SBI Life Insurance Company Limited

Financial Services · Insurance

NSE: SBILIFE BSE: 540719

₹1696.40

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +24.40

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	1696.3000	-43.20	7096500	186375	Short Buildup
Nov. 23, 2026	1702.7000	-42.10	169875	4125	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	1720.8000	1720.8000	1720.8000	1720.8000	375	375
Sept. 30, 2026	Nov. 23, 2026	1728.1000	1734.6000	1701.4000	1702.7000	169875	4125
Sept. 30, 2026	Oct. 27, 2026	1739.9000	1739.9000	1690.3000	1696.3000	7096500	186375
Sept. 29, 2026	Nov. 23, 2026	1740.0000	1750.0000	1731.6000	1744.8000	165750	4875
Sept. 29, 2026	Oct. 27, 2026	1738.4000	1745.9000	1717.5000	1739.5000	6910125	-236625
Sept. 29, 2026	Sept. 29, 2026	1727.9000	1789.0000	1707.9000	1747.9000	385125	-252375
Sept. 28, 2026	Nov. 23, 2026	1765.5000	1765.5000	1744.9000	1753.1000	160875	1125
Sept. 28, 2026	Oct. 27, 2026	1760.1000	1763.1000	1732.7000	1740.0000	7146750	1829250
Sept. 28, 2026	Sept. 29, 2026	1748.9000	1765.0000	1725.5000	1736.3000	637500	-1891500
Sept. 25, 2026	Nov. 23, 2026	1772.0000	1772.0000	1755.0000	1765.5000	159750	118125

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.746

Max Pain 1740.0000

Open Interest by Strike (Max Pain: 1740.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
3750	0	365.0000	75.91	0.885	1360.0000	-0.012	37.73	0.7500	0	0
0	0	510.7000	204.56	0.737	1400.0000	-0.019	35.87	1.2000	-3750	3750
0	0	471.8500	192.88	0.721	1440.0000	-0.089	48.61	9.8000	0	1875
0	0	433.3000	181.53	0.703	1480.0000	-0.046	31.68	2.8500	7125	16875
0	0	274.8000	87.8	0.744	1500.0000	-0.042	27.87	2.2500	0	7500
0	0	395.3000	170.62	0.684	1520.0000	-0.060	27.83	3.4000	0	0
0	0	238.4000	80.89	0.717	1540.0000	-0.073	26.45	4.1000	0	0
0	0	358.0500	160.2	0.664	1560.0000	-0.122	29.11	8.4000	15000	16125
750	0	200.6000	72.83	0.686	1580.0000	-0.154	28.57	10.9500	6750	10875
750	0	155.6500	52.88	0.697	1600.0000	-0.193	28.24	14.4000	17625	53250
750	0	165.2000	65.85	0.646	1620.0000	-0.235	27.46	18.0500	-1125	28500
750	0	148.3000	62.62	0.623	1640.0000	-0.288	27.44	23.7000	-15750	54750
375	0	132.4000	59.77	0.597	1660.0000	-0.343	26.89	29.6000	2625	27375
11625	3750	53.9000	21.96	0.610	1680.0000	-0.406	27.17	38.1000	37125	52125
77625	42375	42.6500	21.77	0.532	1700.0000	-0.469	26.64	46.4000	21750	110250
61875	26625	33.5000	21.87	0.454	1720.0000	-0.531	27.35	58.2500	12000	49875
121125	67875	26.3000	22.23	0.381	1740.0000	-0.590	28.04	71.2500	8250	47250
185250	-375	20.2500	22.46	0.313	1760.0000	-0.668	24.84	78.7000	-10500	126375
66000	3000	15.5000	22.76	0.254	1780.0000	-0.693	28.96	99.5500	0	43500
226500	9375	11.9000	23.18	0.204	1800.0000	-0.724	31.17	117.7000	1125	54000
28500	5250	8.8000	23.33	0.160	1820.0000		—	103.8000	0	2625
24750	3000	6.9000	23.98	0.128	1840.0000		—	85.5000	0	750
28875	-11625	5.1500	24.28	0.100	1860.0000		—	126.2000	0	0
2625	-375	5.0000	26.23	0.091	1880.0000		—	125.0000	0	6000
71250	10500	3.1500	25.46	0.063	1900.0000		—	161.2500	0	3000
8250	0	3.5000	27.97	0.064	1920.0000		—	99.7500	0	0
0	0	21.4500	49.11	0.184	1940.0000		—	186.2000	0	0
3000	750	2.0000	28.43	0.039	1960.0000		—	121.8500	0	0
40500	1500	1.2000	29.15	0.024	2000.0000		—	254.0000	0	3000
750	0	0.5000	28.45	0.011	2040.0000		—	290.8500	0	1125