Historical option data for SBILIFE
26 May 2026 04:10 PM IST
| SBILIFE 30-Jun-2026 (34d) 1900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.02
Theta: -0.79
Gamma: 0.00332
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1883.20 | 45.6 | -9.4 (-17.09%) | 20.5 | 1,324 | 134 | 582 | |||||||||
| 25 May | 1901.90 | 55.7 | 9.7 (21.09%) | 20.42 | 1,693 | -67 | 449 | |||||||||
| 22 May | 1870.70 | 44.95 | 9.95 (28.43%) | 23.56 | 1,216 | 433 | 517 | |||||||||
| 21 May | 1859.90 | 35 | -7 (-16.67%) | 19.24 | 26 | 6 | 84 | |||||||||
| 20 May | 1864.20 | 38.65 | -7.35 (-15.98%) | 20.29 | 33 | 20 | 80 | |||||||||
| 19 May | 1881.40 | 46.5 | 2.5 (5.68%) | 19.56 | 63 | 22 | 60 | |||||||||
| 18 May | 1860.40 | 43.75 | -2.25 (-4.89%) | 21.97 | 33 | 18 | 38 | |||||||||
| 15 May | 1864.50 | 46 | 2 (4.55%) | 21.94 | 37 | 8 | 20 | |||||||||
| 14 May | 1866.70 | 44 | 13.85 (45.94%) | 0 | 1 | 1 | 12 | |||||||||
| 13 May | 1837.50 | 30.15 | -4.35 (-12.61%) | 0 | 1 | 1 | 11 | |||||||||
| 12 May | 1833.90 | 34.45 | -20.55 (-37.36%) | 0 | 9 | 1 | 5 | |||||||||
| 11 May | 1884.40 | 55 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 8 May | 1872.10 | 55 | 2 (3.77%) | 21.05 | 1 | 0 | 3 | |||||||||
| 7 May | 1872.20 | 53 | 0 (0.00%) | 21.83 | 0 | 0 | 3 | |||||||||
| 6 May | 1859.00 | 53 | -3.4 (-6.03%) | 21.83 | 3 | 0 | 1 | |||||||||
| 5 May | 1821.20 | 56.4 | 2.5 (4.64%) | - | 0 | 0 | 1 | |||||||||
| 4 May | 1820.10 | 56.4 | 2.5 (4.64%) | - | 0 | 0 | 1 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 1900 expiring on 30JUN2026
Delta for 1900 CE is 0.5
Historical price for 1900 CE is as follows
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 45.6, which was -9.4 lower than the previous day. The implied volatity was 20.5, the open interest changed by 134 which increased total open position to 582
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 55.7, which was 9.7 higher than the previous day. The implied volatity was 20.42, the open interest changed by -67 which decreased total open position to 449
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 44.95, which was 9.95 higher than the previous day. The implied volatity was 23.56, the open interest changed by 433 which increased total open position to 517
On 21 May SBILIFE was trading at 1859.90. The strike last trading price was 35, which was -7 lower than the previous day. The implied volatity was 19.24, the open interest changed by 6 which increased total open position to 84
On 20 May SBILIFE was trading at 1864.20. The strike last trading price was 38.65, which was -7.35 lower than the previous day. The implied volatity was 20.29, the open interest changed by 20 which increased total open position to 80
On 19 May SBILIFE was trading at 1881.40. The strike last trading price was 46.5, which was 2.5 higher than the previous day. The implied volatity was 19.56, the open interest changed by 22 which increased total open position to 60
On 18 May SBILIFE was trading at 1860.40. The strike last trading price was 43.75, which was -2.25 lower than the previous day. The implied volatity was 21.97, the open interest changed by 18 which increased total open position to 38
On 15 May SBILIFE was trading at 1864.50. The strike last trading price was 46, which was 2 higher than the previous day. The implied volatity was 21.94, the open interest changed by 8 which increased total open position to 20
On 14 May SBILIFE was trading at 1866.70. The strike last trading price was 44, which was 13.85 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 12
On 13 May SBILIFE was trading at 1837.50. The strike last trading price was 30.15, which was -4.35 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 11
On 12 May SBILIFE was trading at 1833.90. The strike last trading price was 34.45, which was -20.55 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 5
On 11 May SBILIFE was trading at 1884.40. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May SBILIFE was trading at 1872.10. The strike last trading price was 55, which was 2 higher than the previous day. The implied volatity was 21.05, the open interest changed by 0 which decreased total open position to 3
On 7 May SBILIFE was trading at 1872.20. The strike last trading price was 53, which was 0 lower than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 3
On 6 May SBILIFE was trading at 1859.00. The strike last trading price was 53, which was -3.4 lower than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 1
On 5 May SBILIFE was trading at 1821.20. The strike last trading price was 56.4, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May SBILIFE was trading at 1820.10. The strike last trading price was 56.4, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| SBILIFE 30-Jun-2026 (34d) 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.02
Theta: -0.51
Gamma: 0.0033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1883.20 | 53 | 7.8 (17.26%) | 20.65 | 145 | 13 | 227 |
| 25 May | 1901.90 | 45.2 | -14.6 (-24.41%) | 21.63 | 171 | 33 | 213 |
| 22 May | 1870.70 | 58.45 | -9.2 (-13.60%) | 20.26 | 245 | 161 | 174 |
| 21 May | 1859.90 | 67.65 | 6.3 (10.27%) | 20.98 | 1 | 0 | 12 |
| 20 May | 1864.20 | 61.35 | 5.35 (9.55%) | 18.73 | 9 | 6 | 12 |
| 19 May | 1881.40 | 56 | -9.1 (-13.98%) | 21.79 | 11 | 6 | 6 |
| 18 May | 1860.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 1864.50 | 65.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 1866.70 | 65.1 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1837.50 | 65.1 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1833.90 | 65.1 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1884.40 | 65.1 | -29.9 (-31.47%) | 0 | 1 | -1 | 0 |
| 8 May | 1872.10 | 95 | 95 | - | 0 | 0 | 1 |
| 7 May | 1872.20 | 95 | 95 | - | 0 | 0 | 1 |
| 6 May | 1859.00 | 95 | 95 | - | 0 | 0 | 1 |
| 5 May | 1821.20 | 95 | 95 (-23.26%) | 18.82 | 0 | 0 | 1 |
| 4 May | 1820.10 | 95 | -28.8 (-23.26%) | 18.82 | 1 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 1900 expiring on 30JUN2026
Delta for 1900 PE is -0.52
Historical price for 1900 PE is as follows
On 26 May SBILIFE was trading at 1883.20. The strike last trading price was 53, which was 7.8 higher than the previous day. The implied volatity was 20.65, the open interest changed by 13 which increased total open position to 227
On 25 May SBILIFE was trading at 1901.90. The strike last trading price was 45.2, which was -14.6 lower than the previous day. The implied volatity was 21.63, the open interest changed by 33 which increased total open position to 213
On 22 May SBILIFE was trading at 1870.70. The strike last trading price was 58.45, which was -9.2 lower than the previous day. The implied volatity was 20.26, the open interest changed by 161 which increased total open position to 174
On 21 May SBILIFE was trading at 1859.90. The strike last trading price was 67.65, which was 6.3 higher than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 12
On 20 May SBILIFE was trading at 1864.20. The strike last trading price was 61.35, which was 5.35 higher than the previous day. The implied volatity was 18.73, the open interest changed by 6 which increased total open position to 12
On 19 May SBILIFE was trading at 1881.40. The strike last trading price was 56, which was -9.1 lower than the previous day. The implied volatity was 21.79, the open interest changed by 6 which increased total open position to 6
On 18 May SBILIFE was trading at 1860.40. 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 15 May SBILIFE was trading at 1864.50. The strike last trading price was 65.1, 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 May SBILIFE was trading at 1866.70. The strike last trading price was 65.1, which was 0 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 65.1, which was 0 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 65.1, which was 0 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 65.1, which was -29.9 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 0
On 8 May SBILIFE was trading at 1872.10. The strike last trading price was 95, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May SBILIFE was trading at 1872.20. The strike last trading price was 95, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May SBILIFE was trading at 1859.00. The strike last trading price was 95, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May SBILIFE was trading at 1821.20. The strike last trading price was 95, which was 95 higher than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 1
On 4 May SBILIFE was trading at 1820.10. The strike last trading price was 95, which was -28.8 lower than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 0
