SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1960 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.40
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 2.4 | 0.5 | 24.82 | 1,415 | 133 | 498 | |||||||||
| 21 Sept | 1841.70 | 1.85 | 0.2 | 21.22 | 171 | -14 | 365 | |||||||||
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| 18 Sept | 1821.80 | 1.75 | 0.15 | 23.45 | 90 | -3 | 379 | |||||||||
| 14 Sept | 1830.20 | 2.7 | 0.15 | 19.69 | 143 | -1 | 382 | |||||||||
| 17 Aug | 1840.60 | 79.1 | 0 | 3.78 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1960 expiring on 30SEP2025
Delta for 1960 CE is 0.08
Historical price for 1960 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 2.4, which was 0.5 higher than the previous day. The implied volatity was 24.82, the open interest changed by 133 which increased total open position to 498
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 1.85, which was 0.2 higher than the previous day. The implied volatity was 21.22, the open interest changed by -14 which decreased total open position to 365
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 23.45, the open interest changed by -3 which decreased total open position to 379
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 2.7, which was 0.15 higher than the previous day. The implied volatity was 19.69, the open interest changed by -1 which decreased total open position to 382
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 79.1, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30SEP2025 1960 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 | 138.65 | 1.55 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1841.70 | 138.65 | 1.55 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1821.80 | 138.65 | 1.55 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1830.20 | 170.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1840.60 | 146.9 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1960 expiring on 30SEP2025
Delta for 1960 PE is 0.00
Historical price for 1960 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 138.65, which was 1.55 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 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 138.65, which was 1.55 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 138.65, which was 1.55 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 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 170.05, which was 0 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 146.9, 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
