SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
24 Feb 2026 04:10 PM IST
| SBILIFE 30-MAR-2026 2100 CE | ||||||||||||||||
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Delta: 0.53
Vega: 2.53
Theta: -0.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 2082.90 | 47.05 | -15.35 | 17.24 | 828 | 5 | 368 | |||||||||
| 23 Feb | 2109.60 | 62 | 18.15 | 18.03 | 1,608 | 127 | 366 | |||||||||
| 20 Feb | 2080.00 | 45.2 | 17.25 | 16.56 | 853 | 85 | 234 | |||||||||
| 19 Feb | 2043.00 | 27.5 | -7.95 | 15.56 | 154 | 43 | 148 | |||||||||
| 18 Feb | 2059.60 | 35.25 | 5.35 | 15.67 | 179 | 10 | 103 | |||||||||
| 17 Feb | 2039.50 | 30 | -4.1 | 17.33 | 106 | 31 | 93 | |||||||||
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| 16 Feb | 2042.40 | 33.9 | 3.9 | 17.6 | 37 | 7 | 55 | |||||||||
| 13 Feb | 2034.20 | 30 | 5.8 | 15.79 | 12 | 2 | 48 | |||||||||
| 12 Feb | 2022.10 | 24.2 | -0.4 | 15.93 | 23 | 13 | 46 | |||||||||
| 11 Feb | 2026.30 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 10 Feb | 2018.30 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 9 Feb | 2024.00 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 6 Feb | 1996.70 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 5 Feb | 2017.80 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 4 Feb | 2041.70 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 3 Feb | 2002.10 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 2 Feb | 2001.00 | 24.6 | -5.6 | - | 0 | 0 | 33 | |||||||||
| 1 Feb | 1974.30 | 24.6 | -5.6 | 18.56 | 10 | 1 | 34 | |||||||||
| 30 Jan | 1998.50 | 30.2 | -4.8 | 16.45 | 111 | 16 | 33 | |||||||||
| 29 Jan | 1996.30 | 35 | -26.2 | 19.23 | 25 | 16 | 17 | |||||||||
| 28 Jan | 2053.20 | 61.2 | -0.6 | 19.77 | 1 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 2100 expiring on 30MAR2026
Delta for 2100 CE is 0.53
Historical price for 2100 CE is as follows
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 47.05, which was -15.35 lower than the previous day. The implied volatity was 17.24, the open interest changed by 5 which increased total open position to 368
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 62, which was 18.15 higher than the previous day. The implied volatity was 18.03, the open interest changed by 127 which increased total open position to 366
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 45.2, which was 17.25 higher than the previous day. The implied volatity was 16.56, the open interest changed by 85 which increased total open position to 234
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 27.5, which was -7.95 lower than the previous day. The implied volatity was 15.56, the open interest changed by 43 which increased total open position to 148
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 35.25, which was 5.35 higher than the previous day. The implied volatity was 15.67, the open interest changed by 10 which increased total open position to 103
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 30, which was -4.1 lower than the previous day. The implied volatity was 17.33, the open interest changed by 31 which increased total open position to 93
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 33.9, which was 3.9 higher than the previous day. The implied volatity was 17.6, the open interest changed by 7 which increased total open position to 55
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 30, which was 5.8 higher than the previous day. The implied volatity was 15.79, the open interest changed by 2 which increased total open position to 48
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 24.2, which was -0.4 lower than the previous day. The implied volatity was 15.93, the open interest changed by 13 which increased total open position to 46
On 11 Feb SBILIFE was trading at 2026.30. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 10 Feb SBILIFE was trading at 2018.30. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 9 Feb SBILIFE was trading at 2024.00. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 24.6, which was -5.6 lower than the previous day. The implied volatity was 18.56, the open interest changed by 1 which increased total open position to 34
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 30.2, which was -4.8 lower than the previous day. The implied volatity was 16.45, the open interest changed by 16 which increased total open position to 33
On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 35, which was -26.2 lower than the previous day. The implied volatity was 19.23, the open interest changed by 16 which increased total open position to 17
On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 61.2, which was -0.6 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30MAR2026 2100 PE | |||||||
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Delta: -0.47
Vega: 2.53
Theta: -0.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 2082.90 | 53 | 8 | 22.15 | 301 | 52 | 272 |
| 23 Feb | 2109.60 | 44.3 | -13.4 | 22.13 | 579 | 92 | 220 |
| 20 Feb | 2080.00 | 58.35 | -12.8 | 22.13 | 204 | 24 | 130 |
| 19 Feb | 2043.00 | 71.15 | 6.95 | 19.8 | 65 | 45 | 107 |
| 18 Feb | 2059.60 | 64.75 | -15 | 20.62 | 46 | 19 | 60 |
| 17 Feb | 2039.50 | 79.75 | 6.1 | 20.77 | 33 | 4 | 41 |
| 16 Feb | 2042.40 | 73.65 | -6.95 | 19.74 | 22 | 20 | 36 |
| 13 Feb | 2034.20 | 80.85 | -20.8 | 21.39 | 16 | 6 | 6 |
| 12 Feb | 2022.10 | 101.65 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 2026.30 | 101.65 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 2018.30 | 101.65 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 2024.00 | 101.65 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1996.70 | 101.65 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 2017.80 | 101.65 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 2041.70 | 101.65 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 2002.10 | 101.65 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 2001.00 | 101.65 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1974.30 | 101.65 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1998.50 | 101.65 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1996.30 | 101.65 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 2053.20 | 101.65 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 2100 expiring on 30MAR2026
Delta for 2100 PE is -0.47
Historical price for 2100 PE is as follows
On 24 Feb SBILIFE was trading at 2082.90. The strike last trading price was 53, which was 8 higher than the previous day. The implied volatity was 22.15, the open interest changed by 52 which increased total open position to 272
On 23 Feb SBILIFE was trading at 2109.60. The strike last trading price was 44.3, which was -13.4 lower than the previous day. The implied volatity was 22.13, the open interest changed by 92 which increased total open position to 220
On 20 Feb SBILIFE was trading at 2080.00. The strike last trading price was 58.35, which was -12.8 lower than the previous day. The implied volatity was 22.13, the open interest changed by 24 which increased total open position to 130
On 19 Feb SBILIFE was trading at 2043.00. The strike last trading price was 71.15, which was 6.95 higher than the previous day. The implied volatity was 19.8, the open interest changed by 45 which increased total open position to 107
On 18 Feb SBILIFE was trading at 2059.60. The strike last trading price was 64.75, which was -15 lower than the previous day. The implied volatity was 20.62, the open interest changed by 19 which increased total open position to 60
On 17 Feb SBILIFE was trading at 2039.50. The strike last trading price was 79.75, which was 6.1 higher than the previous day. The implied volatity was 20.77, the open interest changed by 4 which increased total open position to 41
On 16 Feb SBILIFE was trading at 2042.40. The strike last trading price was 73.65, which was -6.95 lower than the previous day. The implied volatity was 19.74, the open interest changed by 20 which increased total open position to 36
On 13 Feb SBILIFE was trading at 2034.20. The strike last trading price was 80.85, which was -20.8 lower than the previous day. The implied volatity was 21.39, the open interest changed by 6 which increased total open position to 6
On 12 Feb SBILIFE was trading at 2022.10. The strike last trading price was 101.65, 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 101.65, 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 Feb SBILIFE was trading at 2018.30. The strike last trading price was 101.65, 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 101.65, 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 Feb SBILIFE was trading at 1996.70. The strike last trading price was 101.65, 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 101.65, 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 Feb SBILIFE was trading at 2041.70. The strike last trading price was 101.65, 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 Feb SBILIFE was trading at 2002.10. The strike last trading price was 101.65, 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 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 101.65, 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 101.65, 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 101.65, 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 101.65, 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 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 101.65, 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
