SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1840 CE | ||||||||||||||||
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Delta: 0.64
Vega: 1.03
Theta: -1.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1857.70 | 34.55 | 9.3 | 21.50 | 2,706 | -87 | 1,634 | |||||||||
| 21 Sept | 1841.70 | 26.15 | 7.2 | 15.58 | 6,351 | -24 | 1,722 | |||||||||
| 18 Sept | 1821.80 | 19.05 | 5.3 | 18.25 | 3,611 | -88 | 1,748 | |||||||||
| 14 Sept | 1830.20 | 25.05 | 4.3 | 15.61 | 1,387 | -104 | 628 | |||||||||
| 17 Aug | 1840.60 | 133.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1840 expiring on 30SEP2025
Delta for 1840 CE is 0.64
Historical price for 1840 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 34.55, which was 9.3 higher than the previous day. The implied volatity was 21.50, the open interest changed by -87 which decreased total open position to 1634
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 26.15, which was 7.2 higher than the previous day. The implied volatity was 15.58, the open interest changed by -24 which decreased total open position to 1722
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 19.05, which was 5.3 higher than the previous day. The implied volatity was 18.25, the open interest changed by -88 which decreased total open position to 1748
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 25.05, which was 4.3 higher than the previous day. The implied volatity was 15.61, the open interest changed by -104 which decreased total open position to 628
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 133.3, 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 1840 PE | |||||||
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Delta: -0.34
Vega: 1.01
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 12 | -8.95 | 18.64 | 1,868 | 250 | 540 |
| 21 Sept | 1841.70 | 19.6 | -9 | 19.57 | 1,162 | 32 | 286 |
| 18 Sept | 1821.80 | 28.55 | -14.7 | 17.12 | 189 | 15 | 258 |
| 14 Sept | 1830.20 | 32.25 | -10.75 | 19.72 | 229 | -13 | 195 |
| 17 Aug | 1840.60 | 41.75 | 6.65 | 20.66 | 4 | 2 | 10 |
For Sbi Life Insurance Co Ltd - strike price 1840 expiring on 30SEP2025
Delta for 1840 PE is -0.34
Historical price for 1840 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 12, which was -8.95 lower than the previous day. The implied volatity was 18.64, the open interest changed by 250 which increased total open position to 540
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 19.6, which was -9 lower than the previous day. The implied volatity was 19.57, the open interest changed by 32 which increased total open position to 286
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 28.55, which was -14.7 lower than the previous day. The implied volatity was 17.12, the open interest changed by 15 which increased total open position to 258
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 32.25, which was -10.75 lower than the previous day. The implied volatity was 19.72, the open interest changed by -13 which decreased total open position to 195
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 41.75, which was 6.65 higher than the previous day. The implied volatity was 20.66, the open interest changed by 2 which increased total open position to 10
