[--[65.84.65.76]--]

SBILIFE

Sbi Life Insurance Co Ltd
1996.3 -56.90 (-2.77%)
L: 1962.9 H: 2065

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Historical option data for SBILIFE

29 Jan 2026 04:10 PM IST
SBILIFE 24-FEB-2026 2020 CE
Delta: 0.48
Vega: 2.13
Theta: -1.09
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1996.30 40.05 -39.35 20.54 2,296 184 379
28 Jan 2053.20 77.55 3.2 22.72 393 -9 197
27 Jan 2038.20 75.2 22.9 26.32 384 135 207
23 Jan 2002.60 53.65 -9.15 22.07 94 24 73
22 Jan 2022.00 63.55 -8.45 21.2 74 49 49
21 Jan 2055.40 72 0 - 0 0 0
20 Jan 2049.10 72 0 - 0 0 0
19 Jan 2073.70 72 0 - 0 0 0
16 Jan 2081.00 72 0 - 0 0 0
14 Jan 2068.80 72 0 - 0 0 0
13 Jan 2082.40 72 0 - 0 0 0
12 Jan 2098.00 72 0 - 0 0 0
9 Jan 2070.00 72 0 - 0 0 0
8 Jan 2082.90 72 0 - 0 0 0
7 Jan 2070.80 72 0 - 0 0 0
6 Jan 2095.80 72 0 - 0 0 0
5 Jan 2075.60 72 0 - 0 0 0
2 Jan 2067.40 72 0 - 0 0 0
1 Jan 2040.40 72 0 - 0 0 0
31 Dec 2034.90 72 - - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 24FEB2026

Delta for 2020 CE is 0.48

Historical price for 2020 CE is as follows

On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 40.05, which was -39.35 lower than the previous day. The implied volatity was 20.54, the open interest changed by 184 which increased total open position to 379


On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 77.55, which was 3.2 higher than the previous day. The implied volatity was 22.72, the open interest changed by -9 which decreased total open position to 197


On 27 Jan SBILIFE was trading at 2038.20. The strike last trading price was 75.2, which was 22.9 higher than the previous day. The implied volatity was 26.32, the open interest changed by 135 which increased total open position to 207


On 23 Jan SBILIFE was trading at 2002.60. The strike last trading price was 53.65, which was -9.15 lower than the previous day. The implied volatity was 22.07, the open interest changed by 24 which increased total open position to 73


On 22 Jan SBILIFE was trading at 2022.00. The strike last trading price was 63.55, which was -8.45 lower than the previous day. The implied volatity was 21.2, the open interest changed by 49 which increased total open position to 49


On 21 Jan SBILIFE was trading at 2055.40. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2049.10. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2073.70. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2081.00. The strike last trading price was 72, 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 14 Jan SBILIFE was trading at 2068.80. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2082.40. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2098.00. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2070.00. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2082.90. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2070.80. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2095.80. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2075.60. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2067.40. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2040.40. The strike last trading price was 72, 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 31 Dec SBILIFE was trading at 2034.90. The strike last trading price was 72, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SBILIFE 24FEB2026 2020 PE
Delta: -0.51
Vega: 2.13
Theta: -0.73
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1996.30 57.15 20.05 24.98 1,409 -19 146
28 Jan 2053.20 35 -6.25 25.31 553 35 164
27 Jan 2038.20 41 -17.8 24.6 259 75 128
23 Jan 2002.60 58.6 11.4 25.36 115 -17 54
22 Jan 2022.00 47.6 19.4 24.19 108 67 71
21 Jan 2055.40 28.2 -6.9 19.78 2 0 2
20 Jan 2049.10 35.1 -42.75 21.62 2 0 0
19 Jan 2073.70 77.85 0 3.45 0 0 0
16 Jan 2081.00 77.85 0 3.22 0 0 0
14 Jan 2068.80 77.85 0 2.9 0 0 0
13 Jan 2082.40 77.85 0 3.04 0 0 0
12 Jan 2098.00 77.85 0 3.63 0 0 0
9 Jan 2070.00 77.85 0 2.8 0 0 0
8 Jan 2082.90 77.85 0 3.18 0 0 0
7 Jan 2070.80 77.85 0 2.61 0 0 0
6 Jan 2095.80 77.85 0 3.5 0 0 0
5 Jan 2075.60 77.85 0 3.03 0 0 0
2 Jan 2067.40 77.85 0 2.53 0 0 0
1 Jan 2040.40 77.85 0 2 0 0 0
31 Dec 2034.90 77.85 - - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 24FEB2026

Delta for 2020 PE is -0.51

Historical price for 2020 PE is as follows

On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 57.15, which was 20.05 higher than the previous day. The implied volatity was 24.98, the open interest changed by -19 which decreased total open position to 146


On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 35, which was -6.25 lower than the previous day. The implied volatity was 25.31, the open interest changed by 35 which increased total open position to 164


On 27 Jan SBILIFE was trading at 2038.20. The strike last trading price was 41, which was -17.8 lower than the previous day. The implied volatity was 24.6, the open interest changed by 75 which increased total open position to 128


On 23 Jan SBILIFE was trading at 2002.60. The strike last trading price was 58.6, which was 11.4 higher than the previous day. The implied volatity was 25.36, the open interest changed by -17 which decreased total open position to 54


On 22 Jan SBILIFE was trading at 2022.00. The strike last trading price was 47.6, which was 19.4 higher than the previous day. The implied volatity was 24.19, the open interest changed by 67 which increased total open position to 71


On 21 Jan SBILIFE was trading at 2055.40. The strike last trading price was 28.2, which was -6.9 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 2


On 20 Jan SBILIFE was trading at 2049.10. The strike last trading price was 35.1, which was -42.75 lower than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SBILIFE was trading at 2073.70. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SBILIFE was trading at 2081.00. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SBILIFE was trading at 2068.80. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SBILIFE was trading at 2082.40. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SBILIFE was trading at 2098.00. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SBILIFE was trading at 2070.00. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0


On 8 Jan SBILIFE was trading at 2082.90. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SBILIFE was trading at 2070.80. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0


On 6 Jan SBILIFE was trading at 2095.80. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0


On 5 Jan SBILIFE was trading at 2075.60. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0


On 2 Jan SBILIFE was trading at 2067.40. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0


On 1 Jan SBILIFE was trading at 2040.40. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SBILIFE was trading at 2034.90. The strike last trading price was 77.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0