SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 0.25 | -0.25 | 35.83 | 282 | -15 | 1,265 | |||
| 20 Nov | 1522.90 | 0.5 | 0.00 | 27.20 | 550 | -38 | 1,280 | |||
| 19 Nov | 1522.90 | 0.5 | -0.70 | 27.20 | 550 | -38 | 1,280 | |||
| 18 Nov | 1562.60 | 1.2 | -0.40 | 20.97 | 430 | 32 | 1,317 | |||
| 14 Nov | 1562.30 | 1.6 | -0.90 | 19.10 | 989 | 1 | 1,285 | |||
| 13 Nov | 1546.70 | 2.5 | -0.45 | 21.43 | 1,252 | -93 | 1,282 | |||
| 12 Nov | 1562.45 | 2.95 | -0.80 | 21.16 | 1,491 | 47 | 1,486 | |||
| 11 Nov | 1566.00 | 3.75 | -1.15 | 19.94 | 713 | 114 | 1,439 | |||
| 8 Nov | 1569.95 | 4.9 | -4.35 | 19.34 | 1,375 | 215 | 1,325 | |||
| 7 Nov | 1589.85 | 9.25 | -5.95 | 19.34 | 1,417 | 36 | 1,105 | |||
| 6 Nov | 1603.95 | 15.2 | -5.50 | 20.22 | 1,623 | 297 | 1,067 | |||
| 5 Nov | 1633.20 | 20.7 | 2.35 | 19.23 | 2,043 | 499 | 770 | |||
| 4 Nov | 1608.80 | 18.35 | -14.15 | 21.36 | 811 | 71 | 270 | |||
| 1 Nov | 1628.85 | 32.5 | 1.75 | 22.07 | 106 | 29 | 199 | |||
| 31 Oct | 1622.15 | 30.75 | -6.25 | - | 283 | 10 | 169 | |||
| 30 Oct | 1624.15 | 37 | -3.30 | - | 270 | 86 | 160 | |||
| 29 Oct | 1661.35 | 40.3 | 8.45 | - | 373 | 62 | 76 | |||
| 28 Oct | 1605.90 | 31.85 | -6.15 | - | 13 | 4 | 7 | |||
| 25 Oct | 1616.75 | 38 | -12.05 | - | 1 | 0 | 3 | |||
| 24 Oct | 1635.30 | 50.05 | -219.90 | - | 4 | 2 | 2 | |||
| 23 Oct | 1716.00 | 269.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 1698.15 | 269.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1702.00 | 269.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1723.75 | 269.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1787.95 | 269.95 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.01
Historical price for 1660 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 35.83, the open interest changed by -15 which decreased total open position to 1265
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by -38 which decreased total open position to 1280
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 27.20, the open interest changed by -38 which decreased total open position to 1280
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 20.97, the open interest changed by 32 which increased total open position to 1317
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 1.6, which was -0.90 lower than the previous day. The implied volatity was 19.10, the open interest changed by 1 which increased total open position to 1285
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 21.43, the open interest changed by -93 which decreased total open position to 1282
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 2.95, which was -0.80 lower than the previous day. The implied volatity was 21.16, the open interest changed by 47 which increased total open position to 1486
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 3.75, which was -1.15 lower than the previous day. The implied volatity was 19.94, the open interest changed by 114 which increased total open position to 1439
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 4.9, which was -4.35 lower than the previous day. The implied volatity was 19.34, the open interest changed by 215 which increased total open position to 1325
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 9.25, which was -5.95 lower than the previous day. The implied volatity was 19.34, the open interest changed by 36 which increased total open position to 1105
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 15.2, which was -5.50 lower than the previous day. The implied volatity was 20.22, the open interest changed by 297 which increased total open position to 1067
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 20.7, which was 2.35 higher than the previous day. The implied volatity was 19.23, the open interest changed by 499 which increased total open position to 770
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 18.35, which was -14.15 lower than the previous day. The implied volatity was 21.36, the open interest changed by 71 which increased total open position to 270
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 32.5, which was 1.75 higher than the previous day. The implied volatity was 22.07, the open interest changed by 29 which increased total open position to 199
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 30.75, which was -6.25 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 37, which was -3.30 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 40.3, which was 8.45 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 31.85, which was -6.15 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 -12.05 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 50.05, which was -219.90 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 269.95, 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 269.95, 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 269.95, 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 269.95, 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 269.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1660 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 | 165.2 | 59.15 | - | 3 | 2 | 55 |
| 20 Nov | 1522.90 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1522.90 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1562.60 | 106.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1562.30 | 106.05 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Nov | 1546.70 | 106.05 | 12.05 | 29.80 | 3 | -2 | 53 |
| 12 Nov | 1562.45 | 94 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1566.00 | 94 | 10.85 | 27.25 | 1 | 0 | 55 |
| 8 Nov | 1569.95 | 83.15 | 0.00 | 0.00 | 0 | -6 | 0 |
| 7 Nov | 1589.85 | 83.15 | 22.15 | 30.89 | 14 | -6 | 55 |
| 6 Nov | 1603.95 | 61 | 11.80 | 22.20 | 44 | -3 | 62 |
| 5 Nov | 1633.20 | 49.2 | -15.75 | 21.64 | 97 | 13 | 66 |
| 4 Nov | 1608.80 | 64.95 | 9.95 | 24.23 | 50 | 16 | 49 |
| 1 Nov | 1628.85 | 55 | -2.15 | 26.80 | 2 | 1 | 33 |
| 31 Oct | 1622.15 | 57.15 | 46.30 | - | 59 | 32 | 32 |
| 30 Oct | 1624.15 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1661.35 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1605.90 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1616.75 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1635.30 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1716.00 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1698.15 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1702.00 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1723.75 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1787.95 | 10.85 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -
Historical price for 1660 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 165.2, which was 59.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 55
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 106.05, 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 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 106.05, 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 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 106.05, 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 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 106.05, which was 12.05 higher than the previous day. The implied volatity was 29.80, the open interest changed by -2 which decreased total open position to 53
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 94, 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 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 94, which was 10.85 higher than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 55
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 83.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 83.15, which was 22.15 higher than the previous day. The implied volatity was 30.89, the open interest changed by -6 which decreased total open position to 55
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 61, which was 11.80 higher than the previous day. The implied volatity was 22.20, the open interest changed by -3 which decreased total open position to 62
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 49.2, which was -15.75 lower than the previous day. The implied volatity was 21.64, the open interest changed by 13 which increased total open position to 66
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 64.95, which was 9.95 higher than the previous day. The implied volatity was 24.23, the open interest changed by 16 which increased total open position to 49
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 55, which was -2.15 lower than the previous day. The implied volatity was 26.80, the open interest changed by 1 which increased total open position to 33
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 57.15, which was 46.30 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 10.85, 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 29 Oct SBILIFE was trading at 1661.35. The strike last trading price was 10.85, 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 28 Oct SBILIFE was trading at 1605.90. The strike last trading price was 10.85, 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 25 Oct SBILIFE was trading at 1616.75. The strike last trading price was 10.85, 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 24 Oct SBILIFE was trading at 1635.30. The strike last trading price was 10.85, 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 23 Oct SBILIFE was trading at 1716.00. The strike last trading price was 10.85, 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 10.85, 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 10.85, 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 10.85, 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 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
