SBILIFE SBI LIFE INSURANCE CO LTD
SBI LIFE INSURANCE CO LTD — on this desk since 4 May 2020.
Results meeting in 11 days Tue 27 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 1,440 | 1,125 | 0 | 0.01 | — |
| — | — | — | — | 1,480 | 20,625 | 0 | 0.03 | — |
| — | — | — | — | 1,500 | 48,000 | 0 | 0.09 | — |
| — | — | — | — | 1,520 | 17,625 | −1,500 | 0.24 | long unwinding |
| — | — | — | — | 1,540 | 28,125 | +750 | 3.30 | short build-up |
| — | — | — | — | 1,560 | 36,000 | −14,625 | 4.90 | long unwinding |
| — | 87.65 | 0 | 750 | 1,580 | 25,500 | −4,500 | 7.00 | long unwinding |
| — | 70.27 | 0 | 750 | 1,600 | 1,37,250 | −6,000 | 10.10 | long unwinding |
| long build-up | 62.60 | +375 | 5,250 | 1,620 | 38,250 | −12,000 | 14.85 | long unwinding |
| long build-up | 51.05 | +4,125 | 65,625 | 1,640 | 1,42,500 | +31,875 | 21.05 | short build-up |
| short covering | 38.90 | −66,375 | 1,02,375 | 1,660at the money | 1,12,500 | +4,125 | 28.90 | short build-up |
| short covering | 29.05 | −31,125 | 1,35,375 | 1,680 | wall1,86,750 | 0 | 38.90 | — |
| short covering | 21.10 | −89,250 | 1,95,750 | 1,700 | 1,15,875 | +375 | 48.90 | short build-up |
| long build-up | 14.85 | +6,000 | 1,37,250 | 1,720 | 54,750 | −750 | 65.15 | long unwinding |
| long build-up | 10.35 | +10,875 | 1,47,375 | 1,740 | 52,500 | −375 | 81.65 | long unwinding |
| long build-up | 7.20 | +8,250 | 2,24,625 | 1,760 | 1,20,750 | 0 | 94.80 | — |
| short build-up | 4.85 | +1,125 | 2,76,000 | 1,780 | 42,000 | 0 | 116.16 | — |
| long unwinding | 3.40 | −14,250 | 3,04,875wall | 1,800 | 55,500 | 0 | 135.45 | — |
| long unwinding | 2.55 | −1,125 | 33,750 | 1,820 | 1,500 | −750 | 155.06 | long unwinding |
| long unwinding | 0.14 | −375 | 18,375 | 1,840 | 750 | 0 | 174.85 | — |
| long unwinding | 1.35 | −750 | 40,875 | 1,860 | — | — | — | — |
The options were priced for a move of about 4.1% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 252 of 447 times the close 5 sessions later was higher.
Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.52% above the share.
Not in the F&O ban this session; open interest stood at 26% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.2–6.3%.
Option prices were dearer than 93 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
- 24 Jul 2026: options priced about 2.7%; the share moved 0.7% by 27 Jul.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long build | 4.1% | 0.52% | |
| Wed 14 Oct | short build | 4.5% | 0.28% | |
| Tue 13 Oct | long build | 4.2% | 0.46% | |
| Mon 12 Oct | long unwind | 4.4% | 0.16% | |
| Fri 9 Oct | long build | 4.7% | 0.31% | |
| Thu 8 Oct | short build | 5.0% | -0.21% | |
| Wed 7 Oct | short build | 4.8% | -0.19% | |
| Tue 6 Oct | short cover | 4.8% | -0.15% | |
| Mon 5 Oct | long unwind | 5.3% | 0.66% | |
| Thu 1 Oct | long build | 5.5% | 0.62% | |
| Wed 30 Sep | short build | 5.2% | -0.01% | |
| Tue 29 Sep | long unwind | 5.3% | 0.26% | |
| Mon 28 Sep | long unwind | 5.5% | 0.69% | |
| Fri 25 Sep | short build | 1.5% | 0.19% | |
| Thu 24 Sep | short build | 1.7% | 0.10% | |
| Wed 23 Sep | short cover | 1.8% | -0.11% | |
| Tue 22 Sep | long unwind | 2.1% | -0.13% | |
| Mon 21 Sep | short cover | 2.4% | 0.26% | |
| Fri 18 Sep | long unwind | 2.7% | 0.88% | |
| Thu 17 Sep | short cover | 3.0% | -0.06% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.