SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1780 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.65
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 86.25 | 17.4 | 29.78 | 33 | 6 | 77 | |||||||||
| 21 Sept | 1841.70 | 69.45 | 14.3 | - | 44 | -4 | 71 | |||||||||
| 18 Sept | 1821.80 | 55.7 | 11.75 | 18.21 | 65 | -11 | 76 | |||||||||
| 14 Sept | 1830.20 | 63.35 | 9.4 | 14.01 | 94 | -6 | 87 | |||||||||
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| 17 Aug | 1840.60 | 125.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1780 expiring on 30SEP2025
Delta for 1780 CE is 0.85
Historical price for 1780 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 86.25, which was 17.4 higher than the previous day. The implied volatity was 29.78, the open interest changed by 6 which increased total open position to 77
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 69.45, which was 14.3 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 71
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 55.7, which was 11.75 higher than the previous day. The implied volatity was 18.21, the open interest changed by -11 which decreased total open position to 76
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 63.35, which was 9.4 higher than the previous day. The implied volatity was 14.01, the open interest changed by -6 which decreased total open position to 87
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 125.9, 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 1780 PE | |||||||
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Delta: -0.09
Vega: 0.45
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 2.65 | -2.05 | 22.46 | 471 | -69 | 252 |
| 21 Sept | 1841.70 | 4.15 | -3.05 | 20.20 | 357 | -9 | 319 |
| 18 Sept | 1821.80 | 7.35 | -6.15 | 18.74 | 489 | -20 | 330 |
| 14 Sept | 1830.20 | 10.05 | -5.35 | 19.48 | 370 | 12 | 231 |
| 17 Aug | 1840.60 | 24.4 | 0 | 0.00 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1780 expiring on 30SEP2025
Delta for 1780 PE is -0.09
Historical price for 1780 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 2.65, which was -2.05 lower than the previous day. The implied volatity was 22.46, the open interest changed by -69 which decreased total open position to 252
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 4.15, which was -3.05 lower than the previous day. The implied volatity was 20.20, the open interest changed by -9 which decreased total open position to 319
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 7.35, which was -6.15 lower than the previous day. The implied volatity was 18.74, the open interest changed by -20 which decreased total open position to 330
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 10.05, which was -5.35 lower than the previous day. The implied volatity was 19.48, the open interest changed by 12 which increased total open position to 231
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 24.4, 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
