SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1760 CE | ||||||||||||||||
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Delta: 0.82
Vega: 0.73
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 111.45 | 23.95 | 42.60 | 10 | -5 | 44 | |||||||||
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| 21 Sept | 1841.70 | 88.5 | 12.6 | - | 38 | -8 | 49 | |||||||||
| 18 Sept | 1821.80 | 75.9 | 16.95 | 22.92 | 27 | 2 | 57 | |||||||||
| 14 Sept | 1830.20 | 78.1 | 9.05 | - | 22 | 1 | 51 | |||||||||
| 17 Aug | 1840.60 | 180.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1760 expiring on 30SEP2025
Delta for 1760 CE is 0.82
Historical price for 1760 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 111.45, which was 23.95 higher than the previous day. The implied volatity was 42.60, the open interest changed by -5 which decreased total open position to 44
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 88.5, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 49
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 75.9, which was 16.95 higher than the previous day. The implied volatity was 22.92, the open interest changed by 2 which increased total open position to 57
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 78.1, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 51
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 180.95, 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 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.33
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 1.8 | -1.05 | 24.39 | 199 | -14 | 249 |
| 21 Sept | 1841.70 | 2.55 | -2.05 | 21.21 | 198 | -9 | 263 |
| 18 Sept | 1821.80 | 4.55 | -4.25 | 19.65 | 361 | -34 | 271 |
| 14 Sept | 1830.20 | 6.65 | -3.9 | 19.95 | 228 | -43 | 281 |
| 17 Aug | 1840.60 | 19.5 | -1.75 | 22.48 | 12 | 7 | 11 |
For Sbi Life Insurance Co Ltd - strike price 1760 expiring on 30SEP2025
Delta for 1760 PE is -0.06
Historical price for 1760 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 1.8, which was -1.05 lower than the previous day. The implied volatity was 24.39, the open interest changed by -14 which decreased total open position to 249
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 2.55, which was -2.05 lower than the previous day. The implied volatity was 21.21, the open interest changed by -9 which decreased total open position to 263
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was 19.65, the open interest changed by -34 which decreased total open position to 271
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 6.65, which was -3.9 lower than the previous day. The implied volatity was 19.95, the open interest changed by -43 which decreased total open position to 281
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 19.5, which was -1.75 lower than the previous day. The implied volatity was 22.48, the open interest changed by 7 which increased total open position to 11
