Historical option data for SBILIFE
09 Jun 2026 09:20 AM IST
| SBILIFE 30-Jun-2026 (21d) 1820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.02
Theta: -0.98
Gamma: 0.00382
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jun | 1781.30 | 25.65 | 5.65 (28.25%) | 23.03 | 75 | 4 | 648 | |||||||||
| 8 Jun | 1764.40 | 19 | -11 (-36.67%) | 22.02 | 756 | 434 | 643 | |||||||||
| 5 Jun | 1782.80 | 31.8 | 6.8 (27.20%) | 22.59 | 415 | 8 | 209 | |||||||||
| 4 Jun | 1764.90 | 25.6 | -6.4 (-20.00%) | 23.74 | 278 | 15 | 201 | |||||||||
| 3 Jun | 1784.20 | 30.2 | -11.8 (-28.10%) | 22.4 | 331 | 76 | 186 | |||||||||
| 2 Jun | 1801.70 | 43.5 | -3.5 (-7.45%) | 23.89 | 182 | -9 | 110 | |||||||||
| 1 Jun | 1812.50 | 44.9 | -15.1 (-25.17%) | 22.48 | 299 | 99 | 119 | |||||||||
| 29 May | 1830.10 | 63.4 | -20.6 (-24.52%) | 22.25 | 37 | 21 | 21 | |||||||||
| 27 May | 1864.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 1883.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1860.40 | 0 | -83.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1864.50 | 0 | -83.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1866.70 | 0 | -83.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1837.50 | 0 | -83.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1833.90 | 0 | -83.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1884.40 | 0 | -83.85 (-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 | |||||||||
| 5 May | 1821.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1820.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1820 expiring on 30JUN2026
Delta for 1820 CE is 0.38
Historical price for 1820 CE is as follows
On 9 Jun SBILIFE was trading at 1781.30. The strike last trading price was 25.65, which was 5.65 higher than the previous day. The implied volatity was 23.03, the open interest changed by 4 which increased total open position to 648
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was 22.02, the open interest changed by 434 which increased total open position to 643
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 31.8, which was 6.8 higher than the previous day. The implied volatity was 22.59, the open interest changed by 8 which increased total open position to 209
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 25.6, which was -6.4 lower than the previous day. The implied volatity was 23.74, the open interest changed by 15 which increased total open position to 201
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 30.2, which was -11.8 lower than the previous day. The implied volatity was 22.4, the open interest changed by 76 which increased total open position to 186
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 43.5, which was -3.5 lower than the previous day. The implied volatity was 23.89, the open interest changed by -9 which decreased total open position to 110
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 44.9, which was -15.1 lower than the previous day. The implied volatity was 22.48, the open interest changed by 99 which increased total open position to 119
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 63.4, which was -20.6 lower than the previous day. The implied volatity was 22.25, the open interest changed by 21 which increased total open position to 21
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 18 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -83.85 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 -83.85 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 -83.85 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 -83.85 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 -83.85 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 -83.85 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
On 5 May SBILIFE was trading at 1821.20. 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 4 May SBILIFE was trading at 1820.10. 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 30-Jun-2026 (21d) 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jun | 1781.30 | 63.6 | 63.6 | - | 9 | 0 | 90 |
| 8 Jun | 1764.40 | 63.6 | 63.6 | - | 9 | 0 | 90 |
| 5 Jun | 1782.80 | 63.6 | 63.6 (12.37%) | 20.15 | 9 | 0 | 90 |
| 4 Jun | 1764.90 | 63.6 | 7 (12.37%) | 20.15 | 9 | -1 | 91 |
| 3 Jun | 1784.20 | 56.6 | 12.8 (29.22%) | 20.64 | 128 | -4 | 92 |
| 2 Jun | 1801.70 | 43.45 | 0.75 (1.76%) | 19.24 | 273 | -21 | 95 |
| 1 Jun | 1812.50 | 44.9 | 11.45 (34.23%) | 20.68 | 917 | 56 | 115 |
| 29 May | 1830.10 | 32.1 | 9.25 (40.48%) | 19.74 | 150 | 24 | 59 |
| 27 May | 1864.50 | 22.35 | 0.3 (1.36%) | 19.63 | 46 | 31 | 35 |
| 26 May | 1883.20 | 21.7 | -55.75 (-71.98%) | 22.02 | 8 | 4 | 4 |
| 18 May | 1860.40 | 0 | -77.45 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1864.50 | 0 | -77.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1866.70 | 0 | -77.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1837.50 | 0 | -77.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1833.90 | 0 | -77.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1884.40 | 0 | -77.45 (-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 |
| 5 May | 1821.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1820.10 | 0 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1820 expiring on 30JUN2026
Delta for 1820 PE is -
Historical price for 1820 PE is as follows
On 9 Jun SBILIFE was trading at 1781.30. The strike last trading price was 63.6, which was 63.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 63.6, which was 63.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 63.6, which was 63.6 higher than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 90
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 63.6, which was 7 higher than the previous day. The implied volatity was 20.15, the open interest changed by -1 which decreased total open position to 91
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 56.6, which was 12.8 higher than the previous day. The implied volatity was 20.64, the open interest changed by -4 which decreased total open position to 92
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 43.45, which was 0.75 higher than the previous day. The implied volatity was 19.24, the open interest changed by -21 which decreased total open position to 95
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 44.9, which was 11.45 higher than the previous day. The implied volatity was 20.68, the open interest changed by 56 which increased total open position to 115
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 32.1, which was 9.25 higher than the previous day. The implied volatity was 19.74, the open interest changed by 24 which increased total open position to 59
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 22.35, which was 0.3 higher than the previous day. The implied volatity was 19.63, the open interest changed by 31 which increased total open position to 35
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 21.7, which was -55.75 lower than the previous day. The implied volatity was 22.02, the open interest changed by 4 which increased total open position to 4
On 18 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -77.45 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 -77.45 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 -77.45 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 -77.45 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 -77.45 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 -77.45 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
On 5 May SBILIFE was trading at 1821.20. 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 4 May SBILIFE was trading at 1820.10. 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
