Historical option data for SBILIFE
29 May 2026 04:10 PM IST
| SBILIFE 30-Jun-2026 (31d) 1880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.02
Theta: -0.82
Gamma: 0.00322
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 1830.10 | 32 | -14 (-30.43%) | 21.85 | 339 | 77 | 246 | |||||||||
| 27 May | 1864.50 | 45.2 | -9.8 (-17.82%) | 21.99 | 141 | -4 | 168 | |||||||||
| 26 May | 1883.20 | 55.5 | -11.5 (-17.16%) | 21.85 | 200 | 30 | 173 | |||||||||
| 25 May | 1901.90 | 65.8 | 10.8 (19.64%) | 20.39 | 186 | 11 | 143 | |||||||||
| 22 May | 1870.70 | 54.95 | 8.95 (19.46%) | 24.11 | 309 | 104 | 132 | |||||||||
| 21 May | 1859.90 | 46.4 | -10.6 (-18.60%) | 20.29 | 47 | 26 | 28 | |||||||||
| 20 May | 1864.20 | 57 | -4 (-6.56%) | 24.19 | 2 | 1 | 1 | |||||||||
| 18 May | 1860.40 | 0 | -61.05 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1864.50 | 0 | -61.05 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1866.70 | 0 | -61.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1837.50 | 0 | -61.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1833.90 | 0 | -61.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1884.40 | 0 | -61.05 (-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%) | 0.12 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1836.80 | 0 | 0 (0.00%) | 0.13 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1774.00 | 0 | 0 (0.00%) | 1.95 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1880 expiring on 30JUN2026
Delta for 1880 CE is 0.39
Historical price for 1880 CE is as follows
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 32, which was -14 lower than the previous day. The implied volatity was 21.85, the open interest changed by 77 which increased total open position to 246
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 45.2, which was -9.8 lower than the previous day. The implied volatity was 21.99, the open interest changed by -4 which decreased total open position to 168
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 55.5, which was -11.5 lower than the previous day. The implied volatity was 21.85, the open interest changed by 30 which increased total open position to 173
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 65.8, which was 10.8 higher than the previous day. The implied volatity was 20.39, the open interest changed by 11 which increased total open position to 143
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 54.95, which was 8.95 higher than the previous day. The implied volatity was 24.11, the open interest changed by 104 which increased total open position to 132
On 21 May SBILIFE was trading at 1859.90. The strike last trading price was 46.4, which was -10.6 lower than the previous day. The implied volatity was 20.29, the open interest changed by 26 which increased total open position to 28
On 20 May SBILIFE was trading at 1864.20. The strike last trading price was 57, which was -4 lower than the previous day. The implied volatity was 24.19, 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 -61.05 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 -61.05 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 -61.05 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 -61.05 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 -61.05 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 -61.05 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 0.12, 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 0.13, 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 1.95, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30-Jun-2026 (31d) 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.02
Theta: -0.38
Gamma: 0.00377
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 1830.10 | 63.4 | 16.95 (36.49%) | 18.06 | 364 | 60 | 297 |
| 27 May | 1864.50 | 46.75 | 4.05 (9.48%) | 18.38 | 320 | -52 | 239 |
| 26 May | 1883.20 | 43 | 5.9 (15.90%) | 20.37 | 349 | 47 | 289 |
| 25 May | 1901.90 | 37.35 | -13.35 (-26.33%) | 22.04 | 118 | 40 | 241 |
| 22 May | 1870.70 | 49.25 | -8.25 (-14.35%) | 20.41 | 337 | 163 | 200 |
| 21 May | 1859.90 | 57.5 | 6.85 (13.52%) | 20.8 | 35 | 30 | 38 |
| 20 May | 1864.20 | 50.65 | -79.45 (-61.07%) | 17.99 | 10 | 7 | 7 |
| 18 May | 1860.40 | 0 | -130.1 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1864.50 | 0 | -130.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1866.70 | 0 | -130.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1837.50 | 0 | -130.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1833.90 | 0 | -130.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1884.40 | 0 | -130.1 (-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%) | 2.64 | 0 | 0 | 0 |
| 9 Apr | 1904.00 | 0 | 0 (0.00%) | 1.97 | 0 | 0 | 0 |
| 8 Apr | 1907.60 | 0 | 0 (0.00%) | 2.16 | 0 | 0 | 0 |
| 7 Apr | 1841.40 | 0 | 0 (0.00%) | 0.06 | 0 | 0 | 0 |
| 6 Apr | 1836.80 | 0 | 0 (0.00%) | 0.22 | 0 | 0 | 0 |
| 2 Apr | 1774.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1880 expiring on 30JUN2026
Delta for 1880 PE is -0.65
Historical price for 1880 PE is as follows
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 63.4, which was 16.95 higher than the previous day. The implied volatity was 18.06, the open interest changed by 60 which increased total open position to 297
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 46.75, which was 4.05 higher than the previous day. The implied volatity was 18.38, the open interest changed by -52 which decreased total open position to 239
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 43, which was 5.9 higher than the previous day. The implied volatity was 20.37, the open interest changed by 47 which increased total open position to 289
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 37.35, which was -13.35 lower than the previous day. The implied volatity was 22.04, the open interest changed by 40 which increased total open position to 241
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 49.25, which was -8.25 lower than the previous day. The implied volatity was 20.41, the open interest changed by 163 which increased total open position to 200
On 21 May SBILIFE was trading at 1859.90. The strike last trading price was 57.5, which was 6.85 higher than the previous day. The implied volatity was 20.8, the open interest changed by 30 which increased total open position to 38
On 20 May SBILIFE was trading at 1864.20. The strike last trading price was 50.65, which was -79.45 lower than the previous day. The implied volatity was 17.99, the open interest changed by 7 which increased total open position to 7
On 18 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -130.1 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 -130.1 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 -130.1 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 -130.1 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 -130.1 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 -130.1 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 2.64, 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 1.97, 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 2.16, 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 0.06, 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 0.22, 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
