SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1900 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.89
Theta: -1.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 9.4 | 2.6 | 22.05 | 7,210 | -26 | 1,167 | |||||||||
| 21 Sept | 1841.70 | 6.9 | 1.75 | 18.21 | 2,568 | -273 | 1,207 | |||||||||
| 18 Sept | 1821.80 | 5.15 | 1 | 20.07 | 1,959 | -189 | 1,463 | |||||||||
| 14 Sept | 1830.20 | 8.25 | 1.1 | 17.55 | 1,013 | -128 | 1,151 | |||||||||
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| 17 Aug | 1840.60 | 32.95 | -2.8 | 17.81 | 53 | 3 | 19 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is 0.26
Historical price for 1900 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 9.4, which was 2.6 higher than the previous day. The implied volatity was 22.05, the open interest changed by -26 which decreased total open position to 1167
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 6.9, which was 1.75 higher than the previous day. The implied volatity was 18.21, the open interest changed by -273 which decreased total open position to 1207
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 5.15, which was 1 higher than the previous day. The implied volatity was 20.07, the open interest changed by -189 which decreased total open position to 1463
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 8.25, which was 1.1 higher than the previous day. The implied volatity was 17.55, the open interest changed by -128 which decreased total open position to 1151
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 32.95, which was -2.8 lower than the previous day. The implied volatity was 17.81, the open interest changed by 3 which increased total open position to 19
| SBILIFE 30SEP2025 1900 PE | |||||||
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Delta: -0.78
Vega: 0.82
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 46.7 | -15.9 | 18.62 | 383 | 1 | 102 |
| 21 Sept | 1841.70 | 62.1 | -12.85 | 25.02 | 25 | -3 | 101 |
| 18 Sept | 1821.80 | 75 | -18.45 | 18.85 | 35 | -4 | 103 |
| 14 Sept | 1830.20 | 75.35 | -12.25 | 22.96 | 32 | -6 | 111 |
| 17 Aug | 1840.60 | 104.65 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.78
Historical price for 1900 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 46.7, which was -15.9 lower than the previous day. The implied volatity was 18.62, the open interest changed by 1 which increased total open position to 102
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 62.1, which was -12.85 lower than the previous day. The implied volatity was 25.02, the open interest changed by -3 which decreased total open position to 101
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 75, which was -18.45 lower than the previous day. The implied volatity was 18.85, the open interest changed by -4 which decreased total open position to 103
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 75.35, which was -12.25 lower than the previous day. The implied volatity was 22.96, the open interest changed by -6 which decreased total open position to 111
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 104.65, 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
