SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
26 Dec 2024 04:10 PM IST
| SBILIFE 30JAN2025 1760 CE | ||||||||||
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Delta: 0.02
Vega: 0.18
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1409.05 | 0.8 | -0.70 | 31.49 | 7 | 4 | 9 | |||
| 24 Dec | 1387.00 | 1.5 | 1.30 | 35.77 | 1 | 0 | 4 | |||
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| 23 Dec | 1405.30 | 0.2 | 0.20 | 25.70 | 4 | 3 | 3 | |||
| 18 Nov | 1562.60 | 0 | 0.00 | 5.62 | 0 | 0 | 0 | |||
| 14 Nov | 1562.30 | 0 | 0.00 | 5.56 | 0 | 0 | 0 | |||
| 12 Nov | 1562.45 | 0 | 0.00 | 5.30 | 0 | 0 | 0 | |||
| 11 Nov | 1566.00 | 0 | 0.00 | 5.22 | 0 | 0 | 0 | |||
| 8 Nov | 1569.95 | 0 | 0.00 | 5.01 | 0 | 0 | 0 | |||
| 7 Nov | 1589.85 | 0 | 0.00 | 4.33 | 0 | 0 | 0 | |||
| 6 Nov | 1603.95 | 0 | 0.00 | 3.74 | 0 | 0 | 0 | |||
| 5 Nov | 1633.20 | 0 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 4 Nov | 1608.80 | 0 | 3.46 | 0 | 0 | 0 | ||||
For Sbi Life Insurance Co Ltd - strike price 1760 expiring on 30JAN2025
Delta for 1760 CE is 0.02
Historical price for 1760 CE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 31.49, the open interest changed by 4 which increased total open position to 9
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 1.5, which was 1.30 higher than the previous day. The implied volatity was 35.77, the open interest changed by 0 which decreased total open position to 4
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 0.2, which was 0.20 higher than the previous day. The implied volatity was 25.70, the open interest changed by 3 which increased total open position to 3
On 18 Nov SBILIFE was trading at 1562.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.62, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SBILIFE was trading at 1562.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SBILIFE was trading at 1569.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SBILIFE was trading at 1589.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SBILIFE was trading at 1603.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SBILIFE was trading at 1633.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30JAN2025 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.54
Theta: 0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1409.05 | 338 | 1.00 | 42.76 | 7 | 6 | 41 |
| 24 Dec | 1387.00 | 337 | -6.00 | - | 31 | 0 | 4 |
| 23 Dec | 1405.30 | 343 | 343.00 | 45.35 | 4 | 3 | 3 |
| 18 Nov | 1562.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1562.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1562.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1566.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1569.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1589.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1603.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1633.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1608.80 | 0 | - | 0 | 0 | 0 | |
For Sbi Life Insurance Co Ltd - strike price 1760 expiring on 30JAN2025
Delta for 1760 PE is -0.94
Historical price for 1760 PE is as follows
On 26 Dec SBILIFE was trading at 1409.05. The strike last trading price was 338, which was 1.00 higher than the previous day. The implied volatity was 42.76, the open interest changed by 6 which increased total open position to 41
On 24 Dec SBILIFE was trading at 1387.00. The strike last trading price was 337, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Dec SBILIFE was trading at 1405.30. The strike last trading price was 343, which was 343.00 higher than the previous day. The implied volatity was 45.35, the open interest changed by 3 which increased total open position to 3
On 18 Nov SBILIFE was trading at 1562.60. 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 0 which decreased total open position to 0
On 14 Nov SBILIFE was trading at 1562.30. 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 0 which decreased total open position to 0
On 12 Nov SBILIFE was trading at 1562.45. 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 0 which decreased total open position to 0
On 11 Nov SBILIFE was trading at 1566.00. 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 0 which decreased total open position to 0
On 8 Nov SBILIFE was trading at 1569.95. 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 0 which decreased total open position to 0
On 7 Nov SBILIFE was trading at 1589.85. 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 0 which decreased total open position to 0
On 6 Nov SBILIFE was trading at 1603.95. 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 0 which decreased total open position to 0
On 5 Nov SBILIFE was trading at 1633.20. 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 0 which decreased total open position to 0
On 4 Nov SBILIFE was trading at 1608.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
