LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Nov 2024 04:13 PM IST
| LICHSGFIN 28NOV2024 580 CE | ||||||||||
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Delta: 0.89
Vega: 0.16
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 611.25 | 32.15 | -4.25 | 31.40 | 19 | 4 | 22 | |||
| 20 Nov | 616.45 | 36.4 | 0.00 | 29.13 | 14 | 3 | 19 | |||
| 19 Nov | 616.45 | 36.4 | -1.10 | 29.13 | 14 | 4 | 19 | |||
| 18 Nov | 611.15 | 37.5 | 5.20 | 35.22 | 22 | -3 | 15 | |||
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| 14 Nov | 608.15 | 32.3 | 1.55 | 23.22 | 30 | 1 | 18 | |||
| 13 Nov | 606.85 | 30.75 | -11.10 | 15.63 | 9 | 2 | 17 | |||
| 12 Nov | 616.95 | 41.85 | -11.65 | 29.76 | 4 | 1 | 15 | |||
| 11 Nov | 625.95 | 53.5 | -5.15 | 42.15 | 2 | 1 | 15 | |||
| 8 Nov | 635.00 | 58.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 638.70 | 58.65 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 634.45 | 58.65 | 0.25 | 18.50 | 9 | 0 | 12 | |||
| 5 Nov | 632.10 | 58.4 | 10.80 | 35.08 | 16 | 5 | 11 | |||
| 4 Nov | 622.85 | 47.6 | -20.40 | 23.67 | 5 | 3 | 5 | |||
| 1 Nov | 634.05 | 68 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 631.05 | 68 | 0.00 | - | 0 | -3 | 0 | |||
| 30 Oct | 633.00 | 68 | 18.00 | - | 4 | -2 | 3 | |||
| 29 Oct | 637.45 | 50 | 5.95 | - | 1 | 0 | 4 | |||
| 28 Oct | 618.45 | 44.05 | 4.05 | - | 5 | 2 | 2 | |||
| 25 Oct | 598.25 | 40 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 600.25 | 40 | 0.00 | - | 0 | 2 | 0 | |||
| 23 Oct | 600.60 | 40 | -82.65 | - | 2 | 1 | 1 | |||
| 22 Oct | 587.55 | 122.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 607.75 | 122.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 618.60 | 122.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 617.75 | 122.65 | 122.65 | - | 0 | 0 | 0 | |||
| 11 Sept | 676.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 675.60 | 0 | - | 0 | 0 | 0 | ||||
For Lic Housing Finance Ltd - strike price 580 expiring on 28NOV2024
Delta for 580 CE is 0.89
Historical price for 580 CE is as follows
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 32.15, which was -4.25 lower than the previous day. The implied volatity was 31.40, the open interest changed by 4 which increased total open position to 22
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 36.4, which was 0.00 lower than the previous day. The implied volatity was 29.13, the open interest changed by 3 which increased total open position to 19
On 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 36.4, which was -1.10 lower than the previous day. The implied volatity was 29.13, the open interest changed by 4 which increased total open position to 19
On 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 37.5, which was 5.20 higher than the previous day. The implied volatity was 35.22, the open interest changed by -3 which decreased total open position to 15
On 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 32.3, which was 1.55 higher than the previous day. The implied volatity was 23.22, the open interest changed by 1 which increased total open position to 18
On 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 30.75, which was -11.10 lower than the previous day. The implied volatity was 15.63, the open interest changed by 2 which increased total open position to 17
On 12 Nov LICHSGFIN was trading at 616.95. The strike last trading price was 41.85, which was -11.65 lower than the previous day. The implied volatity was 29.76, the open interest changed by 1 which increased total open position to 15
On 11 Nov LICHSGFIN was trading at 625.95. The strike last trading price was 53.5, which was -5.15 lower than the previous day. The implied volatity was 42.15, the open interest changed by 1 which increased total open position to 15
On 8 Nov LICHSGFIN was trading at 635.00. The strike last trading price was 58.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LICHSGFIN was trading at 638.70. The strike last trading price was 58.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov LICHSGFIN was trading at 634.45. The strike last trading price was 58.65, which was 0.25 higher than the previous day. The implied volatity was 18.50, the open interest changed by 0 which decreased total open position to 12
On 5 Nov LICHSGFIN was trading at 632.10. The strike last trading price was 58.4, which was 10.80 higher than the previous day. The implied volatity was 35.08, the open interest changed by 5 which increased total open position to 11
On 4 Nov LICHSGFIN was trading at 622.85. The strike last trading price was 47.6, which was -20.40 lower than the previous day. The implied volatity was 23.67, the open interest changed by 3 which increased total open position to 5
On 1 Nov LICHSGFIN was trading at 634.05. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LICHSGFIN was trading at 631.05. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LICHSGFIN was trading at 633.00. The strike last trading price was 68, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LICHSGFIN was trading at 637.45. The strike last trading price was 50, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LICHSGFIN was trading at 618.45. The strike last trading price was 44.05, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LICHSGFIN was trading at 598.25. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LICHSGFIN was trading at 600.25. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LICHSGFIN was trading at 600.60. The strike last trading price was 40, which was -82.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LICHSGFIN was trading at 587.55. The strike last trading price was 122.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LICHSGFIN was trading at 607.75. The strike last trading price was 122.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LICHSGFIN was trading at 618.60. The strike last trading price was 122.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LICHSGFIN was trading at 617.75. The strike last trading price was 122.65, which was 122.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept LICHSGFIN was trading at 676.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept LICHSGFIN was trading at 675.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LICHSGFIN 28NOV2024 580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.19
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 611.25 | 2.1 | -0.30 | 34.92 | 950 | -3 | 526 |
| 20 Nov | 616.45 | 2.4 | 0.00 | 35.14 | 327 | -44 | 536 |
| 19 Nov | 616.45 | 2.4 | -0.60 | 35.14 | 327 | -37 | 536 |
| 18 Nov | 611.15 | 3 | -0.85 | 35.59 | 546 | 11 | 574 |
| 14 Nov | 608.15 | 3.85 | -0.65 | 30.65 | 387 | 0 | 564 |
| 13 Nov | 606.85 | 4.5 | 1.00 | 31.40 | 1,081 | 17 | 577 |
| 12 Nov | 616.95 | 3.5 | 0.95 | 32.06 | 570 | 57 | 572 |
| 11 Nov | 625.95 | 2.55 | -0.05 | 31.92 | 352 | -95 | 515 |
| 8 Nov | 635.00 | 2.6 | 0.00 | 32.96 | 406 | 120 | 610 |
| 7 Nov | 638.70 | 2.6 | -0.70 | 34.16 | 403 | 42 | 488 |
| 6 Nov | 634.45 | 3.3 | -0.55 | 34.69 | 269 | -12 | 447 |
| 5 Nov | 632.10 | 3.85 | -1.75 | 33.93 | 591 | 11 | 458 |
| 4 Nov | 622.85 | 5.6 | 1.85 | 34.34 | 686 | 71 | 446 |
| 1 Nov | 634.05 | 3.75 | 0.05 | 32.62 | 43 | -16 | 373 |
| 31 Oct | 631.05 | 3.7 | -1.20 | - | 350 | 115 | 389 |
| 30 Oct | 633.00 | 4.9 | 0.90 | - | 334 | 1 | 275 |
| 29 Oct | 637.45 | 4 | -2.55 | - | 392 | 98 | 269 |
| 28 Oct | 618.45 | 6.55 | -8.45 | - | 301 | 25 | 172 |
| 25 Oct | 598.25 | 15 | 2.30 | - | 133 | -5 | 147 |
| 24 Oct | 600.25 | 12.7 | -1.10 | - | 29 | 3 | 152 |
| 23 Oct | 600.60 | 13.8 | -5.15 | - | 158 | 110 | 149 |
| 22 Oct | 587.55 | 18.95 | 7.70 | - | 43 | 17 | 38 |
| 21 Oct | 607.75 | 11.25 | 3.25 | - | 32 | 12 | 20 |
| 18 Oct | 618.60 | 8 | -0.10 | - | 7 | 4 | 6 |
| 14 Oct | 617.75 | 8.1 | 8.10 | - | 1 | 0 | 2 |
| 11 Sept | 676.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 675.60 | 0 | - | 0 | 0 | 0 | |
For Lic Housing Finance Ltd - strike price 580 expiring on 28NOV2024
Delta for 580 PE is -0.14
Historical price for 580 PE is as follows
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 34.92, the open interest changed by -3 which decreased total open position to 526
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 35.14, the open interest changed by -44 which decreased total open position to 536
On 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 35.14, the open interest changed by -37 which decreased total open position to 536
On 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 35.59, the open interest changed by 11 which increased total open position to 574
On 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 3.85, which was -0.65 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 564
On 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 4.5, which was 1.00 higher than the previous day. The implied volatity was 31.40, the open interest changed by 17 which increased total open position to 577
On 12 Nov LICHSGFIN was trading at 616.95. The strike last trading price was 3.5, which was 0.95 higher than the previous day. The implied volatity was 32.06, the open interest changed by 57 which increased total open position to 572
On 11 Nov LICHSGFIN was trading at 625.95. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 31.92, the open interest changed by -95 which decreased total open position to 515
On 8 Nov LICHSGFIN was trading at 635.00. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 32.96, the open interest changed by 120 which increased total open position to 610
On 7 Nov LICHSGFIN was trading at 638.70. The strike last trading price was 2.6, which was -0.70 lower than the previous day. The implied volatity was 34.16, the open interest changed by 42 which increased total open position to 488
On 6 Nov LICHSGFIN was trading at 634.45. The strike last trading price was 3.3, which was -0.55 lower than the previous day. The implied volatity was 34.69, the open interest changed by -12 which decreased total open position to 447
On 5 Nov LICHSGFIN was trading at 632.10. The strike last trading price was 3.85, which was -1.75 lower than the previous day. The implied volatity was 33.93, the open interest changed by 11 which increased total open position to 458
On 4 Nov LICHSGFIN was trading at 622.85. The strike last trading price was 5.6, which was 1.85 higher than the previous day. The implied volatity was 34.34, the open interest changed by 71 which increased total open position to 446
On 1 Nov LICHSGFIN was trading at 634.05. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 32.62, the open interest changed by -16 which decreased total open position to 373
On 31 Oct LICHSGFIN was trading at 631.05. The strike last trading price was 3.7, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LICHSGFIN was trading at 633.00. The strike last trading price was 4.9, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LICHSGFIN was trading at 637.45. The strike last trading price was 4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LICHSGFIN was trading at 618.45. The strike last trading price was 6.55, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LICHSGFIN was trading at 598.25. The strike last trading price was 15, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LICHSGFIN was trading at 600.25. The strike last trading price was 12.7, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LICHSGFIN was trading at 600.60. The strike last trading price was 13.8, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LICHSGFIN was trading at 587.55. The strike last trading price was 18.95, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LICHSGFIN was trading at 607.75. The strike last trading price was 11.25, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LICHSGFIN was trading at 618.60. The strike last trading price was 8, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LICHSGFIN was trading at 617.75. The strike last trading price was 8.1, which was 8.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept LICHSGFIN was trading at 676.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept LICHSGFIN was trading at 675.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
