SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
02 Mar 2026 04:10 PM IST
| SBILIFE 30-MAR-2026 2060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 2.23
Theta: -0.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 2032.20 | 34.55 | -6.1 | 18.06 | 547 | 46 | 272 | |||||||||
| 27 Feb | 2037.20 | 40.25 | -23.75 | 17.81 | 622 | 143 | 225 | |||||||||
| 26 Feb | 2082.80 | 62.9 | 1.1 | 15.44 | 139 | 38 | 82 | |||||||||
| 25 Feb | 2073.60 | 61.8 | -2.35 | 17.4 | 49 | 9 | 43 | |||||||||
| 24 Feb | 2082.90 | 64.15 | -23.1 | 14.55 | 7 | 1 | 35 | |||||||||
| 23 Feb | 2109.60 | 86.2 | 21.85 | 17.34 | 79 | -7 | 35 | |||||||||
| 20 Feb | 2080.00 | 64.5 | 21.7 | 15.29 | 159 | 9 | 41 | |||||||||
| 19 Feb | 2043.00 | 43.6 | -10.6 | 15.05 | 47 | -9 | 33 | |||||||||
| 18 Feb | 2059.60 | 54 | 5.7 | 15.23 | 93 | 34 | 43 | |||||||||
| 17 Feb | 2039.50 | 48.3 | -2.7 | 17.96 | 5 | 1 | 8 | |||||||||
| 16 Feb | 2042.40 | 51 | 7.4 | 17.46 | 8 | 4 | 7 | |||||||||
| 13 Feb | 2034.20 | 43.3 | 10.3 | 14.42 | 6 | 0 | 2 | |||||||||
| 12 Feb | 2022.10 | 33 | -16.1 | 13.83 | 2 | 1 | 2 | |||||||||
| 11 Feb | 2026.30 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 2018.30 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 2024.00 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 1996.70 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 2017.80 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
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| 4 Feb | 2041.70 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 3 Feb | 2002.10 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 2001.00 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 1974.30 | 49.1 | -30.15 | - | 0 | 0 | 1 | |||||||||
| 30 Jan | 1998.50 | 49.1 | -30.15 | 18.42 | 1 | 0 | 0 | |||||||||
| 29 Jan | 1996.30 | 79.25 | 0 | 1.01 | 0 | 0 | 0 | |||||||||
| 28 Jan | 2053.20 | 79.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 2060 expiring on 30MAR2026
Delta for 2060 CE is 0.46
Historical price for 2060 CE is as follows
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 34.55, which was -6.1 lower than the previous day. The implied volatity was 18.06, the open interest changed by 46 which increased total open position to 272
On 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 40.25, which was -23.75 lower than the previous day. The implied volatity was 17.81, the open interest changed by 143 which increased total open position to 225
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 62.9, which was 1.1 higher than the previous day. The implied volatity was 15.44, the open interest changed by 38 which increased total open position to 82
On 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 61.8, which was -2.35 lower than the previous day. The implied volatity was 17.4, the open interest changed by 9 which increased total open position to 43
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 64.15, which was -23.1 lower than the previous day. The implied volatity was 14.55, the open interest changed by 1 which increased total open position to 35
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 86.2, which was 21.85 higher than the previous day. The implied volatity was 17.34, the open interest changed by -7 which decreased total open position to 35
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 64.5, which was 21.7 higher than the previous day. The implied volatity was 15.29, the open interest changed by 9 which increased total open position to 41
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 43.6, which was -10.6 lower than the previous day. The implied volatity was 15.05, the open interest changed by -9 which decreased total open position to 33
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 54, which was 5.7 higher than the previous day. The implied volatity was 15.23, the open interest changed by 34 which increased total open position to 43
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 48.3, which was -2.7 lower than the previous day. The implied volatity was 17.96, the open interest changed by 1 which increased total open position to 8
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 51, which was 7.4 higher than the previous day. The implied volatity was 17.46, the open interest changed by 4 which increased total open position to 7
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 43.3, which was 10.3 higher than the previous day. The implied volatity was 14.42, the open interest changed by 0 which decreased total open position to 2
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 33, which was -16.1 lower than the previous day. The implied volatity was 13.83, the open interest changed by 1 which increased total open position to 2
On 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower 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 49.1, which was -30.15 lower than the previous day. The implied volatity was 18.42, 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 79.25, which was 0 lower than the previous day. The implied volatity was 1.01, 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 79.25, 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 30MAR2026 2060 PE | |||||||
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Delta: -0.52
Vega: 2.24
Theta: -0.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 2032.20 | 61.7 | 8.95 | 24.45 | 117 | -21 | 143 |
| 27 Feb | 2037.20 | 51.05 | 18.45 | 20.65 | 292 | 6 | 163 |
| 26 Feb | 2082.80 | 32.6 | -5 | 21.01 | 190 | 28 | 156 |
| 25 Feb | 2073.60 | 37.7 | 0.55 | 21.38 | 84 | 31 | 127 |
| 24 Feb | 2082.90 | 35.05 | 4.6 | 21.91 | 52 | -1 | 96 |
| 23 Feb | 2109.60 | 30 | -8.95 | 22.49 | 161 | 51 | 97 |
| 20 Feb | 2080.00 | 39.95 | -10 | 22 | 89 | 49 | 50 |
| 19 Feb | 2043.00 | 49.95 | -29.55 | 20.03 | 1 | 0 | 0 |
| 18 Feb | 2059.60 | 79.5 | 0 | 0.88 | 0 | 0 | 0 |
| 17 Feb | 2039.50 | 79.5 | 0 | 0.14 | 0 | 0 | 0 |
| 16 Feb | 2042.40 | 79.5 | 0 | 0.25 | 0 | 0 | 0 |
| 13 Feb | 2034.20 | 79.5 | 0 | 0.2 | 0 | 0 | 0 |
| 12 Feb | 2022.10 | 79.5 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 2026.30 | 79.5 | 0 | 0.16 | 0 | 0 | 0 |
| 10 Feb | 2018.30 | 79.5 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 2024.00 | 79.5 | 0 | 0.01 | 0 | 0 | 0 |
| 6 Feb | 1996.70 | 79.5 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 2017.80 | 79.5 | 0 | 0.06 | 0 | 0 | 0 |
| 4 Feb | 2041.70 | 79.5 | 0 | 0.33 | 0 | 0 | 0 |
| 3 Feb | 2002.10 | 79.5 | 0 | 0.01 | 0 | 0 | 0 |
| 2 Feb | 2001.00 | 79.5 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1974.30 | 79.5 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1998.50 | 79.5 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1996.30 | 79.5 | 0 | 0.26 | 0 | 0 | 0 |
| 28 Jan | 2053.20 | 79.5 | 0 | 1.02 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 2060 expiring on 30MAR2026
Delta for 2060 PE is -0.52
Historical price for 2060 PE is as follows
On 2 Mar SBILIFE was trading at 2032.20. The strike last trading price was 61.7, which was 8.95 higher than the previous day. The implied volatity was 24.45, the open interest changed by -21 which decreased total open position to 143
On 27 Feb SBILIFE was trading at 2037.20. The strike last trading price was 51.05, which was 18.45 higher than the previous day. The implied volatity was 20.65, the open interest changed by 6 which increased total open position to 163
On 26 Feb SBILIFE was trading at 2082.80. The strike last trading price was 32.6, which was -5 lower than the previous day. The implied volatity was 21.01, the open interest changed by 28 which increased total open position to 156
On 25 Feb SBILIFE was trading at 2073.60. The strike last trading price was 37.7, which was 0.55 higher than the previous day. The implied volatity was 21.38, the open interest changed by 31 which increased total open position to 127
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 35.05, which was 4.6 higher than the previous day. The implied volatity was 21.91, the open interest changed by -1 which decreased total open position to 96
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 30, which was -8.95 lower than the previous day. The implied volatity was 22.49, the open interest changed by 51 which increased total open position to 97
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 39.95, which was -10 lower than the previous day. The implied volatity was 22, the open interest changed by 49 which increased total open position to 50
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 49.95, which was -29.55 lower than the previous day. The implied volatity was 20.03, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 79.5, 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 Feb SBILIFE was trading at 2026.30. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SBILIFE was trading at 2018.30. The strike last trading price was 79.5, 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 Feb SBILIFE was trading at 2024.00. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 79.5, 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 Feb SBILIFE was trading at 2017.80. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 79.5, 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 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 79.5, 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 Jan SBILIFE was trading at 1998.50. The strike last trading price was 79.5, 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 Jan SBILIFE was trading at 1996.30. The strike last trading price was 79.5, which was 0 lower than the previous day. The implied volatity was 0.26, 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 79.5, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
