Historical option data for SBILIFE
10 Jun 2026 04:10 PM IST
| SBILIFE 30-Jun-2026 (19d) 1780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.3
Vega: 0.01
Theta: -0.8
Gamma: 0.00418
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 1728.70 | 15.25 | -20.75 (-57.64%) | 20.32 | 1,319 | 102 | 437 | |||||||||
| 9 Jun | 1769.10 | 36 | 2 (5.88%) | 22.87 | 759 | 130 | 334 | |||||||||
| 8 Jun | 1764.40 | 34.9 | -14.1 (-28.78%) | 22.67 | 300 | 68 | 202 | |||||||||
| 5 Jun | 1782.80 | 50 | 8 (19.05%) | 22.24 | 739 | -11 | 141 | |||||||||
| 4 Jun | 1764.90 | 42.65 | -8.35 (-16.37%) | 24.03 | 427 | 31 | 153 | |||||||||
| 3 Jun | 1784.20 | 51.25 | -13.75 (-21.15%) | 24.3 | 384 | 83 | 119 | |||||||||
| 2 Jun | 1801.70 | 64.95 | -40.05 (-38.14%) | 24.76 | 80 | 35 | 35 | |||||||||
| 1 Jun | 1812.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 1830.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 1864.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 1883.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 1901.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 1870.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1860.40 | 0 | -104.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1864.50 | 0 | -104.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1866.70 | 0 | -104.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1837.50 | 0 | -104.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1833.90 | 0 | -104.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1884.40 | 0 | -104.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1872.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1872.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1859.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1780 expiring on 30JUN2026
Delta for 1780 CE is 0.3
Historical price for 1780 CE is as follows
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 15.25, which was -20.75 lower than the previous day. The implied volatity was 20.32, the open interest changed by 102 which increased total open position to 437
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 36, which was 2 higher than the previous day. The implied volatity was 22.87, the open interest changed by 130 which increased total open position to 334
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 34.9, which was -14.1 lower than the previous day. The implied volatity was 22.67, the open interest changed by 68 which increased total open position to 202
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 50, which was 8 higher than the previous day. The implied volatity was 22.24, the open interest changed by -11 which decreased total open position to 141
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 42.65, which was -8.35 lower than the previous day. The implied volatity was 24.03, the open interest changed by 31 which increased total open position to 153
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 51.25, which was -13.75 lower than the previous day. The implied volatity was 24.3, the open interest changed by 83 which increased total open position to 119
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 64.95, which was -40.05 lower than the previous day. The implied volatity was 24.76, the open interest changed by 35 which increased total open position to 35
On 1 Jun SBILIFE was trading at 1812.50. 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 29 May SBILIFE was trading at 1830.10. 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 27 May SBILIFE was trading at 1864.50. 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 26 May SBILIFE was trading at 1883.20. 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 25 May SBILIFE was trading at 1901.90. 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 22 May SBILIFE was trading at 1870.70. 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 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -104.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SBILIFE was trading at 1864.50. The strike last trading price was 0, which was -104.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SBILIFE was trading at 1866.70. The strike last trading price was 0, which was -104.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 0, which was -104.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 0, which was -104.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 0, which was -104.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SBILIFE was trading at 1872.10. 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 7 May SBILIFE was trading at 1872.20. 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 6 May SBILIFE was trading at 1859.00. 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
| SBILIFE 30-Jun-2026 (19d) 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.01
Theta: -0.65
Gamma: 0.0039
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 1728.70 | 63.6 | 29.1 (84.35%) | 22.66 | 272 | -9 | 254 |
| 9 Jun | 1769.10 | 34.9 | -8.35 (-19.31%) | 18.54 | 358 | 61 | 260 |
| 8 Jun | 1764.40 | 42.25 | 7.15 (20.37%) | 22.38 | 312 | 48 | 200 |
| 5 Jun | 1782.80 | 33.45 | -8.35 (-19.98%) | 21.83 | 337 | 47 | 152 |
| 4 Jun | 1764.90 | 41.4 | 6.45 (18.45%) | 19.73 | 220 | -11 | 105 |
| 3 Jun | 1784.20 | 35 | 8.4 (31.58%) | 21.07 | 313 | 49 | 116 |
| 2 Jun | 1801.70 | 26.55 | 0.35 (1.34%) | 19.79 | 54 | 2 | 67 |
| 1 Jun | 1812.50 | 26.85 | 6.75 (33.58%) | 20.73 | 139 | 50 | 65 |
| 29 May | 1830.10 | 20.1 | 3.35 (20.00%) | 20.49 | 31 | 13 | 15 |
| 27 May | 1864.50 | 16.75 | 0 (0.00%) | - | 2 | 0 | 2 |
| 26 May | 1883.20 | 16.75 | 0 (0.00%) | - | 2 | 0 | 2 |
| 25 May | 1901.90 | 16.75 | 0 (0.00%) | 20.89 | 2 | 0 | 2 |
| 22 May | 1870.70 | 16.75 | -42.05 (-71.51%) | 20.89 | 2 | 2 | 2 |
| 18 May | 1860.40 | 0 | -58.8 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1864.50 | 0 | -58.8 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1866.70 | 0 | -58.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1837.50 | 0 | -58.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1833.90 | 0 | -58.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1884.40 | 0 | -58.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1872.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1872.20 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1859.00 | 0 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1780 expiring on 30JUN2026
Delta for 1780 PE is -0.67
Historical price for 1780 PE is as follows
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 63.6, which was 29.1 higher than the previous day. The implied volatity was 22.66, the open interest changed by -9 which decreased total open position to 254
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 34.9, which was -8.35 lower than the previous day. The implied volatity was 18.54, the open interest changed by 61 which increased total open position to 260
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 42.25, which was 7.15 higher than the previous day. The implied volatity was 22.38, the open interest changed by 48 which increased total open position to 200
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 33.45, which was -8.35 lower than the previous day. The implied volatity was 21.83, the open interest changed by 47 which increased total open position to 152
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 41.4, which was 6.45 higher than the previous day. The implied volatity was 19.73, the open interest changed by -11 which decreased total open position to 105
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 35, which was 8.4 higher than the previous day. The implied volatity was 21.07, the open interest changed by 49 which increased total open position to 116
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 26.55, which was 0.35 higher than the previous day. The implied volatity was 19.79, the open interest changed by 2 which increased total open position to 67
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 26.85, which was 6.75 higher than the previous day. The implied volatity was 20.73, the open interest changed by 50 which increased total open position to 65
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 20.1, which was 3.35 higher than the previous day. The implied volatity was 20.49, the open interest changed by 13 which increased total open position to 15
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 2
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 16.75, which was -42.05 lower than the previous day. The implied volatity was 20.89, the open interest changed by 2 which increased total open position to 2
On 18 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -58.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SBILIFE was trading at 1864.50. The strike last trading price was 0, which was -58.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SBILIFE was trading at 1866.70. The strike last trading price was 0, which was -58.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 0, which was -58.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 0, which was -58.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 0, which was -58.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SBILIFE was trading at 1872.10. 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 7 May SBILIFE was trading at 1872.20. 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 6 May SBILIFE was trading at 1859.00. 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
