Call Option Chain of SBI Life Insurance Company Ltd. (SBILIFE) with Implied Volatility & Greeks

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Call Option Chain of SBI Life Insurance Company Ltd. (SBILIFE)

Birds Eye View of SBI Life Insurance Company Ltd.

SBILIFE -Put Call Ratio

Spot Close : 1803.30 Expiry date : Call Put Show All OHLC Show All Greeks

SBI Life Insurance Company Ltd. Option for Expiry Date 29/05/2025

Strike Price	Close / OHL	Change/ Change %	Open Interest / Change	Contracts/ % Change	Turnover (in Lac)	Implied Volatility / Prev	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
1600.00	204.00 C- 204.00 O-205.00 H-210.50 L-201.00	NA	80.62 K/ -3000.000	9/ 12.50 %	61.00	64.98 / 73.00	Position UnWinding	Bearish	3.77	10.00	0.994 Delta : 0.994 Theta : -0.636 Rho : 0.087 Vega : 0.0224 Gamma : 0.0002
1640.00	165.00 C- 165.00 O-165.00 H-165.00 L-165.00	6.00/ 3.77 %	88.88 K/ -375.000	1/ -75.00 %	7.00	69.99 / 12.21	Short Covering	Bullish	0.316	9.00	0.969 Delta : 0.969 Theta : -1.91 Rho : 0.087 Vega : 0.094 Gamma : 0.0008
1660.00	145.00 C- 145.00 O-134.85 H-145.00 L-134.85	3.10/ 2.18 %	147.38 K/ -750.000	3/ -50.00 %	20.00	62.45 / 2.01	Short Covering	Bullish	0.646	42.33	0.966 Delta : 0.966 Theta : -1.86 Rho : 0.087 Vega : 0.101 Gamma : 0.0009
1680.00	127.50 C- 127.50 O-128.00 H-128.00 L-126.65	7.45/ 6.21 %	61.88 K/ -6000.000	16/ 166.67 %	108.00	70.67 / 4.89	Short Covering	Bullish	3.12	2.25	0.917 Delta : 0.917 Theta : -3.86 Rho : 0.084 Vega : 0.204 Gamma : 0.0016
1700.00	106.45 C- 106.45 O-105.00 H-110.50 L-102.00	6.65/ 6.66 %	175.50 K/ -2250.000	13/ -50.00 %	88.00	56.53 / 4.46	Short Covering	Bullish	1.31	27.54	0.925 Delta : 0.925 Theta : -2.94 Rho : 0.086 Vega : 0.189 Gamma : 0.0019
1740.00	64.95 C- 64.95 O-59.25 H-71.45 L-57.00	3.75/ 6.13 %	314.62 K/ -3375.000	41/ -76.02 %	278.00	31.39 / 3.77	Short Covering	Bullish	1.05	5.66	0.941 Delta : 0.941 Theta : -1.51 Rho : 0.089 Vega : 0.157 Gamma : 0.0028
1760.00	44.05 C- 44.05 O-39.40 H-51.00 L-39.25	1.90/ 4.51 %	248.25 K/ -7500.000	127/ -67.10 %	860.00	16.29 / 1.71	Short Covering	Bullish	1.42	1.81	0.980 Delta : 0.980 Theta : -0.560 Rho : 0.094 Vega : 0.065 Gamma : 0.0022
1780.00	25.60 C- 25.60 O-24.10 H-33.00 L-19.95	1.50/ 6.22 %	1646.25 K/ 13875.00	1019/ 11.24 %	6902.00	17.11 / 13.16	Position Build Up	Bullish	0.415	3.02	0.855 Delta : 0.855 Theta : -1.56 Rho : 0.083 Vega : 0.304 Gamma : 0.0100
1800.00	10.45 C- 10.45 O-11.55 H-16.95 L-8.60	-1.15/ -9.91 %	1128.38 K/ -41625.000	3106/ -33.09 %	21111.00	15.71 / 15.82	Position UnWinding	Bearish	0.512	0.950	0.576 Delta : 0.576 Theta : -2.23 Rho : 0.056 Vega : 0.523 Gamma : 0.0187
1820.00	4.70 C- 4.70 O-7.00 H-8.30 L-4.00	-1.45/ -23.58 %	567.00 K/ 46125.00	4950/ 21.35 %	33900.00	20.40 / 19.97	Short Build Up	Bearish	0.128	0.099	0.281 Delta : 0.281 Theta : -2.38 Rho : 0.0275 Vega : 0.450 Gamma : 0.0124
1840.00	2.00 C- 2.00 O-2.90 H-3.80 L-1.75	-1.00/ -33.33 %	344.62 K/ 43500.00	2192/ -23.09 %	15147.00	23.46 / 22.40	Short Build Up	Bearish	0.126	0.0224	0.129 Delta : 0.129 Theta : -1.68 Rho : 0.0126 Vega : 0.281 Gamma : 0.0067
1860.00	0.850 C- 0.850 O-1.05 H-1.75 L-0.700	-0.550/ -39.29 %	166.50 K/ -3750.000	397/ -33.05 %	2771.00	26.09 / 24.31	Position UnWinding	Bearish	0.209	0.060	0.058 Delta : 0.058 Theta : -1.02 Rho : 0.0056 Vega : 0.154 Gamma : 0.0033
1880.00	0.500 C- 0.500 O-0.650 H-0.950 L-0.400	-0.300/ -37.50 %	107.62 K/ -13125.000	140/ -36.94 %	987.00	30.00 / 27.10	Position UnWinding	Bearish	0	0	0.0322 Delta : 0.0322 Theta : -0.732 Rho : 0.0032 Vega : 0.096 Gamma : 0.0018
1900.00	0.350 C- 0.350 O-0.650 H-1.45 L-0.350	-0.300/ -46.15 %	159.38 K/ -7125.000	83/ -75.59 %	592.00	34.24 / 31.31	Position UnWinding	Bearish	0	0	0.0209 Delta : 0.0209 Theta : -0.581 Rho : 0.0020 Vega : 0.067 Gamma : 0.0011
1920.00	0.250 C- 0.250 O-0.200 H-0.250 L-0.200	-0.300/ -54.55 %	42.75 K/ -375.000	3/ -97.35 %	22.00	38.14 / 35.38	Position UnWinding	Bearish	0	0	0.0141 Delta : 0.0141 Theta : -0.461 Rho : 0.0014 Vega : 0.0479 Gamma : 0.0007
1960.00	0.100 C- 0.100 O-0.200 H-0.250 L-0.100	-0.150/ -60.00 %	352.88 K/ -3000.000	78/ 6.85 %	573.00	43.74 / 40.16	Position UnWinding	Bearish	0	0	0.0054 Delta : 0.0054 Theta : -0.229 Rho : 0.0005 Vega : 0.0208 Gamma : 0.0003
2000.00	0.550 C- 0.550 O-0.550 H-0.550 L-0.500	NA	7875.00/ 750.00	4/ -77.78 %	30.00	65.49 / 53.82	Short Build Up	Bearish	0	0	0.0177 Delta : 0.0177 Theta : -0.958 Rho : 0.0017 Vega : 0.058 Gamma : 0.0005
14100.00	0.400 C- 0.400 O-0.550 H-0.550 L-0.400	NA	15.96 K/ 0.000	4/NA	237.00	500.00 / 0	NA	NA	0	0	0 Delta : 0 Theta : -0.0000 Rho : 0 Vega : 0 Gamma : 0

Risk Free rate : 6.25%, Dividend Yield : 0.150 %