Historical option data for SBILIFE
15 Jun 2026 04:10 PM IST
| SBILIFE 30-Jun-2026 (15d) 1860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.01
Theta: -0.66
Gamma: 0.00264
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Jun | 1759.50 | 5.7 | 3.15 (123.53%) | 23.1 | 538 | -30 | 577 | |||||||||
| 12 Jun | 1706.00 | 2.45 | -0.8 (-24.62%) | 24.07 | 523 | -93 | 606 | |||||||||
| 11 Jun | 1719.10 | 3.45 | -0.7 (-16.87%) | 22.37 | 492 | 76 | 700 | |||||||||
| 10 Jun | 1728.70 | 4.1 | -5.9 (-59.00%) | 22.54 | 636 | 141 | 623 | |||||||||
| 9 Jun | 1769.10 | 10 | -1 (-9.09%) | 22.18 | 191 | -10 | 481 | |||||||||
| 8 Jun | 1764.40 | 10.25 | -6.75 (-39.71%) | 22.51 | 263 | 4 | 490 | |||||||||
| 5 Jun | 1782.80 | 18.15 | 3.15 (21.00%) | 22.32 | 581 | 63 | 486 | |||||||||
| 4 Jun | 1764.90 | 15.35 | -3.65 (-19.21%) | 23.68 | 203 | 46 | 423 | |||||||||
| 3 Jun | 1784.20 | 17.95 | -8.05 (-30.96%) | 22.54 | 398 | 46 | 377 | |||||||||
| 2 Jun | 1801.70 | 26.65 | -2.35 (-8.10%) | 23.23 | 378 | 62 | 332 | |||||||||
| 1 Jun | 1812.50 | 27.5 | -13.5 (-32.93%) | 22.67 | 370 | 67 | 267 | |||||||||
| 29 May | 1830.10 | 38.45 | -18.55 (-32.54%) | 21.15 | 751 | 143 | 198 | |||||||||
| 27 May | 1864.50 | 56.3 | -25.7 (-31.34%) | 21.66 | 80 | 37 | 54 | |||||||||
| 26 May | 1883.20 | 82 | 0 (0.00%) | 21.67 | 13 | 0 | 17 | |||||||||
| 25 May | 1901.90 | 82 | 16 (24.24%) | 21.67 | 13 | 7 | 17 | |||||||||
| 22 May | 1870.70 | 65.6 | 0.6 (0.92%) | 22.56 | 10 | 8 | 10 | |||||||||
| 21 May | 1859.90 | 69.25 | 0.25 (0.36%) | 22.02 | 1 | 1 | 2 | |||||||||
| 20 May | 1864.20 | 69.25 | 24.25 (53.89%) | 22.02 | 1 | 0 | 1 | |||||||||
| 19 May | 1881.40 | 45 | 0 (0.00%) | 18.6 | 0 | 0 | 1 | |||||||||
| 18 May | 1860.40 | 45 | -25 (-35.71%) | 18.6 | 1 | 0 | 1 | |||||||||
| 15 May | 1864.50 | 70 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 1866.70 | 70 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 1837.50 | 70 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 1833.90 | 70 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 1884.40 | 70 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 1872.10 | 70 | -15.2 (-17.84%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 1872.20 | 70 | -15.2 (-17.84%) | 19.77 | 0 | 0 | 1 | |||||||||
| 6 May | 1859.00 | 70 | 4.05 (6.14%) | 19.77 | 1 | 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 1860 expiring on 30JUN2026
Delta for 1860 CE is 0.14
Historical price for 1860 CE is as follows
On 15 Jun SBILIFE was trading at 1759.50. The strike last trading price was 5.7, which was 3.15 higher than the previous day. The implied volatity was 23.1, the open interest changed by -30 which decreased total open position to 577
On 12 Jun SBILIFE was trading at 1706.00. The strike last trading price was 2.45, which was -0.8 lower than the previous day. The implied volatity was 24.07, the open interest changed by -93 which decreased total open position to 606
On 11 Jun SBILIFE was trading at 1719.10. The strike last trading price was 3.45, which was -0.7 lower than the previous day. The implied volatity was 22.37, the open interest changed by 76 which increased total open position to 700
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 4.1, which was -5.9 lower than the previous day. The implied volatity was 22.54, the open interest changed by 141 which increased total open position to 623
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 10, which was -1 lower than the previous day. The implied volatity was 22.18, the open interest changed by -10 which decreased total open position to 481
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 10.25, which was -6.75 lower than the previous day. The implied volatity was 22.51, the open interest changed by 4 which increased total open position to 490
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 18.15, which was 3.15 higher than the previous day. The implied volatity was 22.32, the open interest changed by 63 which increased total open position to 486
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 15.35, which was -3.65 lower than the previous day. The implied volatity was 23.68, the open interest changed by 46 which increased total open position to 423
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 17.95, which was -8.05 lower than the previous day. The implied volatity was 22.54, the open interest changed by 46 which increased total open position to 377
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 26.65, which was -2.35 lower than the previous day. The implied volatity was 23.23, the open interest changed by 62 which increased total open position to 332
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 27.5, which was -13.5 lower than the previous day. The implied volatity was 22.67, the open interest changed by 67 which increased total open position to 267
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 38.45, which was -18.55 lower than the previous day. The implied volatity was 21.15, the open interest changed by 143 which increased total open position to 198
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 56.3, which was -25.7 lower than the previous day. The implied volatity was 21.66, the open interest changed by 37 which increased total open position to 54
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 82, which was 0 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 17
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 82, which was 16 higher than the previous day. The implied volatity was 21.67, the open interest changed by 7 which increased total open position to 17
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 65.6, which was 0.6 higher than the previous day. The implied volatity was 22.56, the open interest changed by 8 which increased total open position to 10
On 21 May SBILIFE was trading at 1859.90. The strike last trading price was 69.25, which was 0.25 higher than the previous day. The implied volatity was 22.02, the open interest changed by 1 which increased total open position to 2
On 20 May SBILIFE was trading at 1864.20. The strike last trading price was 69.25, which was 24.25 higher than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 1
On 19 May SBILIFE was trading at 1881.40. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 18.6, the open interest changed by 0 which decreased total open position to 1
On 18 May SBILIFE was trading at 1860.40. The strike last trading price was 45, which was -25 lower than the previous day. The implied volatity was 18.6, the open interest changed by 0 which decreased total open position to 1
On 15 May SBILIFE was trading at 1864.50. The strike last trading price was 70, 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 14 May SBILIFE was trading at 1866.70. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May SBILIFE was trading at 1872.10. The strike last trading price was 70, which was -15.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May SBILIFE was trading at 1872.20. The strike last trading price was 70, which was -15.2 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 1
On 6 May SBILIFE was trading at 1859.00. The strike last trading price was 70, which was 4.05 higher than the previous day. The implied volatity was 19.77, 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 (15d) 1860 PE | |||||||
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Delta: -0.96
Vega: 0
Theta: 0.1
Gamma: 0.00117
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Jun | 1759.50 | 134 | 134 (-2.24%) | 18.37 | 9 | 0 | 68 |
| 12 Jun | 1706.00 | 134 | 6 (4.69%) | 23.38 | 9 | -2 | 68 |
| 11 Jun | 1719.10 | 128 | 128 (49.45%) | 20.24 | 31 | 0 | 70 |
| 10 Jun | 1728.70 | 130.25 | 43.1 (49.45%) | 20.24 | 31 | -6 | 68 |
| 9 Jun | 1769.10 | 87.1 | 6.9 (8.60%) | 15.38 | 16 | 2 | 74 |
| 8 Jun | 1764.40 | 80.2 | 80.2 | - | 17 | 0 | 72 |
| 5 Jun | 1782.80 | 80.2 | 80.2 | - | 17 | 0 | 72 |
| 4 Jun | 1764.90 | 80.2 | 80.2 (22.63%) | 19.7 | 17 | 0 | 72 |
| 3 Jun | 1784.20 | 80.2 | 14.8 (22.63%) | 19.7 | 17 | -6 | 72 |
| 2 Jun | 1801.70 | 65.4 | 1.05 (1.63%) | 17.54 | 24 | -2 | 78 |
| 1 Jun | 1812.50 | 65.7 | 13.25 (25.26%) | 19.25 | 109 | 11 | 80 |
| 29 May | 1830.10 | 53.4 | 15.9 (42.40%) | 20.41 | 251 | 47 | 69 |
| 27 May | 1864.50 | 38 | 4.1 (12.09%) | 19 | 27 | 5 | 21 |
| 26 May | 1883.20 | 33.9 | -65.25 (-65.81%) | 21.31 | 17 | 15 | 15 |
| 25 May | 1901.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 1870.70 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 1859.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 1864.20 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 1881.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1860.40 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1864.50 | 0 | -99.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1866.70 | 0 | -99.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1837.50 | 0 | -99.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1833.90 | 0 | -99.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1884.40 | 0 | -99.15 (-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 |
For Sbi Life Insurance Co Ltd - strike price 1860 expiring on 30JUN2026
Delta for 1860 PE is -0.96
Historical price for 1860 PE is as follows
On 15 Jun SBILIFE was trading at 1759.50. The strike last trading price was 134, which was 134 higher than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 68
On 12 Jun SBILIFE was trading at 1706.00. The strike last trading price was 134, which was 6 higher than the previous day. The implied volatity was 23.38, the open interest changed by -2 which decreased total open position to 68
On 11 Jun SBILIFE was trading at 1719.10. The strike last trading price was 128, which was 128 higher than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 70
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 130.25, which was 43.1 higher than the previous day. The implied volatity was 20.24, the open interest changed by -6 which decreased total open position to 68
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 87.1, which was 6.9 higher than the previous day. The implied volatity was 15.38, the open interest changed by 2 which increased total open position to 74
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 80.2, which was 80.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 80.2, which was 80.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 80.2, which was 80.2 higher than the previous day. The implied volatity was 19.7, the open interest changed by 0 which decreased total open position to 72
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 80.2, which was 14.8 higher than the previous day. The implied volatity was 19.7, the open interest changed by -6 which decreased total open position to 72
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 65.4, which was 1.05 higher than the previous day. The implied volatity was 17.54, the open interest changed by -2 which decreased total open position to 78
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 65.7, which was 13.25 higher than the previous day. The implied volatity was 19.25, the open interest changed by 11 which increased total open position to 80
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 53.4, which was 15.9 higher than the previous day. The implied volatity was 20.41, the open interest changed by 47 which increased total open position to 69
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 38, which was 4.1 higher than the previous day. The implied volatity was 19, the open interest changed by 5 which increased total open position to 21
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 33.9, which was -65.25 lower than the previous day. The implied volatity was 21.31, the open interest changed by 15 which increased total open position to 15
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 21 May SBILIFE was trading at 1859.90. 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 20 May SBILIFE was trading at 1864.20. 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 19 May SBILIFE was trading at 1881.40. 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 18 May SBILIFE was trading at 1860.40. 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 15 May SBILIFE was trading at 1864.50. The strike last trading price was 0, which was -99.15 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 -99.15 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 -99.15 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 -99.15 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 -99.15 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
