SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
22 Sep 2025 08:00 PM IST
| SBILIFE 30SEP2025 2160 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.07
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1857.70 | 0.4 | -0.25 | 42.79 | 6 | 1 | 56 | |||||||||
| 21 Sept | 1841.70 | 0.75 | 0.4 | 40.88 | 21 | -6 | 56 | |||||||||
| 18 Sept | 1821.80 | 0.35 | 0 | 37.93 | 2 | 0 | 61 | |||||||||
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| 14 Sept | 1830.20 | 0.35 | 0.15 | 30.07 | 4 | 0 | 68 | |||||||||
| 17 Aug | 1840.60 | 4.35 | 0.3 | 25.57 | 52 | 49 | 86 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 2160 expiring on 30SEP2025
Delta for 2160 CE is 0.01
Historical price for 2160 CE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 42.79, the open interest changed by 1 which increased total open position to 56
On 21 Sept SBILIFE was trading at 1841.70. The strike last trading price was 0.75, which was 0.4 higher than the previous day. The implied volatity was 40.88, the open interest changed by -6 which decreased total open position to 56
On 18 Sept SBILIFE was trading at 1821.80. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 37.93, the open interest changed by 0 which decreased total open position to 61
On 14 Sept SBILIFE was trading at 1830.20. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 30.07, the open interest changed by 0 which decreased total open position to 68
On 17 Aug SBILIFE was trading at 1840.60. The strike last trading price was 4.35, which was 0.3 higher than the previous day. The implied volatity was 25.57, the open interest changed by 49 which increased total open position to 86
| SBILIFE 30SEP2025 2160 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 | 292.85 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1841.70 | 292.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1821.80 | 292.85 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1830.20 | 292.85 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1840.60 | 292.85 | 0 | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 2160 expiring on 30SEP2025
Delta for 2160 PE is 0.00
Historical price for 2160 PE is as follows
On 22 Sept SBILIFE was trading at 1857.70. The strike last trading price was 292.85, 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 292.85, 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 292.85, 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 292.85, 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 292.85, 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
