SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1560 CE | ||||||||||
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Delta: 0.09
Vega: 0.32
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 2.3 | -5.20 | 28.39 | 2,167 | 221 | 1,007 | |||
| 20 Nov | 1522.90 | 7.5 | 0.00 | 22.79 | 6,507 | 436 | 842 | |||
| 19 Nov | 1522.90 | 7.5 | -15.80 | 22.79 | 6,507 | 492 | 842 | |||
| 18 Nov | 1562.60 | 23.3 | -1.35 | 18.19 | 1,186 | 40 | 350 | |||
| 14 Nov | 1562.30 | 24.65 | -0.05 | 17.24 | 1,362 | 53 | 310 | |||
| 13 Nov | 1546.70 | 24.7 | -3.90 | 19.09 | 1,082 | 117 | 260 | |||
| 12 Nov | 1562.45 | 28.6 | -5.85 | 20.41 | 892 | 13 | 143 | |||
| 11 Nov | 1566.00 | 34.45 | -4.50 | 19.47 | 502 | 65 | 130 | |||
| 8 Nov | 1569.95 | 38.95 | -16.70 | 19.72 | 116 | 18 | 67 | |||
| 7 Nov | 1589.85 | 55.65 | -23.15 | 20.94 | 99 | 16 | 49 | |||
| 6 Nov | 1603.95 | 78.8 | -11.80 | 29.19 | 4 | 1 | 33 | |||
| 5 Nov | 1633.20 | 90.6 | 18.90 | 27.34 | 4 | 0 | 32 | |||
| 4 Nov | 1608.80 | 71.7 | -251.10 | 22.45 | 65 | 33 | 33 | |||
| 1 Nov | 1628.85 | 322.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 322.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1624.15 | 322.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1661.35 | 322.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1605.90 | 322.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 1616.75 | 322.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1635.30 | 322.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1698.15 | 322.8 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1560 expiring on 28NOV2024
Delta for 1560 CE is 0.09
Historical price for 1560 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 2.3, which was -5.20 lower than the previous day. The implied volatity was 28.39, the open interest changed by 221 which increased total open position to 1007
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 22.79, the open interest changed by 436 which increased total open position to 842
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 7.5, which was -15.80 lower than the previous day. The implied volatity was 22.79, the open interest changed by 492 which increased total open position to 842
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 23.3, which was -1.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 40 which increased total open position to 350
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 24.65, which was -0.05 lower than the previous day. The implied volatity was 17.24, the open interest changed by 53 which increased total open position to 310
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 24.7, which was -3.90 lower than the previous day. The implied volatity was 19.09, the open interest changed by 117 which increased total open position to 260
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 28.6, which was -5.85 lower than the previous day. The implied volatity was 20.41, the open interest changed by 13 which increased total open position to 143
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 34.45, which was -4.50 lower than the previous day. The implied volatity was 19.47, the open interest changed by 65 which increased total open position to 130
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 38.95, which was -16.70 lower than the previous day. The implied volatity was 19.72, the open interest changed by 18 which increased total open position to 67
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 55.65, which was -23.15 lower than the previous day. The implied volatity was 20.94, the open interest changed by 16 which increased total open position to 49
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 78.8, which was -11.80 lower than the previous day. The implied volatity was 29.19, the open interest changed by 1 which increased total open position to 33
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 90.6, which was 18.90 higher than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 32
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 71.7, which was -251.10 lower than the previous day. The implied volatity was 22.45, the open interest changed by 33 which increased total open position to 33
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 322.8, 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 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 322.8, 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 322.8, 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 322.8, 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 322.8, 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 322.8, 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 322.8, 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 322.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1560 PE | |||||||
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Delta: -0.94
Vega: 0.25
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 83.35 | 35.20 | 25.04 | 85 | -32 | 166 |
| 20 Nov | 1522.90 | 48.15 | 0.00 | 23.26 | 2,023 | -154 | 197 |
| 19 Nov | 1522.90 | 48.15 | 28.55 | 23.26 | 2,023 | -155 | 197 |
| 18 Nov | 1562.60 | 19.6 | -2.30 | 22.93 | 585 | 64 | 354 |
| 14 Nov | 1562.30 | 21.9 | -4.75 | 20.74 | 642 | 11 | 289 |
| 13 Nov | 1546.70 | 26.65 | 1.00 | 21.75 | 1,242 | -23 | 280 |
| 12 Nov | 1562.45 | 25.65 | 4.00 | 21.28 | 1,724 | 49 | 304 |
| 11 Nov | 1566.00 | 21.65 | -0.90 | 21.30 | 754 | 71 | 256 |
| 8 Nov | 1569.95 | 22.55 | 6.65 | 21.23 | 597 | 10 | 184 |
| 7 Nov | 1589.85 | 15.9 | 1.05 | 21.36 | 546 | 14 | 175 |
| 6 Nov | 1603.95 | 14.85 | 2.35 | 23.47 | 615 | -3 | 160 |
| 5 Nov | 1633.20 | 12.5 | -6.00 | 24.52 | 1,079 | 90 | 163 |
| 4 Nov | 1608.80 | 18.5 | 0.40 | 25.31 | 290 | -6 | 73 |
| 1 Nov | 1628.85 | 18.1 | 0.00 | 0.00 | 0 | 41 | 0 |
| 31 Oct | 1622.15 | 18.1 | 2.10 | - | 162 | 43 | 81 |
| 30 Oct | 1624.15 | 16 | 3.70 | - | 46 | 11 | 37 |
| 29 Oct | 1661.35 | 12.3 | -12.50 | - | 73 | 18 | 27 |
| 28 Oct | 1605.90 | 24.8 | -2.20 | - | 8 | 3 | 6 |
| 25 Oct | 1616.75 | 27 | 16.00 | - | 18 | 3 | 3 |
| 24 Oct | 1635.30 | 11 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1698.15 | 11 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1560 expiring on 28NOV2024
Delta for 1560 PE is -0.94
Historical price for 1560 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 83.35, which was 35.20 higher than the previous day. The implied volatity was 25.04, the open interest changed by -32 which decreased total open position to 166
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 23.26, the open interest changed by -154 which decreased total open position to 197
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 48.15, which was 28.55 higher than the previous day. The implied volatity was 23.26, the open interest changed by -155 which decreased total open position to 197
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 19.6, which was -2.30 lower than the previous day. The implied volatity was 22.93, the open interest changed by 64 which increased total open position to 354
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 21.9, which was -4.75 lower than the previous day. The implied volatity was 20.74, the open interest changed by 11 which increased total open position to 289
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 26.65, which was 1.00 higher than the previous day. The implied volatity was 21.75, the open interest changed by -23 which decreased total open position to 280
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 25.65, which was 4.00 higher than the previous day. The implied volatity was 21.28, the open interest changed by 49 which increased total open position to 304
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 21.65, which was -0.90 lower than the previous day. The implied volatity was 21.30, the open interest changed by 71 which increased total open position to 256
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 22.55, which was 6.65 higher than the previous day. The implied volatity was 21.23, the open interest changed by 10 which increased total open position to 184
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 15.9, which was 1.05 higher than the previous day. The implied volatity was 21.36, the open interest changed by 14 which increased total open position to 175
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 14.85, which was 2.35 higher than the previous day. The implied volatity was 23.47, the open interest changed by -3 which decreased total open position to 160
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 12.5, which was -6.00 lower than the previous day. The implied volatity was 24.52, the open interest changed by 90 which increased total open position to 163
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 18.5, which was 0.40 higher than the previous day. The implied volatity was 25.31, the open interest changed by -6 which decreased total open position to 73
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 18.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 18.1, which was 2.10 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 16, which was 3.70 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 12.3, which was -12.50 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 24.8, which was -2.20 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 27, which was 16.00 higher 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 11, 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 11, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
