[--[65.84.65.76]--]

SBILIFE

Sbi Life Insurance Co Ltd
2024.2 +21.30 (1.06%)
L: 2000.7 H: 2046.3

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Historical option data for SBILIFE

05 Dec 2025 02:45 PM IST
SBILIFE 30-DEC-2025 2020 CE
Delta: 0.61
Vega: 2.04
Theta: -0.90
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 2024.60 40.1 9.7 14.19 3,401 -32 389
4 Dec 2002.90 30.35 10.05 15.37 1,908 -25 421
3 Dec 1972.80 19.95 -5.65 15.39 441 7 448
2 Dec 1981.50 27.55 6.15 16.56 618 -37 449
1 Dec 1971.60 21.25 -0.3 15.28 345 13 488
28 Nov 1966.00 21.35 -16.8 15.17 914 114 473
27 Nov 2004.50 37 -15.15 15.41 558 73 360
26 Nov 2029.10 52.3 -0.15 15.52 387 46 285
25 Nov 2031.00 53.3 2.8 14.52 461 51 235
24 Nov 2014.80 48.25 -5.1 - 392 11 184
21 Nov 2022.50 53.25 -5.7 16.30 265 -2 177
20 Nov 2027.10 60 11.05 15.82 386 138 177
19 Nov 2004.80 48.95 1.75 17.80 53 22 37
18 Nov 1993.30 46.15 1.75 18.29 38 11 15
17 Nov 1996.00 44.4 -4.6 - 0 -2 0
14 Nov 2000.90 44.4 -4.6 14.74 6 -2 4
13 Nov 1987.90 49 -8.65 18.65 2 1 5
12 Nov 1996.70 57.65 0.95 20.08 4 2 2
11 Nov 1997.30 56.7 0 - 0 0 0
10 Nov 1989.30 56.7 0 0.10 0 0 0
7 Nov 1998.90 56.7 0 - 0 0 0
6 Nov 1970.80 56.7 0 0.73 0 0 0
4 Nov 1971.50 56.7 0 0.67 0 0 0
3 Nov 1969.60 56.7 0 0.71 0 0 0
31 Oct 1955.70 56.7 0 - 0 0 0
30 Oct 1968.40 56.7 0 0.64 0 0 0
29 Oct 1970.40 56.7 0 0.50 0 0 0


For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 30DEC2025

Delta for 2020 CE is 0.61

Historical price for 2020 CE is as follows

On 5 Dec SBILIFE was trading at 2024.60. The strike last trading price was 40.1, which was 9.7 higher than the previous day. The implied volatity was 14.19, the open interest changed by -32 which decreased total open position to 389


On 4 Dec SBILIFE was trading at 2002.90. The strike last trading price was 30.35, which was 10.05 higher than the previous day. The implied volatity was 15.37, the open interest changed by -25 which decreased total open position to 421


On 3 Dec SBILIFE was trading at 1972.80. The strike last trading price was 19.95, which was -5.65 lower than the previous day. The implied volatity was 15.39, the open interest changed by 7 which increased total open position to 448


On 2 Dec SBILIFE was trading at 1981.50. The strike last trading price was 27.55, which was 6.15 higher than the previous day. The implied volatity was 16.56, the open interest changed by -37 which decreased total open position to 449


On 1 Dec SBILIFE was trading at 1971.60. The strike last trading price was 21.25, which was -0.3 lower than the previous day. The implied volatity was 15.28, the open interest changed by 13 which increased total open position to 488


On 28 Nov SBILIFE was trading at 1966.00. The strike last trading price was 21.35, which was -16.8 lower than the previous day. The implied volatity was 15.17, the open interest changed by 114 which increased total open position to 473


On 27 Nov SBILIFE was trading at 2004.50. The strike last trading price was 37, which was -15.15 lower than the previous day. The implied volatity was 15.41, the open interest changed by 73 which increased total open position to 360


On 26 Nov SBILIFE was trading at 2029.10. The strike last trading price was 52.3, which was -0.15 lower than the previous day. The implied volatity was 15.52, the open interest changed by 46 which increased total open position to 285


On 25 Nov SBILIFE was trading at 2031.00. The strike last trading price was 53.3, which was 2.8 higher than the previous day. The implied volatity was 14.52, the open interest changed by 51 which increased total open position to 235


On 24 Nov SBILIFE was trading at 2014.80. The strike last trading price was 48.25, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 184


On 21 Nov SBILIFE was trading at 2022.50. The strike last trading price was 53.25, which was -5.7 lower than the previous day. The implied volatity was 16.30, the open interest changed by -2 which decreased total open position to 177


On 20 Nov SBILIFE was trading at 2027.10. The strike last trading price was 60, which was 11.05 higher than the previous day. The implied volatity was 15.82, the open interest changed by 138 which increased total open position to 177


On 19 Nov SBILIFE was trading at 2004.80. The strike last trading price was 48.95, which was 1.75 higher than the previous day. The implied volatity was 17.80, the open interest changed by 22 which increased total open position to 37


On 18 Nov SBILIFE was trading at 1993.30. The strike last trading price was 46.15, which was 1.75 higher than the previous day. The implied volatity was 18.29, the open interest changed by 11 which increased total open position to 15


On 17 Nov SBILIFE was trading at 1996.00. The strike last trading price was 44.4, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 14 Nov SBILIFE was trading at 2000.90. The strike last trading price was 44.4, which was -4.6 lower than the previous day. The implied volatity was 14.74, the open interest changed by -2 which decreased total open position to 4


On 13 Nov SBILIFE was trading at 1987.90. The strike last trading price was 49, which was -8.65 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1 which increased total open position to 5


On 12 Nov SBILIFE was trading at 1996.70. The strike last trading price was 57.65, which was 0.95 higher than the previous day. The implied volatity was 20.08, the open interest changed by 2 which increased total open position to 2


On 11 Nov SBILIFE was trading at 1997.30. The strike last trading price was 56.7, 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 10 Nov SBILIFE was trading at 1989.30. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SBILIFE was trading at 1998.90. The strike last trading price was 56.7, 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 Nov SBILIFE was trading at 1970.80. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SBILIFE was trading at 1971.50. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SBILIFE was trading at 1969.60. The strike last trading price was 56.7, 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 31 Oct SBILIFE was trading at 1955.70. The strike last trading price was 56.7, 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 30 Oct SBILIFE was trading at 1968.40. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 29 Oct SBILIFE was trading at 1970.40. The strike last trading price was 56.7, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


SBILIFE 30DEC2025 2020 PE
Delta: -0.41
Vega: 2.06
Theta: -0.44
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 2024.60 25.95 -13.55 16.33 894 80 416
4 Dec 2002.90 39.65 -16.95 17.40 217 36 335
3 Dec 1972.80 56.6 -4.6 18.11 49 -30 300
2 Dec 1981.50 60.25 -2.3 - 0 -70 0
1 Dec 1971.60 60.25 -2.3 19.50 135 -69 331
28 Nov 1966.00 62.1 23.1 18.50 179 -52 400
27 Nov 2004.50 39.5 8.9 16.45 363 4 453
26 Nov 2029.10 30.6 -5.25 17.22 631 112 451
25 Nov 2031.00 36 -6.85 19.95 283 47 344
24 Nov 2014.80 44.75 0.15 29.94 298 76 292
21 Nov 2022.50 44.2 0.7 20.42 225 53 214
20 Nov 2027.10 42.5 -10.45 21.47 181 102 156
19 Nov 2004.80 52.9 -3.5 20.31 73 50 54
18 Nov 1993.30 56.4 -11.6 - 0 0 0
17 Nov 1996.00 56.4 -11.6 20.22 3 0 4
14 Nov 2000.90 68 -50.7 - 0 0 0
13 Nov 1987.90 68 -50.7 - 0 0 0
12 Nov 1996.70 68 -50.7 - 0 0 0
11 Nov 1997.30 68 -50.7 - 0 4 0
10 Nov 1989.30 68 -50.7 22.75 4 2 2
7 Nov 1998.90 118.7 0 0.46 0 0 0
6 Nov 1970.80 118.7 0 - 0 0 0
4 Nov 1971.50 118.7 0 - 0 0 0
3 Nov 1969.60 118.7 0 - 0 0 0
31 Oct 1955.70 118.7 0 - 0 0 0
30 Oct 1968.40 118.7 0 - 0 0 0
29 Oct 1970.40 118.7 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 30DEC2025

Delta for 2020 PE is -0.41

Historical price for 2020 PE is as follows

On 5 Dec SBILIFE was trading at 2024.60. The strike last trading price was 25.95, which was -13.55 lower than the previous day. The implied volatity was 16.33, the open interest changed by 80 which increased total open position to 416


On 4 Dec SBILIFE was trading at 2002.90. The strike last trading price was 39.65, which was -16.95 lower than the previous day. The implied volatity was 17.40, the open interest changed by 36 which increased total open position to 335


On 3 Dec SBILIFE was trading at 1972.80. The strike last trading price was 56.6, which was -4.6 lower than the previous day. The implied volatity was 18.11, the open interest changed by -30 which decreased total open position to 300


On 2 Dec SBILIFE was trading at 1981.50. The strike last trading price was 60.25, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 0


On 1 Dec SBILIFE was trading at 1971.60. The strike last trading price was 60.25, which was -2.3 lower than the previous day. The implied volatity was 19.50, the open interest changed by -69 which decreased total open position to 331


On 28 Nov SBILIFE was trading at 1966.00. The strike last trading price was 62.1, which was 23.1 higher than the previous day. The implied volatity was 18.50, the open interest changed by -52 which decreased total open position to 400


On 27 Nov SBILIFE was trading at 2004.50. The strike last trading price was 39.5, which was 8.9 higher than the previous day. The implied volatity was 16.45, the open interest changed by 4 which increased total open position to 453


On 26 Nov SBILIFE was trading at 2029.10. The strike last trading price was 30.6, which was -5.25 lower than the previous day. The implied volatity was 17.22, the open interest changed by 112 which increased total open position to 451


On 25 Nov SBILIFE was trading at 2031.00. The strike last trading price was 36, which was -6.85 lower than the previous day. The implied volatity was 19.95, the open interest changed by 47 which increased total open position to 344


On 24 Nov SBILIFE was trading at 2014.80. The strike last trading price was 44.75, which was 0.15 higher than the previous day. The implied volatity was 29.94, the open interest changed by 76 which increased total open position to 292


On 21 Nov SBILIFE was trading at 2022.50. The strike last trading price was 44.2, which was 0.7 higher than the previous day. The implied volatity was 20.42, the open interest changed by 53 which increased total open position to 214


On 20 Nov SBILIFE was trading at 2027.10. The strike last trading price was 42.5, which was -10.45 lower than the previous day. The implied volatity was 21.47, the open interest changed by 102 which increased total open position to 156


On 19 Nov SBILIFE was trading at 2004.80. The strike last trading price was 52.9, which was -3.5 lower than the previous day. The implied volatity was 20.31, the open interest changed by 50 which increased total open position to 54


On 18 Nov SBILIFE was trading at 1993.30. The strike last trading price was 56.4, which was -11.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov SBILIFE was trading at 1996.00. The strike last trading price was 56.4, which was -11.6 lower than the previous day. The implied volatity was 20.22, the open interest changed by 0 which decreased total open position to 4


On 14 Nov SBILIFE was trading at 2000.90. The strike last trading price was 68, which was -50.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SBILIFE was trading at 1987.90. The strike last trading price was 68, which was -50.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SBILIFE was trading at 1996.70. The strike last trading price was 68, which was -50.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SBILIFE was trading at 1997.30. The strike last trading price was 68, which was -50.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 10 Nov SBILIFE was trading at 1989.30. The strike last trading price was 68, which was -50.7 lower than the previous day. The implied volatity was 22.75, the open interest changed by 2 which increased total open position to 2


On 7 Nov SBILIFE was trading at 1998.90. The strike last trading price was 118.7, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SBILIFE was trading at 1970.80. The strike last trading price was 118.7, 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 Nov SBILIFE was trading at 1971.50. The strike last trading price was 118.7, 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 Nov SBILIFE was trading at 1969.60. The strike last trading price was 118.7, 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 Oct SBILIFE was trading at 1955.70. The strike last trading price was 118.7, 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 30 Oct SBILIFE was trading at 1968.40. The strike last trading price was 118.7, 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 29 Oct SBILIFE was trading at 1970.40. The strike last trading price was 118.7, 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