SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 1980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.30
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1857.70 | 1.6 | 0.3 | 26.00 | 526 | 59 | 265 | |||||||||
| 21 Sept | 1841.70 | 1.3 | 0.35 | 22.47 | 3 | -1 | 206 | |||||||||
| 18 Sept | 1821.80 | 0.95 | -0.4 | 23.35 | 34 | 3 | 210 | |||||||||
| 14 Sept | 1830.20 | 2.15 | 0.15 | 20.98 | 52 | -20 | 197 | |||||||||
| 17 Aug | 1840.60 | 38.25 | 0 | 4.41 | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1980 expiring on 30SEP2025
Delta for 1980 CE is 0.05
Historical price for 1980 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 1.6, which was 0.3 higher than the previous day. The implied volatity was 26.00, the open interest changed by 59 which increased total open position to 265
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 22.47, the open interest changed by -1 which decreased total open position to 206
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 0.95, which was -0.4 lower than the previous day. The implied volatity was 23.35, the open interest changed by 3 which increased total open position to 210
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 20.98, the open interest changed by -20 which decreased total open position to 197
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 38.25, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 30SEP2025 1980 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 | 146.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1841.70 | 146.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1821.80 | 146.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1830.20 | 146.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1840.60 | 157.45 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1980 expiring on 30SEP2025
Delta for 1980 PE is 0.00
Historical price for 1980 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 146.5, 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 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 146.5, 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 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 146.5, 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 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 146.5, 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 157.45, 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
