SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.53
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 3.5 | 0.75 | 23.34 | 1,426 | 86 | 389 | |||||||||
| 21 Sept | 1841.70 | 2.65 | 0.55 | 19.87 | 301 | 28 | 303 | |||||||||
| 18 Sept | 1821.80 | 2.2 | 0.15 | 21.75 | 210 | 57 | 275 | |||||||||
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| 14 Sept | 1830.20 | 3.85 | 0.3 | 18.91 | 163 | 43 | 237 | |||||||||
| 17 Aug | 1840.60 | 50.1 | 0 | 3.07 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1940 expiring on 30SEP2025
Delta for 1940 CE is 0.11
Historical price for 1940 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 3.5, which was 0.75 higher than the previous day. The implied volatity was 23.34, the open interest changed by 86 which increased total open position to 389
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 2.65, which was 0.55 higher than the previous day. The implied volatity was 19.87, the open interest changed by 28 which increased total open position to 303
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 21.75, the open interest changed by 57 which increased total open position to 275
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 3.85, which was 0.3 higher than the previous day. The implied volatity was 18.91, the open interest changed by 43 which increased total open position to 237
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 50.1, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30SEP2025 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 151.1 | -1.25 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1841.70 | 151.1 | -1.25 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1821.80 | 151.1 | -1.25 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1830.20 | 151.1 | -1.25 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1840.60 | 129.75 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1940 expiring on 30SEP2025
Delta for 1940 PE is 0.00
Historical price for 1940 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 151.1, which was -1.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 151.1, which was -1.25 lower 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 151.1, which was -1.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 151.1, which was -1.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 129.75, 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
