SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
14 Nov 2024 09:30 AM IST
| SBILIFE 28NOV2024 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 1.01
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1554.45 | 9.55 | -0.15 | 19.71 | 191 | -8 | 1,660 | |||
| 13 Nov | 1546.70 | 9.7 | -2.15 | 19.03 | 2,823 | 377 | 1,724 | |||
| 12 Nov | 1562.45 | 11.85 | -3.45 | 19.68 | 2,698 | -33 | 1,345 | |||
| 11 Nov | 1566.00 | 15.3 | -3.05 | 18.93 | 1,352 | 179 | 1,377 | |||
| 8 Nov | 1569.95 | 18.35 | -11.20 | 18.76 | 2,724 | 487 | 1,199 | |||
| 7 Nov | 1589.85 | 29.55 | -12.45 | 19.24 | 1,897 | 245 | 714 | |||
| 6 Nov | 1603.95 | 42 | -11.15 | 21.10 | 1,024 | 180 | 465 | |||
| 5 Nov | 1633.20 | 53.15 | 8.25 | 20.37 | 771 | 36 | 285 | |||
| 4 Nov | 1608.80 | 44.9 | -19.10 | 21.75 | 606 | 110 | 244 | |||
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| 1 Nov | 1628.85 | 64 | 3.00 | 21.21 | 19 | -5 | 134 | |||
| 31 Oct | 1622.15 | 61 | -7.70 | - | 136 | 39 | 138 | |||
| 30 Oct | 1624.15 | 68.7 | -22.65 | - | 101 | 35 | 99 | |||
| 29 Oct | 1661.35 | 91.35 | 30.35 | - | 374 | -21 | 64 | |||
| 28 Oct | 1605.90 | 61 | -6.90 | - | 127 | 72 | 85 | |||
| 25 Oct | 1616.75 | 67.9 | -12.10 | - | 8 | 4 | 13 | |||
| 24 Oct | 1635.30 | 80 | -208.55 | - | 15 | 9 | 9 | |||
| 23 Oct | 1716.00 | 288.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1698.15 | 288.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1702.00 | 288.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1723.75 | 288.55 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1600 expiring on 28NOV2024
Delta for 1600 CE is 0.26
Historical price for 1600 CE is as follows
On 14 Nov SBILIFE was trading at 1554.45. The strike last trading price was 9.55, which was -0.15 lower than the previous day. The implied volatity was 19.71, the open interest changed by -8 which decreased total open position to 1660
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 9.7, which was -2.15 lower than the previous day. The implied volatity was 19.03, the open interest changed by 377 which increased total open position to 1724
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 11.85, which was -3.45 lower than the previous day. The implied volatity was 19.68, the open interest changed by -33 which decreased total open position to 1345
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 15.3, which was -3.05 lower than the previous day. The implied volatity was 18.93, the open interest changed by 179 which increased total open position to 1377
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 18.35, which was -11.20 lower than the previous day. The implied volatity was 18.76, the open interest changed by 487 which increased total open position to 1199
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 29.55, which was -12.45 lower than the previous day. The implied volatity was 19.24, the open interest changed by 245 which increased total open position to 714
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 42, which was -11.15 lower than the previous day. The implied volatity was 21.10, the open interest changed by 180 which increased total open position to 465
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 53.15, which was 8.25 higher than the previous day. The implied volatity was 20.37, the open interest changed by 36 which increased total open position to 285
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 44.9, which was -19.10 lower than the previous day. The implied volatity was 21.75, the open interest changed by 110 which increased total open position to 244
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 64, which was 3.00 higher than the previous day. The implied volatity was 21.21, the open interest changed by -5 which decreased total open position to 134
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 61, which was -7.70 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 68.7, which was -22.65 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 91.35, which was 30.35 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 61, which was -6.90 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 67.9, which was -12.10 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 80, which was -208.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBILIFE was trading at 1716.00. The strike last trading price was 288.55, 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 288.55, 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 288.55, 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 288.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 1.05
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1554.45 | 51.7 | -0.35 | 22.07 | 6 | 3 | 509 |
| 13 Nov | 1546.70 | 52.05 | 3.10 | 22.66 | 266 | -35 | 508 |
| 12 Nov | 1562.45 | 48.95 | 5.90 | 20.87 | 277 | -21 | 558 |
| 11 Nov | 1566.00 | 43.05 | 2.35 | 21.39 | 284 | -10 | 585 |
| 8 Nov | 1569.95 | 40.7 | 9.70 | 19.54 | 755 | 88 | 597 |
| 7 Nov | 1589.85 | 31 | 4.50 | 20.54 | 1,319 | 106 | 509 |
| 6 Nov | 1603.95 | 26.5 | 5.20 | 21.82 | 1,094 | 18 | 401 |
| 5 Nov | 1633.20 | 21.3 | -9.80 | 22.43 | 1,242 | -96 | 386 |
| 4 Nov | 1608.80 | 31.1 | 4.10 | 23.96 | 1,187 | 32 | 482 |
| 1 Nov | 1628.85 | 27 | -3.30 | 26.50 | 133 | 42 | 449 |
| 31 Oct | 1622.15 | 30.3 | 2.50 | - | 387 | 67 | 402 |
| 30 Oct | 1624.15 | 27.8 | 7.75 | - | 407 | -27 | 334 |
| 29 Oct | 1661.35 | 20.05 | -14.95 | - | 471 | 115 | 345 |
| 28 Oct | 1605.90 | 35 | -3.00 | - | 245 | 124 | 229 |
| 25 Oct | 1616.75 | 38 | 9.25 | - | 171 | 28 | 105 |
| 24 Oct | 1635.30 | 28.75 | 11.95 | - | 224 | 54 | 78 |
| 23 Oct | 1716.00 | 16.8 | 0.75 | - | 31 | 23 | 23 |
| 22 Oct | 1698.15 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1702.00 | 16.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1723.75 | 16.05 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1600 expiring on 28NOV2024
Delta for 1600 PE is -0.71
Historical price for 1600 PE is as follows
On 14 Nov SBILIFE was trading at 1554.45. The strike last trading price was 51.7, which was -0.35 lower than the previous day. The implied volatity was 22.07, the open interest changed by 3 which increased total open position to 509
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 52.05, which was 3.10 higher than the previous day. The implied volatity was 22.66, the open interest changed by -35 which decreased total open position to 508
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 48.95, which was 5.90 higher than the previous day. The implied volatity was 20.87, the open interest changed by -21 which decreased total open position to 558
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 43.05, which was 2.35 higher than the previous day. The implied volatity was 21.39, the open interest changed by -10 which decreased total open position to 585
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 40.7, which was 9.70 higher than the previous day. The implied volatity was 19.54, the open interest changed by 88 which increased total open position to 597
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 31, which was 4.50 higher than the previous day. The implied volatity was 20.54, the open interest changed by 106 which increased total open position to 509
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 26.5, which was 5.20 higher than the previous day. The implied volatity was 21.82, the open interest changed by 18 which increased total open position to 401
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 21.3, which was -9.80 lower than the previous day. The implied volatity was 22.43, the open interest changed by -96 which decreased total open position to 386
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 31.1, which was 4.10 higher than the previous day. The implied volatity was 23.96, the open interest changed by 32 which increased total open position to 482
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 27, which was -3.30 lower than the previous day. The implied volatity was 26.50, the open interest changed by 42 which increased total open position to 449
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 30.3, which was 2.50 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 27.8, which was 7.75 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 20.05, which was -14.95 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 35, which was -3.00 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 38, which was 9.25 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 28.75, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SBILIFE was trading at 1716.00. The strike last trading price was 16.8, which was 0.75 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 16.05, 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 16.05, 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 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
