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[--[65.84.65.76]--]
SBILIFE
Sbi Life Insurance Co Ltd

1568.6 46.70 (3.07%)

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Historical option data for SBILIFE

15 Apr 2025 01:35 PM IST
SBILIFE 24APR2025 1640 CE
Delta: 0.13
Vega: 0.52
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1570.40 3.5 1.6 22.46 488 -80 355
11 Apr 1521.90 1.9 -0.2 23.63 269 46 435
9 Apr 1481.65 2.1 -0.4 29.57 107 -27 390
8 Apr 1488.00 2.55 0.45 27.99 164 30 417
7 Apr 1460.80 2.05 -0.55 29.80 515 -39 385
4 Apr 1512.60 2.6 -2.6 22.14 774 94 424
3 Apr 1542.25 4.85 -4.85 19.60 473 -39 335
2 Apr 1559.85 9.8 1.2 22.45 497 74 377
1 Apr 1545.25 8.5 -6.15 23.19 690 133 300
28 Mar 1547.85 14.65 -1.2 24.83 547 64 167
27 Mar 1544.90 17 1.5 26.02 167 0 104
26 Mar 1541.30 16 -2.95 25.69 245 21 104
25 Mar 1557.20 19 -4.6 25.34 89 9 82
24 Mar 1569.80 24.1 7.3 24.60 140 54 74
21 Mar 1546.40 17 9 23.24 18 12 18
20 Mar 1498.35 8 2 23.53 2 0 4
19 Mar 1484.90 6 -26.9 22.93 5 2 2
27 Feb 1469.75 0 0 6.07 0 0 0
26 Feb 1471.75 0 0 5.87 0 0 0
25 Feb 1471.75 0 0 5.87 0 0 0
24 Feb 1486.50 0 0 5.29 0 0 0
21 Feb 1495.40 0 0 4.60 0 0 0
20 Feb 1469.80 0 0 5.66 0 0 0
19 Feb 1475.60 0 0 5.34 0 0 0
18 Feb 1475.35 0 0 5.35 0 0 0
17 Feb 1476.20 0 0 5.27 0 0 0
14 Feb 1465.45 0 0 5.51 0 0 0
13 Feb 1470.50 0 0 5.24 0 0 0
12 Feb 1452.15 0 0 5.90 0 0 0
10 Feb 1448.20 0 0 5.89 0 0 0
7 Feb 1470.95 0 0 5.02 0 0 0
6 Feb 1465.10 0 0 5.10 0 0 0
5 Feb 1469.15 0 0 4.89 0 0 0
4 Feb 1472.40 0 0 4.76 0 0 0
3 Feb 1459.95 0 0 5.13 0 0 0
1 Feb 1454.35 0 0 5.14 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1640 expiring on 24APR2025

Delta for 1640 CE is 0.13

Historical price for 1640 CE is as follows

On 15 Apr SBILIFE was trading at 1570.40. The strike last trading price was 3.5, which was 1.6 higher than the previous day. The implied volatity was 22.46, the open interest changed by -80 which decreased total open position to 355


On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 23.63, the open interest changed by 46 which increased total open position to 435


On 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 29.57, the open interest changed by -27 which decreased total open position to 390


On 8 Apr SBILIFE was trading at 1488.00. The strike last trading price was 2.55, which was 0.45 higher than the previous day. The implied volatity was 27.99, the open interest changed by 30 which increased total open position to 417


On 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 29.80, the open interest changed by -39 which decreased total open position to 385


On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 2.6, which was -2.6 lower than the previous day. The implied volatity was 22.14, the open interest changed by 94 which increased total open position to 424


On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 4.85, which was -4.85 lower than the previous day. The implied volatity was 19.60, the open interest changed by -39 which decreased total open position to 335


On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 9.8, which was 1.2 higher than the previous day. The implied volatity was 22.45, the open interest changed by 74 which increased total open position to 377


On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 8.5, which was -6.15 lower than the previous day. The implied volatity was 23.19, the open interest changed by 133 which increased total open position to 300


On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 14.65, which was -1.2 lower than the previous day. The implied volatity was 24.83, the open interest changed by 64 which increased total open position to 167


On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 17, which was 1.5 higher than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 104


On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 16, which was -2.95 lower than the previous day. The implied volatity was 25.69, the open interest changed by 21 which increased total open position to 104


On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 19, which was -4.6 lower than the previous day. The implied volatity was 25.34, the open interest changed by 9 which increased total open position to 82


On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 24.1, which was 7.3 higher than the previous day. The implied volatity was 24.60, the open interest changed by 54 which increased total open position to 74


On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 17, which was 9 higher than the previous day. The implied volatity was 23.24, the open interest changed by 12 which increased total open position to 18


On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 4


On 19 Mar SBILIFE was trading at 1484.90. The strike last trading price was 6, which was -26.9 lower than the previous day. The implied volatity was 22.93, the open interest changed by 2 which increased total open position to 2


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0


On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0


On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0


On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0


On 14 Feb SBILIFE was trading at 1465.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SBILIFE was trading at 1470.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SBILIFE was trading at 1448.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0


On 7 Feb SBILIFE was trading at 1470.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SBILIFE was trading at 1465.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SBILIFE was trading at 1469.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SBILIFE was trading at 1472.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SBILIFE was trading at 1459.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0


SBILIFE 24APR2025 1640 PE
Delta: -0.79
Vega: 0.71
Theta: -0.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Apr 1570.40 74.25 -90.75 30.85 2 21 21
11 Apr 1521.90 165 0 0.00 0 0 0
9 Apr 1481.65 165 0 0.00 0 0 0
8 Apr 1488.00 165 0 0.00 0 0 0
7 Apr 1460.80 165 50.05 24.15 1 0 22
4 Apr 1512.60 114.95 24.45 - 15 0 24
3 Apr 1542.25 90.5 -0.1 21.32 5 2 25
2 Apr 1559.85 90.6 -11.4 28.31 17 6 23
1 Apr 1545.25 102 4.45 28.71 17 7 17
28 Mar 1547.85 97.55 -1.6 28.47 13 7 10
27 Mar 1544.90 99.15 0 0.00 0 2 0
26 Mar 1541.30 99.15 12.25 26.50 2 0 1
25 Mar 1557.20 86.9 15.65 23.16 2 1 2
24 Mar 1569.80 71.25 -101.45 21.15 1 0 0
21 Mar 1546.40 172.7 0 - 0 0 0
20 Mar 1498.35 172.7 0 - 0 0 0
19 Mar 1484.90 172.7 0 - 0 0 0
27 Feb 1469.75 0 0 - 0 0 0
26 Feb 1471.75 0 0 - 0 0 0
25 Feb 1471.75 0 0 - 0 0 0
24 Feb 1486.50 0 0 - 0 0 0
21 Feb 1495.40 0 0 - 0 0 0
20 Feb 1469.80 0 0 - 0 0 0
19 Feb 1475.60 0 0 - 0 0 0
18 Feb 1475.35 0 0 - 0 0 0
17 Feb 1476.20 0 0 - 0 0 0
14 Feb 1465.45 0 0 - 0 0 0
13 Feb 1470.50 0 0 - 0 0 0
12 Feb 1452.15 0 0 - 0 0 0
10 Feb 1448.20 0 0 - 0 0 0
7 Feb 1470.95 0 0 - 0 0 0
6 Feb 1465.10 0 0 - 0 0 0
5 Feb 1469.15 0 0 - 0 0 0
4 Feb 1472.40 0 0 - 0 0 0
3 Feb 1459.95 0 0 - 0 0 0
1 Feb 1454.35 0 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1640 expiring on 24APR2025

Delta for 1640 PE is -0.79

Historical price for 1640 PE is as follows

On 15 Apr SBILIFE was trading at 1570.40. The strike last trading price was 74.25, which was -90.75 lower than the previous day. The implied volatity was 30.85, the open interest changed by 21 which increased total open position to 21


On 11 Apr SBILIFE was trading at 1521.90. The strike last trading price was 165, which was 0 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 9 Apr SBILIFE was trading at 1481.65. The strike last trading price was 165, which was 0 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 Apr SBILIFE was trading at 1488.00. The strike last trading price was 165, which was 0 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 7 Apr SBILIFE was trading at 1460.80. The strike last trading price was 165, which was 50.05 higher than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 22


On 4 Apr SBILIFE was trading at 1512.60. The strike last trading price was 114.95, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 3 Apr SBILIFE was trading at 1542.25. The strike last trading price was 90.5, which was -0.1 lower than the previous day. The implied volatity was 21.32, the open interest changed by 2 which increased total open position to 25


On 2 Apr SBILIFE was trading at 1559.85. The strike last trading price was 90.6, which was -11.4 lower than the previous day. The implied volatity was 28.31, the open interest changed by 6 which increased total open position to 23


On 1 Apr SBILIFE was trading at 1545.25. The strike last trading price was 102, which was 4.45 higher than the previous day. The implied volatity was 28.71, the open interest changed by 7 which increased total open position to 17


On 28 Mar SBILIFE was trading at 1547.85. The strike last trading price was 97.55, which was -1.6 lower than the previous day. The implied volatity was 28.47, the open interest changed by 7 which increased total open position to 10


On 27 Mar SBILIFE was trading at 1544.90. The strike last trading price was 99.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 26 Mar SBILIFE was trading at 1541.30. The strike last trading price was 99.15, which was 12.25 higher than the previous day. The implied volatity was 26.50, the open interest changed by 0 which decreased total open position to 1


On 25 Mar SBILIFE was trading at 1557.20. The strike last trading price was 86.9, which was 15.65 higher than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 2


On 24 Mar SBILIFE was trading at 1569.80. The strike last trading price was 71.25, which was -101.45 lower than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 0


On 21 Mar SBILIFE was trading at 1546.40. The strike last trading price was 172.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar SBILIFE was trading at 1498.35. The strike last trading price was 172.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SBILIFE was trading at 1484.90. The strike last trading price was 172.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb SBILIFE was trading at 1469.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb SBILIFE was trading at 1471.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb SBILIFE was trading at 1471.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SBILIFE was trading at 1486.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb SBILIFE was trading at 1495.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SBILIFE was trading at 1469.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb SBILIFE was trading at 1475.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb SBILIFE was trading at 1475.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb SBILIFE was trading at 1476.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb SBILIFE was trading at 1465.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb SBILIFE was trading at 1470.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb SBILIFE was trading at 1452.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb SBILIFE was trading at 1448.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb SBILIFE was trading at 1470.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb SBILIFE was trading at 1465.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb SBILIFE was trading at 1469.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SBILIFE was trading at 1472.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SBILIFE was trading at 1459.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SBILIFE was trading at 1454.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0