SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1920 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.71
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 5.7 | 1.45 | 22.56 | 1,824 | -4 | 410 | |||||||||
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| 21 Sept | 1841.70 | 4.2 | 1.15 | 18.93 | 570 | -11 | 413 | |||||||||
| 18 Sept | 1821.80 | 3.3 | 0.4 | 20.81 | 441 | 0 | 425 | |||||||||
| 14 Sept | 1830.20 | 5.65 | 0.55 | 18.25 | 438 | -52 | 456 | |||||||||
| 17 Aug | 1840.60 | 25.8 | -2.85 | 17.71 | 714 | -3 | 130 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1920 expiring on 30SEP2025
Delta for 1920 CE is 0.17
Historical price for 1920 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 5.7, which was 1.45 higher than the previous day. The implied volatity was 22.56, the open interest changed by -4 which decreased total open position to 410
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 4.2, which was 1.15 higher than the previous day. The implied volatity was 18.93, the open interest changed by -11 which decreased total open position to 413
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 3.3, which was 0.4 higher than the previous day. The implied volatity was 20.81, the open interest changed by 0 which decreased total open position to 425
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was 18.25, the open interest changed by -52 which decreased total open position to 456
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 25.8, which was -2.85 lower than the previous day. The implied volatity was 17.71, the open interest changed by -3 which decreased total open position to 130
| SBILIFE 30SEP2025 1920 PE | |||||||
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Delta: -0.87
Vega: 0.57
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 63.4 | -48.9 | 18.67 | 51 | -9 | 28 |
| 21 Sept | 1841.70 | 112.4 | 0.1 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1821.80 | 112.4 | 0.1 | 0.00 | 0 | -7 | 0 |
| 14 Sept | 1830.20 | 90.7 | -16 | 22.86 | 22 | 1 | 48 |
| 17 Aug | 1840.60 | 123.35 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1920 expiring on 30SEP2025
Delta for 1920 PE is -0.87
Historical price for 1920 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 63.4, which was -48.9 lower than the previous day. The implied volatity was 18.67, the open interest changed by -9 which decreased total open position to 28
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 112.4, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 112.4, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 90.7, which was -16 lower than the previous day. The implied volatity was 22.86, the open interest changed by 1 which increased total open position to 48
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 123.35, 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
