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[--[65.84.65.76]--]
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
Put

Lot Size : 375

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
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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.