SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 28OCT2025 1800 CE | ||||||||||||||||
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Delta: 0.70
Vega: 2.02
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 102.95 | 19.85 | 26.01 | 29 | 0 | 85 | |||||||||
| 21 Sept | 1841.70 | 83.1 | 10 | 18.14 | 26 | -5 | 84 | |||||||||
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| 18 Sept | 1821.80 | 73.1 | 5.8 | 20.54 | 122 | 71 | 89 | |||||||||
| 14 Sept | 1830.20 | 77.8 | 6.8 | 18.37 | 2 | 0 | 10 | |||||||||
| 17 Aug | 1840.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1800 expiring on 28OCT2025
Delta for 1800 CE is 0.70
Historical price for 1800 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 102.95, which was 19.85 higher than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 85
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 83.1, which was 10 higher than the previous day. The implied volatity was 18.14, the open interest changed by -5 which decreased total open position to 84
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 73.1, which was 5.8 higher than the previous day. The implied volatity was 20.54, the open interest changed by 71 which increased total open position to 89
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 77.8, which was 6.8 higher than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 10
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 0, 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 28OCT2025 1800 PE | |||||||
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Delta: -0.27
Vega: 1.93
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 22.7 | -6.55 | 22.48 | 20 | 0 | 57 |
| 21 Sept | 1841.70 | 29.25 | -7.5 | 23.64 | 16 | 3 | 57 |
| 18 Sept | 1821.80 | 36.75 | -6 | 23.32 | 43 | -2 | 53 |
| 14 Sept | 1830.20 | 44 | 2.7 | 26.31 | 6 | 6 | 26 |
| 17 Aug | 1840.60 | 0 | 0 | 2.53 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1800 expiring on 28OCT2025
Delta for 1800 PE is -0.27
Historical price for 1800 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 22.7, which was -6.55 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 57
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 29.25, which was -7.5 lower than the previous day. The implied volatity was 23.64, the open interest changed by 3 which increased total open position to 57
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 36.75, which was -6 lower than the previous day. The implied volatity was 23.32, the open interest changed by -2 which decreased total open position to 53
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 44, which was 2.7 higher than the previous day. The implied volatity was 26.31, the open interest changed by 6 which increased total open position to 26
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
