SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 2000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.25
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 1.35 | 0.1 | 28.31 | 963 | 133 | 812 | |||||||||
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| 21 Sept | 1841.70 | 1.3 | 0.15 | 25.15 | 377 | -118 | 681 | |||||||||
| 18 Sept | 1821.80 | 1.1 | 0.05 | 26.41 | 282 | 3 | 775 | |||||||||
| 14 Sept | 1830.20 | 1.65 | 0.1 | 22.00 | 1,551 | -42 | 667 | |||||||||
| 17 Aug | 1840.60 | 12.5 | -0.4 | 20.08 | 26 | 17 | 18 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.04
Historical price for 2000 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 28.31, the open interest changed by 133 which increased total open position to 812
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 25.15, the open interest changed by -118 which decreased total open position to 681
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 26.41, the open interest changed by 3 which increased total open position to 775
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 22.00, the open interest changed by -42 which decreased total open position to 667
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 12.5, which was -0.4 lower than the previous day. The implied volatity was 20.08, the open interest changed by 17 which increased total open position to 18
| SBILIFE 30SEP2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1857.70 | 172.55 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1841.70 | 172.55 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1821.80 | 172.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1830.20 | 172.55 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1840.60 | 172.55 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -
Historical price for 2000 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 172.55, 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
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 172.55, 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
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 172.55, 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
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 172.55, 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
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 172.55, 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
