SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
11 Apr 2025 04:10 PM IST
| SBILIFE 24APR2025 1540 CE | ||||||||||
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Delta: 0.45
Vega: 1.14
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1521.90 | 19.45 | 4.5 | 20.37 | 1,197 | 144 | 758 | |||
| 9 Apr | 1481.65 | 15.1 | -1.2 | 28.55 | 573 | -73 | 616 | |||
| 8 Apr | 1488.00 | 16.95 | 4.4 | 26.19 | 954 | 89 | 693 | |||
| 7 Apr | 1460.80 | 13 | -7.95 | 28.38 | 1,305 | -43 | 634 | |||
| 4 Apr | 1512.60 | 20.5 | -16.75 | 20.57 | 1,922 | 282 | 677 | |||
| 3 Apr | 1542.25 | 36.8 | -12.25 | 19.38 | 692 | 147 | 396 | |||
| 2 Apr | 1559.85 | 48.8 | 6.8 | 22.87 | 566 | 53 | 250 | |||
| 1 Apr | 1545.25 | 41.2 | -10.85 | 22.68 | 664 | 70 | 195 | |||
| 28 Mar | 1547.85 | 52.3 | -2 | 24.40 | 701 | 16 | 125 | |||
| 27 Mar | 1544.90 | 55.9 | 3.1 | 25.98 | 304 | 18 | 108 | |||
| 26 Mar | 1541.30 | 54.85 | -6.15 | 26.48 | 109 | 48 | 92 | |||
| 25 Mar | 1557.20 | 61 | -11.15 | 25.88 | 12 | 0 | 45 | |||
| 24 Mar | 1569.80 | 70.65 | 17 | 24.22 | 42 | -15 | 45 | |||
| 21 Mar | 1546.40 | 58.15 | 30.6 | 24.10 | 71 | 22 | 59 | |||
| 20 Mar | 1498.35 | 27.55 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 19 Mar | 1484.90 | 27.55 | 8.7 | 23.28 | 1 | 0 | 37 | |||
| 18 Mar | 1457.50 | 18.85 | 1.35 | 23.48 | 3 | -1 | 38 | |||
| 17 Mar | 1434.25 | 17.5 | 7.65 | 25.82 | 16 | 3 | 40 | |||
| 13 Mar | 1385.55 | 9.85 | -2.65 | 25.82 | 10 | 4 | 38 | |||
| 12 Mar | 1409.00 | 12.5 | -30.1 | 25.16 | 37 | 33 | 33 | |||
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 24APR2025
Delta for 1540 CE is 0.45
Historical price for 1540 CE is as follows
On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 19.45, which was 4.5 higher than the previous day. The implied volatity was 20.37, the open interest changed by 144 which increased total open position to 758
On 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 15.1, which was -1.2 lower than the previous day. The implied volatity was 28.55, the open interest changed by -73 which decreased total open position to 616
On 8 Apr SBILIFE was trading at 1488.00. The strike last trading price was 16.95, which was 4.4 higher than the previous day. The implied volatity was 26.19, the open interest changed by 89 which increased total open position to 693
On 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 13, which was -7.95 lower than the previous day. The implied volatity was 28.38, the open interest changed by -43 which decreased total open position to 634
On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 20.5, which was -16.75 lower than the previous day. The implied volatity was 20.57, the open interest changed by 282 which increased total open position to 677
On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 36.8, which was -12.25 lower than the previous day. The implied volatity was 19.38, the open interest changed by 147 which increased total open position to 396
On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 48.8, which was 6.8 higher than the previous day. The implied volatity was 22.87, the open interest changed by 53 which increased total open position to 250
On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 41.2, which was -10.85 lower than the previous day. The implied volatity was 22.68, the open interest changed by 70 which increased total open position to 195
On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 52.3, which was -2 lower than the previous day. The implied volatity was 24.40, the open interest changed by 16 which increased total open position to 125
On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 55.9, which was 3.1 higher than the previous day. The implied volatity was 25.98, the open interest changed by 18 which increased total open position to 108
On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 54.85, which was -6.15 lower than the previous day. The implied volatity was 26.48, the open interest changed by 48 which increased total open position to 92
On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 61, which was -11.15 lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 45
On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 70.65, which was 17 higher than the previous day. The implied volatity was 24.22, the open interest changed by -15 which decreased total open position to 45
On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 58.15, which was 30.6 higher than the previous day. The implied volatity was 24.10, the open interest changed by 22 which increased total open position to 59
On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 27.55, 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 19 Mar SBILIFE was trading at 1484.90. The strike last trading price was 27.55, which was 8.7 higher than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 37
On 18 Mar SBILIFE was trading at 1457.50. The strike last trading price was 18.85, which was 1.35 higher than the previous day. The implied volatity was 23.48, the open interest changed by -1 which decreased total open position to 38
On 17 Mar SBILIFE was trading at 1434.25. The strike last trading price was 17.5, which was 7.65 higher than the previous day. The implied volatity was 25.82, the open interest changed by 3 which increased total open position to 40
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 9.85, which was -2.65 lower than the previous day. The implied volatity was 25.82, the open interest changed by 4 which increased total open position to 38
On 12 Mar SBILIFE was trading at 1409.00. The strike last trading price was 12.5, which was -30.1 lower than the previous day. The implied volatity was 25.16, the open interest changed by 33 which increased total open position to 33
| SBILIFE 24APR2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.14
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1521.90 | 34.1 | -30.6 | 25.73 | 383 | 104 | 468 |
| 9 Apr | 1481.65 | 64.7 | 3.1 | 27.19 | 25 | -3 | 365 |
| 8 Apr | 1488.00 | 59.15 | -32.15 | 28.34 | 51 | -7 | 368 |
| 7 Apr | 1460.80 | 88.2 | 43.95 | 38.04 | 226 | -59 | 375 |
| 4 Apr | 1512.60 | 43.5 | 13.1 | 23.09 | 898 | 34 | 433 |
| 3 Apr | 1542.25 | 29.6 | 3.5 | 24.94 | 536 | 64 | 396 |
| 2 Apr | 1559.85 | 26 | -6.75 | 24.73 | 443 | 55 | 331 |
| 1 Apr | 1545.25 | 33.9 | -1.3 | 25.74 | 826 | 113 | 276 |
| 28 Mar | 1547.85 | 34.85 | -0.9 | 26.78 | 844 | 113 | 163 |
| 27 Mar | 1544.90 | 35.4 | -4.25 | 26.74 | 87 | 27 | 51 |
| 26 Mar | 1541.30 | 38.8 | 4.6 | 27.15 | 76 | 10 | 25 |
| 25 Mar | 1557.20 | 34.2 | 1.15 | 26.61 | 49 | 9 | 15 |
| 24 Mar | 1569.80 | 33.05 | -6.45 | 29.43 | 8 | 3 | 6 |
| 21 Mar | 1546.40 | 39.5 | -56.5 | 27.04 | 4 | 3 | 3 |
| 20 Mar | 1498.35 | 96 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1484.90 | 96 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1457.50 | 96 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1434.25 | 96 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1385.55 | 96 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1409.00 | 96 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 24APR2025
Delta for 1540 PE is -0.54
Historical price for 1540 PE is as follows
On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 34.1, which was -30.6 lower than the previous day. The implied volatity was 25.73, the open interest changed by 104 which increased total open position to 468
On 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 64.7, which was 3.1 higher than the previous day. The implied volatity was 27.19, the open interest changed by -3 which decreased total open position to 365
On 8 Apr SBILIFE was trading at 1488.00. The strike last trading price was 59.15, which was -32.15 lower than the previous day. The implied volatity was 28.34, the open interest changed by -7 which decreased total open position to 368
On 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 88.2, which was 43.95 higher than the previous day. The implied volatity was 38.04, the open interest changed by -59 which decreased total open position to 375
On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 43.5, which was 13.1 higher than the previous day. The implied volatity was 23.09, the open interest changed by 34 which increased total open position to 433
On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 29.6, which was 3.5 higher than the previous day. The implied volatity was 24.94, the open interest changed by 64 which increased total open position to 396
On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 26, which was -6.75 lower than the previous day. The implied volatity was 24.73, the open interest changed by 55 which increased total open position to 331
On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 33.9, which was -1.3 lower than the previous day. The implied volatity was 25.74, the open interest changed by 113 which increased total open position to 276
On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 34.85, which was -0.9 lower than the previous day. The implied volatity was 26.78, the open interest changed by 113 which increased total open position to 163
On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 35.4, which was -4.25 lower than the previous day. The implied volatity was 26.74, the open interest changed by 27 which increased total open position to 51
On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 38.8, which was 4.6 higher than the previous day. The implied volatity was 27.15, the open interest changed by 10 which increased total open position to 25
On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 34.2, which was 1.15 higher than the previous day. The implied volatity was 26.61, the open interest changed by 9 which increased total open position to 15
On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 33.05, which was -6.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 3 which increased total open position to 6
On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 39.5, which was -56.5 lower than the previous day. The implied volatity was 27.04, the open interest changed by 3 which increased total open position to 3
On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 96, 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 Mar SBILIFE was trading at 1484.90. The strike last trading price was 96, 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 Mar SBILIFE was trading at 1457.50. The strike last trading price was 96, 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 Mar SBILIFE was trading at 1434.25. The strike last trading price was 96, 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 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 96, 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 Mar SBILIFE was trading at 1409.00. The strike last trading price was 96, 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
