | 106 | |||
| 21 Feb | 1495.40 | 24.5 | 5 | 23.72 | 42 | 24 | 26 | |||
| 20 Feb | 1469.80 | 19.5 | -2.2 | 22.39 | 1 | 0 | 2 | |||
| 19 Feb | 1475.60 | 20.35 | -25.05 | 20.38 | 2 | 1 | 1 | |||
| 18 Feb | 1475.35 | 45.4 | 0 | 2.92 | 0 | 0 | 0 | |||
| 17 Feb | 1476.20 | 45.4 | 0 | 2.75 | 0 | 0 | 0 | |||
| 12 Feb | 1452.15 | 45.4 | 0 | 3.86 | 0 | 0 | 0 | |||
| 11 Feb | 1419.00 | 45.4 | 0 | 5.45 | 0 | 0 | 0 | |||
| 7 Feb | 1470.95 | 45.4 | 0 | 2.48 | 0 | 0 | 0 | |||
| 1 Feb | 1454.35 | 45.4 | 0 | 3.06 | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 27MAR2025
Delta for 1540 CE is 0.03
Historical price for 1540 CE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 26.83, the open interest changed by -25 which decreased total open position to 270
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 25.29, the open interest changed by -12 which decreased total open position to 297
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 24.54, the open interest changed by -12 which decreased total open position to 309
On 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 24.70, the open interest changed by 6 which increased total open position to 321
On 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 23.73, the open interest changed by 28 which increased total open position to 315
On 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 2.9, which was -0.45 lower than the previous day. The implied volatity was 22.43, the open interest changed by 33 which increased total open position to 286
On 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 3.25, which was 0.7 higher than the previous day. The implied volatity was 23.02, the open interest changed by 7 which increased total open position to 255
On 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 24.58, the open interest changed by 46 which increased total open position to 249
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 4.3, which was -2.4 lower than the previous day. The implied volatity was 24.07, the open interest changed by 23 which increased total open position to 204
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 7.05, which was -8.45 lower than the previous day. The implied volatity was 23.36, the open interest changed by 82 which increased total open position to 181
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 14.45, which was -2.6 lower than the previous day. The implied volatity was 22.87, the open interest changed by -4 which decreased total open position to 99
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 17.05, which was -5.75 lower than the previous day. The implied volatity was 22.24, the open interest changed by -5 which decreased total open position to 103
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 17.05, which was -5.75 lower than the previous day. The implied volatity was 22.24, the open interest changed by -5 which decreased total open position to 103
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 22.75, which was -3.3 lower than the previous day. The implied volatity was 23.25, the open interest changed by 82 which increased total open position to 106
On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 24.5, which was 5 higher than the previous day. The implied volatity was 23.72, the open interest changed by 24 which increased total open position to 26
On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 19.5, which was -2.2 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 2
On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 20.35, which was -25.05 lower than the previous day. The implied volatity was 20.38, the open interest changed by 1 which increased total open position to 1
On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SBILIFE was trading at 1419.00. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SBILIFE was trading at 1470.95. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 45.4, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 27MAR2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1385.55 | 128.3 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1409.00 | 128.3 | 0.7 | 26.47 | 1 | 0 | 8 |
| 11 Mar | 1417.25 | 127.6 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1419.45 | 127.6 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1411.60 | 127.6 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1421.30 | 127.6 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1420.70 | 127.6 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1393.10 | 127.6 | 0 | 0.00 | 0 | 6 | 0 |
| 3 Mar | 1408.50 | 127.6 | 4.8 | 31.14 | 10 | 4 | 6 |
| 28 Feb | 1430.50 | 122.8 | 41.85 | 37.99 | 1 | 1 | 1 |
| 27 Feb | 1469.75 | 80.95 | -14.45 | 25.67 | 1 | 0 | 0 |
| 26 Feb | 1471.75 | 95.4 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1471.75 | 95.4 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1486.50 | 95.4 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1495.40 | 95.4 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1469.80 | 95.4 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1475.60 | 95.4 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1475.35 | 95.4 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1476.20 | 95.4 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1452.15 | 95.4 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1419.00 | 95.4 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1470.95 | 95.4 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1454.35 | 95.4 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 27MAR2025
Delta for 1540 PE is 0.00
Historical price for 1540 PE is as follows
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 128.3, which was 0 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 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 128.3, which was 0.7 higher than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 8
On 11 Mar SBILIFE was trading at 1417.25. The strike last trading price was 127.6, which was 0 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 10 Mar SBILIFE was trading at 1419.45. The strike last trading price was 127.6, which was 0 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 7 Mar SBILIFE was trading at 1411.60. The strike last trading price was 127.6, which was 0 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 6 Mar SBILIFE was trading at 1421.30. The strike last trading price was 127.6, which was 0 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 5 Mar SBILIFE was trading at 1420.70. The strike last trading price was 127.6, which was 0 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 4 Mar SBILIFE was trading at 1393.10. The strike last trading price was 127.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 3 Mar SBILIFE was trading at 1408.50. The strike last trading price was 127.6, which was 4.8 higher than the previous day. The implied volatity was 31.14, the open interest changed by 4 which increased total open position to 6
On 28 Feb SBILIFE was trading at 1430.50. The strike last trading price was 122.8, which was 41.85 higher than the previous day. The implied volatity was 37.99, the open interest changed by 1 which increased total open position to 1
On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 80.95, which was -14.45 lower than the previous day. The implied volatity was 25.67, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SBILIFE was trading at 1419.00. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SBILIFE was trading at 1470.95. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 95.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
