SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
13 Mar 2026 04:10 PM IST
| SBILIFE 30-MAR-2026 1940 CE | ||||||||||||||||
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Delta: 0.41
Vega: 1.6
Theta: -1.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 1904.40 | 24.9 | -16.05 | 21.1 | 723 | 64 | 683 | |||||||||
| 12 Mar | 1939.40 | 40.45 | -0.5 | 20.4 | 659 | 72 | 616 | |||||||||
| 11 Mar | 1938.60 | 38 | -19.95 | 20.13 | 583 | 74 | 544 | |||||||||
| 10 Mar | 1963.70 | 54.15 | 16.4 | 19.15 | 497 | -16 | 580 | |||||||||
| 9 Mar | 1912.50 | 37.35 | -14.15 | 23.89 | 1,746 | 327 | 599 | |||||||||
| 6 Mar | 1941.60 | 54 | 3.95 | 22.22 | 736 | 21 | 273 | |||||||||
| 5 Mar | 1945.00 | 51.5 | 0.25 | 19.47 | 1,469 | 156 | 254 | |||||||||
| 4 Mar | 1930.60 | 49.2 | -101.15 | 22.78 | 296 | 98 | 98 | |||||||||
| 2 Mar | 2032.20 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2037.20 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2082.80 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2073.60 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 2082.90 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 2109.60 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 2080.00 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2043.00 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2059.60 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2039.50 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2042.40 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2034.20 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2022.10 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2026.30 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2018.30 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2024.00 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1996.70 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2017.80 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2041.70 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2002.10 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2001.00 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1974.30 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1998.50 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 29 Jan | 1996.30 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1940 expiring on 30MAR2026
Delta for 1940 CE is 0.41
Historical price for 1940 CE is as follows
On 13 Mar SBILIFE was trading at 1904.40. The strike last trading price was 24.9, which was -16.05 lower than the previous day. The implied volatity was 21.1, the open interest changed by 64 which increased total open position to 683
On 12 Mar SBILIFE was trading at 1939.40. The strike last trading price was 40.45, which was -0.5 lower than the previous day. The implied volatity was 20.4, the open interest changed by 72 which increased total open position to 616
On 11 Mar SBILIFE was trading at 1938.60. The strike last trading price was 38, which was -19.95 lower than the previous day. The implied volatity was 20.13, the open interest changed by 74 which increased total open position to 544
On 10 Mar SBILIFE was trading at 1963.70. The strike last trading price was 54.15, which was 16.4 higher than the previous day. The implied volatity was 19.15, the open interest changed by -16 which decreased total open position to 580
On 9 Mar SBILIFE was trading at 1912.50. The strike last trading price was 37.35, which was -14.15 lower than the previous day. The implied volatity was 23.89, the open interest changed by 327 which increased total open position to 599
On 6 Mar SBILIFE was trading at 1941.60. The strike last trading price was 54, which was 3.95 higher than the previous day. The implied volatity was 22.22, the open interest changed by 21 which increased total open position to 273
On 5 Mar SBILIFE was trading at 1945.00. The strike last trading price was 51.5, which was 0.25 higher than the previous day. The implied volatity was 19.47, the open interest changed by 156 which increased total open position to 254
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 49.2, which was -101.15 lower than the previous day. The implied volatity was 22.78, the open interest changed by 98 which increased total open position to 98
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 150.35, 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 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2082.80. The strike last trading price was 150.35, 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 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 150.35, 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 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 150.35, 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 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2080.00. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2043.00. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2059.60. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2039.50. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2042.40. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2034.20. The strike last trading price was 150.35, 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 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 150.35, 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 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2018.30. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2024.00. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 1996.70. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2017.80. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 2041.70. The strike last trading price was 150.35, 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 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 150.35, 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 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 150.35, 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 Feb SBILIFE was trading at 1974.30. The strike last trading price was 150.35, 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 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 150.35, 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 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 150.35, 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 30MAR2026 1940 PE | |||||||
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Delta: -0.56
Vega: 1.62
Theta: -1.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 1904.40 | 58.55 | 18.45 | 28.21 | 143 | -80 | 275 |
| 12 Mar | 1939.40 | 40.25 | -2.35 | 26.41 | 237 | -51 | 358 |
| 11 Mar | 1938.60 | 41.9 | 11.65 | 25.24 | 995 | 113 | 411 |
| 10 Mar | 1963.70 | 30 | -25.9 | 24.66 | 380 | 94 | 299 |
| 9 Mar | 1912.50 | 57.7 | 11.5 | 27.44 | 246 | 11 | 205 |
| 6 Mar | 1941.60 | 42.6 | -1.9 | 25.96 | 579 | 29 | 201 |
| 5 Mar | 1945.00 | 43 | -11.3 | 26.39 | 695 | 22 | 170 |
| 4 Mar | 1930.60 | 55.65 | 39 | 28.25 | 574 | 80 | 143 |
| 2 Mar | 2032.20 | 17.3 | 4.6 | 25.08 | 124 | 3 | 62 |
| 27 Feb | 2037.20 | 12.05 | 4.65 | 21.62 | 176 | 4 | 60 |
| 26 Feb | 2082.80 | 7.45 | -2.05 | 22.64 | 98 | -17 | 56 |
| 25 Feb | 2073.60 | 9.5 | -1.5 | 23.07 | 73 | -10 | 70 |
| 24 Feb | 2082.90 | 11 | 2.5 | 24.66 | 22 | -4 | 81 |
| 23 Feb | 2109.60 | 8.4 | -1.95 | 24.81 | 311 | -20 | 85 |
| 20 Feb | 2080.00 | 10.6 | -2.1 | 23 | 130 | 98 | 103 |
| 19 Feb | 2043.00 | 12.6 | -21.45 | 20.72 | 9 | 2 | 4 |
| 18 Feb | 2059.60 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 17 Feb | 2039.50 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 16 Feb | 2042.40 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 13 Feb | 2034.20 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 12 Feb | 2022.10 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 11 Feb | 2026.30 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 10 Feb | 2018.30 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 9 Feb | 2024.00 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 6 Feb | 1996.70 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 5 Feb | 2017.80 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 4 Feb | 2041.70 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 3 Feb | 2002.10 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 2 Feb | 2001.00 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 1 Feb | 1974.30 | 34.05 | 2.2 | - | 0 | 0 | 2 |
| 30 Jan | 1998.50 | 34.05 | 2.2 | 22.98 | 2 | 1 | 1 |
| 29 Jan | 1996.30 | 31.85 | 0 | 2.7 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1940 expiring on 30MAR2026
Delta for 1940 PE is -0.56
Historical price for 1940 PE is as follows
On 13 Mar SBILIFE was trading at 1904.40. The strike last trading price was 58.55, which was 18.45 higher than the previous day. The implied volatity was 28.21, the open interest changed by -80 which decreased total open position to 275
On 12 Mar SBILIFE was trading at 1939.40. The strike last trading price was 40.25, which was -2.35 lower than the previous day. The implied volatity was 26.41, the open interest changed by -51 which decreased total open position to 358
On 11 Mar SBILIFE was trading at 1938.60. The strike last trading price was 41.9, which was 11.65 higher than the previous day. The implied volatity was 25.24, the open interest changed by 113 which increased total open position to 411
On 10 Mar SBILIFE was trading at 1963.70. The strike last trading price was 30, which was -25.9 lower than the previous day. The implied volatity was 24.66, the open interest changed by 94 which increased total open position to 299
On 9 Mar SBILIFE was trading at 1912.50. The strike last trading price was 57.7, which was 11.5 higher than the previous day. The implied volatity was 27.44, the open interest changed by 11 which increased total open position to 205
On 6 Mar SBILIFE was trading at 1941.60. The strike last trading price was 42.6, which was -1.9 lower than the previous day. The implied volatity was 25.96, the open interest changed by 29 which increased total open position to 201
On 5 Mar SBILIFE was trading at 1945.00. The strike last trading price was 43, which was -11.3 lower than the previous day. The implied volatity was 26.39, the open interest changed by 22 which increased total open position to 170
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 55.65, which was 39 higher than the previous day. The implied volatity was 28.25, the open interest changed by 80 which increased total open position to 143
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 17.3, which was 4.6 higher than the previous day. The implied volatity was 25.08, the open interest changed by 3 which increased total open position to 62
On 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 12.05, which was 4.65 higher than the previous day. The implied volatity was 21.62, the open interest changed by 4 which increased total open position to 60
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 7.45, which was -2.05 lower than the previous day. The implied volatity was 22.64, the open interest changed by -17 which decreased total open position to 56
On 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 23.07, the open interest changed by -10 which decreased total open position to 70
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 11, which was 2.5 higher than the previous day. The implied volatity was 24.66, the open interest changed by -4 which decreased total open position to 81
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 8.4, which was -1.95 lower than the previous day. The implied volatity was 24.81, the open interest changed by -20 which decreased total open position to 85
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 10.6, which was -2.1 lower than the previous day. The implied volatity was 23, the open interest changed by 98 which increased total open position to 103
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 12.6, which was -21.45 lower than the previous day. The implied volatity was 20.72, the open interest changed by 2 which increased total open position to 4
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb SBILIFE was trading at 2018.30. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb SBILIFE was trading at 2024.00. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 1
On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 31.85, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0
