[--[65.84.65.76]--]

SBILIFE

Sbi Life Insurance Co Ltd
2025.9 +19.00 (0.95%)
L: 2002.4 H: 2030.4

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Historical option data for SBILIFE

12 Dec 2025 04:10 PM IST
SBILIFE 30-DEC-2025 2040 CE
Delta: 0.51
Vega: 1.80
Theta: -0.88
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2025.90 21.75 6.25 12.08 2,950 -71 2,570
11 Dec 2006.90 13.75 -7.1 14.66 3,444 1,182 2,641
10 Dec 2014.50 19.95 1.45 14.99 1,435 107 1,467
9 Dec 2006.20 17.5 -9 14.89 1,356 -38 1,358
8 Dec 2020.70 25.3 -3.8 13.87 3,931 976 1,397
5 Dec 2023.70 27.3 4.9 14.59 3,156 -127 433
4 Dec 2002.90 22 7.35 15.37 1,593 17 569
3 Dec 1972.80 14.5 -4.45 15.72 493 -12 550
2 Dec 1981.50 20.35 4.5 16.59 631 -43 562
1 Dec 1971.60 15.8 -0.1 15.69 477 6 605
28 Nov 1966.00 15.5 -13.65 15.14 846 48 602
27 Nov 2004.50 28.95 -12.3 15.77 796 111 555
26 Nov 2029.10 41.6 -0.1 14.99 1,358 122 444
25 Nov 2031.00 39.3 -0.95 13.51 750 61 312
24 Nov 2014.80 40.3 -3.1 - 229 57 249
21 Nov 2022.50 42.3 -6.75 16.10 338 25 196
20 Nov 2027.10 50.45 10.45 16.49 302 115 161
19 Nov 2004.80 40 -2 17.89 23 2 49
18 Nov 1993.30 42 0 19.96 1 0 47
17 Nov 1996.00 42 3.7 19.09 3 0 47
14 Nov 2000.90 38.3 -2.2 15.89 4 1 47
13 Nov 1987.90 40.5 -5 18.66 22 20 48
12 Nov 1996.70 45.5 8.5 18.99 5 0 28
11 Nov 1997.30 37 -13 15.39 20 0 10
10 Nov 1989.30 50 7.8 20.42 2 0 9
7 Nov 1998.90 42.2 0.05 14.90 1 0 9
6 Nov 1970.80 42.15 2.15 - 0 0 0
4 Nov 1971.50 42.15 2.15 19.03 1 0 9
3 Nov 1969.60 40 -0.7 18.30 1 0 8
31 Oct 1955.70 40.7 15.2 - 0 0 0
30 Oct 1968.40 40.7 15.2 - 0 8 0
29 Oct 1970.40 40.7 15.2 17.22 8 0 0
27 Oct 1903.10 25.5 0 3.48 0 0 0
23 Oct 1852.70 0 0 - 0 0 0
21 Oct 1841.00 0 0 - 0 0 0
17 Oct 1844.10 0 0 - 0 0 0
15 Oct 1840.60 0 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 2040 expiring on 30DEC2025

Delta for 2040 CE is 0.51

Historical price for 2040 CE is as follows

On 12 Dec SBILIFE was trading at 2025.90. The strike last trading price was 21.75, which was 6.25 higher than the previous day. The implied volatity was 12.08, the open interest changed by -71 which decreased total open position to 2570


On 11 Dec SBILIFE was trading at 2006.90. The strike last trading price was 13.75, which was -7.1 lower than the previous day. The implied volatity was 14.66, the open interest changed by 1182 which increased total open position to 2641


On 10 Dec SBILIFE was trading at 2014.50. The strike last trading price was 19.95, which was 1.45 higher than the previous day. The implied volatity was 14.99, the open interest changed by 107 which increased total open position to 1467


On 9 Dec SBILIFE was trading at 2006.20. The strike last trading price was 17.5, which was -9 lower than the previous day. The implied volatity was 14.89, the open interest changed by -38 which decreased total open position to 1358


On 8 Dec SBILIFE was trading at 2020.70. The strike last trading price was 25.3, which was -3.8 lower than the previous day. The implied volatity was 13.87, the open interest changed by 976 which increased total open position to 1397


On 5 Dec SBILIFE was trading at 2023.70. The strike last trading price was 27.3, which was 4.9 higher than the previous day. The implied volatity was 14.59, the open interest changed by -127 which decreased total open position to 433


On 4 Dec SBILIFE was trading at 2002.90. The strike last trading price was 22, which was 7.35 higher than the previous day. The implied volatity was 15.37, the open interest changed by 17 which increased total open position to 569


On 3 Dec SBILIFE was trading at 1972.80. The strike last trading price was 14.5, which was -4.45 lower than the previous day. The implied volatity was 15.72, the open interest changed by -12 which decreased total open position to 550


On 2 Dec SBILIFE was trading at 1981.50. The strike last trading price was 20.35, which was 4.5 higher than the previous day. The implied volatity was 16.59, the open interest changed by -43 which decreased total open position to 562


On 1 Dec SBILIFE was trading at 1971.60. The strike last trading price was 15.8, which was -0.1 lower than the previous day. The implied volatity was 15.69, the open interest changed by 6 which increased total open position to 605


On 28 Nov SBILIFE was trading at 1966.00. The strike last trading price was 15.5, which was -13.65 lower than the previous day. The implied volatity was 15.14, the open interest changed by 48 which increased total open position to 602


On 27 Nov SBILIFE was trading at 2004.50. The strike last trading price was 28.95, which was -12.3 lower than the previous day. The implied volatity was 15.77, the open interest changed by 111 which increased total open position to 555


On 26 Nov SBILIFE was trading at 2029.10. The strike last trading price was 41.6, which was -0.1 lower than the previous day. The implied volatity was 14.99, the open interest changed by 122 which increased total open position to 444


On 25 Nov SBILIFE was trading at 2031.00. The strike last trading price was 39.3, which was -0.95 lower than the previous day. The implied volatity was 13.51, the open interest changed by 61 which increased total open position to 312


On 24 Nov SBILIFE was trading at 2014.80. The strike last trading price was 40.3, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 249


On 21 Nov SBILIFE was trading at 2022.50. The strike last trading price was 42.3, which was -6.75 lower than the previous day. The implied volatity was 16.10, the open interest changed by 25 which increased total open position to 196


On 20 Nov SBILIFE was trading at 2027.10. The strike last trading price was 50.45, which was 10.45 higher than the previous day. The implied volatity was 16.49, the open interest changed by 115 which increased total open position to 161


On 19 Nov SBILIFE was trading at 2004.80. The strike last trading price was 40, which was -2 lower than the previous day. The implied volatity was 17.89, the open interest changed by 2 which increased total open position to 49


On 18 Nov SBILIFE was trading at 1993.30. The strike last trading price was 42, which was 0 lower than the previous day. The implied volatity was 19.96, the open interest changed by 0 which decreased total open position to 47


On 17 Nov SBILIFE was trading at 1996.00. The strike last trading price was 42, which was 3.7 higher than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 47


On 14 Nov SBILIFE was trading at 2000.90. The strike last trading price was 38.3, which was -2.2 lower than the previous day. The implied volatity was 15.89, the open interest changed by 1 which increased total open position to 47


On 13 Nov SBILIFE was trading at 1987.90. The strike last trading price was 40.5, which was -5 lower than the previous day. The implied volatity was 18.66, the open interest changed by 20 which increased total open position to 48


On 12 Nov SBILIFE was trading at 1996.70. The strike last trading price was 45.5, which was 8.5 higher than the previous day. The implied volatity was 18.99, the open interest changed by 0 which decreased total open position to 28


On 11 Nov SBILIFE was trading at 1997.30. The strike last trading price was 37, which was -13 lower than the previous day. The implied volatity was 15.39, the open interest changed by 0 which decreased total open position to 10


On 10 Nov SBILIFE was trading at 1989.30. The strike last trading price was 50, which was 7.8 higher than the previous day. The implied volatity was 20.42, the open interest changed by 0 which decreased total open position to 9


On 7 Nov SBILIFE was trading at 1998.90. The strike last trading price was 42.2, which was 0.05 higher than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 9


On 6 Nov SBILIFE was trading at 1970.80. The strike last trading price was 42.15, which was 2.15 higher 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 42.15, which was 2.15 higher than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 9


On 3 Nov SBILIFE was trading at 1969.60. The strike last trading price was 40, which was -0.7 lower than the previous day. The implied volatity was 18.30, the open interest changed by 0 which decreased total open position to 8


On 31 Oct SBILIFE was trading at 1955.70. The strike last trading price was 40.7, which was 15.2 higher 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 40.7, which was 15.2 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 29 Oct SBILIFE was trading at 1970.40. The strike last trading price was 40.7, which was 15.2 higher than the previous day. The implied volatity was 17.22, the open interest changed by 0 which decreased total open position to 0


On 27 Oct SBILIFE was trading at 1903.10. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0


On 23 Oct SBILIFE was trading at 1852.70. The strike last trading price was 0, 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 21 Oct SBILIFE was trading at 1841.00. The strike last trading price was 0, 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 17 Oct SBILIFE was trading at 1844.10. The strike last trading price was 0, 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 15 Oct SBILIFE was trading at 1840.60. The strike last trading price was 0, 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 30DEC2025 2040 PE
Delta: -0.49
Vega: 1.80
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2025.90 27.8 -13.35 15.47 221 84 393
11 Dec 2006.90 44.95 6.5 13.98 88 17 307
10 Dec 2014.50 38.25 -9.8 14.85 72 14 292
9 Dec 2006.20 48.35 11.7 17.45 296 -140 280
8 Dec 2020.70 37.6 1.8 17.79 644 103 424
5 Dec 2023.70 37 -14.65 15.74 567 8 326
4 Dec 2002.90 51.35 -17.75 17.56 31 4 319
3 Dec 1972.80 69.1 7.1 17.68 23 -10 317
2 Dec 1981.50 59.25 -15.45 16.34 43 -1 327
1 Dec 1971.60 73.6 -3 19.70 63 -9 328
28 Nov 1966.00 76.8 26.1 19.55 136 -50 336
27 Nov 2004.50 50.45 10.2 16.47 477 -85 397
26 Nov 2029.10 39.2 -5.85 17.08 1,122 274 420
25 Nov 2031.00 45.45 -6.05 20.19 229 127 148
24 Nov 2014.80 51.5 -1.35 29.58 17 7 12
21 Nov 2022.50 52.85 -191.2 20.39 6 5 5
20 Nov 2027.10 244.05 0 0.34 0 0 0
19 Nov 2004.80 244.05 0 - 0 0 0
18 Nov 1993.30 244.05 0 - 0 0 0
17 Nov 1996.00 244.05 0 - 0 0 0
14 Nov 2000.90 244.05 0 - 0 0 0
13 Nov 1987.90 244.05 0 - 0 0 0
12 Nov 1996.70 244.05 0 - 0 0 0
11 Nov 1997.30 244.05 0 - 0 0 0
10 Nov 1989.30 244.05 0 - 0 0 0
7 Nov 1998.90 244.05 0 - 0 0 0
6 Nov 1970.80 244.05 0 - 0 0 0
4 Nov 1971.50 244.05 0 - 0 0 0
3 Nov 1969.60 244.05 0 - 0 0 0
31 Oct 1955.70 244.05 0 - 0 0 0
30 Oct 1968.40 244.05 0 - 0 0 0
29 Oct 1970.40 244.05 0 - 0 0 0
27 Oct 1903.10 0 0 - 0 0 0
23 Oct 1852.70 0 0 - 0 0 0
21 Oct 1841.00 0 0 - 0 0 0
17 Oct 1844.10 0 0 - 0 0 0
15 Oct 1840.60 0 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 2040 expiring on 30DEC2025

Delta for 2040 PE is -0.49

Historical price for 2040 PE is as follows

On 12 Dec SBILIFE was trading at 2025.90. The strike last trading price was 27.8, which was -13.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 84 which increased total open position to 393


On 11 Dec SBILIFE was trading at 2006.90. The strike last trading price was 44.95, which was 6.5 higher than the previous day. The implied volatity was 13.98, the open interest changed by 17 which increased total open position to 307


On 10 Dec SBILIFE was trading at 2014.50. The strike last trading price was 38.25, which was -9.8 lower than the previous day. The implied volatity was 14.85, the open interest changed by 14 which increased total open position to 292


On 9 Dec SBILIFE was trading at 2006.20. The strike last trading price was 48.35, which was 11.7 higher than the previous day. The implied volatity was 17.45, the open interest changed by -140 which decreased total open position to 280


On 8 Dec SBILIFE was trading at 2020.70. The strike last trading price was 37.6, which was 1.8 higher than the previous day. The implied volatity was 17.79, the open interest changed by 103 which increased total open position to 424


On 5 Dec SBILIFE was trading at 2023.70. The strike last trading price was 37, which was -14.65 lower than the previous day. The implied volatity was 15.74, the open interest changed by 8 which increased total open position to 326


On 4 Dec SBILIFE was trading at 2002.90. The strike last trading price was 51.35, which was -17.75 lower than the previous day. The implied volatity was 17.56, the open interest changed by 4 which increased total open position to 319


On 3 Dec SBILIFE was trading at 1972.80. The strike last trading price was 69.1, which was 7.1 higher than the previous day. The implied volatity was 17.68, the open interest changed by -10 which decreased total open position to 317


On 2 Dec SBILIFE was trading at 1981.50. The strike last trading price was 59.25, which was -15.45 lower than the previous day. The implied volatity was 16.34, the open interest changed by -1 which decreased total open position to 327


On 1 Dec SBILIFE was trading at 1971.60. The strike last trading price was 73.6, which was -3 lower than the previous day. The implied volatity was 19.70, the open interest changed by -9 which decreased total open position to 328


On 28 Nov SBILIFE was trading at 1966.00. The strike last trading price was 76.8, which was 26.1 higher than the previous day. The implied volatity was 19.55, the open interest changed by -50 which decreased total open position to 336


On 27 Nov SBILIFE was trading at 2004.50. The strike last trading price was 50.45, which was 10.2 higher than the previous day. The implied volatity was 16.47, the open interest changed by -85 which decreased total open position to 397


On 26 Nov SBILIFE was trading at 2029.10. The strike last trading price was 39.2, which was -5.85 lower than the previous day. The implied volatity was 17.08, the open interest changed by 274 which increased total open position to 420


On 25 Nov SBILIFE was trading at 2031.00. The strike last trading price was 45.45, which was -6.05 lower than the previous day. The implied volatity was 20.19, the open interest changed by 127 which increased total open position to 148


On 24 Nov SBILIFE was trading at 2014.80. The strike last trading price was 51.5, which was -1.35 lower than the previous day. The implied volatity was 29.58, the open interest changed by 7 which increased total open position to 12


On 21 Nov SBILIFE was trading at 2022.50. The strike last trading price was 52.85, which was -191.2 lower than the previous day. The implied volatity was 20.39, the open interest changed by 5 which increased total open position to 5


On 20 Nov SBILIFE was trading at 2027.10. The strike last trading price was 244.05, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 19 Nov SBILIFE was trading at 2004.80. The strike last trading price was 244.05, 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 18 Nov SBILIFE was trading at 1993.30. The strike last trading price was 244.05, 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 17 Nov SBILIFE was trading at 1996.00. The strike last trading price was 244.05, 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 Nov SBILIFE was trading at 2000.90. The strike last trading price was 244.05, 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 Nov SBILIFE was trading at 1987.90. The strike last trading price was 244.05, 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 Nov SBILIFE was trading at 1996.70. The strike last trading price was 244.05, 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 11 Nov SBILIFE was trading at 1997.30. The strike last trading price was 244.05, 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 244.05, 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 Nov SBILIFE was trading at 1998.90. The strike last trading price was 244.05, 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 244.05, 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 244.05, 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 244.05, 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 244.05, 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 244.05, 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 244.05, 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 Oct SBILIFE was trading at 1903.10. The strike last trading price was 0, 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 23 Oct SBILIFE was trading at 1852.70. The strike last trading price was 0, 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 21 Oct SBILIFE was trading at 1841.00. The strike last trading price was 0, 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 17 Oct SBILIFE was trading at 1844.10. The strike last trading price was 0, 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 15 Oct SBILIFE was trading at 1840.60. The strike last trading price was 0, 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