Historical option data for SBILIFE
05 Jun 2026 12:03 PM IST
| SBILIFE 30-Jun-2026 (25d) 1840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.02
Theta: -0.86
Gamma: 0.0034
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 1786.20 | 23 | 4 (21.05%) | 22.73 | 329 | -4 | 238 | |||||||||
| 4 Jun | 1764.90 | 19.6 | -5.4 (-21.60%) | 23.82 | 159 | 14 | 241 | |||||||||
| 3 Jun | 1784.20 | 24.3 | -8.7 (-26.36%) | 22.58 | 237 | 57 | 226 | |||||||||
| 2 Jun | 1801.70 | 33.5 | -3.5 (-9.46%) | 22.92 | 267 | 10 | 170 | |||||||||
| 1 Jun | 1812.50 | 35.8 | -14.2 (-28.40%) | 22.47 | 401 | 48 | 161 | |||||||||
| 29 May | 1830.10 | 52.1 | -23.9 (-31.45%) | 23.86 | 471 | 110 | 113 | |||||||||
| 27 May | 1864.50 | 76.4 | 0.4 (0.53%) | - | 4 | 0 | 3 | |||||||||
| 26 May | 1883.20 | 76.4 | 0.4 (0.53%) | - | 4 | 0 | 3 | |||||||||
| 25 May | 1901.90 | 76.4 | 0.4 (0.53%) | 24.49 | 4 | 0 | 3 | |||||||||
| 22 May | 1870.70 | 76.4 | 0.4 (0.53%) | 24.49 | 4 | 2 | 2 | |||||||||
| 18 May | 1860.40 | 0 | -76.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1864.50 | 0 | -76.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1866.70 | 0 | -76.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1837.50 | 0 | -76.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1833.90 | 0 | -76.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1884.40 | 0 | -76.4 (-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 | |||||||||
| 21 Apr | 1911.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1931.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1904.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1907.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1841.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1836.80 | 0 | 0 (0.00%) | 0.09 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1774.00 | 0 | 0 (0.00%) | 0.71 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1840 expiring on 30JUN2026
Delta for 1840 CE is 0.34
Historical price for 1840 CE is as follows
On 5 Jun SBILIFE was trading at 1786.20. The strike last trading price was 23, which was 4 higher than the previous day. The implied volatity was 22.73, the open interest changed by -4 which decreased total open position to 238
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 19.6, which was -5.4 lower than the previous day. The implied volatity was 23.82, the open interest changed by 14 which increased total open position to 241
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 24.3, which was -8.7 lower than the previous day. The implied volatity was 22.58, the open interest changed by 57 which increased total open position to 226
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 33.5, which was -3.5 lower than the previous day. The implied volatity was 22.92, the open interest changed by 10 which increased total open position to 170
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 35.8, which was -14.2 lower than the previous day. The implied volatity was 22.47, the open interest changed by 48 which increased total open position to 161
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 52.1, which was -23.9 lower than the previous day. The implied volatity was 23.86, the open interest changed by 110 which increased total open position to 113
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 76.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 76.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 76.4, which was 0.4 higher than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 3
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 76.4, which was 0.4 higher than the previous day. The implied volatity was 24.49, 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 -76.4 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 -76.4 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 -76.4 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 -76.4 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 -76.4 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 -76.4 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
On 21 Apr SBILIFE was trading at 1911.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr SBILIFE was trading at 1931.20. 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 9 Apr SBILIFE was trading at 1904.00. 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 8 Apr SBILIFE was trading at 1907.60. 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 7 Apr SBILIFE was trading at 1841.40. 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 Apr SBILIFE was trading at 1836.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SBILIFE was trading at 1774.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30-Jun-2026 (25d) 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.02
Theta: -0.55
Gamma: 0.00378
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 1786.20 | 62.2 | -17.1 (-21.56%) | 20.85 | 9 | -3 | 132 |
| 4 Jun | 1764.90 | 78.6 | 9.95 (14.49%) | 18.24 | 10 | -4 | 136 |
| 3 Jun | 1784.20 | 68.65 | 14.25 (26.19%) | 20.41 | 29 | -3 | 139 |
| 2 Jun | 1801.70 | 54.4 | 1.6 (3.03%) | 18.77 | 69 | -4 | 143 |
| 1 Jun | 1812.50 | 55.2 | 12.05 (27.93%) | 19.5 | 345 | 16 | 146 |
| 29 May | 1830.10 | 43.4 | 13.35 (44.43%) | 21.69 | 548 | 50 | 131 |
| 27 May | 1864.50 | 30.6 | 2.6 (9.29%) | 19.59 | 98 | 12 | 80 |
| 26 May | 1883.20 | 27.9 | 4.1 (17.23%) | 21.97 | 58 | 36 | 68 |
| 25 May | 1901.90 | 23.65 | -8.35 (-26.09%) | 22.25 | 55 | 30 | 31 |
| 22 May | 1870.70 | 32 | -74.15 (-69.85%) | 19.11 | 1 | 1 | 1 |
| 18 May | 1860.40 | 0 | -106.15 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1864.50 | 0 | -106.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1866.70 | 0 | -106.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1837.50 | 0 | -106.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1833.90 | 0 | -106.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1884.40 | 0 | -106.15 (-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 |
| 21 Apr | 1911.60 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1931.20 | 0 | 0 (0.00%) | 3.79 | 0 | 0 | 0 |
| 9 Apr | 1904.00 | 0 | 0 (0.00%) | 3.01 | 0 | 0 | 0 |
| 8 Apr | 1907.60 | 0 | 0 (0.00%) | 3.31 | 0 | 0 | 0 |
| 7 Apr | 1841.40 | 0 | 0 (0.00%) | 1.33 | 0 | 0 | 0 |
| 6 Apr | 1836.80 | 0 | 0 (0.00%) | 1.47 | 0 | 0 | 0 |
| 2 Apr | 1774.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1840 expiring on 30JUN2026
Delta for 1840 PE is -0.64
Historical price for 1840 PE is as follows
On 5 Jun SBILIFE was trading at 1786.20. The strike last trading price was 62.2, which was -17.1 lower than the previous day. The implied volatity was 20.85, the open interest changed by -3 which decreased total open position to 132
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 78.6, which was 9.95 higher than the previous day. The implied volatity was 18.24, the open interest changed by -4 which decreased total open position to 136
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 68.65, which was 14.25 higher than the previous day. The implied volatity was 20.41, the open interest changed by -3 which decreased total open position to 139
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 54.4, which was 1.6 higher than the previous day. The implied volatity was 18.77, the open interest changed by -4 which decreased total open position to 143
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 55.2, which was 12.05 higher than the previous day. The implied volatity was 19.5, the open interest changed by 16 which increased total open position to 146
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 43.4, which was 13.35 higher than the previous day. The implied volatity was 21.69, the open interest changed by 50 which increased total open position to 131
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 30.6, which was 2.6 higher than the previous day. The implied volatity was 19.59, the open interest changed by 12 which increased total open position to 80
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 27.9, which was 4.1 higher than the previous day. The implied volatity was 21.97, the open interest changed by 36 which increased total open position to 68
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 23.65, which was -8.35 lower than the previous day. The implied volatity was 22.25, the open interest changed by 30 which increased total open position to 31
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 32, which was -74.15 lower than the previous day. The implied volatity was 19.11, the open interest changed by 1 which increased total open position to 1
On 18 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -106.15 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 -106.15 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 -106.15 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 -106.15 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 -106.15 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 -106.15 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
On 21 Apr SBILIFE was trading at 1911.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr SBILIFE was trading at 1931.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SBILIFE was trading at 1904.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SBILIFE was trading at 1907.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SBILIFE was trading at 1841.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SBILIFE was trading at 1836.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SBILIFE was trading at 1774.00. 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
