SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
21 Nov 2024 04:10 PM IST
| SBILIFE 28NOV2024 1700 CE | ||||||||||
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Delta: 0.01
Vega: 0.06
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1477.95 | 0.35 | -0.15 | 43.93 | 446 | -195 | 1,386 | |||
| 20 Nov | 1522.90 | 0.5 | 0.00 | 33.32 | 996 | 47 | 1,587 | |||
| 19 Nov | 1522.90 | 0.5 | -0.30 | 33.32 | 996 | 53 | 1,587 | |||
| 18 Nov | 1562.60 | 0.8 | -0.35 | 25.80 | 294 | -18 | 1,536 | |||
| 14 Nov | 1562.30 | 1.15 | -0.50 | 23.50 | 425 | -128 | 1,553 | |||
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| 13 Nov | 1546.70 | 1.65 | -0.15 | 25.20 | 589 | -7 | 1,681 | |||
| 12 Nov | 1562.45 | 1.8 | -0.35 | 24.43 | 658 | 47 | 1,740 | |||
| 11 Nov | 1566.00 | 2.15 | -0.70 | 22.92 | 769 | -49 | 1,702 | |||
| 8 Nov | 1569.95 | 2.85 | -2.10 | 22.05 | 949 | 92 | 1,750 | |||
| 7 Nov | 1589.85 | 4.95 | -3.05 | 21.37 | 1,488 | 392 | 1,814 | |||
| 6 Nov | 1603.95 | 8 | -2.65 | 21.56 | 1,611 | 450 | 1,420 | |||
| 5 Nov | 1633.20 | 10.65 | 0.65 | 20.17 | 2,057 | -88 | 964 | |||
| 4 Nov | 1608.80 | 10 | -9.30 | 22.32 | 1,635 | 199 | 1,053 | |||
| 1 Nov | 1628.85 | 19.3 | -0.65 | 22.65 | 105 | -6 | 848 | |||
| 31 Oct | 1622.15 | 19.95 | -3.55 | - | 718 | 66 | 853 | |||
| 30 Oct | 1624.15 | 23.5 | -8.90 | - | 1,431 | 293 | 788 | |||
| 29 Oct | 1661.35 | 32.4 | 12.95 | - | 1,427 | 8 | 482 | |||
| 28 Oct | 1605.90 | 19.45 | -6.50 | - | 581 | 73 | 475 | |||
| 25 Oct | 1616.75 | 25.95 | -6.05 | - | 415 | 38 | 402 | |||
| 24 Oct | 1635.30 | 32 | -36.25 | - | 1,045 | 226 | 363 | |||
| 23 Oct | 1716.00 | 68.25 | -0.15 | - | 304 | 104 | 140 | |||
| 22 Oct | 1698.15 | 68.4 | -4.50 | - | 75 | 28 | 37 | |||
| 21 Oct | 1711.85 | 72.9 | -6.05 | - | 8 | 4 | 9 | |||
| 18 Oct | 1706.05 | 78.95 | -157.05 | - | 6 | 4 | 4 | |||
| 17 Oct | 1702.00 | 236 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1733.75 | 236 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1723.75 | 236 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1735.05 | 236 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1737.40 | 236 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1728.05 | 236 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1787.95 | 236 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1805.55 | 236 | - | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.01
Historical price for 1700 CE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 43.93, the open interest changed by -195 which decreased total open position to 1386
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 33.32, the open interest changed by 47 which increased total open position to 1587
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 33.32, the open interest changed by 53 which increased total open position to 1587
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 25.80, the open interest changed by -18 which decreased total open position to 1536
On 14 Nov SBILIFE was trading at 1562.30. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 23.50, the open interest changed by -128 which decreased total open position to 1553
On 13 Nov SBILIFE was trading at 1546.70. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 25.20, the open interest changed by -7 which decreased total open position to 1681
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 24.43, the open interest changed by 47 which increased total open position to 1740
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 2.15, which was -0.70 lower than the previous day. The implied volatity was 22.92, the open interest changed by -49 which decreased total open position to 1702
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 2.85, which was -2.10 lower than the previous day. The implied volatity was 22.05, the open interest changed by 92 which increased total open position to 1750
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 4.95, which was -3.05 lower than the previous day. The implied volatity was 21.37, the open interest changed by 392 which increased total open position to 1814
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 8, which was -2.65 lower than the previous day. The implied volatity was 21.56, the open interest changed by 450 which increased total open position to 1420
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 10.65, which was 0.65 higher than the previous day. The implied volatity was 20.17, the open interest changed by -88 which decreased total open position to 964
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 10, which was -9.30 lower than the previous day. The implied volatity was 22.32, the open interest changed by 199 which increased total open position to 1053
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 19.3, which was -0.65 lower than the previous day. The implied volatity was 22.65, the open interest changed by -6 which decreased total open position to 848
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 19.95, which was -3.55 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 23.5, which was -8.90 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 32.4, which was 12.95 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 19.45, which was -6.50 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 25.95, which was -6.05 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 32, which was -36.25 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 68.25, which was -0.15 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 68.4, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBILIFE was trading at 1711.85. The strike last trading price was 72.9, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBILIFE was trading at 1706.05. The strike last trading price was 78.95, which was -157.05 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 236, 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 Oct SBILIFE was trading at 1733.75. The strike last trading price was 236, 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 236, 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 11 Oct SBILIFE was trading at 1735.05. The strike last trading price was 236, 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 9 Oct SBILIFE was trading at 1737.40. The strike last trading price was 236, 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 8 Oct SBILIFE was trading at 1728.05. The strike last trading price was 236, 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 236, 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 3 Oct SBILIFE was trading at 1805.55. The strike last trading price was 236, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SBILIFE 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.05
Theta: 0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1477.95 | 222 | 42.90 | 42.26 | 89 | -80 | 163 |
| 20 Nov | 1522.90 | 179.1 | 0.00 | 30.88 | 6 | 6 | 237 |
| 19 Nov | 1522.90 | 179.1 | 30.10 | 30.88 | 6 | 0 | 237 |
| 18 Nov | 1562.60 | 149 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1562.30 | 149 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Nov | 1546.70 | 149 | 16.55 | 41.29 | 2 | -1 | 238 |
| 12 Nov | 1562.45 | 132.45 | 1.45 | - | 2 | 1 | 239 |
| 11 Nov | 1566.00 | 131 | 4.60 | 30.91 | 7 | -1 | 239 |
| 8 Nov | 1569.95 | 126.4 | 19.10 | 26.44 | 5 | -1 | 241 |
| 7 Nov | 1589.85 | 107.3 | 14.60 | 25.31 | 21 | -2 | 241 |
| 6 Nov | 1603.95 | 92.7 | 13.95 | 23.36 | 43 | -2 | 245 |
| 5 Nov | 1633.20 | 78.75 | -17.70 | 23.00 | 51 | 11 | 246 |
| 4 Nov | 1608.80 | 96.45 | 8.45 | 25.97 | 60 | -1 | 235 |
| 1 Nov | 1628.85 | 88 | -1.00 | 31.76 | 3 | -1 | 236 |
| 31 Oct | 1622.15 | 89 | 8.05 | - | 29 | 9 | 239 |
| 30 Oct | 1624.15 | 80.95 | 16.50 | - | 85 | 20 | 230 |
| 29 Oct | 1661.35 | 64.45 | -32.55 | - | 189 | 131 | 210 |
| 28 Oct | 1605.90 | 97 | 2.00 | - | 34 | 31 | 78 |
| 25 Oct | 1616.75 | 95 | 13.55 | - | 22 | 10 | 47 |
| 24 Oct | 1635.30 | 81.45 | 38.90 | - | 92 | -28 | 39 |
| 23 Oct | 1716.00 | 42.55 | -17.45 | - | 113 | 51 | 67 |
| 22 Oct | 1698.15 | 60 | 11.85 | - | 10 | 5 | 14 |
| 21 Oct | 1711.85 | 48.15 | 2.85 | - | 6 | 1 | 8 |
| 18 Oct | 1706.05 | 45.3 | 12.30 | - | 10 | 3 | 6 |
| 17 Oct | 1702.00 | 33 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 1733.75 | 33 | -7.00 | - | 1 | 0 | 2 |
| 15 Oct | 1723.75 | 40 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1735.05 | 40 | -1.10 | - | 1 | 0 | 2 |
| 9 Oct | 1737.40 | 41.1 | -0.10 | - | 3 | 0 | 3 |
| 8 Oct | 1728.05 | 41.2 | 24.20 | - | 1 | 0 | 2 |
| 7 Oct | 1787.95 | 17 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1805.55 | 17 | - | 2 | 1 | 3 | |
For Sbi Life Insurance Co Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.99
Historical price for 1700 PE is as follows
On 21 Nov SBILIFE was trading at 1477.95. The strike last trading price was 222, which was 42.90 higher than the previous day. The implied volatity was 42.26, the open interest changed by -80 which decreased total open position to 163
On 20 Nov SBILIFE was trading at 1522.90. The strike last trading price was 179.1, which was 0.00 lower than the previous day. The implied volatity was 30.88, the open interest changed by 6 which increased total open position to 237
On 19 Nov SBILIFE was trading at 1522.90. The strike last trading price was 179.1, which was 30.10 higher than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 237
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 149, 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 149, 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 149, which was 16.55 higher than the previous day. The implied volatity was 41.29, the open interest changed by -1 which decreased total open position to 238
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 132.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 239
On 11 Nov SBILIFE was trading at 1566.00. The strike last trading price was 131, which was 4.60 higher than the previous day. The implied volatity was 30.91, the open interest changed by -1 which decreased total open position to 239
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 126.4, which was 19.10 higher than the previous day. The implied volatity was 26.44, the open interest changed by -1 which decreased total open position to 241
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 107.3, which was 14.60 higher than the previous day. The implied volatity was 25.31, the open interest changed by -2 which decreased total open position to 241
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 92.7, which was 13.95 higher than the previous day. The implied volatity was 23.36, the open interest changed by -2 which decreased total open position to 245
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 78.75, which was -17.70 lower than the previous day. The implied volatity was 23.00, the open interest changed by 11 which increased total open position to 246
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 96.45, which was 8.45 higher than the previous day. The implied volatity was 25.97, the open interest changed by -1 which decreased total open position to 235
On 1 Nov SBILIFE was trading at 1628.85. The strike last trading price was 88, which was -1.00 lower than the previous day. The implied volatity was 31.76, the open interest changed by -1 which decreased total open position to 236
On 31 Oct SBILIFE was trading at 1622.15. The strike last trading price was 89, which was 8.05 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 80.95, which was 16.50 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 64.45, which was -32.55 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 97, which was 2.00 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 95, which was 13.55 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 81.45, which was 38.90 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 42.55, which was -17.45 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 60, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SBILIFE was trading at 1711.85. The strike last trading price was 48.15, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SBILIFE was trading at 1706.05. The strike last trading price was 45.3, which was 12.30 higher 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 33, 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 Oct SBILIFE was trading at 1733.75. The strike last trading price was 33, which was -7.00 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 40, 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 11 Oct SBILIFE was trading at 1735.05. The strike last trading price was 40, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SBILIFE was trading at 1737.40. The strike last trading price was 41.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SBILIFE was trading at 1728.05. The strike last trading price was 41.2, which was 24.20 higher 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 17, 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 3 Oct SBILIFE was trading at 1805.55. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
