SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1820 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.90
Theta: -1.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 50.1 | 13.1 | 23.60 | 709 | -210 | 203 | |||||||||
| 21 Sept | 1841.70 | 38.3 | 9.15 | 14.55 | 2,273 | -76 | 418 | |||||||||
| 18 Sept | 1821.80 | 29.7 | 8.45 | 18.97 | 3,325 | -256 | 491 | |||||||||
| 14 Sept | 1830.20 | 35.05 | 5.55 | 14.97 | 1,330 | -188 | 458 | |||||||||
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| 17 Aug | 1840.60 | 75.45 | -27 | 20.47 | 1 | 1 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1820 expiring on 30SEP2025
Delta for 1820 CE is 0.74
Historical price for 1820 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 50.1, which was 13.1 higher than the previous day. The implied volatity was 23.60, the open interest changed by -210 which decreased total open position to 203
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 38.3, which was 9.15 higher than the previous day. The implied volatity was 14.55, the open interest changed by -76 which decreased total open position to 418
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 29.7, which was 8.45 higher than the previous day. The implied volatity was 18.97, the open interest changed by -256 which decreased total open position to 491
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 35.05, which was 5.55 higher than the previous day. The implied volatity was 14.97, the open interest changed by -188 which decreased total open position to 458
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 75.45, which was -27 lower than the previous day. The implied volatity was 20.47, the open interest changed by 1 which increased total open position to 0
| SBILIFE 30SEP2025 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.81
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 6.5 | -6.4 | 18.90 | 1,423 | -24 | 473 |
| 21 Sept | 1841.70 | 11.85 | -7.4 | 19.28 | 1,180 | 18 | 495 |
| 18 Sept | 1821.80 | 19.05 | -11.65 | 17.68 | 1,245 | 21 | 479 |
| 14 Sept | 1830.20 | 22.5 | -9.1 | 19.36 | 696 | 130 | 502 |
| 17 Aug | 1840.60 | 65.1 | 0 | 0.00 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1820 expiring on 30SEP2025
Delta for 1820 PE is -0.22
Historical price for 1820 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 6.5, which was -6.4 lower than the previous day. The implied volatity was 18.90, the open interest changed by -24 which decreased total open position to 473
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 11.85, which was -7.4 lower than the previous day. The implied volatity was 19.28, the open interest changed by 18 which increased total open position to 495
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 19.05, which was -11.65 lower than the previous day. The implied volatity was 17.68, the open interest changed by 21 which increased total open position to 479
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 22.5, which was -9.1 lower than the previous day. The implied volatity was 19.36, the open interest changed by 130 which increased total open position to 502
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 65.1, 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
