SBILIFE

Sbi Life Insurance Co Ltd

2025.4 +0.60 (0.03%)

L: 2020.2 H: 2033.6

Back to Option Chain

Historical option data for SBILIFE
24 Dec 2025 04:10 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: 0.58 Vega: 2.42 Theta: -1.01 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 0.58

Historical price for 2020 CE is as follows

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: -0.42 Vega: 2.41 Theta: -0.46 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 -0.42

Historical price for 2020 PE is as follows

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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