SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
14 May 2026 04:10 PM IST
| SBILIFE 26-May-2026 (12d) 1860 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.01
Theta: -1.14
Gamma: 0.00608
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 1866.70 | 31.1 | 9.75 (45.67%) | 18.83 | 1,304 | -16 | 3,591 | |||||||||
| 13 May | 1837.50 | 22 | 0.75 (3.53%) | 0 | 823 | 31 | 3,607 | |||||||||
| 12 May | 1833.90 | 24 | -24.950000000000003 (-50.97%) | 0 | 810 | 43 | 3,576 | |||||||||
| 11 May | 1884.40 | 47.25 | 4.799999999999997 (11.31%) | 0 | 689 | -4 | 3,534 | |||||||||
| 8 May | 1872.10 | 41.45 | -2.6499999999999986 (-6.01%) | 19.67 | 492 | 31 | 3,538 | |||||||||
| 7 May | 1872.20 | 44.7 | 4.800000000000004 (12.03%) | 19.54 | 1,148 | 13 | 3,511 | |||||||||
| 6 May | 1859.00 | 40.75 | 17.3 (73.77%) | 18.8 | 2,311 | -21 | 3,498 | |||||||||
| 5 May | 1821.20 | 23.25 | -6.399999999999999 (-21.59%) | 20.67 | 3,107 | 2,031 | 3,520 | |||||||||
| 4 May | 1820.10 | 28 | -6.200000000000003 (-18.13%) | 23.35 | 1,945 | 1,242 | 1,488 | |||||||||
| 30 Apr | 1819.00 | 34.4 | 1.6999999999999957 (5.20%) | 24.91 | 259 | 34 | 280 | |||||||||
| 29 Apr | 1816.20 | 33.8 | -0.6500000000000057 (-1.89%) | 24.29 | 421 | -21 | 249 | |||||||||
| 28 Apr | 1808.30 | 33.7 | -7.549999999999997 (-18.30%) | 25.86 | 225 | 8 | 271 | |||||||||
| 27 Apr | 1815.40 | 41.35 | 12.400000000000002 (42.83%) | 27.56 | 291 | 38 | 263 | |||||||||
| 24 Apr | 1768.90 | 28 | -22.799999999999997 (-44.88%) | 28.27 | 172 | 69 | 223 | |||||||||
| 23 Apr | 1828.10 | 51.85 | -55.15 (-51.54%) | 28.15 | 210 | 151 | 152 | |||||||||
| 22 Apr | 1884.80 | 107 | 9.599999999999994 (9.86%) | 30.2 | 0 | 0 | 1 | |||||||||
| 21 Apr | 1911.60 | 107 | 62.15 (138.57%) | 30.2 | 1 | 0 | 0 | |||||||||
| 20 Apr | 1982.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1970.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1974.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1971.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Apr | 1914.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1923.20 | 44.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1904.00 | 44.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1907.60 | 44.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1841.40 | 44.85 | 0 (0.00%) | 0.13 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1836.80 | 44.85 | 0 (0.00%) | 0.06 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1774.00 | 0 | 0 (0.00%) | 2.4 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1790.50 | 0 | 0 (0.00%) | 1.72 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1860 expiring on 26MAY2026
Delta for 1860 CE is 0.57
Historical price for 1860 CE is as follows
On 14 May SBILIFE was trading at 1866.70. The strike last trading price was 31.1, which was 9.75 higher than the previous day. The implied volatity was 18.83, the open interest changed by -16 which decreased total open position to 3591
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 22, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by 31 which increased total open position to 3607
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 24, which was -24.950000000000003 lower than the previous day. The implied volatity was 0, the open interest changed by 43 which increased total open position to 3576
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 47.25, which was 4.799999999999997 higher than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 3534
On 8 May SBILIFE was trading at 1872.10. The strike last trading price was 41.45, which was -2.6499999999999986 lower than the previous day. The implied volatity was 19.67, the open interest changed by 31 which increased total open position to 3538
On 7 May SBILIFE was trading at 1872.20. The strike last trading price was 44.7, which was 4.800000000000004 higher than the previous day. The implied volatity was 19.54, the open interest changed by 13 which increased total open position to 3511
On 6 May SBILIFE was trading at 1859.00. The strike last trading price was 40.75, which was 17.3 higher than the previous day. The implied volatity was 18.8, the open interest changed by -21 which decreased total open position to 3498
On 5 May SBILIFE was trading at 1821.20. The strike last trading price was 23.25, which was -6.399999999999999 lower than the previous day. The implied volatity was 20.67, the open interest changed by 2031 which increased total open position to 3520
On 4 May SBILIFE was trading at 1820.10. The strike last trading price was 28, which was -6.200000000000003 lower than the previous day. The implied volatity was 23.35, the open interest changed by 1242 which increased total open position to 1488
On 30 Apr SBILIFE was trading at 1819.00. The strike last trading price was 34.4, which was 1.6999999999999957 higher than the previous day. The implied volatity was 24.91, the open interest changed by 34 which increased total open position to 280
On 29 Apr SBILIFE was trading at 1816.20. The strike last trading price was 33.8, which was -0.6500000000000057 lower than the previous day. The implied volatity was 24.29, the open interest changed by -21 which decreased total open position to 249
On 28 Apr SBILIFE was trading at 1808.30. The strike last trading price was 33.7, which was -7.549999999999997 lower than the previous day. The implied volatity was 25.86, the open interest changed by 8 which increased total open position to 271
On 27 Apr SBILIFE was trading at 1815.40. The strike last trading price was 41.35, which was 12.400000000000002 higher than the previous day. The implied volatity was 27.56, the open interest changed by 38 which increased total open position to 263
On 24 Apr SBILIFE was trading at 1768.90. The strike last trading price was 28, which was -22.799999999999997 lower than the previous day. The implied volatity was 28.27, the open interest changed by 69 which increased total open position to 223
On 23 Apr SBILIFE was trading at 1828.10. The strike last trading price was 51.85, which was -55.15 lower than the previous day. The implied volatity was 28.15, the open interest changed by 151 which increased total open position to 152
On 22 Apr SBILIFE was trading at 1884.80. The strike last trading price was 107, which was 9.599999999999994 higher than the previous day. The implied volatity was 30.2, the open interest changed by 0 which decreased total open position to 1
On 21 Apr SBILIFE was trading at 1911.60. The strike last trading price was 107, which was 62.15 higher than the previous day. The implied volatity was 30.2, the open interest changed by 0 which decreased total open position to 0
On 20 Apr SBILIFE was trading at 1982.50. 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 17 Apr SBILIFE was trading at 1970.90. 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 16 Apr SBILIFE was trading at 1974.70. 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 15 Apr SBILIFE was trading at 1971.00. 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 13 Apr SBILIFE was trading at 1914.40. 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 10 Apr SBILIFE was trading at 1923.20. The strike last trading price was 44.85, 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 44.85, 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 44.85, 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 44.85, which was 0 lower than the previous day. The implied volatity was 0.13, 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 44.85, which was 0 lower than the previous day. The implied volatity was 0.06, 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 2.4, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SBILIFE was trading at 1790.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 26-May-2026 (12d) 1860 PE | |||||||
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Delta: -0.44
Vega: 0.01
Theta: -1.04
Gamma: 0.00519
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 1866.70 | 25.4 | -16.300000000000004 (-39.09%) | 22.13 | 635 | 135 | 767 |
| 13 May | 1837.50 | 39.75 | -6.25 (-13.59%) | 0 | 385 | -51 | 632 |
| 12 May | 1833.90 | 43.45 | 21.85 (101.16%) | 0 | 642 | -60 | 684 |
| 11 May | 1884.40 | 22.25 | -5.699999999999999 (-20.39%) | 0 | 794 | 173 | 744 |
| 8 May | 1872.10 | 28.55 | -0.09999999999999787 (-0.35%) | 21.64 | 407 | 27 | 572 |
| 7 May | 1872.20 | 27.95 | -6.7500000000000036 (-19.45%) | 21.73 | 702 | 124 | 539 |
| 6 May | 1859.00 | 32 | -26.950000000000003 (-45.72%) | 22.18 | 486 | 92 | 406 |
| 5 May | 1821.20 | 59.6 | -4.25 (-6.66%) | 23.88 | 194 | 79 | 305 |
| 4 May | 1820.10 | 64 | -2.25 (-3.40%) | 23.76 | 110 | -1 | 226 |
| 30 Apr | 1819.00 | 66.25 | -8.099999999999994 (-10.89%) | 25.65 | 8 | 6 | 227 |
| 29 Apr | 1816.20 | 78.55 | 78.55 (2.41%) | 25.51 | 0 | 0 | 221 |
| 28 Apr | 1808.30 | 78.55 | 1.8499999999999943 (2.41%) | 25.51 | 97 | 41 | 220 |
| 27 Apr | 1815.40 | 76.95 | -35.55 (-31.60%) | 27.71 | 132 | 44 | 179 |
| 24 Apr | 1768.90 | 112.95 | 37.400000000000006 (49.50%) | 28.31 | 45 | -6 | 136 |
| 23 Apr | 1828.10 | 76.25 | 21.85 (40.17%) | 28.52 | 348 | 29 | 143 |
| 22 Apr | 1884.80 | 55 | 16.35 (42.30%) | 31.06 | 164 | 92 | 113 |
| 21 Apr | 1911.60 | 39.35 | 25 (174.22%) | 28 | 29 | 4 | 10 |
| 20 Apr | 1982.50 | 17.6 | -2.1999999999999993 (-11.11%) | 25.73 | 7 | -2 | 7 |
| 17 Apr | 1970.90 | 19.8 | -5.599999999999998 (-22.05%) | 25.16 | 3 | 2 | 8 |
| 16 Apr | 1974.70 | 25.4 | 3.299999999999997 (14.93%) | 26.32 | 0 | 0 | 6 |
| 15 Apr | 1971.00 | 25.4 | -12.5 (-32.98%) | 26.32 | 2 | 0 | 4 |
| 13 Apr | 1914.40 | 37.9 | 0.8999999999999986 (2.43%) | 25.52 | 0 | 0 | 4 |
| 10 Apr | 1923.20 | 106.95 | 0 (0.00%) | 3.66 | 0 | 0 | 0 |
| 9 Apr | 1904.00 | 106.95 | 0 (0.00%) | 3.09 | 0 | 0 | 0 |
| 8 Apr | 1907.60 | 106.95 | 0 (0.00%) | 3.06 | 0 | 0 | 0 |
| 7 Apr | 1841.40 | 106.95 | 0 (0.00%) | 0.15 | 0 | 0 | 0 |
| 6 Apr | 1836.80 | 106.95 | 0 (0.00%) | 0.26 | 0 | 0 | 0 |
| 2 Apr | 1774.00 | 106.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 1790.50 | 106.95 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1860 expiring on 26MAY2026
Delta for 1860 PE is -0.44
Historical price for 1860 PE is as follows
On 14 May SBILIFE was trading at 1866.70. The strike last trading price was 25.4, which was -16.300000000000004 lower than the previous day. The implied volatity was 22.13, the open interest changed by 135 which increased total open position to 767
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 39.75, which was -6.25 lower than the previous day. The implied volatity was 0, the open interest changed by -51 which decreased total open position to 632
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 43.45, which was 21.85 higher than the previous day. The implied volatity was 0, the open interest changed by -60 which decreased total open position to 684
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 22.25, which was -5.699999999999999 lower than the previous day. The implied volatity was 0, the open interest changed by 173 which increased total open position to 744
On 8 May SBILIFE was trading at 1872.10. The strike last trading price was 28.55, which was -0.09999999999999787 lower than the previous day. The implied volatity was 21.64, the open interest changed by 27 which increased total open position to 572
On 7 May SBILIFE was trading at 1872.20. The strike last trading price was 27.95, which was -6.7500000000000036 lower than the previous day. The implied volatity was 21.73, the open interest changed by 124 which increased total open position to 539
On 6 May SBILIFE was trading at 1859.00. The strike last trading price was 32, which was -26.950000000000003 lower than the previous day. The implied volatity was 22.18, the open interest changed by 92 which increased total open position to 406
On 5 May SBILIFE was trading at 1821.20. The strike last trading price was 59.6, which was -4.25 lower than the previous day. The implied volatity was 23.88, the open interest changed by 79 which increased total open position to 305
On 4 May SBILIFE was trading at 1820.10. The strike last trading price was 64, which was -2.25 lower than the previous day. The implied volatity was 23.76, the open interest changed by -1 which decreased total open position to 226
On 30 Apr SBILIFE was trading at 1819.00. The strike last trading price was 66.25, which was -8.099999999999994 lower than the previous day. The implied volatity was 25.65, the open interest changed by 6 which increased total open position to 227
On 29 Apr SBILIFE was trading at 1816.20. The strike last trading price was 78.55, which was 78.55 higher than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 221
On 28 Apr SBILIFE was trading at 1808.30. The strike last trading price was 78.55, which was 1.8499999999999943 higher than the previous day. The implied volatity was 25.51, the open interest changed by 41 which increased total open position to 220
On 27 Apr SBILIFE was trading at 1815.40. The strike last trading price was 76.95, which was -35.55 lower than the previous day. The implied volatity was 27.71, the open interest changed by 44 which increased total open position to 179
On 24 Apr SBILIFE was trading at 1768.90. The strike last trading price was 112.95, which was 37.400000000000006 higher than the previous day. The implied volatity was 28.31, the open interest changed by -6 which decreased total open position to 136
On 23 Apr SBILIFE was trading at 1828.10. The strike last trading price was 76.25, which was 21.85 higher than the previous day. The implied volatity was 28.52, the open interest changed by 29 which increased total open position to 143
On 22 Apr SBILIFE was trading at 1884.80. The strike last trading price was 55, which was 16.35 higher than the previous day. The implied volatity was 31.06, the open interest changed by 92 which increased total open position to 113
On 21 Apr SBILIFE was trading at 1911.60. The strike last trading price was 39.35, which was 25 higher than the previous day. The implied volatity was 28, the open interest changed by 4 which increased total open position to 10
On 20 Apr SBILIFE was trading at 1982.50. The strike last trading price was 17.6, which was -2.1999999999999993 lower than the previous day. The implied volatity was 25.73, the open interest changed by -2 which decreased total open position to 7
On 17 Apr SBILIFE was trading at 1970.90. The strike last trading price was 19.8, which was -5.599999999999998 lower than the previous day. The implied volatity was 25.16, the open interest changed by 2 which increased total open position to 8
On 16 Apr SBILIFE was trading at 1974.70. The strike last trading price was 25.4, which was 3.299999999999997 higher than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 6
On 15 Apr SBILIFE was trading at 1971.00. The strike last trading price was 25.4, which was -12.5 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 4
On 13 Apr SBILIFE was trading at 1914.40. The strike last trading price was 37.9, which was 0.8999999999999986 higher than the previous day. The implied volatity was 25.52, the open interest changed by 0 which decreased total open position to 4
On 10 Apr SBILIFE was trading at 1923.20. The strike last trading price was 106.95, which was 0 lower than the previous day. The implied volatity was 3.66, 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 106.95, which was 0 lower than the previous day. The implied volatity was 3.09, 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 106.95, which was 0 lower than the previous day. The implied volatity was 3.06, 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 106.95, which was 0 lower than the previous day. The implied volatity was 0.15, 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 106.95, which was 0 lower than the previous day. The implied volatity was 0.26, 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 106.95, 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 1 Apr SBILIFE was trading at 1790.50. The strike last trading price was 106.95, 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
