SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1580 CE | ||||||||||
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Delta: 0.05
Vega: 0.21
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 1.25 | -2.60 | 29.14 | 1,476 | -67 | 655 | |||
| 20 Nov | 1522.90 | 3.85 | 0.00 | 22.70 | 4,866 | 172 | 728 | |||
| 19 Nov | 1522.90 | 3.85 | -9.40 | 22.70 | 4,866 | 178 | 728 | |||
| 18 Nov | 1562.60 | 13.25 | -1.80 | 17.75 | 1,029 | 25 | 545 | |||
| 14 Nov | 1562.30 | 15.05 | -0.90 | 17.06 | 1,288 | 7 | 517 | |||
| 13 Nov | 1546.70 | 15.95 | -2.45 | 19.04 | 1,280 | 37 | 509 | |||
| 12 Nov | 1562.45 | 18.4 | -5.25 | 19.54 | 1,526 | 23 | 471 | |||
| 11 Nov | 1566.00 | 23.65 | -4.10 | 19.19 | 959 | 35 | 449 | |||
| 8 Nov | 1569.95 | 27.75 | -13.10 | 19.38 | 871 | 215 | 414 | |||
| 7 Nov | 1589.85 | 40.85 | -14.15 | 19.52 | 602 | 168 | 200 | |||
| 6 Nov | 1603.95 | 55 | -13.10 | 21.63 | 60 | 5 | 31 | |||
| 5 Nov | 1633.20 | 68.1 | 10.80 | 21.20 | 74 | 9 | 25 | |||
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| 4 Nov | 1608.80 | 57.3 | -284.95 | 21.95 | 65 | 19 | 19 | |||
| 1 Nov | 1628.85 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1622.15 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1624.15 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1661.35 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1605.90 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1616.75 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1635.30 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1698.15 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1702.00 | 342.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1723.75 | 342.25 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1580 expiring on 28NOV2024
Delta for 1580 CE is 0.05
Historical price for 1580 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 1.25, which was -2.60 lower than the previous day. The implied volatity was 29.14, the open interest changed by -67 which decreased total open position to 655
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 22.70, the open interest changed by 172 which increased total open position to 728
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 3.85, which was -9.40 lower than the previous day. The implied volatity was 22.70, the open interest changed by 178 which increased total open position to 728
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 13.25, which was -1.80 lower than the previous day. The implied volatity was 17.75, the open interest changed by 25 which increased total open position to 545
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 15.05, which was -0.90 lower than the previous day. The implied volatity was 17.06, the open interest changed by 7 which increased total open position to 517
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 15.95, which was -2.45 lower than the previous day. The implied volatity was 19.04, the open interest changed by 37 which increased total open position to 509
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 18.4, which was -5.25 lower than the previous day. The implied volatity was 19.54, the open interest changed by 23 which increased total open position to 471
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 23.65, which was -4.10 lower than the previous day. The implied volatity was 19.19, the open interest changed by 35 which increased total open position to 449
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 27.75, which was -13.10 lower than the previous day. The implied volatity was 19.38, the open interest changed by 215 which increased total open position to 414
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 40.85, which was -14.15 lower than the previous day. The implied volatity was 19.52, the open interest changed by 168 which increased total open position to 200
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 55, which was -13.10 lower than the previous day. The implied volatity was 21.63, the open interest changed by 5 which increased total open position to 31
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 68.1, which was 10.80 higher than the previous day. The implied volatity was 21.20, the open interest changed by 9 which increased total open position to 25
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 57.3, which was -284.95 lower than the previous day. The implied volatity was 21.95, the open interest changed by 19 which increased total open position to 19
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 342.25, 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 342.25, 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 342.25, 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 342.25, 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 342.25, 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 342.25, 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 342.25, 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 342.25, 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 17 Oct SBILIFE was trading at 1702.00. The strike last trading price was 342.25, 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 15 Oct SBILIFE was trading at 1723.75. The strike last trading price was 342.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1580 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 101.1 | 37.30 | - | 44 | -23 | 171 |
| 20 Nov | 1522.90 | 63.8 | 0.00 | 23.94 | 512 | -119 | 197 |
| 19 Nov | 1522.90 | 63.8 | 33.00 | 23.94 | 512 | -116 | 197 |
| 18 Nov | 1562.60 | 30.8 | -1.35 | 23.79 | 332 | -31 | 312 |
| 14 Nov | 1562.30 | 32.15 | -5.55 | 20.53 | 429 | 11 | 344 |
| 13 Nov | 1546.70 | 37.7 | 1.60 | 21.70 | 542 | 0 | 335 |
| 12 Nov | 1562.45 | 36.1 | 5.35 | 21.00 | 964 | -5 | 331 |
| 11 Nov | 1566.00 | 30.75 | -0.40 | 20.96 | 885 | 69 | 336 |
| 8 Nov | 1569.95 | 31.15 | 9.05 | 20.77 | 731 | -30 | 267 |
| 7 Nov | 1589.85 | 22.1 | 2.10 | 20.66 | 1,206 | 77 | 298 |
| 6 Nov | 1603.95 | 20 | 3.80 | 22.68 | 545 | 28 | 219 |
| 5 Nov | 1633.20 | 16.2 | -7.95 | 23.37 | 817 | 64 | 190 |
| 4 Nov | 1608.80 | 24.15 | 0.00 | 24.64 | 339 | 91 | 126 |
| 1 Nov | 1628.85 | 24.15 | 0.00 | 0.00 | 0 | 21 | 0 |
| 31 Oct | 1622.15 | 24.15 | 2.15 | - | 134 | 22 | 36 |
| 30 Oct | 1624.15 | 22 | 5.65 | - | 39 | 7 | 11 |
| 29 Oct | 1661.35 | 16.35 | -12.15 | - | 7 | 3 | 5 |
| 28 Oct | 1605.90 | 28.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1616.75 | 28.5 | 0.00 | - | 0 | 2 | 0 |
| 24 Oct | 1635.30 | 28.5 | 21.50 | - | 3 | 1 | 1 |
| 22 Oct | 1698.15 | 7 | 0.00 | - | 4 | 0 | 0 |
| 17 Oct | 1702.00 | 7 | 4.00 | - | 6 | 2 | 2 |
| 15 Oct | 1723.75 | 3 | - | 4 | 2 | 2 | |
For Sbi Life Insurance Co Ltd - strike price 1580 expiring on 28NOV2024
Delta for 1580 PE is -
Historical price for 1580 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 101.1, which was 37.30 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 171
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 63.8, which was 0.00 lower than the previous day. The implied volatity was 23.94, the open interest changed by -119 which decreased total open position to 197
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 63.8, which was 33.00 higher than the previous day. The implied volatity was 23.94, the open interest changed by -116 which decreased total open position to 197
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 30.8, which was -1.35 lower than the previous day. The implied volatity was 23.79, the open interest changed by -31 which decreased total open position to 312
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 32.15, which was -5.55 lower than the previous day. The implied volatity was 20.53, the open interest changed by 11 which increased total open position to 344
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 37.7, which was 1.60 higher than the previous day. The implied volatity was 21.70, the open interest changed by 0 which decreased total open position to 335
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 36.1, which was 5.35 higher than the previous day. The implied volatity was 21.00, the open interest changed by -5 which decreased total open position to 331
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 30.75, which was -0.40 lower than the previous day. The implied volatity was 20.96, the open interest changed by 69 which increased total open position to 336
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 31.15, which was 9.05 higher than the previous day. The implied volatity was 20.77, the open interest changed by -30 which decreased total open position to 267
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 22.1, which was 2.10 higher than the previous day. The implied volatity was 20.66, the open interest changed by 77 which increased total open position to 298
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 20, which was 3.80 higher than the previous day. The implied volatity was 22.68, the open interest changed by 28 which increased total open position to 219
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 16.2, which was -7.95 lower than the previous day. The implied volatity was 23.37, the open interest changed by 64 which increased total open position to 190
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 24.64, the open interest changed by 91 which increased total open position to 126
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 24.15, which was 2.15 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 22, which was 5.65 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 16.35, which was -12.15 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 28.5, 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 28.5, 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 28.5, which was 21.50 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 7, 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 17 Oct SBILIFE was trading at 1702.00. The strike last trading price was 7, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SBILIFE was trading at 1723.75. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
