SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1880 CE | ||||||||||||||||
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Delta: 0.37
Vega: 1.04
Theta: -1.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 14.9 | 4.4 | 21.48 | 10,723 | 581 | 1,650 | |||||||||
| 21 Sept | 1841.70 | 10.7 | 3 | 17.10 | 2,110 | 7 | 1,069 | |||||||||
| 18 Sept | 1821.80 | 7.7 | 1.9 | 19.02 | 1,149 | -3 | 1,062 | |||||||||
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| 14 Sept | 1830.20 | 12.1 | 1.9 | 16.92 | 438 | 7 | 878 | |||||||||
| 17 Aug | 1840.60 | 112.95 | 0 | 0.60 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1880 expiring on 30SEP2025
Delta for 1880 CE is 0.37
Historical price for 1880 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 14.9, which was 4.4 higher than the previous day. The implied volatity was 21.48, the open interest changed by 581 which increased total open position to 1650
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 10.7, which was 3 higher than the previous day. The implied volatity was 17.10, the open interest changed by 7 which increased total open position to 1069
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 7.7, which was 1.9 higher than the previous day. The implied volatity was 19.02, the open interest changed by -3 which decreased total open position to 1062
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 12.1, which was 1.9 higher than the previous day. The implied volatity was 16.92, the open interest changed by 7 which increased total open position to 878
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 112.95, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30SEP2025 1880 PE | |||||||
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Delta: -0.66
Vega: 1.01
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 31.35 | -14.25 | 17.75 | 1,046 | 165 | 202 |
| 21 Sept | 1841.70 | 45.1 | -30.45 | 22.30 | 63 | -11 | 37 |
| 18 Sept | 1821.80 | 75.45 | -0.1 | 0.00 | 0 | -3 | 0 |
| 14 Sept | 1830.20 | 59.25 | -13.1 | 21.65 | 33 | -5 | 55 |
| 17 Aug | 1840.60 | 102.05 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1880 expiring on 30SEP2025
Delta for 1880 PE is -0.66
Historical price for 1880 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 31.35, which was -14.25 lower than the previous day. The implied volatity was 17.75, the open interest changed by 165 which increased total open position to 202
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 45.1, which was -30.45 lower than the previous day. The implied volatity was 22.30, the open interest changed by -11 which decreased total open position to 37
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 75.45, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 59.25, which was -13.1 lower than the previous day. The implied volatity was 21.65, the open interest changed by -5 which decreased total open position to 55
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 102.05, 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
