SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1860 CE | ||||||||||||||||
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Delta: 0.50
Vega: 1.10
Theta: -1.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 23.35 | 6.6 | 21.45 | 4,945 | -148 | 617 | |||||||||
| 21 Sept | 1841.70 | 16.7 | 4.4 | 16.10 | 3,377 | -6 | 766 | |||||||||
| 18 Sept | 1821.80 | 12.75 | 3.75 | 18.99 | 2,311 | 2 | 782 | |||||||||
| 14 Sept | 1830.20 | 17.45 | 2.7 | 16.21 | 714 | -35 | 554 | |||||||||
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| 17 Aug | 1840.60 | 82 | 0 | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1860 expiring on 30SEP2025
Delta for 1860 CE is 0.50
Historical price for 1860 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 23.35, which was 6.6 higher than the previous day. The implied volatity was 21.45, the open interest changed by -148 which decreased total open position to 617
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 16.7, which was 4.4 higher than the previous day. The implied volatity was 16.10, the open interest changed by -6 which decreased total open position to 766
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 12.75, which was 3.75 higher than the previous day. The implied volatity was 18.99, the open interest changed by 2 which increased total open position to 782
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 17.45, which was 2.7 higher than the previous day. The implied volatity was 16.21, the open interest changed by -35 which decreased total open position to 554
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 82, 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 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 1.10
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 20.45 | -11.45 | 18.51 | 2,118 | 239 | 401 |
| 21 Sept | 1841.70 | 31 | -10.7 | 20.75 | 323 | 38 | 161 |
| 18 Sept | 1821.80 | 41.6 | -16.65 | 17.23 | 92 | 24 | 123 |
| 14 Sept | 1830.20 | 44.5 | -12.3 | 20.41 | 79 | 12 | 102 |
| 17 Aug | 1840.60 | 82.45 | 0 | 0.02 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1860 expiring on 30SEP2025
Delta for 1860 PE is -0.50
Historical price for 1860 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 20.45, which was -11.45 lower than the previous day. The implied volatity was 18.51, the open interest changed by 239 which increased total open position to 401
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 31, which was -10.7 lower than the previous day. The implied volatity was 20.75, the open interest changed by 38 which increased total open position to 161
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 41.6, which was -16.65 lower than the previous day. The implied volatity was 17.23, the open interest changed by 24 which increased total open position to 123
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 44.5, which was -12.3 lower than the previous day. The implied volatity was 20.41, the open interest changed by 12 which increased total open position to 102
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 82.45, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
