Historical option data for SBILIFE
24 Jun 2026 12:20 PM IST
| SBILIFE 28-Jul-2026 (34d) 1780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.02
Theta: -0.88
Gamma: 0.00295
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 1754.40 | 46 | -13 (-22.03%) | 25.03 | 25 | 22 | 23 | |||||||||
| 23 Jun | 1786.20 | 58.95 | -96.05 (-61.97%) | 20.68 | 1 | 1 | 1 | |||||||||
| 22 Jun | 1805.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 1800.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 1807.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 1793.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 1767.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1780 expiring on 28JUL2026
Delta for 1780 CE is 0.47
Historical price for 1780 CE is as follows
On 24 Jun SBILIFE was trading at 1754.40. The strike last trading price was 46, which was -13 lower than the previous day. The implied volatity was 25.03, the open interest changed by 22 which increased total open position to 23
On 23 Jun SBILIFE was trading at 1786.20. The strike last trading price was 58.95, which was -96.05 lower than the previous day. The implied volatity was 20.68, the open interest changed by 1 which increased total open position to 1
On 22 Jun SBILIFE was trading at 1805.50. 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 19 Jun SBILIFE was trading at 1800.20. 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 18 Jun SBILIFE was trading at 1807.60. 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 17 Jun SBILIFE was trading at 1793.60. 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 16 Jun SBILIFE was trading at 1767.60. 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
| SBILIFE 28-Jul-2026 (34d) 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.02
Theta: -0.54
Gamma: 0.00326
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 1754.40 | 56.9 | 10.05 (21.45%) | 22.59 | 60 | 39 | 54 |
| 23 Jun | 1786.20 | 46.85 | -0.15 (-0.32%) | 24.35 | 1 | 0 | 15 |
| 22 Jun | 1805.50 | 47 | 0 (0.00%) | - | 3 | 0 | 15 |
| 19 Jun | 1800.20 | 47 | 0 (0.00%) | - | 3 | 0 | 15 |
| 18 Jun | 1807.60 | 47 | 0 (0.00%) | - | 3 | 0 | 15 |
| 17 Jun | 1793.60 | 51.45 | 0 (0.00%) | 21.55 | 14 | 3 | 15 |
| 16 Jun | 1767.60 | 51.45 | 18.15 (54.50%) | 20.87 | 14 | 11 | 11 |
For Sbi Life Insurance Co Ltd - strike price 1780 expiring on 28JUL2026
Delta for 1780 PE is -0.54
Historical price for 1780 PE is as follows
On 24 Jun SBILIFE was trading at 1754.40. The strike last trading price was 56.9, which was 10.05 higher than the previous day. The implied volatity was 22.59, the open interest changed by 39 which increased total open position to 54
On 23 Jun SBILIFE was trading at 1786.20. The strike last trading price was 46.85, which was -0.15 lower than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 15
On 22 Jun SBILIFE was trading at 1805.50. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 19 Jun SBILIFE was trading at 1800.20. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Jun SBILIFE was trading at 1807.60. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Jun SBILIFE was trading at 1793.60. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 21.55, the open interest changed by 3 which increased total open position to 15
On 16 Jun SBILIFE was trading at 1767.60. The strike last trading price was 51.45, which was 18.15 higher than the previous day. The implied volatity was 20.87, the open interest changed by 11 which increased total open position to 11
