SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1720 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.50
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 145.6 | 15.95 | 43.40 | 10 | -4 | 7 | |||||||||
| 21 Sept | 1841.70 | 129.65 | 21.25 | - | 4 | 4 | 7 | |||||||||
| 18 Sept | 1821.80 | 108.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1830.20 | 102.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1840.60 | 208.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.89
Historical price for 1720 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 145.6, which was 15.95 higher than the previous day. The implied volatity was 43.40, the open interest changed by -4 which decreased total open position to 7
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 129.65, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 108.4, 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
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 102.05, 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
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 208.25, 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 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.22
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 1.2 | -0.3 | 29.75 | 27 | -15 | 98 |
| 21 Sept | 1841.70 | 1.45 | -0.45 | 25.11 | 29 | 8 | 113 |
| 18 Sept | 1821.80 | 1.9 | -1.45 | 22.04 | 40 | -3 | 105 |
| 14 Sept | 1830.20 | 3.1 | -1.6 | 21.58 | 78 | -4 | 93 |
| 17 Aug | 1840.60 | 12.5 | 0 | 0.00 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is -0.04
Historical price for 1720 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 29.75, the open interest changed by -15 which decreased total open position to 98
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 25.11, the open interest changed by 8 which increased total open position to 113
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 1.9, which was -1.45 lower than the previous day. The implied volatity was 22.04, the open interest changed by -3 which decreased total open position to 105
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 3.1, which was -1.6 lower than the previous day. The implied volatity was 21.58, the open interest changed by -4 which decreased total open position to 93
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 12.5, 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
