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[--[65.84.65.76]--]
LICHSGFIN
Lic Housing Finance Ltd

596.6 8.40 (1.43%)

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Historical option data for LICHSGFIN

27 Dec 2024 04:13 PM IST
LICHSGFIN 30JAN2025 610 CE
Delta: 0.44
Vega: 0.72
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 596.60 12 2.10 21.17 728 93 245
26 Dec 588.20 9.9 0.45 22.58 162 53 153
24 Dec 585.05 9.45 -0.05 23.82 106 21 99
23 Dec 583.25 9.5 -2.40 22.46 46 14 77
20 Dec 582.25 11.9 -2.80 27.73 35 18 63
19 Dec 591.85 14.7 -4.80 24.67 29 11 45
18 Dec 598.95 19.5 -2.25 25.62 33 17 31
17 Dec 604.85 21.75 -16.20 24.03 24 13 14
16 Dec 625.95 37.95 -22.10 28.42 1 0 0
13 Dec 624.35 60.05 0.00 - 0 0 0
12 Dec 632.30 60.05 0.00 - 0 0 0
11 Dec 636.85 60.05 0.00 - 0 0 0
10 Dec 630.45 60.05 0.00 - 0 0 0
9 Dec 630.15 60.05 0.00 - 0 0 0
6 Dec 641.25 60.05 0.00 - 0 0 0
5 Dec 638.70 60.05 0.00 - 0 0 0
2 Dec 626.85 60.05 0.00 - 0 0 0
29 Nov 638.80 60.05 - 0 0 0


For Lic Housing Finance Ltd - strike price 610 expiring on 30JAN2025

Delta for 610 CE is 0.44

Historical price for 610 CE is as follows

On 27 Dec LICHSGFIN was trading at 596.60. The strike last trading price was 12, which was 2.10 higher than the previous day. The implied volatity was 21.17, the open interest changed by 93 which increased total open position to 245


On 26 Dec LICHSGFIN was trading at 588.20. The strike last trading price was 9.9, which was 0.45 higher than the previous day. The implied volatity was 22.58, the open interest changed by 53 which increased total open position to 153


On 24 Dec LICHSGFIN was trading at 585.05. The strike last trading price was 9.45, which was -0.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by 21 which increased total open position to 99


On 23 Dec LICHSGFIN was trading at 583.25. The strike last trading price was 9.5, which was -2.40 lower than the previous day. The implied volatity was 22.46, the open interest changed by 14 which increased total open position to 77


On 20 Dec LICHSGFIN was trading at 582.25. The strike last trading price was 11.9, which was -2.80 lower than the previous day. The implied volatity was 27.73, the open interest changed by 18 which increased total open position to 63


On 19 Dec LICHSGFIN was trading at 591.85. The strike last trading price was 14.7, which was -4.80 lower than the previous day. The implied volatity was 24.67, the open interest changed by 11 which increased total open position to 45


On 18 Dec LICHSGFIN was trading at 598.95. The strike last trading price was 19.5, which was -2.25 lower than the previous day. The implied volatity was 25.62, the open interest changed by 17 which increased total open position to 31


On 17 Dec LICHSGFIN was trading at 604.85. The strike last trading price was 21.75, which was -16.20 lower than the previous day. The implied volatity was 24.03, the open interest changed by 13 which increased total open position to 14


On 16 Dec LICHSGFIN was trading at 625.95. The strike last trading price was 37.95, which was -22.10 lower than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 0


On 13 Dec LICHSGFIN was trading at 624.35. The strike last trading price was 60.05, 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 Dec LICHSGFIN was trading at 632.30. The strike last trading price was 60.05, 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 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 60.05, 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 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 60.05, 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 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 60.05, 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 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 60.05, 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 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 60.05, 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 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 60.05, 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 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 60.05, 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 30JAN2025 610 PE
Delta: -0.55
Vega: 0.72
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
27 Dec 596.60 22.25 -4.60 24.94 213 65 143
26 Dec 588.20 26.85 -3.10 24.21 56 21 77
24 Dec 585.05 29.95 -1.45 23.45 24 11 55
23 Dec 583.25 31.4 9.05 27.29 14 9 42
20 Dec 582.25 22.35 -4.60 - 1 0 33
19 Dec 591.85 26.95 1.65 25.60 4 1 33
18 Dec 598.95 25.3 2.95 28.72 6 0 32
17 Dec 604.85 22.35 9.50 28.59 40 28 32
16 Dec 625.95 12.85 0.80 26.37 2 0 4
13 Dec 624.35 12.05 1.55 24.37 3 2 3
12 Dec 632.30 10.5 0.00 0.00 0 0 0
11 Dec 636.85 10.5 0.00 0.00 0 0 0
10 Dec 630.45 10.5 0.00 0.00 0 0 0
9 Dec 630.15 10.5 0.00 0.00 0 1 0
6 Dec 641.25 10.5 -17.20 26.74 1 0 0
5 Dec 638.70 27.7 0.00 4.43 0 0 0
2 Dec 626.85 27.7 0.00 3.09 0 0 0
29 Nov 638.80 27.7 4.10 0 0 0


For Lic Housing Finance Ltd - strike price 610 expiring on 30JAN2025

Delta for 610 PE is -0.55

Historical price for 610 PE is as follows

On 27 Dec LICHSGFIN was trading at 596.60. The strike last trading price was 22.25, which was -4.60 lower than the previous day. The implied volatity was 24.94, the open interest changed by 65 which increased total open position to 143


On 26 Dec LICHSGFIN was trading at 588.20. The strike last trading price was 26.85, which was -3.10 lower than the previous day. The implied volatity was 24.21, the open interest changed by 21 which increased total open position to 77


On 24 Dec LICHSGFIN was trading at 585.05. The strike last trading price was 29.95, which was -1.45 lower than the previous day. The implied volatity was 23.45, the open interest changed by 11 which increased total open position to 55


On 23 Dec LICHSGFIN was trading at 583.25. The strike last trading price was 31.4, which was 9.05 higher than the previous day. The implied volatity was 27.29, the open interest changed by 9 which increased total open position to 42


On 20 Dec LICHSGFIN was trading at 582.25. The strike last trading price was 22.35, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 19 Dec LICHSGFIN was trading at 591.85. The strike last trading price was 26.95, which was 1.65 higher than the previous day. The implied volatity was 25.60, the open interest changed by 1 which increased total open position to 33


On 18 Dec LICHSGFIN was trading at 598.95. The strike last trading price was 25.3, which was 2.95 higher than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 32


On 17 Dec LICHSGFIN was trading at 604.85. The strike last trading price was 22.35, which was 9.50 higher than the previous day. The implied volatity was 28.59, the open interest changed by 28 which increased total open position to 32


On 16 Dec LICHSGFIN was trading at 625.95. The strike last trading price was 12.85, which was 0.80 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 4


On 13 Dec LICHSGFIN was trading at 624.35. The strike last trading price was 12.05, which was 1.55 higher than the previous day. The implied volatity was 24.37, the open interest changed by 2 which increased total open position to 3


On 12 Dec LICHSGFIN was trading at 632.30. The strike last trading price was 10.5, 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 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 10.5, 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 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 10.5, 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 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 10.5, which was -17.20 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 0


On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 27.7, which was 0.00 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0


On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 27.7, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 27.7, which was lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0