SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.64
Theta: -2.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1857.70 | 173 | 29 | 61.29 | 1 | 0 | 23 | |||||||||
| 21 Sept | 1841.70 | 144 | 11.05 | - | 6 | 4 | 23 | |||||||||
| 18 Sept | 1821.80 | 132.95 | 20.75 | 30.79 | 8 | 0 | 17 | |||||||||
| 14 Sept | 1830.20 | 135.05 | 13.6 | - | 19 | 4 | 15 | |||||||||
| 17 Aug | 1840.60 | 181.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is 0.85
Historical price for 1700 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 173, which was 29 higher than the previous day. The implied volatity was 61.29, the open interest changed by 0 which decreased total open position to 23
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 144, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 23
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 132.95, which was 20.75 higher than the previous day. The implied volatity was 30.79, the open interest changed by 0 which decreased total open position to 17
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 135.05, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 15
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 181.65, 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
| SBILIFE 30SEP2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.16
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 0.8 | -0.3 | 31.15 | 51 | -17 | 226 |
| 21 Sept | 1841.70 | 1.2 | -0.25 | 27.34 | 35 | -11 | 244 |
| 18 Sept | 1821.80 | 1.4 | -0.95 | 23.79 | 82 | 54 | 256 |
| 14 Sept | 1830.20 | 2.15 | -1.1 | 22.50 | 63 | -13 | 269 |
| 17 Aug | 1840.60 | 14 | 0 | 0.00 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is -0.02
Historical price for 1700 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 31.15, the open interest changed by -17 which decreased total open position to 226
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by -11 which decreased total open position to 244
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 1.4, which was -0.95 lower than the previous day. The implied volatity was 23.79, the open interest changed by 54 which increased total open position to 256
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 2.15, which was -1.1 lower than the previous day. The implied volatity was 22.50, the open interest changed by -13 which decreased total open position to 269
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
