SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
11 Apr 2025 04:10 PM IST
| SBILIFE 24APR2025 1580 CE | ||||||||||
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Delta: 0.20
Vega: 0.81
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1521.90 | 6.2 | 0.1 | 19.39 | 569 | 89 | 1,353 | |||
| 9 Apr | 1481.65 | 6.15 | -0.65 | 27.37 | 670 | -58 | 1,261 | |||
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| 8 Apr | 1488.00 | 7.25 | 1.65 | 25.59 | 919 | 116 | 1,318 | |||
| 7 Apr | 1460.80 | 5.6 | -2.65 | 27.68 | 1,632 | -57 | 1,198 | |||
| 4 Apr | 1512.60 | 8.2 | -9.65 | 19.86 | 1,507 | 431 | 1,283 | |||
| 3 Apr | 1542.25 | 17.45 | -10.1 | 18.79 | 1,290 | 444 | 851 | |||
| 2 Apr | 1559.85 | 27.4 | 4.05 | 22.24 | 576 | 72 | 408 | |||
| 1 Apr | 1545.25 | 22.85 | -9.9 | 22.46 | 777 | 39 | 336 | |||
| 28 Mar | 1547.85 | 32.75 | -1.75 | 24.41 | 854 | 118 | 297 | |||
| 27 Mar | 1544.90 | 34 | 0.25 | 24.60 | 175 | -17 | 179 | |||
| 26 Mar | 1541.30 | 34.2 | -5.1 | 25.46 | 179 | 35 | 198 | |||
| 25 Mar | 1557.20 | 38.7 | -9 | 24.80 | 192 | 31 | 163 | |||
| 24 Mar | 1569.80 | 47.2 | 19.05 | 23.99 | 368 | 118 | 130 | |||
| 21 Mar | 1546.40 | 28.15 | 13 | 18.67 | 7 | 1 | 12 | |||
| 20 Mar | 1498.35 | 15.15 | 0.7 | 21.64 | 1 | 0 | 10 | |||
| 19 Mar | 1484.90 | 14.45 | 4.85 | 22.19 | 1 | 0 | 9 | |||
| 18 Mar | 1457.50 | 9.65 | 0.05 | 0.00 | 0 | 9 | 0 | |||
| 17 Mar | 1434.25 | 9.65 | -20.65 | 25.05 | 14 | 9 | 9 | |||
| 13 Mar | 1385.55 | 30.3 | 0 | 8.94 | 0 | 0 | 0 | |||
For Sbi Life Insurance Co Ltd - strike price 1580 expiring on 24APR2025
Delta for 1580 CE is 0.20
Historical price for 1580 CE is as follows
On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 6.2, which was 0.1 higher than the previous day. The implied volatity was 19.39, the open interest changed by 89 which increased total open position to 1353
On 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 6.15, which was -0.65 lower than the previous day. The implied volatity was 27.37, the open interest changed by -58 which decreased total open position to 1261
On 8 Apr SBILIFE was trading at 1488.00. The strike last trading price was 7.25, which was 1.65 higher than the previous day. The implied volatity was 25.59, the open interest changed by 116 which increased total open position to 1318
On 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 5.6, which was -2.65 lower than the previous day. The implied volatity was 27.68, the open interest changed by -57 which decreased total open position to 1198
On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 8.2, which was -9.65 lower than the previous day. The implied volatity was 19.86, the open interest changed by 431 which increased total open position to 1283
On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 17.45, which was -10.1 lower than the previous day. The implied volatity was 18.79, the open interest changed by 444 which increased total open position to 851
On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 27.4, which was 4.05 higher than the previous day. The implied volatity was 22.24, the open interest changed by 72 which increased total open position to 408
On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 22.85, which was -9.9 lower than the previous day. The implied volatity was 22.46, the open interest changed by 39 which increased total open position to 336
On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 32.75, which was -1.75 lower than the previous day. The implied volatity was 24.41, the open interest changed by 118 which increased total open position to 297
On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 34, which was 0.25 higher than the previous day. The implied volatity was 24.60, the open interest changed by -17 which decreased total open position to 179
On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 34.2, which was -5.1 lower than the previous day. The implied volatity was 25.46, the open interest changed by 35 which increased total open position to 198
On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 38.7, which was -9 lower than the previous day. The implied volatity was 24.80, the open interest changed by 31 which increased total open position to 163
On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 47.2, which was 19.05 higher than the previous day. The implied volatity was 23.99, the open interest changed by 118 which increased total open position to 130
On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 28.15, which was 13 higher than the previous day. The implied volatity was 18.67, the open interest changed by 1 which increased total open position to 12
On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 15.15, which was 0.7 higher than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 10
On 19 Mar SBILIFE was trading at 1484.90. The strike last trading price was 14.45, which was 4.85 higher than the previous day. The implied volatity was 22.19, the open interest changed by 0 which decreased total open position to 9
On 18 Mar SBILIFE was trading at 1457.50. The strike last trading price was 9.65, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 17 Mar SBILIFE was trading at 1434.25. The strike last trading price was 9.65, which was -20.65 lower than the previous day. The implied volatity was 25.05, the open interest changed by 9 which increased total open position to 9
On 13 Mar SBILIFE was trading at 1385.55. The strike last trading price was 30.3, which was 0 lower than the previous day. The implied volatity was 8.94, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 24APR2025 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 1.00
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1521.90 | 64.1 | -28.7 | 29.71 | 23 | 1 | 181 |
| 9 Apr | 1481.65 | 92.8 | -0.05 | 20.05 | 20 | -5 | 180 |
| 8 Apr | 1488.00 | 93.2 | -23.1 | 32.75 | 14 | 3 | 185 |
| 7 Apr | 1460.80 | 116.3 | 45.3 | 35.42 | 3 | -1 | 182 |
| 4 Apr | 1512.60 | 71.3 | 20 | 23.38 | 84 | 9 | 181 |
| 3 Apr | 1542.25 | 50.65 | 5.7 | 24.88 | 176 | 46 | 172 |
| 2 Apr | 1559.85 | 45.1 | -9.25 | 24.52 | 136 | 40 | 126 |
| 1 Apr | 1545.25 | 56.25 | 0.85 | 26.23 | 269 | 63 | 88 |
| 28 Mar | 1547.85 | 55.45 | -5.5 | 27.01 | 48 | 15 | 25 |
| 27 Mar | 1544.90 | 60.95 | -0.05 | 29.76 | 4 | 0 | 6 |
| 26 Mar | 1541.30 | 61 | 8 | 27.97 | 14 | 3 | 7 |
| 25 Mar | 1557.20 | 53 | 9 | 26.17 | 2 | 1 | 4 |
| 24 Mar | 1569.80 | 44 | -13 | 25.90 | 3 | 0 | 1 |
| 21 Mar | 1546.40 | 57 | -66.3 | 25.74 | 1 | 0 | 0 |
| 20 Mar | 1498.35 | 123.3 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1484.90 | 123.3 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1457.50 | 123.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1434.25 | 123.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1385.55 | 123.3 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1580 expiring on 24APR2025
Delta for 1580 PE is -0.70
Historical price for 1580 PE is as follows
On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 64.1, which was -28.7 lower than the previous day. The implied volatity was 29.71, the open interest changed by 1 which increased total open position to 181
On 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 92.8, which was -0.05 lower than the previous day. The implied volatity was 20.05, the open interest changed by -5 which decreased total open position to 180
On 8 Apr SBILIFE was trading at 1488.00. The strike last trading price was 93.2, which was -23.1 lower than the previous day. The implied volatity was 32.75, the open interest changed by 3 which increased total open position to 185
On 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 116.3, which was 45.3 higher than the previous day. The implied volatity was 35.42, the open interest changed by -1 which decreased total open position to 182
On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 71.3, which was 20 higher than the previous day. The implied volatity was 23.38, the open interest changed by 9 which increased total open position to 181
On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 50.65, which was 5.7 higher than the previous day. The implied volatity was 24.88, the open interest changed by 46 which increased total open position to 172
On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 45.1, which was -9.25 lower than the previous day. The implied volatity was 24.52, the open interest changed by 40 which increased total open position to 126
On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 56.25, which was 0.85 higher than the previous day. The implied volatity was 26.23, the open interest changed by 63 which increased total open position to 88
On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 55.45, which was -5.5 lower than the previous day. The implied volatity was 27.01, the open interest changed by 15 which increased total open position to 25
On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 60.95, which was -0.05 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 6
On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 61, which was 8 higher than the previous day. The implied volatity was 27.97, the open interest changed by 3 which increased total open position to 7
On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 53, which was 9 higher than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 4
On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 44, which was -13 lower than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 1
On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 57, which was -66.3 lower than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 123.3, 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 123.3, 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 123.3, 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 123.3, 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 123.3, 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
