Historical option data for SBILIFE
11 Jun 2026 04:11 PM IST
| SBILIFE 30-Jun-2026 (18d) 1760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.01
Theta: -0.9
Gamma: 0.00452
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 1719.10 | 19.85 | -2.6 (-11.58%) | 20.87 | 901 | 28 | 1,163 | |||||||||
| 10 Jun | 1728.70 | 21.6 | -26.4 (-55.00%) | 20.27 | 2,066 | 1,013 | 1,134 | |||||||||
| 9 Jun | 1769.10 | 47.15 | 2.15 (4.78%) | 23.53 | 226 | -24 | 121 | |||||||||
| 8 Jun | 1764.40 | 43.35 | -17.65 (-28.93%) | 20.7 | 193 | 58 | 145 | |||||||||
| 5 Jun | 1782.80 | 62.1 | 9.1 (17.17%) | 23.92 | 408 | 47 | 88 | |||||||||
| 4 Jun | 1764.90 | 52.1 | -14.9 (-22.24%) | 24.13 | 127 | 39 | 41 | |||||||||
| 3 Jun | 1784.20 | 66.75 | -48.25 (-41.96%) | 26.46 | 5 | 2 | 2 | |||||||||
| 2 Jun | 1801.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 1812.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 1830.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 1864.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 1883.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1860.40 | 0 | -115.05 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1864.50 | 0 | -115.05 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1866.70 | 0 | -115.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1837.50 | 0 | -115.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1833.90 | 0 | -115.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1884.40 | 0 | -115.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1872.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1872.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1859.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1911.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1931.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1904.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1907.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1841.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1836.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1774.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1760 expiring on 30JUN2026
Delta for 1760 CE is 0.36
Historical price for 1760 CE is as follows
On 11 Jun SBILIFE was trading at 1719.10. The strike last trading price was 19.85, which was -2.6 lower than the previous day. The implied volatity was 20.87, the open interest changed by 28 which increased total open position to 1163
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 21.6, which was -26.4 lower than the previous day. The implied volatity was 20.27, the open interest changed by 1013 which increased total open position to 1134
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 47.15, which was 2.15 higher than the previous day. The implied volatity was 23.53, the open interest changed by -24 which decreased total open position to 121
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 43.35, which was -17.65 lower than the previous day. The implied volatity was 20.7, the open interest changed by 58 which increased total open position to 145
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 62.1, which was 9.1 higher than the previous day. The implied volatity was 23.92, the open interest changed by 47 which increased total open position to 88
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 52.1, which was -14.9 lower than the previous day. The implied volatity was 24.13, the open interest changed by 39 which increased total open position to 41
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 66.75, which was -48.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by 2 which increased total open position to 2
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 0, 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 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 0, 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 29 May SBILIFE was trading at 1830.10. The strike last trading price was 0, 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 27 May SBILIFE was trading at 1864.50. The strike last trading price was 0, 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 26 May SBILIFE was trading at 1883.20. The strike last trading price was 0, 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 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -115.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SBILIFE was trading at 1864.50. The strike last trading price was 0, which was -115.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SBILIFE was trading at 1866.70. The strike last trading price was 0, which was -115.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 0, which was -115.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 0, which was -115.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 0, which was -115.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SBILIFE was trading at 1872.10. The strike last trading price was 0, 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 7 May SBILIFE was trading at 1872.20. The strike last trading price was 0, 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 6 May SBILIFE was trading at 1859.00. The strike last trading price was 0, 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 Apr SBILIFE was trading at 1911.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr SBILIFE was trading at 1931.20. The strike last trading price was 0, 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 9 Apr SBILIFE was trading at 1904.00. The strike last trading price was 0, 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 8 Apr SBILIFE was trading at 1907.60. The strike last trading price was 0, 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 7 Apr SBILIFE was trading at 1841.40. The strike last trading price was 0, 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 6 Apr SBILIFE was trading at 1836.80. The strike last trading price was 0, 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 2 Apr SBILIFE was trading at 1774.00. The strike last trading price was 0, 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
| SBILIFE 30-Jun-2026 (18d) 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.01
Theta: -0.57
Gamma: 0.00494
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 1719.10 | 47 | 0 (0.00%) | 19.14 | 286 | -7 | 395 |
| 10 Jun | 1728.70 | 50.35 | 24.75 (96.68%) | 21.63 | 1,097 | -41 | 402 |
| 9 Jun | 1769.10 | 25.95 | -8.2 (-24.01%) | 19.02 | 390 | 22 | 442 |
| 8 Jun | 1764.40 | 34.05 | 7.75 (29.47%) | 23.38 | 559 | 114 | 421 |
| 5 Jun | 1782.80 | 25.35 | -7.25 (-22.24%) | 21.88 | 484 | 24 | 306 |
| 4 Jun | 1764.90 | 31.9 | 3.75 (13.32%) | 20.11 | 458 | 37 | 283 |
| 3 Jun | 1784.20 | 28.55 | 8.55 (42.75%) | 21.15 | 313 | 14 | 246 |
| 2 Jun | 1801.70 | 20.05 | -0.3 (-1.47%) | 19.97 | 125 | 25 | 233 |
| 1 Jun | 1812.50 | 19.8 | 4.55 (29.84%) | 21.25 | 159 | 10 | 209 |
| 29 May | 1830.10 | 15.45 | 4.5 (41.10%) | 21.11 | 180 | 7 | 199 |
| 27 May | 1864.50 | 11 | -0.25 (-2.22%) | 21.09 | 316 | 139 | 191 |
| 26 May | 1883.20 | 11.45 | -54.8 (-82.72%) | 23.96 | 66 | 51 | 51 |
| 18 May | 1860.40 | 0 | -66.25 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1864.50 | 0 | -66.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1866.70 | 0 | -66.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1837.50 | 0 | -66.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1833.90 | 0 | -66.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1884.40 | 0 | -66.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1872.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1872.20 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1859.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1911.60 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1931.20 | 0 | 0 (0.00%) | 6.08 | 0 | 0 | 0 |
| 9 Apr | 1904.00 | 0 | 0 (0.00%) | 5.33 | 0 | 0 | 0 |
| 8 Apr | 1907.60 | 0 | 0 (0.00%) | 5.6 | 0 | 0 | 0 |
| 7 Apr | 1841.40 | 0 | 0 (0.00%) | 3.63 | 0 | 0 | 0 |
| 6 Apr | 1836.80 | 0 | 0 (0.00%) | 3.74 | 0 | 0 | 0 |
| 2 Apr | 1774.00 | 0 | 0 (0.00%) | 1.86 | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1760 expiring on 30JUN2026
Delta for 1760 PE is -0.64
Historical price for 1760 PE is as follows
On 11 Jun SBILIFE was trading at 1719.10. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 19.14, the open interest changed by -7 which decreased total open position to 395
On 10 Jun SBILIFE was trading at 1728.70. The strike last trading price was 50.35, which was 24.75 higher than the previous day. The implied volatity was 21.63, the open interest changed by -41 which decreased total open position to 402
On 9 Jun SBILIFE was trading at 1769.10. The strike last trading price was 25.95, which was -8.2 lower than the previous day. The implied volatity was 19.02, the open interest changed by 22 which increased total open position to 442
On 8 Jun SBILIFE was trading at 1764.40. The strike last trading price was 34.05, which was 7.75 higher than the previous day. The implied volatity was 23.38, the open interest changed by 114 which increased total open position to 421
On 5 Jun SBILIFE was trading at 1782.80. The strike last trading price was 25.35, which was -7.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by 24 which increased total open position to 306
On 4 Jun SBILIFE was trading at 1764.90. The strike last trading price was 31.9, which was 3.75 higher than the previous day. The implied volatity was 20.11, the open interest changed by 37 which increased total open position to 283
On 3 Jun SBILIFE was trading at 1784.20. The strike last trading price was 28.55, which was 8.55 higher than the previous day. The implied volatity was 21.15, the open interest changed by 14 which increased total open position to 246
On 2 Jun SBILIFE was trading at 1801.70. The strike last trading price was 20.05, which was -0.3 lower than the previous day. The implied volatity was 19.97, the open interest changed by 25 which increased total open position to 233
On 1 Jun SBILIFE was trading at 1812.50. The strike last trading price was 19.8, which was 4.55 higher than the previous day. The implied volatity was 21.25, the open interest changed by 10 which increased total open position to 209
On 29 May SBILIFE was trading at 1830.10. The strike last trading price was 15.45, which was 4.5 higher than the previous day. The implied volatity was 21.11, the open interest changed by 7 which increased total open position to 199
On 27 May SBILIFE was trading at 1864.50. The strike last trading price was 11, which was -0.25 lower than the previous day. The implied volatity was 21.09, the open interest changed by 139 which increased total open position to 191
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 11.45, which was -54.8 lower than the previous day. The implied volatity was 23.96, the open interest changed by 51 which increased total open position to 51
On 18 May SBILIFE was trading at 1860.40. The strike last trading price was 0, which was -66.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SBILIFE was trading at 1864.50. The strike last trading price was 0, which was -66.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SBILIFE was trading at 1866.70. The strike last trading price was 0, which was -66.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 0, which was -66.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 0, which was -66.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 0, which was -66.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SBILIFE was trading at 1872.10. The strike last trading price was 0, 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 7 May SBILIFE was trading at 1872.20. The strike last trading price was 0, 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 6 May SBILIFE was trading at 1859.00. The strike last trading price was 0, 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 Apr SBILIFE was trading at 1911.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr SBILIFE was trading at 1931.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SBILIFE was trading at 1904.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SBILIFE was trading at 1907.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SBILIFE was trading at 1841.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SBILIFE was trading at 1836.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SBILIFE was trading at 1774.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
