SBILIFE
Sbi Life Insurance Co Ltd
1405.3
-3.75 (-0.27%)
Option Chain for SBILIFE
27 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 375 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 444.75 | 0.00 | 1200 | 0.00 | 1.40 | 28.92 | 11 | 6 | 6 | -0.03 |
- | 0 | 0 | 0 | - | 229.90 | 0.00 | 1220 | 0.00 | 2.45 | 0.00 | 0 | 1 | 0 | 0.00 |
0.86 | 0 | 0 | 1 | 42.09 | 185.75 | -220.60 | 1240 | 0.25 | 2.30 | 26.42 | 162 | 142 | 143 | -0.05 |
- | 0 | 0 | 0 | - | 195.00 | 0.00 | 1260 | -7.50 | 3.15 | 25.50 | 116 | 50 | 50 | -0.06 |
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0.00 | 0 | 0 | 0 | 0.00 | 155.00 | 0.00 | 1280 | 1.15 | 4.50 | 24.87 | 61 | 13 | 13 | -0.09 |
0.00 | 0 | 1 | 0 | 0.00 | 120.00 | 0.00 | 1300 | -0.55 | 6.40 | 24.29 | 489 | -12 | 244 | -0.12 |
0.82 | 0 | 0 | 1 | 25.99 | 104.50 | -227.00 | 1320 | -0.55 | 8.95 | 23.69 | 258 | -6 | 92 | -0.16 |
0.77 | 8 | 7 | 11 | 24.97 | 87.95 | -4.00 | 1340 | -0.30 | 12.55 | 23.25 | 248 | 28 | 64 | -0.21 |
0.72 | 22 | 5 | 12 | 22.70 | 70.50 | -4.85 | 1360 | 0.20 | 17.35 | 22.88 | 498 | -44 | 738 | -0.28 |
0.65 | 47 | 11 | 37 | 22.25 | 56.65 | -3.65 | 1380 | 0.10 | 23.30 | 22.40 | 232 | 5 | 131 | -0.35 |
0.57 | 429 | -76 | 784 | 21.93 | 44.50 | -4.45 | 1400 | 0.80 | 31.15 | 22.18 | 520 | 32 | 464 | -0.43 |
0.49 | 518 | 84 | 1,466 | 21.73 | 34.20 | -3.80 | 1420 | 0.90 | 40.95 | 22.15 | 442 | 166 | 273 | -0.51 |
0.40 | 491 | 29 | 535 | 21.59 | 25.65 | -2.95 | 1440 | 1.35 | 52.05 | 21.92 | 103 | 23 | 201 | -0.59 |
0.32 | 239 | 16 | 455 | 21.37 | 18.60 | -2.90 | 1460 | 1.30 | 64.90 | 21.79 | 48 | 23 | 37 | -0.67 |
0.25 | 151 | -1 | 310 | 21.56 | 13.60 | -2.45 | 1480 | 1.50 | 79.65 | 21.97 | 22 | 8 | 42 | -0.74 |
0.20 | 516 | -15 | 735 | 21.76 | 9.80 | -1.80 | 1500 | -8.45 | 86.55 | 12.14 | 16 | 2 | 122 | -0.94 |
0.15 | 119 | 12 | 324 | 22.06 | 7.05 | -1.40 | 1520 | 69.25 | 109.05 | 18.58 | 6 | 5 | 5 | -0.89 |
0.11 | 69 | 24 | 389 | 22.57 | 5.20 | -0.85 | 1540 | -11.05 | 117.15 | - | 15 | 12 | 15 | - |
0.00 | 0 | 0 | 0 | 0.00 | 9.00 | 0.00 | 1560 | 0.00 | 53.20 | - | 0 | 0 | 0 | - |
0.07 | 66 | 66 | 92 | 23.71 | 2.90 | -22.45 | 1580 | 0.00 | 156.95 | - | 0 | 0 | 0 | - |
0.05 | 350 | 133 | 453 | 24.65 | 2.35 | -0.20 | 1600 | 2.75 | 184.00 | - | 70 | 6 | 144 | - |
0.00 | 0 | 0 | 0 | 0.00 | 6.50 | 0.00 | 1620 | 0.00 | 188.95 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 12.69 | 99.50 | 0.00 | 1640 | 0.00 | 87.85 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1660 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 14.22 | 81.50 | 0.00 | 1680 | 0.00 | 109.15 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1700 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 16.50 | 66.05 | 0.00 | 1720 | 0.00 | 133.00 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1740 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 12 | 3 | 6 | 33.13 | 0.85 | 0.05 | 1760 | 0.00 | 338.00 | 0.00 | 0 | 7 | 0 | 0.00 |
3,037 | 2,784 |
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.