SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
16 Apr 2026 04:11 PM IST
| SBILIFE 28-Apr-2026 (11d) 1940 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.01
Theta: -1.49
Gamma: 0.00397
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 1974.70 | 56.75 | 2.049999999999997 | 25.56 | 106 | 0 | 830 | |||||||||
| 15 Apr | 1971.00 | 54.95 | 24.85 | 25.56 | 963 | -45 | 830 | |||||||||
| 13 Apr | 1914.40 | 29.6 | -8.949999999999996 | 25.03 | 1,847 | 461 | 875 | |||||||||
| 10 Apr | 1923.20 | 38.45 | 5.200000000000003 | 26.3 | 1,095 | 218 | 405 | |||||||||
| 9 Apr | 1904.00 | 34.55 | -1.9 | 24.81 | 376 | 120 | 187 | |||||||||
| 8 Apr | 1907.60 | 37.25 | 20.2 | 25.25 | 449 | 25 | 67 | |||||||||
| 7 Apr | 1841.40 | 17 | -1.75 | 27.62 | 59 | 0 | 37 | |||||||||
| 6 Apr | 1836.80 | 18.45 | 8.55 | 27.51 | 183 | -23 | 39 | |||||||||
| 2 Apr | 1774.00 | 9.5 | -2.35 | 28.74 | 67 | 19 | 61 | |||||||||
| 1 Apr | 1790.50 | 11.8 | -1.25 | 26.86 | 118 | -3 | 42 | |||||||||
| 30 Mar | 1777.30 | 13 | -9.6 | 28.47 | 127 | -41 | 45 | |||||||||
| 27 Mar | 1837.60 | 21.7 | -3.9 | 25.6 | 104 | 43 | 84 | |||||||||
| 25 Mar | 1851.80 | 26.05 | 2.9 | 24.38 | 26 | 14 | 41 | |||||||||
| 24 Mar | 1836.00 | 23.2 | -2.35 | 24.07 | 34 | 21 | 27 | |||||||||
| 23 Mar | 1832.30 | 25.55 | -18.95 | 25.74 | 3 | -2 | 5 | |||||||||
| 20 Mar | 1896.90 | 44.5 | -1.4 | 23.36 | 3 | 2 | 6 | |||||||||
| 19 Mar | 1903.10 | 45.9 | -32 | 20.81 | 1 | 0 | 5 | |||||||||
| 18 Mar | 1962.50 | 77.9 | 17.55 | 20.61 | 1 | 0 | 0 | |||||||||
| 17 Mar | 1932.10 | 60.35 | -7.65 | - | 0 | 0 | 6 | |||||||||
| 16 Mar | 1909.20 | 60.35 | -7.65 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1904.40 | 60.35 | -7.65 | - | 0 | 2 | 0 | |||||||||
| 12 Mar | 1939.40 | 60.35 | -7.65 | 16.8 | 2 | 1 | 5 | |||||||||
| 11 Mar | 1938.60 | 68 | -118.9 | 20.57 | 4 | 3 | 3 | |||||||||
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| 10 Mar | 1963.70 | 186.9 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 9 Mar | 1912.50 | 186.9 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1941.60 | 186.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1945.00 | 186.9 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1930.60 | 186.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2032.20 | 186.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2037.20 | 186.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2082.80 | 186.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1940 expiring on 28APR2026
Delta for 1940 CE is 0.66
Historical price for 1940 CE is as follows
On 16 Apr SBILIFE was trading at 1974.70. The strike last trading price was 56.75, which was 2.049999999999997 higher than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 830
On 15 Apr SBILIFE was trading at 1971.00. The strike last trading price was 54.95, which was 24.85 higher than the previous day. The implied volatity was 25.56, the open interest changed by -45 which decreased total open position to 830
On 13 Apr SBILIFE was trading at 1914.40. The strike last trading price was 29.6, which was -8.949999999999996 lower than the previous day. The implied volatity was 25.03, the open interest changed by 461 which increased total open position to 875
On 10 Apr SBILIFE was trading at 1923.20. The strike last trading price was 38.45, which was 5.200000000000003 higher than the previous day. The implied volatity was 26.3, the open interest changed by 218 which increased total open position to 405
On 9 Apr SBILIFE was trading at 1904.00. The strike last trading price was 34.55, which was -1.9 lower than the previous day. The implied volatity was 24.81, the open interest changed by 120 which increased total open position to 187
On 8 Apr SBILIFE was trading at 1907.60. The strike last trading price was 37.25, which was 20.2 higher than the previous day. The implied volatity was 25.25, the open interest changed by 25 which increased total open position to 67
On 7 Apr SBILIFE was trading at 1841.40. The strike last trading price was 17, which was -1.75 lower than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 37
On 6 Apr SBILIFE was trading at 1836.80. The strike last trading price was 18.45, which was 8.55 higher than the previous day. The implied volatity was 27.51, the open interest changed by -23 which decreased total open position to 39
On 2 Apr SBILIFE was trading at 1774.00. The strike last trading price was 9.5, which was -2.35 lower than the previous day. The implied volatity was 28.74, the open interest changed by 19 which increased total open position to 61
On 1 Apr SBILIFE was trading at 1790.50. The strike last trading price was 11.8, which was -1.25 lower than the previous day. The implied volatity was 26.86, the open interest changed by -3 which decreased total open position to 42
On 30 Mar SBILIFE was trading at 1777.30. The strike last trading price was 13, which was -9.6 lower than the previous day. The implied volatity was 28.47, the open interest changed by -41 which decreased total open position to 45
On 27 Mar SBILIFE was trading at 1837.60. The strike last trading price was 21.7, which was -3.9 lower than the previous day. The implied volatity was 25.6, the open interest changed by 43 which increased total open position to 84
On 25 Mar SBILIFE was trading at 1851.80. The strike last trading price was 26.05, which was 2.9 higher than the previous day. The implied volatity was 24.38, the open interest changed by 14 which increased total open position to 41
On 24 Mar SBILIFE was trading at 1836.00. The strike last trading price was 23.2, which was -2.35 lower than the previous day. The implied volatity was 24.07, the open interest changed by 21 which increased total open position to 27
On 23 Mar SBILIFE was trading at 1832.30. The strike last trading price was 25.55, which was -18.95 lower than the previous day. The implied volatity was 25.74, the open interest changed by -2 which decreased total open position to 5
On 20 Mar SBILIFE was trading at 1896.90. The strike last trading price was 44.5, which was -1.4 lower than the previous day. The implied volatity was 23.36, the open interest changed by 2 which increased total open position to 6
On 19 Mar SBILIFE was trading at 1903.10. The strike last trading price was 45.9, which was -32 lower than the previous day. The implied volatity was 20.81, the open interest changed by 0 which decreased total open position to 5
On 18 Mar SBILIFE was trading at 1962.50. The strike last trading price was 77.9, which was 17.55 higher than the previous day. The implied volatity was 20.61, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SBILIFE was trading at 1932.10. The strike last trading price was 60.35, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Mar SBILIFE was trading at 1909.20. The strike last trading price was 60.35, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SBILIFE was trading at 1904.40. The strike last trading price was 60.35, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 12 Mar SBILIFE was trading at 1939.40. The strike last trading price was 60.35, which was -7.65 lower than the previous day. The implied volatity was 16.8, the open interest changed by 1 which increased total open position to 5
On 11 Mar SBILIFE was trading at 1938.60. The strike last trading price was 68, which was -118.9 lower than the previous day. The implied volatity was 20.57, the open interest changed by 3 which increased total open position to 3
On 10 Mar SBILIFE was trading at 1963.70. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 9 Mar SBILIFE was trading at 1912.50. The strike last trading price was 186.9, 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 Mar SBILIFE was trading at 1941.60. The strike last trading price was 186.9, 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 Mar SBILIFE was trading at 1945.00. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 186.9, 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 Mar SBILIFE was trading at 2032.20. The strike last trading price was 186.9, 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 186.9, 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 186.9, 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 28-Apr-2026 (11d) 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.01
Theta: -1.25
Gamma: 0.00386
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 1974.70 | 22.85 | -1.1999999999999993 | 26.39 | 235 | 32 | 318 |
| 15 Apr | 1971.00 | 23.95 | -30.599999999999998 | 24.92 | 422 | 92 | 286 |
| 13 Apr | 1914.40 | 54.65 | 2.1499999999999986 | 27.39 | 178 | 10 | 194 |
| 10 Apr | 1923.20 | 53.15 | -10.75 | 25.65 | 558 | 158 | 185 |
| 9 Apr | 1904.00 | 61.7 | 2.35 | 29.57 | 39 | 6 | 24 |
| 8 Apr | 1907.60 | 58.65 | -105 | 27.67 | 80 | 15 | 19 |
| 7 Apr | 1841.40 | 163.65 | 139.85 | - | 0 | 0 | 4 |
| 6 Apr | 1836.80 | 163.65 | 139.85 | - | 0 | 0 | 4 |
| 2 Apr | 1774.00 | 163.65 | 139.85 | - | 0 | 0 | 4 |
| 1 Apr | 1790.50 | 163.65 | 139.85 | - | 0 | 0 | 4 |
| 30 Mar | 1777.30 | 163.65 | 139.85 | 32.82 | 4 | 0 | 3 |
| 27 Mar | 1837.60 | 23.8 | 2 | - | 0 | 0 | 3 |
| 25 Mar | 1851.80 | 23.8 | 2 | - | 0 | 0 | 3 |
| 24 Mar | 1836.00 | 23.8 | 2 | - | 0 | 0 | 3 |
| 23 Mar | 1832.30 | 23.8 | 2 | - | 0 | 0 | 3 |
| 20 Mar | 1896.90 | 23.8 | 2 | - | 0 | 0 | 0 |
| 19 Mar | 1903.10 | 23.8 | 2 | - | 0 | 0 | 3 |
| 18 Mar | 1962.50 | 23.8 | 2 | - | 0 | 0 | 0 |
| 17 Mar | 1932.10 | 23.8 | 2 | - | 0 | 0 | 3 |
| 16 Mar | 1909.20 | 23.8 | 2 | - | 0 | 0 | 0 |
| 13 Mar | 1904.40 | 23.8 | 2 | - | 0 | 0 | 0 |
| 12 Mar | 1939.40 | 23.8 | 2 | - | 0 | 0 | 0 |
| 11 Mar | 1938.60 | 23.8 | 2 | - | 0 | 0 | 3 |
| 10 Mar | 1963.70 | 23.8 | 2 | - | 0 | 0 | 3 |
| 9 Mar | 1912.50 | 23.8 | 2 | - | 0 | 0 | 0 |
| 6 Mar | 1941.60 | 23.8 | 2 | - | 0 | 0 | 3 |
| 5 Mar | 1945.00 | 23.8 | 2 | - | 0 | 0 | 0 |
| 4 Mar | 1930.60 | 23.8 | 2 | - | 0 | 0 | 3 |
| 2 Mar | 2032.20 | 23.8 | 2 | - | 0 | 3 | 0 |
| 27 Feb | 2037.20 | 23.8 | 2 | 21.89 | 3 | 2 | 2 |
| 26 Feb | 2082.80 | 21.8 | 0 | 5.52 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1940 expiring on 28APR2026
Delta for 1940 PE is -0.35
Historical price for 1940 PE is as follows
On 16 Apr SBILIFE was trading at 1974.70. The strike last trading price was 22.85, which was -1.1999999999999993 lower than the previous day. The implied volatity was 26.39, the open interest changed by 32 which increased total open position to 318
On 15 Apr SBILIFE was trading at 1971.00. The strike last trading price was 23.95, which was -30.599999999999998 lower than the previous day. The implied volatity was 24.92, the open interest changed by 92 which increased total open position to 286
On 13 Apr SBILIFE was trading at 1914.40. The strike last trading price was 54.65, which was 2.1499999999999986 higher than the previous day. The implied volatity was 27.39, the open interest changed by 10 which increased total open position to 194
On 10 Apr SBILIFE was trading at 1923.20. The strike last trading price was 53.15, which was -10.75 lower than the previous day. The implied volatity was 25.65, the open interest changed by 158 which increased total open position to 185
On 9 Apr SBILIFE was trading at 1904.00. The strike last trading price was 61.7, which was 2.35 higher than the previous day. The implied volatity was 29.57, the open interest changed by 6 which increased total open position to 24
On 8 Apr SBILIFE was trading at 1907.60. The strike last trading price was 58.65, which was -105 lower than the previous day. The implied volatity was 27.67, the open interest changed by 15 which increased total open position to 19
On 7 Apr SBILIFE was trading at 1841.40. The strike last trading price was 163.65, which was 139.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Apr SBILIFE was trading at 1836.80. The strike last trading price was 163.65, which was 139.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Apr SBILIFE was trading at 1774.00. The strike last trading price was 163.65, which was 139.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Apr SBILIFE was trading at 1790.50. The strike last trading price was 163.65, which was 139.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Mar SBILIFE was trading at 1777.30. The strike last trading price was 163.65, which was 139.85 higher than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 3
On 27 Mar SBILIFE was trading at 1837.60. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar SBILIFE was trading at 1851.80. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar SBILIFE was trading at 1836.00. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar SBILIFE was trading at 1832.30. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar SBILIFE was trading at 1896.90. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SBILIFE was trading at 1903.10. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar SBILIFE was trading at 1962.50. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SBILIFE was trading at 1932.10. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar SBILIFE was trading at 1909.20. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SBILIFE was trading at 1904.40. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SBILIFE was trading at 1939.40. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SBILIFE was trading at 1938.60. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar SBILIFE was trading at 1963.70. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Mar SBILIFE was trading at 1912.50. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SBILIFE was trading at 1941.60. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar SBILIFE was trading at 1945.00. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was 21.89, the open interest changed by 2 which increased total open position to 2
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0
