SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1740 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.66
Theta: -2.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 129.95 | 24.75 | 45.85 | 5 | 0 | 11 | |||||||||
| 21 Sept | 1841.70 | 105.2 | 11.7 | - | 45 | -6 | 11 | |||||||||
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| 18 Sept | 1821.80 | 94 | 18.3 | 24.66 | 18 | -4 | 15 | |||||||||
| 14 Sept | 1830.20 | 97.7 | 6.4 | - | 15 | 2 | 17 | |||||||||
| 17 Aug | 1840.60 | 152.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1740 expiring on 30SEP2025
Delta for 1740 CE is 0.84
Historical price for 1740 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 129.95, which was 24.75 higher than the previous day. The implied volatity was 45.85, the open interest changed by 0 which decreased total open position to 11
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 105.2, which was 11.7 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 11
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 94, which was 18.3 higher than the previous day. The implied volatity was 24.66, the open interest changed by -4 which decreased total open position to 15
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 97.7, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 152.35, 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 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.26
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 1.4 | -0.6 | 26.88 | 154 | -35 | 156 |
| 21 Sept | 1841.70 | 1.75 | -1.25 | 22.76 | 98 | 0 | 191 |
| 18 Sept | 1821.80 | 3 | -2.45 | 20.97 | 341 | 49 | 189 |
| 14 Sept | 1830.20 | 4.45 | -2.6 | 20.63 | 182 | -10 | 178 |
| 17 Aug | 1840.60 | 34 | 0 | 4.80 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1740 expiring on 30SEP2025
Delta for 1740 PE is -0.05
Historical price for 1740 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 1.4, which was -0.6 lower than the previous day. The implied volatity was 26.88, the open interest changed by -35 which decreased total open position to 156
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 191
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 3, which was -2.45 lower than the previous day. The implied volatity was 20.97, the open interest changed by 49 which increased total open position to 189
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 4.45, which was -2.6 lower than the previous day. The implied volatity was 20.63, the open interest changed by -10 which decreased total open position to 178
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
