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) 6.0

Max Pain 1680.0000

Open Interest by Strike (Max Pain: 1680.0000)

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
0	0	340.2000	72.04	0.779	1440.0000	-0.048	28.19	3.8500	0	0
0	0	303.4000	67.06	0.757	1480.0000	-0.076	27.64	6.4000	0	0
0	0	267.8500	62.54	0.732	1520.0000	-0.114	27.12	10.3000	0	0
0	0	233.9000	58.53	0.702	1560.0000	-0.164	26.44	15.7500	0	0
0	0	182.7000	41.27	0.723	1580.0000	-0.166	22.86	13.7000	0	0
0	0	201.9000	55.04	0.667	1600.0000	-0.227	25.64	23.1500	0	0
0	0	151.1000	38.59	0.675	1620.0000	-0.242	22.31	21.7000	0	0
0	0	172.2500	52.08	0.626	1640.0000	-0.304	24.7	32.9000	0	0
0	0	122.4000	36.42	0.617	1660.0000	-0.335	21.61	32.6500	0	0
0	0	145.0000	49.52	0.579	1680.0000	-0.369	17.41	30.0000	0	2250
0	0	97.1000	34.73	0.551	1700.0000	-0.443	20.71	47.0000	0	0
0	0	120.5000	47.4	0.529	1720.0000	-0.500	21.85	59.9500	0	0
0	0	75.3000	33.4	0.479	1740.0000	-0.565	19.45	64.8500	0	0
375	0	101.8500	46.79	0.477	1760.0000	-0.622	19.67	77.7500	0	0
0	0	57.1000	32.37	0.405	1780.0000	-0.700	17.56	86.3000	0	0
0	0	80.0500	44.18	0.420	1800.0000	-0.775	16.17	98.3500	0	0
0	0	42.3500	31.57	0.332	1820.0000	-0.861	14.05	111.2000	0	0
0	0	64.0000	42.98	0.365	1840.0000		—	121.6500	0	0
0	0	30.7000	30.94	0.265	1860.0000		—	139.1500	0	0
0	0	50.4500	41.95	0.311	1880.0000		—	147.5500	0	0
0	0	21.7500	30.43	0.206	1900.0000		—	169.9000	0	0
0	0	39.3000	41.11	0.262	1920.0000		—	175.7500	0	0
0	0	30.2500	40.41	0.216	1960.0000		—	206.1000	0	0
0	0	22.9500	39.78	0.176	2000.0000		—	238.2500	0	0