SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
06 Mar 2026 04:10 PM IST
| SBILIFE 30-MAR-2026 1980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 1.97
Theta: -1.13
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 1941.60 | 34.65 | 3.05 | 22.17 | 531 | -32 | 195 | |||||||||
| 5 Mar | 1945.00 | 32.95 | -0.3 | 20.11 | 797 | 79 | 227 | |||||||||
| 4 Mar | 1930.60 | 31.75 | -91.8 | 22.74 | 570 | 145 | 146 | |||||||||
| 2 Mar | 2032.20 | 123.55 | 48.3 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2037.20 | 123.55 | 48.3 | - | 4 | 0 | 1 | |||||||||
| 26 Feb | 2082.80 | 123.55 | 48.3 | 12.09 | 4 | 1 | 2 | |||||||||
| 25 Feb | 2073.60 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 2082.90 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 2109.60 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 2080.00 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 19 Feb | 2043.00 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 2059.60 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 2039.50 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 2042.40 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 2034.20 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 2022.10 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 2026.30 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 2018.30 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 2024.00 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 1996.70 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 2017.80 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
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| 4 Feb | 2041.70 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 2002.10 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 2001.00 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 1974.30 | 75.25 | -48.3 | - | 0 | 0 | 1 | |||||||||
| 30 Jan | 1998.50 | 75.25 | -48.3 | 11.48 | 1 | 0 | 0 | |||||||||
| 29 Jan | 1996.30 | 123.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2053.20 | 123.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1980 expiring on 30MAR2026
Delta for 1980 CE is 0.44
Historical price for 1980 CE is as follows
On 6 Mar SBILIFE was trading at 1941.60. The strike last trading price was 34.65, which was 3.05 higher than the previous day. The implied volatity was 22.17, the open interest changed by -32 which decreased total open position to 195
On 5 Mar SBILIFE was trading at 1945.00. The strike last trading price was 32.95, which was -0.3 lower than the previous day. The implied volatity was 20.11, the open interest changed by 79 which increased total open position to 227
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 31.75, which was -91.8 lower than the previous day. The implied volatity was 22.74, the open interest changed by 145 which increased total open position to 146
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 123.55, which was 48.3 higher 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 123.55, which was 48.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 123.55, which was 48.3 higher than the previous day. The implied volatity was 12.09, the open interest changed by 1 which increased total open position to 2
On 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb SBILIFE was trading at 2018.30. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb SBILIFE was trading at 2024.00. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 75.25, which was -48.3 lower than the previous day. The implied volatity was 11.48, 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 123.55, 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 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 123.55, 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 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.98
Theta: -0.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 1941.60 | 71.05 | 0 | 29.96 | 2 | -5 | 0 |
| 5 Mar | 1945.00 | 71.05 | -4.6 | 30.3 | 28 | -3 | 126 |
| 4 Mar | 1930.60 | 76.65 | 50.6 | 27.72 | 362 | -21 | 129 |
| 2 Mar | 2032.20 | 26.95 | 5.75 | 24.37 | 169 | 33 | 152 |
| 27 Feb | 2037.20 | 20.2 | 7.55 | 21.02 | 124 | -29 | 120 |
| 26 Feb | 2082.80 | 12.15 | -3 | 21.72 | 182 | 64 | 150 |
| 25 Feb | 2073.60 | 15.15 | -1.25 | 22.2 | 99 | 31 | 86 |
| 24 Feb | 2082.90 | 16.5 | 3.55 | 24.05 | 47 | 16 | 55 |
| 23 Feb | 2109.60 | 13.15 | -3.2 | 23.92 | 83 | 26 | 36 |
| 20 Feb | 2080.00 | 16.55 | -2.45 | 22.29 | 22 | 1 | 11 |
| 19 Feb | 2043.00 | 19 | 0.8 | 19.49 | 11 | 0 | 12 |
| 18 Feb | 2059.60 | 18.2 | -26.05 | 20.29 | 32 | 4 | 11 |
| 17 Feb | 2039.50 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 16 Feb | 2042.40 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 13 Feb | 2034.20 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 12 Feb | 2022.10 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 11 Feb | 2026.30 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 10 Feb | 2018.30 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 9 Feb | 2024.00 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 6 Feb | 1996.70 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 5 Feb | 2017.80 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 4 Feb | 2041.70 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 3 Feb | 2002.10 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 2 Feb | 2001.00 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 1 Feb | 1974.30 | 44.25 | -0.4 | - | 0 | 0 | 7 |
| 30 Jan | 1998.50 | 44.25 | -0.4 | 21.73 | 7 | 6 | 6 |
| 29 Jan | 1996.30 | 44.65 | 0 | 1.49 | 0 | 0 | 0 |
| 28 Jan | 2053.20 | 44.65 | 0 | 3.48 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1980 expiring on 30MAR2026
Delta for 1980 PE is -0.54
Historical price for 1980 PE is as follows
On 6 Mar SBILIFE was trading at 1941.60. The strike last trading price was 71.05, which was 0 lower than the previous day. The implied volatity was 29.96, the open interest changed by -5 which decreased total open position to 0
On 5 Mar SBILIFE was trading at 1945.00. The strike last trading price was 71.05, which was -4.6 lower than the previous day. The implied volatity was 30.3, the open interest changed by -3 which decreased total open position to 126
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 76.65, which was 50.6 higher than the previous day. The implied volatity was 27.72, the open interest changed by -21 which decreased total open position to 129
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 26.95, which was 5.75 higher than the previous day. The implied volatity was 24.37, the open interest changed by 33 which increased total open position to 152
On 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 20.2, which was 7.55 higher than the previous day. The implied volatity was 21.02, the open interest changed by -29 which decreased total open position to 120
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 12.15, which was -3 lower than the previous day. The implied volatity was 21.72, the open interest changed by 64 which increased total open position to 150
On 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 15.15, which was -1.25 lower than the previous day. The implied volatity was 22.2, the open interest changed by 31 which increased total open position to 86
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 16.5, which was 3.55 higher than the previous day. The implied volatity was 24.05, the open interest changed by 16 which increased total open position to 55
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 13.15, which was -3.2 lower than the previous day. The implied volatity was 23.92, the open interest changed by 26 which increased total open position to 36
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 16.55, which was -2.45 lower than the previous day. The implied volatity was 22.29, the open interest changed by 1 which increased total open position to 11
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 19, which was 0.8 higher than the previous day. The implied volatity was 19.49, the open interest changed by 0 which decreased total open position to 12
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 18.2, which was -26.05 lower than the previous day. The implied volatity was 20.29, the open interest changed by 4 which increased total open position to 11
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Feb SBILIFE was trading at 2018.30. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Feb SBILIFE was trading at 2024.00. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 44.25, which was -0.4 lower than the previous day. The implied volatity was 21.73, the open interest changed by 6 which increased total open position to 6
On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 44.65, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 44.65, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
