[--[65.84.65.76]--]
SBILIFE
Sbi Life Insurance Co Ltd

1857.7 16.00 (0.87%)

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Historical option data for SBILIFE

22 Sep 2025 08:00 PM IST
SBILIFE 30SEP2025 1680 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1857.70 237.55 0 - 0 0 0
21 Sept 1841.70 237.55 0 - 0 0 0
18 Sept 1821.80 237.55 0 - 0 0 0
14 Sept 1830.20 237.55 0 - 0 0 0
17 Aug 1840.60 237.55 0 - 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1680 expiring on 30SEP2025

Delta for 1680 CE is -

Historical price for 1680 CE is as follows

On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 237.55, 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 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 237.55, 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 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 237.55, 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 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 237.55, 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 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 237.55, 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 30SEP2025 1680 PE
Delta: -0.02
Vega: 0.11
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 1857.70 0.5 -0.4 32.22 18 -8 95
21 Sept 1841.70 0.8 -0.75 28.45 13 -7 104
18 Sept 1821.80 1.55 0.05 27.41 1 0 111
14 Sept 1830.20 1.6 -0.55 23.72 37 -5 164
17 Aug 1840.60 29.85 0 7.70 0 0 0


For Sbi Life Insurance Co Ltd - strike price 1680 expiring on 30SEP2025

Delta for 1680 PE is -0.02

Historical price for 1680 PE is as follows

On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 32.22, the open interest changed by -8 which decreased total open position to 95


On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 28.45, the open interest changed by -7 which decreased total open position to 104


On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 111


On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 23.72, the open interest changed by -5 which decreased total open position to 164


On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was 7.70, the open interest changed by 0 which decreased total open position to 0