LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
07 Jan 2025 10:03 AM IST
LICHSGFIN 30JAN2025 620 CE | ||||||||||
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Delta: 0.26
Vega: 0.48
Theta: -0.32
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 587.15 | 6 | -1.30 | 27.20 | 155 | 28 | 641 | |||
6 Jan | 594.30 | 7.3 | -5.55 | 26.56 | 780 | 36 | 617 | |||
3 Jan | 609.45 | 12.85 | 1.35 | 23.47 | 1,785 | -93 | 585 | |||
2 Jan | 606.05 | 11.5 | 2.50 | 23.27 | 1,469 | 39 | 679 | |||
1 Jan | 600.30 | 9 | -0.05 | 22.52 | 542 | -12 | 641 | |||
31 Dec | 598.05 | 9.05 | 1.55 | 22.69 | 665 | 109 | 657 | |||
30 Dec | 590.80 | 7.5 | -1.05 | 23.51 | 1,182 | 105 | 550 | |||
27 Dec | 596.60 | 8.55 | 1.60 | 21.38 | 789 | 195 | 444 | |||
26 Dec | 588.20 | 6.95 | 0.55 | 22.63 | 133 | 54 | 249 | |||
24 Dec | 585.05 | 6.4 | -0.50 | 23.23 | 210 | 51 | 193 | |||
23 Dec | 583.25 | 6.9 | -1.50 | 22.77 | 153 | 12 | 142 | |||
20 Dec | 582.25 | 8.4 | -2.40 | 26.65 | 95 | 15 | 119 | |||
19 Dec | 591.85 | 10.8 | -4.15 | 24.16 | 81 | 22 | 101 | |||
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18 Dec | 598.95 | 14.95 | -3.00 | 25.15 | 90 | 37 | 80 | |||
17 Dec | 604.85 | 17.95 | -10.70 | 25.03 | 47 | 32 | 43 | |||
16 Dec | 625.95 | 28.65 | 1.25 | 24.40 | 5 | 2 | 10 | |||
13 Dec | 624.35 | 27.4 | -36.75 | 22.56 | 15 | 8 | 8 | |||
12 Dec | 632.30 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 636.85 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 630.45 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 630.15 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 641.25 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 638.70 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 626.85 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 638.80 | 64.15 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 617.45 | 64.15 | 64.15 | - | 0 | 0 | 0 | |||
21 Nov | 611.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
20 Nov | 616.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 616.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 611.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 608.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 606.85 | 0 | 0.00 | 0.39 | 0 | 0 | 0 | |||
12 Nov | 616.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 625.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 635.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 638.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 634.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 632.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 622.85 | 0 | - | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 620 expiring on 30JAN2025
Delta for 620 CE is 0.26
Historical price for 620 CE is as follows
On 7 Jan LICHSGFIN was trading at 587.15. The strike last trading price was 6, which was -1.30 lower than the previous day. The implied volatity was 27.20, the open interest changed by 28 which increased total open position to 641
On 6 Jan LICHSGFIN was trading at 594.30. The strike last trading price was 7.3, which was -5.55 lower than the previous day. The implied volatity was 26.56, the open interest changed by 36 which increased total open position to 617
On 3 Jan LICHSGFIN was trading at 609.45. The strike last trading price was 12.85, which was 1.35 higher than the previous day. The implied volatity was 23.47, the open interest changed by -93 which decreased total open position to 585
On 2 Jan LICHSGFIN was trading at 606.05. The strike last trading price was 11.5, which was 2.50 higher than the previous day. The implied volatity was 23.27, the open interest changed by 39 which increased total open position to 679
On 1 Jan LICHSGFIN was trading at 600.30. The strike last trading price was 9, which was -0.05 lower than the previous day. The implied volatity was 22.52, the open interest changed by -12 which decreased total open position to 641
On 31 Dec LICHSGFIN was trading at 598.05. The strike last trading price was 9.05, which was 1.55 higher than the previous day. The implied volatity was 22.69, the open interest changed by 109 which increased total open position to 657
On 30 Dec LICHSGFIN was trading at 590.80. The strike last trading price was 7.5, which was -1.05 lower than the previous day. The implied volatity was 23.51, the open interest changed by 105 which increased total open position to 550
On 27 Dec LICHSGFIN was trading at 596.60. The strike last trading price was 8.55, which was 1.60 higher than the previous day. The implied volatity was 21.38, the open interest changed by 195 which increased total open position to 444
On 26 Dec LICHSGFIN was trading at 588.20. The strike last trading price was 6.95, which was 0.55 higher than the previous day. The implied volatity was 22.63, the open interest changed by 54 which increased total open position to 249
On 24 Dec LICHSGFIN was trading at 585.05. The strike last trading price was 6.4, which was -0.50 lower than the previous day. The implied volatity was 23.23, the open interest changed by 51 which increased total open position to 193
On 23 Dec LICHSGFIN was trading at 583.25. The strike last trading price was 6.9, which was -1.50 lower than the previous day. The implied volatity was 22.77, the open interest changed by 12 which increased total open position to 142
On 20 Dec LICHSGFIN was trading at 582.25. The strike last trading price was 8.4, which was -2.40 lower than the previous day. The implied volatity was 26.65, the open interest changed by 15 which increased total open position to 119
On 19 Dec LICHSGFIN was trading at 591.85. The strike last trading price was 10.8, which was -4.15 lower than the previous day. The implied volatity was 24.16, the open interest changed by 22 which increased total open position to 101
On 18 Dec LICHSGFIN was trading at 598.95. The strike last trading price was 14.95, which was -3.00 lower than the previous day. The implied volatity was 25.15, the open interest changed by 37 which increased total open position to 80
On 17 Dec LICHSGFIN was trading at 604.85. The strike last trading price was 17.95, which was -10.70 lower than the previous day. The implied volatity was 25.03, the open interest changed by 32 which increased total open position to 43
On 16 Dec LICHSGFIN was trading at 625.95. The strike last trading price was 28.65, which was 1.25 higher than the previous day. The implied volatity was 24.40, the open interest changed by 2 which increased total open position to 10
On 13 Dec LICHSGFIN was trading at 624.35. The strike last trading price was 27.4, which was -36.75 lower than the previous day. The implied volatity was 22.56, the open interest changed by 8 which increased total open position to 8
On 12 Dec LICHSGFIN was trading at 632.30. The strike last trading price was 64.15, 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 64.15, 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 64.15, 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 64.15, 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 64.15, 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 64.15, 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 64.15, 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 64.15, 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 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 64.15, which was 64.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LICHSGFIN was trading at 611.25. 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 0 which decreased total open position to 0
On 20 Nov LICHSGFIN was trading at 616.45. 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 0 which decreased total open position to 0
On 19 Nov LICHSGFIN was trading at 616.45. 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 0 which decreased total open position to 0
On 18 Nov LICHSGFIN was trading at 611.15. 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 0 which decreased total open position to 0
On 14 Nov LICHSGFIN was trading at 608.15. 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 0 which decreased total open position to 0
On 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 0, 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 Nov LICHSGFIN was trading at 625.95. 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 0 which decreased total open position to 0
On 8 Nov LICHSGFIN was trading at 635.00. 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 0 which decreased total open position to 0
On 7 Nov LICHSGFIN was trading at 638.70. 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 0 which decreased total open position to 0
On 6 Nov LICHSGFIN was trading at 634.45. 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 0 which decreased total open position to 0
On 5 Nov LICHSGFIN was trading at 632.10. 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 0 which decreased total open position to 0
On 4 Nov LICHSGFIN was trading at 622.85. 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 30JAN2025 620 PE | |||||||
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Delta: -0.73
Vega: 0.49
Theta: -0.17
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 587.15 | 35.05 | 2.20 | 28.40 | 12 | 1 | 180 |
6 Jan | 594.30 | 32.85 | 12.25 | 30.59 | 263 | 10 | 180 |
3 Jan | 609.45 | 20.6 | -0.55 | 26.38 | 545 | 12 | 170 |
2 Jan | 606.05 | 21.15 | -3.90 | 23.86 | 119 | 2 | 158 |
1 Jan | 600.30 | 25.05 | -1.95 | 24.03 | 41 | -1 | 156 |
31 Dec | 598.05 | 27 | -4.45 | 25.83 | 48 | 0 | 157 |
30 Dec | 590.80 | 31.45 | 2.65 | 25.22 | 52 | -4 | 158 |
27 Dec | 596.60 | 28.8 | -4.75 | 25.51 | 97 | 3 | 162 |
26 Dec | 588.20 | 33.55 | -3.35 | 23.87 | 75 | 31 | 160 |
24 Dec | 585.05 | 36.9 | -0.05 | 22.99 | 80 | 46 | 128 |
23 Dec | 583.25 | 36.95 | 4.25 | 25.38 | 18 | 10 | 81 |
20 Dec | 582.25 | 32.7 | -0.30 | - | 13 | 8 | 71 |
19 Dec | 591.85 | 33 | 2.85 | 25.22 | 9 | 0 | 58 |
18 Dec | 598.95 | 30.15 | 3.15 | 27.70 | 19 | 6 | 58 |
17 Dec | 604.85 | 27 | 10.50 | 27.88 | 49 | 26 | 51 |
16 Dec | 625.95 | 16.5 | -0.50 | 26.13 | 13 | 10 | 25 |
13 Dec | 624.35 | 17 | 2.00 | 25.67 | 6 | 2 | 14 |
12 Dec | 632.30 | 15 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 636.85 | 15 | -4.00 | 27.46 | 4 | -1 | 11 |
10 Dec | 630.45 | 19 | 2.80 | 29.47 | 7 | 1 | 8 |
9 Dec | 630.15 | 16.2 | 2.10 | 26.35 | 1 | 0 | 7 |
6 Dec | 641.25 | 14.1 | 0.10 | 27.22 | 3 | 1 | 5 |
5 Dec | 638.70 | 14 | -27.95 | 25.87 | 5 | 3 | 3 |
2 Dec | 626.85 | 41.95 | 0.00 | 2.14 | 0 | 0 | 0 |
29 Nov | 638.80 | 41.95 | 0.00 | 3.04 | 0 | 0 | 0 |
22 Nov | 617.45 | 41.95 | 0.00 | 1.00 | 0 | 0 | 0 |
21 Nov | 611.25 | 41.95 | 0.00 | 0.19 | 0 | 0 | 0 |
20 Nov | 616.45 | 41.95 | 0.00 | 0.67 | 0 | 0 | 0 |
19 Nov | 616.45 | 41.95 | -78.40 | 0.67 | 0 | 0 | 0 |
18 Nov | 611.15 | 120.35 | 0.00 | 0.50 | 0 | 0 | 0 |
14 Nov | 608.15 | 120.35 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 606.85 | 120.35 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 616.95 | 120.35 | 0.00 | 1.22 | 0 | 0 | 0 |
11 Nov | 625.95 | 120.35 | 0.00 | 2.08 | 0 | 0 | 0 |
8 Nov | 635.00 | 120.35 | 0.00 | 2.79 | 0 | 0 | 0 |
7 Nov | 638.70 | 120.35 | 0.00 | 3.08 | 0 | 0 | 0 |
6 Nov | 634.45 | 120.35 | 0.00 | 2.84 | 0 | 0 | 0 |
5 Nov | 632.10 | 120.35 | 0.00 | 2.54 | 0 | 0 | 0 |
4 Nov | 622.85 | 120.35 | 1.86 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 620 expiring on 30JAN2025
Delta for 620 PE is -0.73
Historical price for 620 PE is as follows
On 7 Jan LICHSGFIN was trading at 587.15. The strike last trading price was 35.05, which was 2.20 higher than the previous day. The implied volatity was 28.40, the open interest changed by 1 which increased total open position to 180
On 6 Jan LICHSGFIN was trading at 594.30. The strike last trading price was 32.85, which was 12.25 higher than the previous day. The implied volatity was 30.59, the open interest changed by 10 which increased total open position to 180
On 3 Jan LICHSGFIN was trading at 609.45. The strike last trading price was 20.6, which was -0.55 lower than the previous day. The implied volatity was 26.38, the open interest changed by 12 which increased total open position to 170
On 2 Jan LICHSGFIN was trading at 606.05. The strike last trading price was 21.15, which was -3.90 lower than the previous day. The implied volatity was 23.86, the open interest changed by 2 which increased total open position to 158
On 1 Jan LICHSGFIN was trading at 600.30. The strike last trading price was 25.05, which was -1.95 lower than the previous day. The implied volatity was 24.03, the open interest changed by -1 which decreased total open position to 156
On 31 Dec LICHSGFIN was trading at 598.05. The strike last trading price was 27, which was -4.45 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 157
On 30 Dec LICHSGFIN was trading at 590.80. The strike last trading price was 31.45, which was 2.65 higher than the previous day. The implied volatity was 25.22, the open interest changed by -4 which decreased total open position to 158
On 27 Dec LICHSGFIN was trading at 596.60. The strike last trading price was 28.8, which was -4.75 lower than the previous day. The implied volatity was 25.51, the open interest changed by 3 which increased total open position to 162
On 26 Dec LICHSGFIN was trading at 588.20. The strike last trading price was 33.55, which was -3.35 lower than the previous day. The implied volatity was 23.87, the open interest changed by 31 which increased total open position to 160
On 24 Dec LICHSGFIN was trading at 585.05. The strike last trading price was 36.9, which was -0.05 lower than the previous day. The implied volatity was 22.99, the open interest changed by 46 which increased total open position to 128
On 23 Dec LICHSGFIN was trading at 583.25. The strike last trading price was 36.95, which was 4.25 higher than the previous day. The implied volatity was 25.38, the open interest changed by 10 which increased total open position to 81
On 20 Dec LICHSGFIN was trading at 582.25. The strike last trading price was 32.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 71
On 19 Dec LICHSGFIN was trading at 591.85. The strike last trading price was 33, which was 2.85 higher than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 58
On 18 Dec LICHSGFIN was trading at 598.95. The strike last trading price was 30.15, which was 3.15 higher than the previous day. The implied volatity was 27.70, the open interest changed by 6 which increased total open position to 58
On 17 Dec LICHSGFIN was trading at 604.85. The strike last trading price was 27, which was 10.50 higher than the previous day. The implied volatity was 27.88, the open interest changed by 26 which increased total open position to 51
On 16 Dec LICHSGFIN was trading at 625.95. The strike last trading price was 16.5, which was -0.50 lower than the previous day. The implied volatity was 26.13, the open interest changed by 10 which increased total open position to 25
On 13 Dec LICHSGFIN was trading at 624.35. The strike last trading price was 17, which was 2.00 higher than the previous day. The implied volatity was 25.67, the open interest changed by 2 which increased total open position to 14
On 12 Dec LICHSGFIN was trading at 632.30. The strike last trading price was 15, 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 15, which was -4.00 lower than the previous day. The implied volatity was 27.46, the open interest changed by -1 which decreased total open position to 11
On 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 19, which was 2.80 higher than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 8
On 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 16.2, which was 2.10 higher than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 7
On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 14.1, which was 0.10 higher than the previous day. The implied volatity was 27.22, the open interest changed by 1 which increased total open position to 5
On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 14, which was -27.95 lower than the previous day. The implied volatity was 25.87, the open interest changed by 3 which increased total open position to 3
On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 41.95, which was 0.00 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 41.95, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 41.95, which was -78.40 lower than the previous day. The implied volatity was 0.67, 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 120.35, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 120.35, 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 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 120.35, 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 120.35, which was 0.00 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LICHSGFIN was trading at 625.95. The strike last trading price was 120.35, which was 0.00 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LICHSGFIN was trading at 635.00. The strike last trading price was 120.35, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 120.35, which was 0.00 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LICHSGFIN was trading at 634.45. The strike last trading price was 120.35, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 120.35, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 120.35, which was lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0