Historical option data for SBILIFE
22 Jun 2026 01:19 PM IST
| SBILIFE 28-Jul-2026 (36d) 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.02
Theta: -0.85
Gamma: 0.00288
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1804.20 | 61.9 | 3.9 (6.72%) | 24.06 | 52 | -2 | 71 | |||||||||
| 19 Jun | 1800.20 | 61 | -5 (-7.58%) | 23.23 | 61 | 1 | 74 | |||||||||
| 18 Jun | 1807.60 | 66 | 9 (15.79%) | 23.65 | 46 | 20 | 73 | |||||||||
| 17 Jun | 1793.60 | 58.25 | 12.25 (26.63%) | 23.27 | 46 | -13 | 54 | |||||||||
| 16 Jun | 1767.60 | 46.35 | -1.65 (-3.44%) | 23.1 | 47 | 1 | 63 | |||||||||
| 15 Jun | 1759.50 | 47.85 | 17.85 (59.50%) | 24.96 | 110 | 18 | 61 | |||||||||
| 12 Jun | 1706.00 | 28 | 0 (0.00%) | 24.59 | 65 | 8 | 42 | |||||||||
| 11 Jun | 1719.10 | 28 | -9 (-24.32%) | 23.92 | 30 | 26 | 34 | |||||||||
| 10 Jun | 1728.70 | 37 | -25 (-40.32%) | 24.46 | 8 | 2 | 4 | |||||||||
| 9 Jun | 1769.10 | 62.1 | -20.9 (-25.18%) | 25.39 | 1 | 0 | 2 | |||||||||
| 8 Jun | 1764.40 | 84.35 | 0.35 (0.42%) | - | 2 | 0 | 2 | |||||||||
| 5 Jun | 1782.80 | 84.35 | 0.35 (0.42%) | - | 2 | 0 | 2 | |||||||||
| 4 Jun | 1764.90 | 84.35 | 0.35 (0.42%) | - | 2 | 0 | 2 | |||||||||
| 3 Jun | 1784.20 | 84.35 | 0.35 (0.42%) | 26.36 | 2 | 0 | 2 | |||||||||
| 2 Jun | 1801.70 | 82.6 | -31.4 (-27.54%) | 26.36 | 2 | 2 | 2 | |||||||||
| 1 Jun | 1812.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 1830.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1800 expiring on 28JUL2026
Delta for 1800 CE is 0.56
Historical price for 1800 CE is as follows
On 22 Jun SBILIFE was trading at 1804.20. The strike last trading price was 61.9, which was 3.9 higher than the previous day. The implied volatity was 24.06, the open interest changed by -2 which decreased total open position to 71
On 19 Jun SBILIFE was trading at 1800.20. The strike last trading price was 61, which was -5 lower than the previous day. The implied volatity was 23.23, the open interest changed by 1 which increased total open position to 74
On 18 Jun SBILIFE was trading at 1807.60. The strike last trading price was 66, which was 9 higher than the previous day. The implied volatity was 23.65, the open interest changed by 20 which increased total open position to 73
On 17 Jun SBILIFE was trading at 1793.60. The strike last trading price was 58.25, which was 12.25 higher than the previous day. The implied volatity was 23.27, the open interest changed by -13 which decreased total open position to 54
On 16 Jun SBILIFE was trading at 1767.60. The strike last trading price was 46.35, which was -1.65 lower than the previous day. The implied volatity was 23.1, the open interest changed by 1 which increased total open position to 63
On 15 Jun SBILIFE was trading at 1759.50. The strike last trading price was 47.85, which was 17.85 higher than the previous day. The implied volatity was 24.96, the open interest changed by 18 which increased total open position to 61
On 12 Jun SBILIFE was trading at 1706.00. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 24.59, the open interest changed by 8 which increased total open position to 42
On 11 Jun SBILIFE was trading at 1719.10. The strike last trading price was 28, which was -9 lower than the previous day. The implied volatity was 23.92, the open interest changed by 26 which increased total open position to 34
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 37, which was -25 lower than the previous day. The implied volatity was 24.46, the open interest changed by 2 which increased total open position to 4
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 62.1, which was -20.9 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 84.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 84.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 84.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 84.35, which was 0.35 higher than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 2
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 82.6, which was -31.4 lower than the previous day. The implied volatity was 26.36, the open interest changed by 2 which increased total open position to 2
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
| SBILIFE 28-Jul-2026 (36d) 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.02
Theta: -0.52
Gamma: 0.00315
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1804.20 | 43 | -7 (-14.00%) | 21.95 | 23 | 14 | 63 |
| 19 Jun | 1800.20 | 50 | 9.15 (22.40%) | 22.18 | 20 | 13 | 49 |
| 18 Jun | 1807.60 | 40 | -9 (-18.37%) | 20.82 | 32 | 22 | 32 |
| 17 Jun | 1793.60 | 49 | -11 (-18.33%) | 21.26 | 7 | 6 | 9 |
| 16 Jun | 1767.60 | 60 | -17.3 (-22.38%) | 20.96 | 1 | 0 | 2 |
| 15 Jun | 1759.50 | 77.3 | 77.3 | - | 1 | 0 | 2 |
| 12 Jun | 1706.00 | 77.3 | 77.3 | - | 1 | 0 | 2 |
| 11 Jun | 1719.10 | 77.3 | 77.3 (93.25%) | 23.4 | 1 | 0 | 2 |
| 10 Jun | 1728.70 | 77.3 | 37.3 (93.25%) | 23.4 | 1 | 1 | 2 |
| 9 Jun | 1769.10 | 40 | 40 | - | 1 | 0 | 1 |
| 8 Jun | 1764.40 | 40 | 40 | - | 1 | 0 | 1 |
| 5 Jun | 1782.80 | 40 | 40 | - | 1 | 0 | 1 |
| 4 Jun | 1764.90 | 40 | 40 | - | 1 | 0 | 1 |
| 3 Jun | 1784.20 | 40 | 40 (0.00%) | - | 1 | 0 | 1 |
| 2 Jun | 1801.70 | 40 | 0 (0.00%) | - | 1 | 0 | 1 |
| 1 Jun | 1812.50 | 40 | 0 (0.00%) | 21.75 | 1 | 0 | 1 |
| 29 May | 1830.10 | 40 | -40 (-50.00%) | 21.75 | 1 | 1 | 1 |
For Sbi Life Insurance Co Ltd - strike price 1800 expiring on 28JUL2026
Delta for 1800 PE is -0.44
Historical price for 1800 PE is as follows
On 22 Jun SBILIFE was trading at 1804.20. The strike last trading price was 43, which was -7 lower than the previous day. The implied volatity was 21.95, the open interest changed by 14 which increased total open position to 63
On 19 Jun SBILIFE was trading at 1800.20. The strike last trading price was 50, which was 9.15 higher than the previous day. The implied volatity was 22.18, the open interest changed by 13 which increased total open position to 49
On 18 Jun SBILIFE was trading at 1807.60. The strike last trading price was 40, which was -9 lower than the previous day. The implied volatity was 20.82, the open interest changed by 22 which increased total open position to 32
On 17 Jun SBILIFE was trading at 1793.60. The strike last trading price was 49, which was -11 lower than the previous day. The implied volatity was 21.26, the open interest changed by 6 which increased total open position to 9
On 16 Jun SBILIFE was trading at 1767.60. The strike last trading price was 60, which was -17.3 lower than the previous day. The implied volatity was 20.96, the open interest changed by 0 which decreased total open position to 2
On 15 Jun SBILIFE was trading at 1759.50. The strike last trading price was 77.3, which was 77.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun SBILIFE was trading at 1706.00. The strike last trading price was 77.3, which was 77.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun SBILIFE was trading at 1719.10. The strike last trading price was 77.3, which was 77.3 higher than the previous day. The implied volatity was 23.4, the open interest changed by 0 which decreased total open position to 2
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 77.3, which was 37.3 higher than the previous day. The implied volatity was 23.4, the open interest changed by 1 which increased total open position to 2
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 21.75, the open interest changed by 0 which decreased total open position to 1
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 40, which was -40 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1 which increased total open position to 1
