SBILIFE

Sbi Life Insurance Co Ltd

2067.4 +27.00 (1.32%)

L: 2040 H: 2077.3

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Historical option data for SBILIFE
02 Jan 2026 04:00 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SBILIFE 27-JAN-2026 2020 CE
Delta: 0.73 Vega: 1.77 Theta: -1.02 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Jan	2067.40	71.75 ₹ 26,906.25	9.3 3487.50	17.54	117 43,875	-13 -4,875	203 76,125
1 Jan	2040.40	64.45 ₹ 24,168.75	4.8 1800.00	19.74	150 56,250	-6 -2,250	216 81,000
31 Dec	2034.90	59.25 ₹ 22,218.75	15.65 5868.75	20.47	1,716 6,43,500	76 28,500	226 84,750
30 Dec	1995.50	48 ₹ 18,000	-0.9 -337.50	17.98	409 1,53,375	64 24,000	152 57,000
29 Dec	2009.80	48.7 ₹ 18,262.5	-6.8 -2550.00	20.32	178 66,750	-20 -7,500	88 33,000
26 Dec	2019.10	55.6 ₹ 20,850	-4.15 -1556.25	20.10	109 40,875	22 8,250	107 40,125
24 Dec	2025.40	59.35 ₹ 22,256.25	-1.65 -618.75	19.88	66 24,750	7 2,625	84 31,500
23 Dec	2024.80	60.4 ₹ 22,650	-0.85 -318.75	19.26	46 17,250	10 3,750	77 28,875
22 Dec	2022.30	61.5 ₹ 23,062.5	-3.8 -1425.00	19.12	44 16,500	8 3,000	68 25,500
19 Dec	2028.40	64.7 ₹ 24,262.5	5.15 1931.25	18.92	36 13,500	19 7,125	60 22,500
18 Dec	2014.40	59.1 ₹ 22,162.5	-0.9 -337.50	18.53	26 9,750	6 2,250	39 14,625
17 Dec	2010.20	60 ₹ 22,500	-18 -6750.00	19.36	15 5,625	-4 -1,500	28 10,500
16 Dec	2036.00	78 ₹ 29,250	11 4125.00	19.67	6 2,250	0 0	32 12,000
15 Dec	2034.90	67 ₹ 25,125	-2.95 -1106.25	16.55	7 2,625	5 1,875	31 11,625
12 Dec	2025.90	69.95 ₹ 26,231.25	5.95 2231.25	17.67	29 10,875	19 7,125	27 10,125
11 Dec	2006.90	64 ₹ 24,000	-36.25 -13593.75	21.89	8 3,000	7 2,625	7 2,625
10 Dec	2014.50	100.25 ₹ 37,593.75	0 0.00	-	0 0	0 0	0 0
9 Dec	2006.20	100.25 ₹ 37,593.75	0 0.00	-	0 0	0 0	0 0

8 Dec	2020.70	100.25 ₹ 37,593.75	0 0.00	-	0 0	0 0	0 0
5 Dec	2023.70	100.25 ₹ 37,593.75	0 0.00	-	0 0	0 0	0 0
4 Dec	2002.90	100.25 ₹ 37,593.75	0 0.00	-	0 0	0 0	0 0
3 Dec	1972.80	100.25 ₹ 37,593.75	0 0.00	0.71	0 0	0 0	0 0
2 Dec	1981.50	100.25 ₹ 37,593.75	0 0.00	0.19	0 0	0 0	0 0
1 Dec	1971.60	100.25 ₹ 37,593.75	0 0.00	0.59	0 0	0 0	0 0
28 Nov	1966.00	100.25 ₹ 37,593.75	0 0.00	0.82	0 0	0 0	0 0
27 Nov	2004.50	100.25 ₹ 37,593.75	0 0.00	-	0 0	0 0	0 0
26 Nov	2029.10	100.25 ₹ 37,593.75	0 0.00	-	0 0	0 0	0 0

For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 27JAN2026

Delta for 2020 CE is 0.73

Historical price for 2020 CE is as follows

On 2 Jan SBILIFE was trading at 2067.40. The strike last trading price was 71.75, which was 9.3 higher than the previous day. The implied volatity was 17.54, the open interest changed by -13 which decreased total open position to 203

On 1 Jan SBILIFE was trading at 2040.40. The strike last trading price was 64.45, which was 4.8 higher than the previous day. The implied volatity was 19.74, the open interest changed by -6 which decreased total open position to 216

On 31 Dec SBILIFE was trading at 2034.90. The strike last trading price was 59.25, which was 15.65 higher than the previous day. The implied volatity was 20.47, the open interest changed by 76 which increased total open position to 226

On 30 Dec SBILIFE was trading at 1995.50. The strike last trading price was 48, which was -0.9 lower than the previous day. The implied volatity was 17.98, the open interest changed by 64 which increased total open position to 152

On 29 Dec SBILIFE was trading at 2009.80. The strike last trading price was 48.7, which was -6.8 lower than the previous day. The implied volatity was 20.32, the open interest changed by -20 which decreased total open position to 88

On 26 Dec SBILIFE was trading at 2019.10. The strike last trading price was 55.6, which was -4.15 lower than the previous day. The implied volatity was 20.10, the open interest changed by 22 which increased total open position to 107

On 24 Dec SBILIFE was trading at 2025.40. The strike last trading price was 59.35, which was -1.65 lower than the previous day. The implied volatity was 19.88, the open interest changed by 7 which increased total open position to 84

On 23 Dec SBILIFE was trading at 2024.80. The strike last trading price was 60.4, which was -0.85 lower than the previous day. The implied volatity was 19.26, the open interest changed by 10 which increased total open position to 77

On 22 Dec SBILIFE was trading at 2022.30. The strike last trading price was 61.5, which was -3.8 lower than the previous day. The implied volatity was 19.12, the open interest changed by 8 which increased total open position to 68

On 19 Dec SBILIFE was trading at 2028.40. The strike last trading price was 64.7, which was 5.15 higher than the previous day. The implied volatity was 18.92, the open interest changed by 19 which increased total open position to 60

On 18 Dec SBILIFE was trading at 2014.40. The strike last trading price was 59.1, which was -0.9 lower than the previous day. The implied volatity was 18.53, the open interest changed by 6 which increased total open position to 39

On 17 Dec SBILIFE was trading at 2010.20. The strike last trading price was 60, which was -18 lower than the previous day. The implied volatity was 19.36, the open interest changed by -4 which decreased total open position to 28

On 16 Dec SBILIFE was trading at 2036.00. The strike last trading price was 78, which was 11 higher than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 32

On 15 Dec SBILIFE was trading at 2034.90. The strike last trading price was 67, which was -2.95 lower than the previous day. The implied volatity was 16.55, the open interest changed by 5 which increased total open position to 31

On 12 Dec SBILIFE was trading at 2025.90. The strike last trading price was 69.95, which was 5.95 higher than the previous day. The implied volatity was 17.67, the open interest changed by 19 which increased total open position to 27

On 11 Dec SBILIFE was trading at 2006.90. The strike last trading price was 64, which was -36.25 lower than the previous day. The implied volatity was 21.89, the open interest changed by 7 which increased total open position to 7

On 10 Dec SBILIFE was trading at 2014.50. The strike last trading price was 100.25, 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 Dec SBILIFE was trading at 2006.20. The strike last trading price was 100.25, 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 Dec SBILIFE was trading at 2020.70. The strike last trading price was 100.25, 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 Dec SBILIFE was trading at 2023.70. The strike last trading price was 100.25, 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 Dec SBILIFE was trading at 2002.90. The strike last trading price was 100.25, 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 Dec SBILIFE was trading at 1972.80. The strike last trading price was 100.25, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0

On 2 Dec SBILIFE was trading at 1981.50. The strike last trading price was 100.25, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0

On 1 Dec SBILIFE was trading at 1971.60. The strike last trading price was 100.25, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0

On 28 Nov SBILIFE was trading at 1966.00. The strike last trading price was 100.25, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0

On 27 Nov SBILIFE was trading at 2004.50. The strike last trading price was 100.25, 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 Nov SBILIFE was trading at 2029.10. The strike last trading price was 100.25, 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 27JAN2026 2020 PE
Delta: -0.29 Vega: 1.84 Theta: -0.56 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Jan	2067.40	19.8 ₹ 7,425	-8.35 -3131.25	19.77	497 1,86,375	72 27,000	375 1,40,625
1 Jan	2040.40	26.55 ₹ 9,956.25	-6.6 -2475.00	19.96	184 69,000	11 4,125	303 1,13,625
31 Dec	2034.90	33.3 ₹ 12,487.5	-14.85 -5568.75	20.68	385 1,44,375	157 58,875	289 1,08,375
30 Dec	1995.50	46 ₹ 17,250	1.45 543.75	23.94	104 39,000	10 3,750	134 50,250
29 Dec	2009.80	44 ₹ 16,500	2.85 1068.75	20.71	96 36,000	40 15,000	125 46,875
26 Dec	2019.10	41.15 ₹ 15,431.25	2.45 918.75	20.34	75 28,125	32 12,000	86 32,250
24 Dec	2025.40	39 ₹ 14,625	-2.2 -825.00	19.75	45 16,875	15 5,625	54 20,250
23 Dec	2024.80	41.2 ₹ 15,450	-2.8 -1050.00	20.93	9 3,375	3 1,125	40 15,000
22 Dec	2022.30	44 ₹ 16,500	4.05 1518.75	21.99	27 10,125	17 6,375	36 13,500
19 Dec	2028.40	39.85 ₹ 14,943.75	-10.2 -3825.00	20.02	3 1,125	1 375	20 7,500
18 Dec	2014.40	50 ₹ 18,750	13.05 4893.75	-	0 0	0 0	19 7,125
17 Dec	2010.20	50 ₹ 18,750	13.05 4893.75	21.41	10 3,750	0 0	14 5,250
16 Dec	2036.00	36.95 ₹ 13,856.25	-11.05 -4143.75	19.77	9 3,375	6 2,250	13 4,875
15 Dec	2034.90	48 ₹ 18,000	-1.6 -600.00	23.62	1 375	0 0	6 2,250
12 Dec	2025.90	49.6 ₹ 18,600	-18.55 -6956.25	-	0 0	0 0	6 2,250
11 Dec	2006.90	49.6 ₹ 18,600	-18.55 -6956.25	-	0 0	0 0	6 2,250
10 Dec	2014.50	49.6 ₹ 18,600	-18.55 -6956.25	-	0 0	0 0	6 2,250
9 Dec	2006.20	49.6 ₹ 18,600	-18.55 -6956.25	-	0 0	6 2,250	0 0
8 Dec	2020.70	49.6 ₹ 18,600	-18.55 -6956.25	20.86	7 2,625	5 1,875	5 1,875
5 Dec	2023.70	68.15 ₹ 25,556.25	0 0.00	1.11	0 0	0 0	0 0
4 Dec	2002.90	68.15 ₹ 25,556.25	0 0.00	-	0 0	0 0	0 0
3 Dec	1972.80	68.15 ₹ 25,556.25	0 0.00	-	0 0	0 0	0 0
2 Dec	1981.50	68.15 ₹ 25,556.25	0 0.00	0.03	0 0	0 0	0 0
1 Dec	1971.60	68.15 ₹ 25,556.25	0 0.00	-	0 0	0 0	0 0
28 Nov	1966.00	68.15 ₹ 25,556.25	0 0.00	-	0 0	0 0	0 0
27 Nov	2004.50	68.15 ₹ 25,556.25	0 0.00	0.59	0 0	0 0	0 0
26 Nov	2029.10	68.15 ₹ 25,556.25	0 0.00	1.42	0 0	0 0	0 0

For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 27JAN2026

Delta for 2020 PE is -0.29

Historical price for 2020 PE is as follows

On 2 Jan SBILIFE was trading at 2067.40. The strike last trading price was 19.8, which was -8.35 lower than the previous day. The implied volatity was 19.77, the open interest changed by 72 which increased total open position to 375

On 1 Jan SBILIFE was trading at 2040.40. The strike last trading price was 26.55, which was -6.6 lower than the previous day. The implied volatity was 19.96, the open interest changed by 11 which increased total open position to 303

On 31 Dec SBILIFE was trading at 2034.90. The strike last trading price was 33.3, which was -14.85 lower than the previous day. The implied volatity was 20.68, the open interest changed by 157 which increased total open position to 289

On 30 Dec SBILIFE was trading at 1995.50. The strike last trading price was 46, which was 1.45 higher than the previous day. The implied volatity was 23.94, the open interest changed by 10 which increased total open position to 134

On 29 Dec SBILIFE was trading at 2009.80. The strike last trading price was 44, which was 2.85 higher than the previous day. The implied volatity was 20.71, the open interest changed by 40 which increased total open position to 125

On 26 Dec SBILIFE was trading at 2019.10. The strike last trading price was 41.15, which was 2.45 higher than the previous day. The implied volatity was 20.34, the open interest changed by 32 which increased total open position to 86

On 24 Dec SBILIFE was trading at 2025.40. The strike last trading price was 39, which was -2.2 lower than the previous day. The implied volatity was 19.75, the open interest changed by 15 which increased total open position to 54

On 23 Dec SBILIFE was trading at 2024.80. The strike last trading price was 41.2, which was -2.8 lower than the previous day. The implied volatity was 20.93, the open interest changed by 3 which increased total open position to 40

On 22 Dec SBILIFE was trading at 2022.30. The strike last trading price was 44, which was 4.05 higher than the previous day. The implied volatity was 21.99, the open interest changed by 17 which increased total open position to 36

On 19 Dec SBILIFE was trading at 2028.40. The strike last trading price was 39.85, which was -10.2 lower than the previous day. The implied volatity was 20.02, the open interest changed by 1 which increased total open position to 20

On 18 Dec SBILIFE was trading at 2014.40. The strike last trading price was 50, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19

On 17 Dec SBILIFE was trading at 2010.20. The strike last trading price was 50, which was 13.05 higher than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 14

On 16 Dec SBILIFE was trading at 2036.00. The strike last trading price was 36.95, which was -11.05 lower than the previous day. The implied volatity was 19.77, the open interest changed by 6 which increased total open position to 13

On 15 Dec SBILIFE was trading at 2034.90. The strike last trading price was 48, which was -1.6 lower than the previous day. The implied volatity was 23.62, the open interest changed by 0 which decreased total open position to 6

On 12 Dec SBILIFE was trading at 2025.90. The strike last trading price was 49.6, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 11 Dec SBILIFE was trading at 2006.90. The strike last trading price was 49.6, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 10 Dec SBILIFE was trading at 2014.50. The strike last trading price was 49.6, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 9 Dec SBILIFE was trading at 2006.20. The strike last trading price was 49.6, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 8 Dec SBILIFE was trading at 2020.70. The strike last trading price was 49.6, which was -18.55 lower than the previous day. The implied volatity was 20.86, the open interest changed by 5 which increased total open position to 5

On 5 Dec SBILIFE was trading at 2023.70. The strike last trading price was 68.15, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0

On 4 Dec SBILIFE was trading at 2002.90. The strike last trading price was 68.15, 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 Dec SBILIFE was trading at 1972.80. The strike last trading price was 68.15, 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 Dec SBILIFE was trading at 1981.50. The strike last trading price was 68.15, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0

On 1 Dec SBILIFE was trading at 1971.60. The strike last trading price was 68.15, 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 Nov SBILIFE was trading at 1966.00. The strike last trading price was 68.15, 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 Nov SBILIFE was trading at 2004.50. The strike last trading price was 68.15, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0

On 26 Nov SBILIFE was trading at 2029.10. The strike last trading price was 68.15, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0

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