SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.07
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 0.3 | -0.35 | 33.35 | 526 | -3 | 3,642 | |||
| 20 Nov | 1522.90 | 0.65 | 0.00 | 25.04 | 1,820 | -2 | 3,648 | |||
| 19 Nov | 1522.90 | 0.65 | -1.05 | 25.04 | 1,820 | 1 | 3,648 | |||
| 18 Nov | 1562.60 | 1.7 | -0.80 | 18.80 | 861 | 53 | 3,647 | |||
| 14 Nov | 1562.30 | 2.5 | -1.00 | 17.80 | 1,180 | 63 | 3,594 | |||
| 13 Nov | 1546.70 | 3.5 | -0.80 | 19.93 | 1,765 | 19 | 3,531 | |||
| 12 Nov | 1562.45 | 4.3 | -1.30 | 20.00 | 2,125 | -6 | 3,512 | |||
| 11 Nov | 1566.00 | 5.6 | -1.70 | 18.94 | 1,678 | 97 | 3,514 | |||
| 8 Nov | 1569.95 | 7.3 | -6.40 | 18.59 | 1,604 | 61 | 3,417 | |||
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| 7 Nov | 1589.85 | 13.7 | -7.80 | 18.96 | 1,652 | 46 | 3,408 | |||
| 6 Nov | 1603.95 | 21.5 | -6.50 | 20.02 | 2,523 | 0 | 3,362 | |||
| 5 Nov | 1633.20 | 28 | 3.40 | 18.63 | 2,993 | 1,005 | 3,365 | |||
| 4 Nov | 1608.80 | 24.6 | -15.45 | 20.94 | 3,890 | 2,063 | 2,363 | |||
| 1 Nov | 1628.85 | 40.05 | 0.25 | 21.05 | 97 | 26 | 301 | |||
| 31 Oct | 1622.15 | 39.8 | -6.60 | - | 600 | 105 | 275 | |||
| 30 Oct | 1624.15 | 46.4 | -15.30 | - | 325 | 96 | 171 | |||
| 29 Oct | 1661.35 | 61.7 | 21.70 | - | 633 | -41 | 75 | |||
| 28 Oct | 1605.90 | 40 | -8.25 | - | 173 | 52 | 118 | |||
| 25 Oct | 1616.75 | 48.25 | -9.75 | - | 113 | 35 | 66 | |||
| 24 Oct | 1635.30 | 58 | -197.85 | - | 55 | 31 | 31 | |||
| 23 Oct | 1716.00 | 255.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1698.15 | 255.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1702.00 | 255.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1723.75 | 255.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1787.95 | 255.85 | 255.85 | - | 0 | 0 | 0 | |||
| 17 Sept | 1819.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1821.25 | 0 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is 0.01
Historical price for 1640 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 33.35, the open interest changed by -3 which decreased total open position to 3642
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 25.04, the open interest changed by -2 which decreased total open position to 3648
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0.65, which was -1.05 lower than the previous day. The implied volatity was 25.04, the open interest changed by 1 which increased total open position to 3648
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 18.80, the open interest changed by 53 which increased total open position to 3647
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 2.5, which was -1.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by 63 which increased total open position to 3594
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 3.5, which was -0.80 lower than the previous day. The implied volatity was 19.93, the open interest changed by 19 which increased total open position to 3531
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 4.3, which was -1.30 lower than the previous day. The implied volatity was 20.00, the open interest changed by -6 which decreased total open position to 3512
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 5.6, which was -1.70 lower than the previous day. The implied volatity was 18.94, the open interest changed by 97 which increased total open position to 3514
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 7.3, which was -6.40 lower than the previous day. The implied volatity was 18.59, the open interest changed by 61 which increased total open position to 3417
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 13.7, which was -7.80 lower than the previous day. The implied volatity was 18.96, the open interest changed by 46 which increased total open position to 3408
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 21.5, which was -6.50 lower than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 3362
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 28, which was 3.40 higher than the previous day. The implied volatity was 18.63, the open interest changed by 1005 which increased total open position to 3365
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 24.6, which was -15.45 lower than the previous day. The implied volatity was 20.94, the open interest changed by 2063 which increased total open position to 2363
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 40.05, which was 0.25 higher than the previous day. The implied volatity was 21.05, the open interest changed by 26 which increased total open position to 301
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 39.8, which was -6.60 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 46.4, which was -15.30 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 61.7, which was 21.70 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 40, which was -8.25 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 48.25, which was -9.75 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 58, which was -197.85 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 255.85, 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 255.85, 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 255.85, 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 255.85, 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 7 Oct SBILIFE was trading at 1787.95. The strike last trading price was 255.85, which was 255.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept SBILIFE was trading at 1819.15. 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 which decreased total open position to
On 16 Sept SBILIFE was trading at 1821.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.16
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 163 | 44.00 | 40.91 | 1 | 0 | 432 |
| 20 Nov | 1522.90 | 119 | 0.00 | 17.49 | 12 | -7 | 433 |
| 19 Nov | 1522.90 | 119 | 39.50 | 17.49 | 12 | -6 | 433 |
| 18 Nov | 1562.60 | 79.5 | -0.65 | 30.31 | 17 | -13 | 440 |
| 14 Nov | 1562.30 | 80.15 | -10.85 | 25.00 | 5 | -3 | 454 |
| 13 Nov | 1546.70 | 91 | 9.90 | 31.31 | 16 | -7 | 458 |
| 12 Nov | 1562.45 | 81.1 | 8.10 | 21.66 | 12 | -5 | 466 |
| 11 Nov | 1566.00 | 73 | 2.40 | 22.20 | 5 | -1 | 472 |
| 8 Nov | 1569.95 | 70.6 | 14.90 | 20.73 | 41 | -4 | 472 |
| 7 Nov | 1589.85 | 55.7 | 9.45 | 21.00 | 212 | -41 | 477 |
| 6 Nov | 1603.95 | 46.25 | 8.40 | 21.08 | 743 | -136 | 519 |
| 5 Nov | 1633.20 | 37.85 | -13.45 | 21.71 | 1,112 | 316 | 656 |
| 4 Nov | 1608.80 | 51.3 | 7.85 | 23.61 | 443 | 50 | 340 |
| 1 Nov | 1628.85 | 43.45 | -4.55 | 26.20 | 77 | 16 | 290 |
| 31 Oct | 1622.15 | 48 | 3.05 | - | 140 | 42 | 273 |
| 30 Oct | 1624.15 | 44.95 | 10.95 | - | 320 | 42 | 230 |
| 29 Oct | 1661.35 | 34 | -22.75 | - | 248 | 150 | 188 |
| 28 Oct | 1605.90 | 56.75 | 0.75 | - | 34 | 10 | 34 |
| 25 Oct | 1616.75 | 56 | 4.55 | - | 36 | 12 | 24 |
| 24 Oct | 1635.30 | 51.45 | 46.45 | - | 13 | 11 | 11 |
| 23 Oct | 1716.00 | 5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1698.15 | 5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1702.00 | 5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1723.75 | 5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1787.95 | 5 | 5.00 | - | 5 | 2 | 2 |
| 17 Sept | 1819.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 1821.25 | 0 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is -0.96
Historical price for 1640 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 163, which was 44.00 higher than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 432
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 119, which was 0.00 lower than the previous day. The implied volatity was 17.49, the open interest changed by -7 which decreased total open position to 433
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 119, which was 39.50 higher than the previous day. The implied volatity was 17.49, the open interest changed by -6 which decreased total open position to 433
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 79.5, which was -0.65 lower than the previous day. The implied volatity was 30.31, the open interest changed by -13 which decreased total open position to 440
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 80.15, which was -10.85 lower than the previous day. The implied volatity was 25.00, the open interest changed by -3 which decreased total open position to 454
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 91, which was 9.90 higher than the previous day. The implied volatity was 31.31, the open interest changed by -7 which decreased total open position to 458
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 81.1, which was 8.10 higher than the previous day. The implied volatity was 21.66, the open interest changed by -5 which decreased total open position to 466
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 73, which was 2.40 higher than the previous day. The implied volatity was 22.20, the open interest changed by -1 which decreased total open position to 472
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 70.6, which was 14.90 higher than the previous day. The implied volatity was 20.73, the open interest changed by -4 which decreased total open position to 472
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 55.7, which was 9.45 higher than the previous day. The implied volatity was 21.00, the open interest changed by -41 which decreased total open position to 477
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 46.25, which was 8.40 higher than the previous day. The implied volatity was 21.08, the open interest changed by -136 which decreased total open position to 519
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 37.85, which was -13.45 lower than the previous day. The implied volatity was 21.71, the open interest changed by 316 which increased total open position to 656
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 51.3, which was 7.85 higher than the previous day. The implied volatity was 23.61, the open interest changed by 50 which increased total open position to 340
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 43.45, which was -4.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by 16 which increased total open position to 290
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 48, which was 3.05 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 44.95, which was 10.95 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 34, which was -22.75 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 56.75, 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 25 Oct SBILIFE was trading at 1616.75. The strike last trading price was 56, which was 4.55 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 51.45, which was 46.45 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 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 22 Oct SBILIFE was trading at 1698.15. The strike last trading price was 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 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 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 7 Oct SBILIFE was trading at 1787.95. The strike last trading price was 5, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept SBILIFE was trading at 1819.15. 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 which decreased total open position to
On 16 Sept SBILIFE was trading at 1821.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
