SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1540 CE | ||||||||||
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Delta: 0.14
Vega: 0.45
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 3.8 | -9.70 | 26.90 | 3,025 | 148 | 780 | |||
| 20 Nov | 1522.90 | 13.5 | 0.00 | 23.17 | 5,925 | 463 | 631 | |||
| 19 Nov | 1522.90 | 13.5 | -22.20 | 23.17 | 5,925 | 462 | 631 | |||
| 18 Nov | 1562.60 | 35.7 | -1.10 | 17.59 | 449 | 42 | 166 | |||
| 14 Nov | 1562.30 | 36.8 | 0.60 | 17.06 | 756 | 29 | 129 | |||
| 13 Nov | 1546.70 | 36.2 | -4.35 | 19.26 | 384 | 54 | 99 | |||
| 12 Nov | 1562.45 | 40.55 | -7.00 | 20.82 | 98 | 5 | 43 | |||
| 11 Nov | 1566.00 | 47.55 | -4.95 | 19.75 | 257 | 14 | 37 | |||
| 8 Nov | 1569.95 | 52.5 | -18.50 | 20.29 | 47 | 9 | 21 | |||
| 7 Nov | 1589.85 | 71 | -14.00 | 21.69 | 15 | 5 | 12 | |||
| 6 Nov | 1603.95 | 85 | 2.30 | 22.23 | 11 | 0 | 8 | |||
| 5 Nov | 1633.20 | 82.7 | -4.20 | - | 15 | 2 | 9 | |||
| 4 Nov | 1608.80 | 86.9 | -17.50 | 22.52 | 14 | 5 | 6 | |||
| 1 Nov | 1628.85 | 104.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 104.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1624.15 | 104.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 1661.35 | 104.4 | 7.15 | - | 2 | 1 | 2 | |||
| 28 Oct | 1605.90 | 97.25 | -282.75 | - | 1 | 0 | 0 | |||
| 25 Oct | 1616.75 | 380 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1635.30 | 380 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1698.15 | 380 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is 0.14
Historical price for 1540 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 3.8, which was -9.70 lower than the previous day. The implied volatity was 26.90, the open interest changed by 148 which increased total open position to 780
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 23.17, the open interest changed by 463 which increased total open position to 631
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 13.5, which was -22.20 lower than the previous day. The implied volatity was 23.17, the open interest changed by 462 which increased total open position to 631
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 35.7, which was -1.10 lower than the previous day. The implied volatity was 17.59, the open interest changed by 42 which increased total open position to 166
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 36.8, which was 0.60 higher than the previous day. The implied volatity was 17.06, the open interest changed by 29 which increased total open position to 129
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 36.2, which was -4.35 lower than the previous day. The implied volatity was 19.26, the open interest changed by 54 which increased total open position to 99
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 40.55, which was -7.00 lower than the previous day. The implied volatity was 20.82, the open interest changed by 5 which increased total open position to 43
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 47.55, which was -4.95 lower than the previous day. The implied volatity was 19.75, the open interest changed by 14 which increased total open position to 37
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 52.5, which was -18.50 lower than the previous day. The implied volatity was 20.29, the open interest changed by 9 which increased total open position to 21
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 71, which was -14.00 lower than the previous day. The implied volatity was 21.69, the open interest changed by 5 which increased total open position to 12
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 85, which was 2.30 higher than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 8
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 82.7, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 86.9, which was -17.50 lower than the previous day. The implied volatity was 22.52, the open interest changed by 5 which increased total open position to 6
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 104.4, 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 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 104.4, 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 104.4, 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 104.4, which was 7.15 higher 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 97.25, which was -282.75 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 380, 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 380, 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 380, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.48
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 66.45 | 32.55 | 28.19 | 302 | -17 | 376 |
| 20 Nov | 1522.90 | 33.9 | 0.00 | 24.09 | 3,117 | -47 | 395 |
| 19 Nov | 1522.90 | 33.9 | 21.25 | 24.09 | 3,117 | -45 | 395 |
| 18 Nov | 1562.60 | 12.65 | -1.70 | 23.72 | 619 | 116 | 442 |
| 14 Nov | 1562.30 | 14.35 | -4.15 | 21.16 | 588 | 90 | 325 |
| 13 Nov | 1546.70 | 18.5 | 0.60 | 22.32 | 1,154 | 13 | 237 |
| 12 Nov | 1562.45 | 17.9 | 2.95 | 21.92 | 382 | 7 | 226 |
| 11 Nov | 1566.00 | 14.95 | -1.25 | 21.88 | 277 | 17 | 221 |
| 8 Nov | 1569.95 | 16.2 | 5.35 | 21.95 | 246 | -2 | 206 |
| 7 Nov | 1589.85 | 10.85 | 0.05 | 21.72 | 444 | 17 | 207 |
| 6 Nov | 1603.95 | 10.8 | 1.50 | 24.16 | 549 | 48 | 188 |
| 5 Nov | 1633.20 | 9.3 | -4.95 | 25.33 | 798 | 14 | 140 |
| 4 Nov | 1608.80 | 14.25 | -0.20 | 26.17 | 767 | 89 | 126 |
| 1 Nov | 1628.85 | 14.45 | 0.50 | 29.53 | 15 | -10 | 35 |
| 31 Oct | 1622.15 | 13.95 | 1.50 | - | 346 | 16 | 48 |
| 30 Oct | 1624.15 | 12.45 | 2.75 | - | 253 | 18 | 32 |
| 29 Oct | 1661.35 | 9.7 | -9.10 | - | 13 | 2 | 13 |
| 28 Oct | 1605.90 | 18.8 | 4.50 | - | 5 | 11 | 11 |
| 25 Oct | 1616.75 | 14.3 | 0.00 | - | 0 | 6 | 0 |
| 24 Oct | 1635.30 | 14.3 | 8.30 | - | 7 | 6 | 8 |
| 22 Oct | 1698.15 | 6 | - | 4 | 1 | 1 | |
For Sbi Life Insurance Co Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is -0.85
Historical price for 1540 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 66.45, which was 32.55 higher than the previous day. The implied volatity was 28.19, the open interest changed by -17 which decreased total open position to 376
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 33.9, which was 0.00 lower than the previous day. The implied volatity was 24.09, the open interest changed by -47 which decreased total open position to 395
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 33.9, which was 21.25 higher than the previous day. The implied volatity was 24.09, the open interest changed by -45 which decreased total open position to 395
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 12.65, which was -1.70 lower than the previous day. The implied volatity was 23.72, the open interest changed by 116 which increased total open position to 442
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 14.35, which was -4.15 lower than the previous day. The implied volatity was 21.16, the open interest changed by 90 which increased total open position to 325
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 18.5, which was 0.60 higher than the previous day. The implied volatity was 22.32, the open interest changed by 13 which increased total open position to 237
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 17.9, which was 2.95 higher than the previous day. The implied volatity was 21.92, the open interest changed by 7 which increased total open position to 226
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 14.95, which was -1.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by 17 which increased total open position to 221
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 16.2, which was 5.35 higher than the previous day. The implied volatity was 21.95, the open interest changed by -2 which decreased total open position to 206
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 10.85, which was 0.05 higher than the previous day. The implied volatity was 21.72, the open interest changed by 17 which increased total open position to 207
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 10.8, which was 1.50 higher than the previous day. The implied volatity was 24.16, the open interest changed by 48 which increased total open position to 188
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 9.3, which was -4.95 lower than the previous day. The implied volatity was 25.33, the open interest changed by 14 which increased total open position to 140
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 14.25, which was -0.20 lower than the previous day. The implied volatity was 26.17, the open interest changed by 89 which increased total open position to 126
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 14.45, which was 0.50 higher than the previous day. The implied volatity was 29.53, the open interest changed by -10 which decreased total open position to 35
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 13.95, which was 1.50 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 12.45, which was 2.75 higher 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 9.7, which was -9.10 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 18.8, which was 4.50 higher 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 14.3, 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 14.3, which was 8.30 higher 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 6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
