SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
04 Mar 2026 04:10 PM IST
| SBILIFE 30-MAR-2026 2020 CE | ||||||||||||||||
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Delta: 0.28
Vega: 1.73
Theta: -0.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 1930.60 | 19.7 | -35.4 | 22.95 | 212 | 70 | 155 | |||||||||
| 2 Mar | 2032.20 | 56 | -5.3 | 18.48 | 351 | 75 | 87 | |||||||||
| 27 Feb | 2037.20 | 61.85 | -17.25 | 17.74 | 3 | 0 | 11 | |||||||||
| 26 Feb | 2082.80 | 79.1 | -29.25 | 8.84 | 3 | 2 | 12 | |||||||||
| 25 Feb | 2073.60 | 108.35 | -9.75 | - | 4 | 0 | 10 | |||||||||
| 24 Feb | 2082.90 | 108.35 | -9.75 | 22.19 | 4 | -2 | 10 | |||||||||
| 23 Feb | 2109.60 | 118.1 | 26.9 | 18 | 5 | 2 | 11 | |||||||||
| 20 Feb | 2080.00 | 91.2 | 24.7 | 13.86 | 6 | -1 | 11 | |||||||||
| 19 Feb | 2043.00 | 66.5 | -10.8 | 15.23 | 6 | 1 | 14 | |||||||||
| 18 Feb | 2059.60 | 77.3 | 8.9 | 14.07 | 1 | 0 | 14 | |||||||||
| 17 Feb | 2039.50 | 68.4 | -3.65 | 17.34 | 2 | 1 | 15 | |||||||||
| 16 Feb | 2042.40 | 72.05 | 10.65 | 16.84 | 4 | -1 | 14 | |||||||||
| 13 Feb | 2034.20 | 61.4 | 0.2 | 12.49 | 2 | 1 | 14 | |||||||||
| 12 Feb | 2022.10 | 61.2 | -3.95 | 16.7 | 1 | 0 | 12 | |||||||||
| 11 Feb | 2026.30 | 65.15 | 11.7 | 16.75 | 1 | 0 | 11 | |||||||||
| 10 Feb | 2018.30 | 53.45 | -15.3 | 12.91 | 2 | 1 | 10 | |||||||||
| 9 Feb | 2024.00 | 68.75 | -31.1 | - | 0 | 0 | 9 | |||||||||
| 6 Feb | 1996.70 | 68.75 | -31.1 | - | 0 | 0 | 9 | |||||||||
| 5 Feb | 2017.80 | 68.75 | -31.1 | - | 0 | 0 | 9 | |||||||||
| 4 Feb | 2041.70 | 68.75 | -31.1 | - | 0 | 0 | 9 | |||||||||
| 3 Feb | 2002.10 | 68.75 | -31.1 | - | 0 | 0 | 9 | |||||||||
| 2 Feb | 2001.00 | 68.75 | -31.1 | - | 0 | 0 | 9 | |||||||||
| 1 Feb | 1974.30 | 68.75 | -31.1 | - | 0 | 0 | 9 | |||||||||
| 30 Jan | 1998.50 | 68.75 | -31.1 | 19.4 | 10 | 8 | 8 | |||||||||
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| 29 Jan | 1996.30 | 99.85 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 28 Jan | 2053.20 | 99.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 30MAR2026
Delta for 2020 CE is 0.28
Historical price for 2020 CE is as follows
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 19.7, which was -35.4 lower than the previous day. The implied volatity was 22.95, the open interest changed by 70 which increased total open position to 155
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 56, which was -5.3 lower than the previous day. The implied volatity was 18.48, the open interest changed by 75 which increased total open position to 87
On 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 61.85, which was -17.25 lower than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 11
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 79.1, which was -29.25 lower than the previous day. The implied volatity was 8.84, the open interest changed by 2 which increased total open position to 12
On 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 108.35, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 108.35, which was -9.75 lower than the previous day. The implied volatity was 22.19, the open interest changed by -2 which decreased total open position to 10
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 118.1, which was 26.9 higher than the previous day. The implied volatity was 18, the open interest changed by 2 which increased total open position to 11
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 91.2, which was 24.7 higher than the previous day. The implied volatity was 13.86, the open interest changed by -1 which decreased total open position to 11
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 66.5, which was -10.8 lower than the previous day. The implied volatity was 15.23, the open interest changed by 1 which increased total open position to 14
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 77.3, which was 8.9 higher than the previous day. The implied volatity was 14.07, the open interest changed by 0 which decreased total open position to 14
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 68.4, which was -3.65 lower than the previous day. The implied volatity was 17.34, the open interest changed by 1 which increased total open position to 15
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 72.05, which was 10.65 higher than the previous day. The implied volatity was 16.84, the open interest changed by -1 which decreased total open position to 14
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 61.4, which was 0.2 higher than the previous day. The implied volatity was 12.49, the open interest changed by 1 which increased total open position to 14
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 61.2, which was -3.95 lower than the previous day. The implied volatity was 16.7, the open interest changed by 0 which decreased total open position to 12
On 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 65.15, which was 11.7 higher than the previous day. The implied volatity was 16.75, the open interest changed by 0 which decreased total open position to 11
On 10 Feb SBILIFE was trading at 2018.30. The strike last trading price was 53.45, which was -15.3 lower than the previous day. The implied volatity was 12.91, the open interest changed by 1 which increased total open position to 10
On 9 Feb SBILIFE was trading at 2024.00. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 68.75, which was -31.1 lower than the previous day. The implied volatity was 19.4, the open interest changed by 8 which increased total open position to 8
On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 99.85, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 99.85, 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 30MAR2026 2020 PE | |||||||
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Delta: -0.68
Vega: 1.84
Theta: -0.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 1930.60 | 103.75 | 63.2 | 28.19 | 153 | -4 | 78 |
| 2 Mar | 2032.20 | 40.05 | 5.45 | 23.49 | 316 | 24 | 82 |
| 27 Feb | 2037.20 | 32.8 | 12.5 | 20.66 | 66 | 9 | 58 |
| 26 Feb | 2082.80 | 20.35 | -3.9 | 21.31 | 77 | 18 | 49 |
| 25 Feb | 2073.60 | 24.2 | -2.8 | 21.66 | 23 | 3 | 30 |
| 24 Feb | 2082.90 | 27 | 7.4 | 24.29 | 5 | 1 | 27 |
| 23 Feb | 2109.60 | 19.35 | -5.4 | 22.8 | 54 | 2 | 28 |
| 20 Feb | 2080.00 | 25.15 | -1.95 | 21.72 | 64 | 13 | 27 |
| 19 Feb | 2043.00 | 27 | -6.25 | - | 0 | 0 | 14 |
| 18 Feb | 2059.60 | 27 | -6.25 | 19.64 | 26 | 15 | 18 |
| 17 Feb | 2039.50 | 33.25 | -41.1 | - | 0 | 0 | 3 |
| 16 Feb | 2042.40 | 33.25 | -41.1 | 19.31 | 3 | 1 | 2 |
| 13 Feb | 2034.20 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 12 Feb | 2022.10 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 11 Feb | 2026.30 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 10 Feb | 2018.30 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 9 Feb | 2024.00 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 6 Feb | 1996.70 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 5 Feb | 2017.80 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 4 Feb | 2041.70 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 3 Feb | 2002.10 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 2 Feb | 2001.00 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 1 Feb | 1974.30 | 74.35 | 13.85 | - | 0 | 0 | 1 |
| 30 Jan | 1998.50 | 74.35 | 13.85 | 25.24 | 1 | 0 | 0 |
| 29 Jan | 1996.30 | 60.5 | 0 | 0.42 | 0 | 0 | 0 |
| 28 Jan | 2053.20 | 60.5 | 0 | 2.23 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 30MAR2026
Delta for 2020 PE is -0.68
Historical price for 2020 PE is as follows
On 4 Mar SBILIFE was trading at 1930.60. The strike last trading price was 103.75, which was 63.2 higher than the previous day. The implied volatity was 28.19, the open interest changed by -4 which decreased total open position to 78
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 40.05, which was 5.45 higher than the previous day. The implied volatity was 23.49, the open interest changed by 24 which increased total open position to 82
On 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 32.8, which was 12.5 higher than the previous day. The implied volatity was 20.66, the open interest changed by 9 which increased total open position to 58
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 20.35, which was -3.9 lower than the previous day. The implied volatity was 21.31, the open interest changed by 18 which increased total open position to 49
On 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 24.2, which was -2.8 lower than the previous day. The implied volatity was 21.66, the open interest changed by 3 which increased total open position to 30
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 27, which was 7.4 higher than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 27
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 19.35, which was -5.4 lower than the previous day. The implied volatity was 22.8, the open interest changed by 2 which increased total open position to 28
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 25.15, which was -1.95 lower than the previous day. The implied volatity was 21.72, the open interest changed by 13 which increased total open position to 27
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 27, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 27, which was -6.25 lower than the previous day. The implied volatity was 19.64, the open interest changed by 15 which increased total open position to 18
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 33.25, which was -41.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 33.25, which was -41.1 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1 which increased total open position to 2
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb SBILIFE was trading at 2018.30. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb SBILIFE was trading at 2024.00. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 74.35, which was 13.85 higher than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 60.5, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 60.5, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
