SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1600 CE | ||||||||||
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Delta: 0.06
Vega: 0.51
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1409.05 | 2.55 | 0.30 | 23.61 | 231 | 45 | 217 | |||
| 24 Dec | 1387.00 | 2.25 | -0.80 | 24.79 | 107 | 53 | 172 | |||
| 23 Dec | 1405.30 | 3.05 | -0.75 | 23.87 | 31 | 8 | 118 | |||
| 20 Dec | 1400.60 | 3.8 | -1.45 | 24.59 | 57 | -20 | 110 | |||
| 19 Dec | 1405.90 | 5.25 | -0.85 | 26.07 | 34 | 13 | 130 | |||
| 18 Dec | 1398.00 | 6.1 | -0.55 | 26.91 | 76 | 17 | 97 | |||
| 17 Dec | 1409.70 | 6.65 | -2.30 | 25.83 | 38 | 12 | 78 | |||
| 16 Dec | 1421.65 | 8.95 | -2.70 | 26.78 | 35 | 27 | 65 | |||
| 13 Dec | 1428.80 | 11.65 | -1.15 | 26.81 | 13 | 5 | 37 | |||
| 12 Dec | 1432.50 | 12.8 | -1.70 | 26.16 | 4 | 1 | 31 | |||
| 11 Dec | 1456.15 | 14.5 | 0.50 | 24.87 | 1 | 0 | 29 | |||
| 10 Dec | 1461.85 | 14 | -2.30 | 23.37 | 4 | 2 | 27 | |||
| 9 Dec | 1469.30 | 16.3 | 4.05 | 23.74 | 8 | 5 | 24 | |||
| 6 Dec | 1448.55 | 12.25 | -0.75 | 23.05 | 15 | 13 | 19 | |||
| 5 Dec | 1431.85 | 13 | -3.25 | 24.79 | 3 | 2 | 5 | |||
| 4 Dec | 1452.60 | 16.25 | -103.85 | 24.57 | 4 | 1 | 2 | |||
| 28 Nov | 1428.60 | 120.1 | 0.00 | 4.21 | 0 | 0 | 0 | |||
| 27 Nov | 1505.40 | 120.1 | 0.00 | 2.93 | 0 | 0 | 0 | |||
| 26 Nov | 1506.75 | 120.1 | 0.00 | 3.31 | 0 | 0 | 0 | |||
| 25 Nov | 1495.20 | 120.1 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 22 Nov | 1485.15 | 120.1 | 0.00 | 3.28 | 0 | 0 | 0 | |||
| 21 Nov | 1477.95 | 120.1 | 120.10 | 2.99 | 0 | 0 | 0 | |||
| 20 Nov | 1522.90 | 0 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 19 Nov | 1522.90 | 0 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 18 Nov | 1562.60 | 0 | 0.00 | 0.25 | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 0 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 13 Nov | 1546.70 | 0 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 0 | 0.00 | 0.08 | 0 | 0 | 0 | |||
| 11 Nov | 1566.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 1603.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 0 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1600 expiring on 30JAN2025
Delta for 1600 CE is 0.06
Historical price for 1600 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 2.55, which was 0.30 higher than the previous day. The implied volatity was 23.61, the open interest changed by 45 which increased total open position to 217
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 24.79, the open interest changed by 53 which increased total open position to 172
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 3.05, which was -0.75 lower than the previous day. The implied volatity was 23.87, the open interest changed by 8 which increased total open position to 118
On 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 3.8, which was -1.45 lower than the previous day. The implied volatity was 24.59, the open interest changed by -20 which decreased total open position to 110
On 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 5.25, which was -0.85 lower than the previous day. The implied volatity was 26.07, the open interest changed by 13 which increased total open position to 130
On 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 6.1, which was -0.55 lower than the previous day. The implied volatity was 26.91, the open interest changed by 17 which increased total open position to 97
On 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 6.65, which was -2.30 lower than the previous day. The implied volatity was 25.83, the open interest changed by 12 which increased total open position to 78
On 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 8.95, which was -2.70 lower than the previous day. The implied volatity was 26.78, the open interest changed by 27 which increased total open position to 65
On 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 11.65, which was -1.15 lower than the previous day. The implied volatity was 26.81, the open interest changed by 5 which increased total open position to 37
On 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 12.8, which was -1.70 lower than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 31
On 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 14.5, which was 0.50 higher than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 29
On 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 14, which was -2.30 lower than the previous day. The implied volatity was 23.37, the open interest changed by 2 which increased total open position to 27
On 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 16.3, which was 4.05 higher than the previous day. The implied volatity was 23.74, the open interest changed by 5 which increased total open position to 24
On 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 12.25, which was -0.75 lower than the previous day. The implied volatity was 23.05, the open interest changed by 13 which increased total open position to 19
On 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 13, which was -3.25 lower than the previous day. The implied volatity was 24.79, the open interest changed by 2 which increased total open position to 5
On 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 16.25, which was -103.85 lower than the previous day. The implied volatity was 24.57, the open interest changed by 1 which increased total open position to 2
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 120.1, which was 0.00 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 120.1, which was 0.00 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 120.1, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 120.1, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 120.1, which was 0.00 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 120.1, which was 120.10 higher than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 0, 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 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 0, 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 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 0, 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 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 0, 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 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 0, 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 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30JAN2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.82
Theta: 0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 181.25 | -19.25 | 29.53 | 140 | 134 | 135 |
| 24 Dec | 1387.00 | 200.5 | 131.30 | 27.91 | 1 | 0 | 0 |
| 23 Dec | 1405.30 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1400.60 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1405.90 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1398.00 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1409.70 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1421.65 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1428.80 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1432.50 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1456.15 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1461.85 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1469.30 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1448.55 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1431.85 | 69.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1452.60 | 69.2 | 69.20 | - | 0 | 0 | 0 |
| 28 Nov | 1428.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1505.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1506.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1495.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1485.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1477.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1522.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1522.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1562.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1562.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1546.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1562.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1566.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1569.95 | 0 | 0.00 | 0.19 | 0 | 0 | 0 |
| 7 Nov | 1589.85 | 0 | 0.00 | 0.91 | 0 | 0 | 0 |
| 6 Nov | 1603.95 | 0 | 0.00 | 1.54 | 0 | 0 | 0 |
| 5 Nov | 1633.20 | 0 | 0.00 | 2.63 | 0 | 0 | 0 |
| 4 Nov | 1608.80 | 0 | 1.79 | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1600 expiring on 30JAN2025
Delta for 1600 PE is -0.89
Historical price for 1600 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 181.25, which was -19.25 lower than the previous day. The implied volatity was 29.53, the open interest changed by 134 which increased total open position to 135
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 200.5, which was 131.30 higher than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 0
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 69.2, 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 20 Dec SBILIFE was trading at 1400.60. The strike last trading price was 69.2, 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 19 Dec SBILIFE was trading at 1405.90. The strike last trading price was 69.2, 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 18 Dec SBILIFE was trading at 1398.00. The strike last trading price was 69.2, 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 17 Dec SBILIFE was trading at 1409.70. The strike last trading price was 69.2, 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 16 Dec SBILIFE was trading at 1421.65. The strike last trading price was 69.2, 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 13 Dec SBILIFE was trading at 1428.80. The strike last trading price was 69.2, 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 12 Dec SBILIFE was trading at 1432.50. The strike last trading price was 69.2, 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 11 Dec SBILIFE was trading at 1456.15. The strike last trading price was 69.2, 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 10 Dec SBILIFE was trading at 1461.85. The strike last trading price was 69.2, 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 9 Dec SBILIFE was trading at 1469.30. The strike last trading price was 69.2, 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 6 Dec SBILIFE was trading at 1448.55. The strike last trading price was 69.2, 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 5 Dec SBILIFE was trading at 1431.85. The strike last trading price was 69.2, 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 4 Dec SBILIFE was trading at 1452.60. The strike last trading price was 69.2, which was 69.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SBILIFE was trading at 1428.60. The strike last trading price was 0, 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 27 Nov SBILIFE was trading at 1505.40. The strike last trading price was 0, 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 26 Nov SBILIFE was trading at 1506.75. The strike last trading price was 0, 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 25 Nov SBILIFE was trading at 1495.20. The strike last trading price was 0, 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 22 Nov SBILIFE was trading at 1485.15. The strike last trading price was 0, 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 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 0, 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 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0, 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 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0, 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 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0, 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 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 0, 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 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 0, 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 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 0, 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 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 0, 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 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
