LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
12 Dec 2024 10:23 AM IST
| LICHSGFIN 26DEC2024 610 CE | ||||||||||
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Delta: 0.82
Vega: 0.33
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 633.35 | 28.8 | -3.95 | 23.98 | 3 | 0 | 128 | |||
| 11 Dec | 636.85 | 32.75 | 4.60 | 28.72 | 10 | 1 | 128 | |||
| 10 Dec | 630.45 | 28.15 | -0.30 | 27.96 | 58 | 29 | 127 | |||
| 9 Dec | 630.15 | 28.45 | -9.75 | 25.90 | 13 | 3 | 96 | |||
| 6 Dec | 641.25 | 38.2 | 1.20 | 27.25 | 50 | 14 | 92 | |||
| 5 Dec | 638.70 | 37 | 0.45 | 28.99 | 38 | 14 | 78 | |||
| 4 Dec | 638.25 | 36.55 | -0.15 | 26.03 | 17 | 5 | 62 | |||
| 3 Dec | 635.35 | 36.7 | 6.90 | 30.69 | 29 | 7 | 56 | |||
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| 2 Dec | 626.85 | 29.8 | -8.60 | 27.02 | 20 | 4 | 48 | |||
| 29 Nov | 638.80 | 38.4 | 1.00 | 27.10 | 45 | 17 | 43 | |||
| 28 Nov | 634.70 | 37.4 | 5.10 | 26.10 | 25 | 0 | 26 | |||
| 27 Nov | 627.55 | 32.3 | 1.30 | 27.00 | 6 | 3 | 25 | |||
| 26 Nov | 621.50 | 31 | 0.00 | 30.57 | 2 | 1 | 21 | |||
| 25 Nov | 627.50 | 31 | 5.00 | 23.68 | 8 | 7 | 19 | |||
| 22 Nov | 617.45 | 26 | 1.55 | 24.56 | 13 | 2 | 14 | |||
| 21 Nov | 611.25 | 24.45 | -1.40 | 29.16 | 13 | 11 | 12 | |||
| 20 Nov | 616.45 | 25.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 616.45 | 25.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 611.15 | 25.85 | -0.45 | 26.65 | 4 | 1 | 2 | |||
| 14 Nov | 608.15 | 26.3 | -29.95 | 28.73 | 1 | 0 | 0 | |||
| 13 Nov | 606.85 | 56.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 616.95 | 56.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 632.10 | 56.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 622.85 | 56.25 | 56.25 | - | 0 | 0 | 0 | |||
| 1 Nov | 634.05 | 0 | - | 0 | 0 | 0 | ||||
For Lic Housing Finance Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.82
Historical price for 610 CE is as follows
On 12 Dec LICHSGFIN was trading at 633.35. The strike last trading price was 28.8, which was -3.95 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 128
On 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 32.75, which was 4.60 higher than the previous day. The implied volatity was 28.72, the open interest changed by 1 which increased total open position to 128
On 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 28.15, which was -0.30 lower than the previous day. The implied volatity was 27.96, the open interest changed by 29 which increased total open position to 127
On 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 28.45, which was -9.75 lower than the previous day. The implied volatity was 25.90, the open interest changed by 3 which increased total open position to 96
On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 38.2, which was 1.20 higher than the previous day. The implied volatity was 27.25, the open interest changed by 14 which increased total open position to 92
On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 37, which was 0.45 higher than the previous day. The implied volatity was 28.99, the open interest changed by 14 which increased total open position to 78
On 4 Dec LICHSGFIN was trading at 638.25. The strike last trading price was 36.55, which was -0.15 lower than the previous day. The implied volatity was 26.03, the open interest changed by 5 which increased total open position to 62
On 3 Dec LICHSGFIN was trading at 635.35. The strike last trading price was 36.7, which was 6.90 higher than the previous day. The implied volatity was 30.69, the open interest changed by 7 which increased total open position to 56
On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 29.8, which was -8.60 lower than the previous day. The implied volatity was 27.02, the open interest changed by 4 which increased total open position to 48
On 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 38.4, which was 1.00 higher than the previous day. The implied volatity was 27.10, the open interest changed by 17 which increased total open position to 43
On 28 Nov LICHSGFIN was trading at 634.70. The strike last trading price was 37.4, which was 5.10 higher than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 26
On 27 Nov LICHSGFIN was trading at 627.55. The strike last trading price was 32.3, which was 1.30 higher than the previous day. The implied volatity was 27.00, the open interest changed by 3 which increased total open position to 25
On 26 Nov LICHSGFIN was trading at 621.50. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 1 which increased total open position to 21
On 25 Nov LICHSGFIN was trading at 627.50. The strike last trading price was 31, which was 5.00 higher than the previous day. The implied volatity was 23.68, the open interest changed by 7 which increased total open position to 19
On 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 26, which was 1.55 higher than the previous day. The implied volatity was 24.56, the open interest changed by 2 which increased total open position to 14
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 24.45, which was -1.40 lower than the previous day. The implied volatity was 29.16, the open interest changed by 11 which increased total open position to 12
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 25.85, 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 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 25.85, 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 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 25.85, which was -0.45 lower than the previous day. The implied volatity was 26.65, the open interest changed by 1 which increased total open position to 2
On 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 26.3, which was -29.95 lower than the previous day. The implied volatity was 28.73, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 56.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LICHSGFIN was trading at 616.95. The strike last trading price was 56.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LICHSGFIN was trading at 632.10. The strike last trading price was 56.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LICHSGFIN was trading at 622.85. The strike last trading price was 56.25, which was 56.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LICHSGFIN was trading at 634.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LICHSGFIN 26DEC2024 610 PE | |||||||
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Delta: -0.22
Vega: 0.37
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 633.35 | 4.4 | 0.50 | 27.75 | 177 | 8 | 369 |
| 11 Dec | 636.85 | 3.9 | -1.85 | 27.08 | 517 | 42 | 356 |
| 10 Dec | 630.45 | 5.75 | -1.25 | 27.42 | 456 | 22 | 315 |
| 9 Dec | 630.15 | 7 | 2.20 | 30.08 | 707 | 91 | 293 |
| 6 Dec | 641.25 | 4.8 | -0.50 | 28.31 | 1,192 | 12 | 202 |
| 5 Dec | 638.70 | 5.3 | -0.90 | 27.44 | 441 | 9 | 186 |
| 4 Dec | 638.25 | 6.2 | -0.40 | 29.12 | 446 | 9 | 174 |
| 3 Dec | 635.35 | 6.6 | -2.70 | 27.80 | 365 | 23 | 165 |
| 2 Dec | 626.85 | 9.3 | 1.65 | 28.53 | 338 | 26 | 143 |
| 29 Nov | 638.80 | 7.65 | -0.20 | 29.05 | 275 | 30 | 119 |
| 28 Nov | 634.70 | 7.85 | -3.65 | 28.47 | 109 | 5 | 90 |
| 27 Nov | 627.55 | 11.5 | -1.10 | 30.25 | 77 | -2 | 84 |
| 26 Nov | 621.50 | 12.6 | 1.45 | 28.45 | 92 | 38 | 75 |
| 25 Nov | 627.50 | 11.15 | -4.60 | 28.90 | 54 | 27 | 37 |
| 22 Nov | 617.45 | 15.75 | -2.85 | 29.53 | 31 | 13 | 23 |
| 21 Nov | 611.25 | 18.6 | 1.10 | 28.26 | 10 | 6 | 9 |
| 20 Nov | 616.45 | 17.5 | 0.00 | 28.56 | 3 | 3 | 1 |
| 19 Nov | 616.45 | 17.5 | -10.95 | 28.56 | 3 | 1 | 1 |
| 18 Nov | 611.15 | 28.45 | 0.00 | 1.47 | 0 | 0 | 0 |
| 14 Nov | 608.15 | 28.45 | 0.00 | 0.89 | 0 | 0 | 0 |
| 13 Nov | 606.85 | 28.45 | 0.00 | 0.84 | 0 | 0 | 0 |
| 12 Nov | 616.95 | 28.45 | 0.00 | 2.01 | 0 | 0 | 0 |
| 5 Nov | 632.10 | 28.45 | 0.00 | 3.52 | 0 | 0 | 0 |
| 4 Nov | 622.85 | 28.45 | 28.45 | 2.74 | 0 | 0 | 0 |
| 1 Nov | 634.05 | 0 | 3.85 | 0 | 0 | 0 | |
For Lic Housing Finance Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -0.22
Historical price for 610 PE is as follows
On 12 Dec LICHSGFIN was trading at 633.35. The strike last trading price was 4.4, which was 0.50 higher than the previous day. The implied volatity was 27.75, the open interest changed by 8 which increased total open position to 369
On 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 3.9, which was -1.85 lower than the previous day. The implied volatity was 27.08, the open interest changed by 42 which increased total open position to 356
On 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 5.75, which was -1.25 lower than the previous day. The implied volatity was 27.42, the open interest changed by 22 which increased total open position to 315
On 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 7, which was 2.20 higher than the previous day. The implied volatity was 30.08, the open interest changed by 91 which increased total open position to 293
On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 4.8, which was -0.50 lower than the previous day. The implied volatity was 28.31, the open interest changed by 12 which increased total open position to 202
On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 5.3, which was -0.90 lower than the previous day. The implied volatity was 27.44, the open interest changed by 9 which increased total open position to 186
On 4 Dec LICHSGFIN was trading at 638.25. The strike last trading price was 6.2, which was -0.40 lower than the previous day. The implied volatity was 29.12, the open interest changed by 9 which increased total open position to 174
On 3 Dec LICHSGFIN was trading at 635.35. The strike last trading price was 6.6, which was -2.70 lower than the previous day. The implied volatity was 27.80, the open interest changed by 23 which increased total open position to 165
On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 9.3, which was 1.65 higher than the previous day. The implied volatity was 28.53, the open interest changed by 26 which increased total open position to 143
On 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 7.65, which was -0.20 lower than the previous day. The implied volatity was 29.05, the open interest changed by 30 which increased total open position to 119
On 28 Nov LICHSGFIN was trading at 634.70. The strike last trading price was 7.85, which was -3.65 lower than the previous day. The implied volatity was 28.47, the open interest changed by 5 which increased total open position to 90
On 27 Nov LICHSGFIN was trading at 627.55. The strike last trading price was 11.5, which was -1.10 lower than the previous day. The implied volatity was 30.25, the open interest changed by -2 which decreased total open position to 84
On 26 Nov LICHSGFIN was trading at 621.50. The strike last trading price was 12.6, which was 1.45 higher than the previous day. The implied volatity was 28.45, the open interest changed by 38 which increased total open position to 75
On 25 Nov LICHSGFIN was trading at 627.50. The strike last trading price was 11.15, which was -4.60 lower than the previous day. The implied volatity was 28.90, the open interest changed by 27 which increased total open position to 37
On 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 15.75, which was -2.85 lower than the previous day. The implied volatity was 29.53, the open interest changed by 13 which increased total open position to 23
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 18.6, which was 1.10 higher than the previous day. The implied volatity was 28.26, the open interest changed by 6 which increased total open position to 9
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 17.5, which was 0.00 lower than the previous day. The implied volatity was 28.56, the open interest changed by 3 which increased total open position to 1
On 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 17.5, which was -10.95 lower than the previous day. The implied volatity was 28.56, the open interest changed by 1 which increased total open position to 1
On 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 28.45, which was 0.00 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 28.45, which was 0.00 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 28.45, which was 0.00 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LICHSGFIN was trading at 616.95. The strike last trading price was 28.45, which was 0.00 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LICHSGFIN was trading at 632.10. The strike last trading price was 28.45, which was 0.00 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LICHSGFIN was trading at 622.85. The strike last trading price was 28.45, which was 28.45 higher than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LICHSGFIN was trading at 634.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
