SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
05 Dec 2025 02:45 PM IST
| SBILIFE 30-DEC-2025 2020 CE | ||||||||||||||||
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Delta: 0.61
Vega: 2.04
Theta: -0.90
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.41
Vega: 2.06
Theta: -0.44
Gamma: 0.00
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| 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































































































































































































































