SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1620 CE | ||||||||||
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Delta: 0.02
Vega: 0.10
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1477.95 | 0.45 | -0.65 | 31.73 | 513 | -162 | 749 | |||
| 20 Nov | 1522.90 | 1.1 | 0.00 | 24.09 | 1,482 | 90 | 913 | |||
| 19 Nov | 1522.90 | 1.1 | -2.45 | 24.09 | 1,482 | 92 | 913 | |||
| 18 Nov | 1562.60 | 3.55 | -1.05 | 18.33 | 974 | 80 | 819 | |||
| 14 Nov | 1562.30 | 4.6 | -1.20 | 17.25 | 1,411 | 5 | 738 | |||
| 13 Nov | 1546.70 | 5.8 | -1.25 | 19.35 | 1,522 | -107 | 732 | |||
| 12 Nov | 1562.45 | 7.05 | -2.35 | 19.57 | 1,397 | 32 | 888 | |||
| 11 Nov | 1566.00 | 9.4 | -2.50 | 18.83 | 1,081 | 18 | 848 | |||
| 8 Nov | 1569.95 | 11.9 | -8.60 | 18.69 | 749 | 80 | 828 | |||
| 7 Nov | 1589.85 | 20.5 | -10.20 | 19.04 | 1,134 | 114 | 745 | |||
| 6 Nov | 1603.95 | 30.7 | -8.25 | 20.51 | 1,648 | 309 | 623 | |||
| 5 Nov | 1633.20 | 38.95 | 5.10 | 19.05 | 870 | 46 | 314 | |||
| 4 Nov | 1608.80 | 33.85 | -18.15 | 21.34 | 504 | 122 | 263 | |||
| 1 Nov | 1628.85 | 52 | 2.05 | 21.60 | 58 | 6 | 143 | |||
| 31 Oct | 1622.15 | 49.95 | -8.05 | - | 196 | 43 | 135 | |||
| 30 Oct | 1624.15 | 58 | -19.00 | - | 90 | 23 | 92 | |||
| 29 Oct | 1661.35 | 77 | 28.00 | - | 484 | -6 | 72 | |||
| 28 Oct | 1605.90 | 49 | -7.80 | - | 141 | 55 | 79 | |||
| 25 Oct | 1616.75 | 56.8 | -14.05 | - | 35 | 14 | 24 | |||
| 24 Oct | 1635.30 | 70.85 | -61.15 | - | 10 | 8 | 9 | |||
| 23 Oct | 1716.00 | 132 | -173.50 | - | 1 | 0 | 0 | |||
| 22 Oct | 1698.15 | 305.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1702.00 | 305.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1723.75 | 305.5 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1620 expiring on 28NOV2024
Delta for 1620 CE is 0.02
Historical price for 1620 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 0.45, which was -0.65 lower than the previous day. The implied volatity was 31.73, the open interest changed by -162 which decreased total open position to 749
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 24.09, the open interest changed by 90 which increased total open position to 913
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 1.1, which was -2.45 lower than the previous day. The implied volatity was 24.09, the open interest changed by 92 which increased total open position to 913
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 3.55, which was -1.05 lower than the previous day. The implied volatity was 18.33, the open interest changed by 80 which increased total open position to 819
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 4.6, which was -1.20 lower than the previous day. The implied volatity was 17.25, the open interest changed by 5 which increased total open position to 738
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 5.8, which was -1.25 lower than the previous day. The implied volatity was 19.35, the open interest changed by -107 which decreased total open position to 732
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 7.05, which was -2.35 lower than the previous day. The implied volatity was 19.57, the open interest changed by 32 which increased total open position to 888
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 9.4, which was -2.50 lower than the previous day. The implied volatity was 18.83, the open interest changed by 18 which increased total open position to 848
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 11.9, which was -8.60 lower than the previous day. The implied volatity was 18.69, the open interest changed by 80 which increased total open position to 828
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 20.5, which was -10.20 lower than the previous day. The implied volatity was 19.04, the open interest changed by 114 which increased total open position to 745
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 30.7, which was -8.25 lower than the previous day. The implied volatity was 20.51, the open interest changed by 309 which increased total open position to 623
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 38.95, which was 5.10 higher than the previous day. The implied volatity was 19.05, the open interest changed by 46 which increased total open position to 314
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 33.85, which was -18.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by 122 which increased total open position to 263
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 52, which was 2.05 higher than the previous day. The implied volatity was 21.60, the open interest changed by 6 which increased total open position to 143
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 49.95, which was -8.05 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 58, which was -19.00 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 77, which was 28.00 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 49, which was -7.80 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 56.8, which was -14.05 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 70.85, which was -61.15 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 132, which was -173.50 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 305.5, 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 17 Oct SBILIFE was trading at 1702.00. The strike last trading price was 305.5, 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 15 Oct SBILIFE was trading at 1723.75. The strike last trading price was 305.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1620 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 | 138.3 | 39.90 | - | 18 | -5 | 225 |
| 20 Nov | 1522.90 | 98.4 | 0.00 | - | 8 | -6 | 232 |
| 19 Nov | 1522.90 | 98.4 | 37.90 | - | 8 | -4 | 232 |
| 18 Nov | 1562.60 | 60.5 | -0.90 | 26.27 | 48 | -28 | 238 |
| 14 Nov | 1562.30 | 61.4 | -8.25 | 21.97 | 90 | -10 | 267 |
| 13 Nov | 1546.70 | 69.65 | 7.60 | 25.35 | 10 | -4 | 277 |
| 12 Nov | 1562.45 | 62.05 | 5.90 | 18.84 | 22 | 2 | 295 |
| 11 Nov | 1566.00 | 56.15 | 1.50 | 20.84 | 48 | -8 | 294 |
| 8 Nov | 1569.95 | 54.65 | 12.60 | 19.96 | 130 | -12 | 302 |
| 7 Nov | 1589.85 | 42.05 | 7.05 | 20.52 | 361 | 2 | 312 |
| 6 Nov | 1603.95 | 35 | 6.60 | 21.16 | 1,089 | 98 | 311 |
| 5 Nov | 1633.20 | 28.4 | -11.85 | 21.86 | 598 | -2 | 214 |
| 4 Nov | 1608.80 | 40.25 | 3.30 | 23.69 | 388 | 78 | 217 |
| 1 Nov | 1628.85 | 36.95 | -1.05 | 27.74 | 31 | 9 | 138 |
| 31 Oct | 1622.15 | 38 | 7.60 | - | 264 | 86 | 129 |
| 30 Oct | 1624.15 | 30.4 | 2.15 | - | 104 | 40 | 42 |
| 29 Oct | 1661.35 | 28.25 | 21.35 | - | 5 | 2 | 2 |
| 28 Oct | 1605.90 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1616.75 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1635.30 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1716.00 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1698.15 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1702.00 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1723.75 | 6.9 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1620 expiring on 28NOV2024
Delta for 1620 PE is -
Historical price for 1620 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 138.3, which was 39.90 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 225
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 98.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 232
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 98.4, which was 37.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 232
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 60.5, which was -0.90 lower than the previous day. The implied volatity was 26.27, the open interest changed by -28 which decreased total open position to 238
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 61.4, which was -8.25 lower than the previous day. The implied volatity was 21.97, the open interest changed by -10 which decreased total open position to 267
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 69.65, which was 7.60 higher than the previous day. The implied volatity was 25.35, the open interest changed by -4 which decreased total open position to 277
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 62.05, which was 5.90 higher than the previous day. The implied volatity was 18.84, the open interest changed by 2 which increased total open position to 295
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 56.15, which was 1.50 higher than the previous day. The implied volatity was 20.84, the open interest changed by -8 which decreased total open position to 294
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 54.65, which was 12.60 higher than the previous day. The implied volatity was 19.96, the open interest changed by -12 which decreased total open position to 302
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 42.05, which was 7.05 higher than the previous day. The implied volatity was 20.52, the open interest changed by 2 which increased total open position to 312
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 35, which was 6.60 higher than the previous day. The implied volatity was 21.16, the open interest changed by 98 which increased total open position to 311
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 28.4, which was -11.85 lower than the previous day. The implied volatity was 21.86, the open interest changed by -2 which decreased total open position to 214
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 40.25, which was 3.30 higher than the previous day. The implied volatity was 23.69, the open interest changed by 78 which increased total open position to 217
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 36.95, which was -1.05 lower than the previous day. The implied volatity was 27.74, the open interest changed by 9 which increased total open position to 138
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 38, which was 7.60 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 30.4, 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 29 Oct SBILIFE was trading at 1661.35. The strike last trading price was 28.25, which was 21.35 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 6.9, 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 6.9, 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 6.9, 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 23 Oct SBILIFE was trading at 1716.00. The strike last trading price was 6.9, 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 6.9, 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 6.9, 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 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
