SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1800 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.67
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 64.8 | 12.4 | 22.48 | 612 | -60 | 186 | |||||||||
| 21 Sept | 1841.70 | 53.15 | 11.3 | 13.90 | 824 | -44 | 250 | |||||||||
| 18 Sept | 1821.80 | 42.25 | 11.1 | 19.27 | 1,749 | -124 | 293 | |||||||||
| 14 Sept | 1830.20 | 48.15 | 7.9 | 14.64 | 907 | -5 | 315 | |||||||||
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| 17 Aug | 1840.60 | 85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is 0.84
Historical price for 1800 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 64.8, which was 12.4 higher than the previous day. The implied volatity was 22.48, the open interest changed by -60 which decreased total open position to 186
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 53.15, which was 11.3 higher than the previous day. The implied volatity was 13.90, the open interest changed by -44 which decreased total open position to 250
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 42.25, which was 11.1 higher than the previous day. The implied volatity was 19.27, the open interest changed by -124 which decreased total open position to 293
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 48.15, which was 7.9 higher than the previous day. The implied volatity was 14.64, the open interest changed by -5 which decreased total open position to 315
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 85, 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
| SBILIFE 30SEP2025 1800 PE | |||||||
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Delta: -0.14
Vega: 0.61
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 4 | -3.55 | 20.51 | 1,468 | -22 | 493 |
| 21 Sept | 1841.70 | 7 | -5 | 19.54 | 802 | -59 | 513 |
| 18 Sept | 1821.80 | 11.75 | -9.25 | 17.90 | 1,126 | -26 | 573 |
| 14 Sept | 1830.20 | 15.4 | -6.85 | 19.44 | 804 | 13 | 723 |
| 17 Aug | 1840.60 | 27 | 2 | 20.76 | 2 | 0 | 15 |
For Sbi Life Insurance Co Ltd - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is -0.14
Historical price for 1800 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 4, which was -3.55 lower than the previous day. The implied volatity was 20.51, the open interest changed by -22 which decreased total open position to 493
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 7, which was -5 lower than the previous day. The implied volatity was 19.54, the open interest changed by -59 which decreased total open position to 513
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 11.75, which was -9.25 lower than the previous day. The implied volatity was 17.90, the open interest changed by -26 which decreased total open position to 573
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 15.4, which was -6.85 lower than the previous day. The implied volatity was 19.44, the open interest changed by 13 which increased total open position to 723
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 27, which was 2 higher than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 15
