SBILIFE
Sbi Life Insurance Co Ltd
1477.95
-44.95 (-2.95%)
Option Chain for SBILIFE
21 Nov 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 375 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 518.25 | 0.00 | 1320 | 0.70 | 0.95 | 43.19 | 6 | 0 | 7 | -0.03 |
| - | 0 | 0 | 0 | - | 558.70 | 558.70 | 1340 | 0.10 | 0.10 | 18.63 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 509.10 | 0.00 | 1360 | 0.00 | 1.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 535.75 | 0.00 | 1380 | 0.25 | 1.90 | 32.94 | 115 | 36 | 64 | -0.06 |
| 0.84 | 7 | 7 | 12 | 40.59 | 84.90 | -385.65 | 1400 | 0.35 | 2.60 | 29.70 | 1,021 | 24 | 348 | -0.09 |
| 0.84 | 0 | 0 | 3 | 29.07 | 62.65 | -433.75 | 1420 | 1.30 | 4.65 | 28.50 | 829 | 82 | 188 | -0.15 |
| 0.76 | 9 | 9 | 17 | 27.52 | 45.95 | -386.50 | 1440 | 3.20 | 8.15 | 27.45 | 1,744 | 57 | 236 | -0.24 |
| 0.64 | 51 | 26 | 214 | 25.55 | 30.80 | -35.85 | 1460 | 6.65 | 13.80 | 26.59 | 1,840 | -170 | 343 | -0.36 |
| 0.49 | 374 | 352 | 2,054 | 24.97 | 19.30 | -30.80 | 1480 | 11.30 | 22.05 | 25.69 | 2,515 | 78 | 382 | -0.51 |
|
|
||||||||||||||
| 0.34 | 951 | 631 | 5,659 | 24.89 | 11.25 | -24.10 | 1500 | 18.15 | 34.25 | 26.06 | 2,885 | -28 | 547 | -0.65 |
| 0.21 | 640 | 250 | 2,354 | 25.02 | 6.10 | -16.95 | 1520 | 25.50 | 48.70 | 25.87 | 652 | -70 | 422 | -0.78 |
| 0.14 | 780 | 148 | 3,025 | 26.90 | 3.80 | -9.70 | 1540 | 32.55 | 66.45 | 28.19 | 302 | -17 | 376 | -0.85 |
| 0.09 | 1,007 | 221 | 2,167 | 28.39 | 2.30 | -5.20 | 1560 | 35.20 | 83.35 | 25.04 | 85 | -32 | 166 | -0.94 |
| 0.05 | 655 | -67 | 1,476 | 29.14 | 1.25 | -2.60 | 1580 | 37.30 | 101.10 | - | 44 | -23 | 171 | - |
| 0.03 | 1,733 | -99 | 1,480 | 30.12 | 0.70 | -1.40 | 1600 | 40.45 | 123.45 | 34.72 | 49 | -10 | 368 | -0.95 |
| 0.02 | 749 | -162 | 513 | 31.73 | 0.45 | -0.65 | 1620 | 39.90 | 138.30 | - | 18 | -5 | 225 | - |
| 0.01 | 3,642 | -3 | 526 | 33.35 | 0.30 | -0.35 | 1640 | 44.00 | 163.00 | 40.91 | 1 | 0 | 432 | -0.96 |
| 0.01 | 1,265 | -15 | 282 | 35.83 | 0.25 | -0.25 | 1660 | 59.15 | 165.20 | - | 3 | 2 | 55 | - |
| 0.01 | 248 | -28 | 49 | 40.71 | 0.35 | -0.15 | 1680 | 0.00 | 108.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 1,386 | -195 | 446 | 43.93 | 0.35 | -0.15 | 1700 | 42.90 | 222.00 | 42.26 | 89 | -80 | 163 | -0.99 |
| 0.01 | 199 | -29 | 75 | 47.08 | 0.35 | -0.10 | 1720 | 0.00 | 152.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 206 | 2 | 33 | - | 0.35 | -0.10 | 1740 | 0.00 | 100.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 118 | -25 | 34 | 51.10 | 0.25 | -0.20 | 1760 | 0.00 | 135.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 104 | -1 | 4 | - | 0.20 | -0.10 | 1780 | 0.00 | 33.70 | - | 0 | 0 | 0 | - |
| - | 816 | -85 | 178 | - | 0.30 | -0.10 | 1800 | 31.30 | 306.30 | - | 2 | 0 | 50 | - |
| - | 39 | -1 | 2 | - | 0.10 | -0.20 | 1820 | 0.00 | 180.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 10 | 0 | 2 | - | 0.15 | -0.05 | 1840 | 0.00 | 86.50 | - | 0 | 0 | 0 | - |
| 14,989 | 4,543 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
