SBILIFE
Sbi Life Insurance Co Ltd
Historical option data for SBILIFE
06 Feb 2026 04:10 PM IST
| SBILIFE 24-FEB-2026 2020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 1.68
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 1996.70 | 18.4 | -12.25 | 16.12 | 1,664 | 4 | 1,745 | |||||||||
| 5 Feb | 2017.80 | 29.55 | -19.4 | 14.79 | 2,627 | 1,284 | 1,741 | |||||||||
| 4 Feb | 2041.70 | 46.95 | 20.05 | 16 | 1,839 | 55 | 659 | |||||||||
| 3 Feb | 2002.10 | 27.25 | -2.05 | 16.45 | 1,529 | -105 | 595 | |||||||||
| 2 Feb | 2001.00 | 31.8 | 2.65 | 17.45 | 2,481 | 354 | 832 | |||||||||
| 1 Feb | 1974.30 | 29.2 | -13.2 | 21.38 | 777 | 76 | 477 | |||||||||
| 30 Jan | 1998.50 | 44.3 | 2.05 | 20.24 | 1,721 | 28 | 408 | |||||||||
| 29 Jan | 1996.30 | 40.05 | -39.35 | 20.54 | 2,296 | 184 | 379 | |||||||||
| 28 Jan | 2053.20 | 77.55 | 3.2 | 22.72 | 393 | -9 | 197 | |||||||||
| 27 Jan | 2038.20 | 75.2 | 22.9 | 26.32 | 384 | 135 | 207 | |||||||||
| 23 Jan | 2002.60 | 53.65 | -9.15 | 22.07 | 94 | 24 | 73 | |||||||||
| 22 Jan | 2022.00 | 63.55 | -8.45 | 21.2 | 74 | 49 | 49 | |||||||||
| 21 Jan | 2055.40 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 2049.10 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 2073.70 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 2081.00 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 2068.80 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 2082.40 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Jan | 2098.00 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 2070.00 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 2082.90 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 2070.80 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 2095.80 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 2075.60 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 2067.40 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 2040.40 | 72 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 2034.90 | 72 | - | - | 0 | 0 | 0 | |||||||||
For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 24FEB2026
Delta for 2020 CE is 0.38
Historical price for 2020 CE is as follows
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 18.4, which was -12.25 lower than the previous day. The implied volatity was 16.12, the open interest changed by 4 which increased total open position to 1745
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 29.55, which was -19.4 lower than the previous day. The implied volatity was 14.79, the open interest changed by 1284 which increased total open position to 1741
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 46.95, which was 20.05 higher than the previous day. The implied volatity was 16, the open interest changed by 55 which increased total open position to 659
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 27.25, which was -2.05 lower than the previous day. The implied volatity was 16.45, the open interest changed by -105 which decreased total open position to 595
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 31.8, which was 2.65 higher than the previous day. The implied volatity was 17.45, the open interest changed by 354 which increased total open position to 832
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 29.2, which was -13.2 lower than the previous day. The implied volatity was 21.38, the open interest changed by 76 which increased total open position to 477
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 44.3, which was 2.05 higher than the previous day. The implied volatity was 20.24, the open interest changed by 28 which increased total open position to 408
On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 40.05, which was -39.35 lower than the previous day. The implied volatity was 20.54, the open interest changed by 184 which increased total open position to 379
On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 77.55, which was 3.2 higher than the previous day. The implied volatity was 22.72, the open interest changed by -9 which decreased total open position to 197
On 27 Jan SBILIFE was trading at 2038.20. The strike last trading price was 75.2, which was 22.9 higher than the previous day. The implied volatity was 26.32, the open interest changed by 135 which increased total open position to 207
On 23 Jan SBILIFE was trading at 2002.60. The strike last trading price was 53.65, which was -9.15 lower than the previous day. The implied volatity was 22.07, the open interest changed by 24 which increased total open position to 73
On 22 Jan SBILIFE was trading at 2022.00. The strike last trading price was 63.55, which was -8.45 lower than the previous day. The implied volatity was 21.2, the open interest changed by 49 which increased total open position to 49
On 21 Jan SBILIFE was trading at 2055.40. The strike last trading price was 72, 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 20 Jan SBILIFE was trading at 2049.10. The strike last trading price was 72, 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 19 Jan SBILIFE was trading at 2073.70. The strike last trading price was 72, 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 16 Jan SBILIFE was trading at 2081.00. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2068.80. The strike last trading price was 72, 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 13 Jan SBILIFE was trading at 2082.40. The strike last trading price was 72, 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 12 Jan SBILIFE was trading at 2098.00. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2070.00. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2082.90. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2070.80. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2095.80. The strike last trading price was 72, 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 5 Jan SBILIFE was trading at 2075.60. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2067.40. The strike last trading price was 72, 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 Jan SBILIFE was trading at 2040.40. The strike last trading price was 72, 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 31 Dec SBILIFE was trading at 2034.90. The strike last trading price was 72, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SBILIFE 24FEB2026 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 1.67
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 1996.70 | 39.85 | 11.35 | 15.03 | 688 | -201 | 346 |
| 5 Feb | 2017.80 | 28 | 5.85 | 16.57 | 856 | 277 | 542 |
| 4 Feb | 2041.70 | 23.25 | -14.8 | 19.01 | 781 | 57 | 266 |
| 3 Feb | 2002.10 | 39.25 | -5.45 | 18.02 | 1,028 | 73 | 208 |
| 2 Feb | 2001.00 | 42.15 | -27.7 | 20.15 | 258 | 21 | 133 |
| 1 Feb | 1974.30 | 68.2 | 16.1 | 25.89 | 59 | -5 | 111 |
| 30 Jan | 1998.50 | 56.05 | -0.6 | 27.61 | 309 | -29 | 116 |
| 29 Jan | 1996.30 | 57.15 | 20.05 | 24.98 | 1,409 | -19 | 146 |
| 28 Jan | 2053.20 | 35 | -6.25 | 25.31 | 553 | 35 | 164 |
| 27 Jan | 2038.20 | 41 | -17.8 | 24.6 | 259 | 75 | 128 |
| 23 Jan | 2002.60 | 58.6 | 11.4 | 25.36 | 115 | -17 | 54 |
| 22 Jan | 2022.00 | 47.6 | 19.4 | 24.19 | 108 | 67 | 71 |
| 21 Jan | 2055.40 | 28.2 | -6.9 | 19.78 | 2 | 0 | 2 |
| 20 Jan | 2049.10 | 35.1 | -42.75 | 21.62 | 2 | 0 | 0 |
| 19 Jan | 2073.70 | 77.85 | 0 | 3.45 | 0 | 0 | 0 |
| 16 Jan | 2081.00 | 77.85 | 0 | 3.22 | 0 | 0 | 0 |
| 14 Jan | 2068.80 | 77.85 | 0 | 2.9 | 0 | 0 | 0 |
| 13 Jan | 2082.40 | 77.85 | 0 | 3.04 | 0 | 0 | 0 |
| 12 Jan | 2098.00 | 77.85 | 0 | 3.63 | 0 | 0 | 0 |
| 9 Jan | 2070.00 | 77.85 | 0 | 2.8 | 0 | 0 | 0 |
| 8 Jan | 2082.90 | 77.85 | 0 | 3.18 | 0 | 0 | 0 |
| 7 Jan | 2070.80 | 77.85 | 0 | 2.61 | 0 | 0 | 0 |
| 6 Jan | 2095.80 | 77.85 | 0 | 3.5 | 0 | 0 | 0 |
| 5 Jan | 2075.60 | 77.85 | 0 | 3.03 | 0 | 0 | 0 |
| 2 Jan | 2067.40 | 77.85 | 0 | 2.53 | 0 | 0 | 0 |
| 1 Jan | 2040.40 | 77.85 | 0 | 2 | 0 | 0 | 0 |
| 31 Dec | 2034.90 | 77.85 | - | - | 0 | 0 | 0 |
For Sbi Life Insurance Co Ltd - strike price 2020 expiring on 24FEB2026
Delta for 2020 PE is -0.63
Historical price for 2020 PE is as follows
On 6 Feb SBILIFE was trading at 1996.70. The strike last trading price was 39.85, which was 11.35 higher than the previous day. The implied volatity was 15.03, the open interest changed by -201 which decreased total open position to 346
On 5 Feb SBILIFE was trading at 2017.80. The strike last trading price was 28, which was 5.85 higher than the previous day. The implied volatity was 16.57, the open interest changed by 277 which increased total open position to 542
On 4 Feb SBILIFE was trading at 2041.70. The strike last trading price was 23.25, which was -14.8 lower than the previous day. The implied volatity was 19.01, the open interest changed by 57 which increased total open position to 266
On 3 Feb SBILIFE was trading at 2002.10. The strike last trading price was 39.25, which was -5.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by 73 which increased total open position to 208
On 2 Feb SBILIFE was trading at 2001.00. The strike last trading price was 42.15, which was -27.7 lower than the previous day. The implied volatity was 20.15, the open interest changed by 21 which increased total open position to 133
On 1 Feb SBILIFE was trading at 1974.30. The strike last trading price was 68.2, which was 16.1 higher than the previous day. The implied volatity was 25.89, the open interest changed by -5 which decreased total open position to 111
On 30 Jan SBILIFE was trading at 1998.50. The strike last trading price was 56.05, which was -0.6 lower than the previous day. The implied volatity was 27.61, the open interest changed by -29 which decreased total open position to 116
On 29 Jan SBILIFE was trading at 1996.30. The strike last trading price was 57.15, which was 20.05 higher than the previous day. The implied volatity was 24.98, the open interest changed by -19 which decreased total open position to 146
On 28 Jan SBILIFE was trading at 2053.20. The strike last trading price was 35, which was -6.25 lower than the previous day. The implied volatity was 25.31, the open interest changed by 35 which increased total open position to 164
On 27 Jan SBILIFE was trading at 2038.20. The strike last trading price was 41, which was -17.8 lower than the previous day. The implied volatity was 24.6, the open interest changed by 75 which increased total open position to 128
On 23 Jan SBILIFE was trading at 2002.60. The strike last trading price was 58.6, which was 11.4 higher than the previous day. The implied volatity was 25.36, the open interest changed by -17 which decreased total open position to 54
On 22 Jan SBILIFE was trading at 2022.00. The strike last trading price was 47.6, which was 19.4 higher than the previous day. The implied volatity was 24.19, the open interest changed by 67 which increased total open position to 71
On 21 Jan SBILIFE was trading at 2055.40. The strike last trading price was 28.2, which was -6.9 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 2
On 20 Jan SBILIFE was trading at 2049.10. The strike last trading price was 35.1, which was -42.75 lower than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SBILIFE was trading at 2073.70. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SBILIFE was trading at 2081.00. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SBILIFE was trading at 2068.80. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SBILIFE was trading at 2082.40. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SBILIFE was trading at 2098.00. The strike last trading price was 77.85, 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 9 Jan SBILIFE was trading at 2070.00. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SBILIFE was trading at 2082.90. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SBILIFE was trading at 2070.80. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SBILIFE was trading at 2095.80. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SBILIFE was trading at 2075.60. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SBILIFE was trading at 2067.40. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SBILIFE was trading at 2040.40. The strike last trading price was 77.85, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SBILIFE was trading at 2034.90. The strike last trading price was 77.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































