LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
12 Dec 2024 10:13 AM IST
| LICHSGFIN 26DEC2024 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.49
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 631.65 | 14.45 | -3.30 | 24.51 | 134 | 1 | 622 | |||
| 11 Dec | 636.85 | 17.75 | 1.95 | 25.78 | 1,246 | -29 | 621 | |||
| 10 Dec | 630.45 | 15.8 | -0.95 | 27.91 | 2,241 | 120 | 650 | |||
| 9 Dec | 630.15 | 16.75 | -7.30 | 27.72 | 507 | 64 | 529 | |||
| 6 Dec | 641.25 | 24.05 | 1.05 | 27.27 | 558 | -20 | 465 | |||
| 5 Dec | 638.70 | 23 | 0.50 | 27.89 | 415 | -4 | 491 | |||
| 4 Dec | 638.25 | 22.5 | 1.55 | 25.61 | 430 | -28 | 485 | |||
| 3 Dec | 635.35 | 20.95 | 3.20 | 25.66 | 714 | -40 | 513 | |||
| 2 Dec | 626.85 | 17.75 | -6.60 | 26.53 | 960 | 152 | 551 | |||
| 29 Nov | 638.80 | 24.35 | -0.15 | 25.91 | 489 | 15 | 400 | |||
| 28 Nov | 634.70 | 24.5 | 3.75 | 26.51 | 1,059 | 141 | 383 | |||
| 27 Nov | 627.55 | 20.75 | 2.85 | 27.29 | 383 | 65 | 240 | |||
| 26 Nov | 621.50 | 17.9 | -2.60 | 27.06 | 482 | 122 | 252 | |||
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| 25 Nov | 627.50 | 20.5 | 4.25 | 25.81 | 275 | 129 | 135 | |||
| 22 Nov | 617.45 | 16.25 | 2.25 | 25.36 | 43 | 20 | 26 | |||
| 21 Nov | 611.25 | 14 | -5.00 | 26.99 | 11 | 4 | 7 | |||
| 20 Nov | 616.45 | 19 | 0.00 | 30.10 | 1 | 1 | 2 | |||
| 19 Nov | 616.45 | 19 | 3.00 | 30.10 | 1 | 0 | 2 | |||
| 18 Nov | 611.15 | 16 | -29.65 | 26.17 | 3 | 1 | 1 | |||
| 14 Nov | 608.15 | 45.65 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 13 Nov | 606.85 | 45.65 | 0.00 | 2.32 | 0 | 0 | 0 | |||
| 12 Nov | 616.95 | 45.65 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 5 Nov | 632.10 | 45.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 622.85 | 45.65 | 45.65 | - | 0 | 0 | 0 | |||
| 1 Nov | 634.05 | 0 | - | 0 | 0 | 0 | ||||
For Lic Housing Finance Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 CE is 0.57
Historical price for 630 CE is as follows
On 12 Dec LICHSGFIN was trading at 631.65. The strike last trading price was 14.45, which was -3.30 lower than the previous day. The implied volatity was 24.51, the open interest changed by 1 which increased total open position to 622
On 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 17.75, which was 1.95 higher than the previous day. The implied volatity was 25.78, the open interest changed by -29 which decreased total open position to 621
On 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 15.8, which was -0.95 lower than the previous day. The implied volatity was 27.91, the open interest changed by 120 which increased total open position to 650
On 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 16.75, which was -7.30 lower than the previous day. The implied volatity was 27.72, the open interest changed by 64 which increased total open position to 529
On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 24.05, which was 1.05 higher than the previous day. The implied volatity was 27.27, the open interest changed by -20 which decreased total open position to 465
On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 23, which was 0.50 higher than the previous day. The implied volatity was 27.89, the open interest changed by -4 which decreased total open position to 491
On 4 Dec LICHSGFIN was trading at 638.25. The strike last trading price was 22.5, which was 1.55 higher than the previous day. The implied volatity was 25.61, the open interest changed by -28 which decreased total open position to 485
On 3 Dec LICHSGFIN was trading at 635.35. The strike last trading price was 20.95, which was 3.20 higher than the previous day. The implied volatity was 25.66, the open interest changed by -40 which decreased total open position to 513
On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 17.75, which was -6.60 lower than the previous day. The implied volatity was 26.53, the open interest changed by 152 which increased total open position to 551
On 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 24.35, which was -0.15 lower than the previous day. The implied volatity was 25.91, the open interest changed by 15 which increased total open position to 400
On 28 Nov LICHSGFIN was trading at 634.70. The strike last trading price was 24.5, which was 3.75 higher than the previous day. The implied volatity was 26.51, the open interest changed by 141 which increased total open position to 383
On 27 Nov LICHSGFIN was trading at 627.55. The strike last trading price was 20.75, which was 2.85 higher than the previous day. The implied volatity was 27.29, the open interest changed by 65 which increased total open position to 240
On 26 Nov LICHSGFIN was trading at 621.50. The strike last trading price was 17.9, which was -2.60 lower than the previous day. The implied volatity was 27.06, the open interest changed by 122 which increased total open position to 252
On 25 Nov LICHSGFIN was trading at 627.50. The strike last trading price was 20.5, which was 4.25 higher than the previous day. The implied volatity was 25.81, the open interest changed by 129 which increased total open position to 135
On 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 16.25, which was 2.25 higher than the previous day. The implied volatity was 25.36, the open interest changed by 20 which increased total open position to 26
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 14, which was -5.00 lower than the previous day. The implied volatity was 26.99, the open interest changed by 4 which increased total open position to 7
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 30.10, the open interest changed by 1 which increased total open position to 2
On 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 19, which was 3.00 higher than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 2
On 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 16, which was -29.65 lower than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 1
On 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 45.65, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 45.65, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 45.65, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 45.65, 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 45.65, which was 45.65 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.49
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 631.65 | 11.05 | 1.55 | 26.44 | 143 | -15 | 642 |
| 11 Dec | 636.85 | 9.5 | -3.50 | 25.95 | 487 | 37 | 659 |
| 10 Dec | 630.45 | 13 | -1.60 | 26.87 | 990 | -21 | 622 |
| 9 Dec | 630.15 | 14.6 | 4.55 | 29.99 | 562 | 86 | 643 |
| 6 Dec | 641.25 | 10.05 | -1.00 | 27.17 | 647 | 70 | 559 |
| 5 Dec | 638.70 | 11.05 | -1.05 | 26.46 | 443 | 12 | 491 |
| 4 Dec | 638.25 | 12.1 | -0.60 | 28.11 | 453 | 9 | 480 |
| 3 Dec | 635.35 | 12.7 | -4.75 | 26.48 | 521 | 52 | 470 |
| 2 Dec | 626.85 | 17.45 | 3.60 | 28.37 | 710 | 87 | 418 |
| 29 Nov | 638.80 | 13.85 | -0.65 | 28.09 | 323 | 54 | 333 |
| 28 Nov | 634.70 | 14.5 | -3.15 | 28.01 | 533 | 154 | 280 |
| 27 Nov | 627.55 | 17.65 | -4.35 | 27.13 | 52 | 24 | 126 |
| 26 Nov | 621.50 | 22 | 3.20 | 28.83 | 57 | 28 | 102 |
| 25 Nov | 627.50 | 18.8 | -6.20 | 28.05 | 94 | 56 | 73 |
| 22 Nov | 617.45 | 25 | -4.00 | 28.92 | 9 | 2 | 19 |
| 21 Nov | 611.25 | 29 | 2.25 | 27.57 | 3 | 0 | 17 |
| 20 Nov | 616.45 | 26.75 | 0.00 | 27.26 | 21 | 15 | 18 |
| 19 Nov | 616.45 | 26.75 | -7.25 | 27.26 | 21 | 16 | 18 |
| 18 Nov | 611.15 | 34 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 608.15 | 34 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 606.85 | 34 | 7.00 | 30.89 | 1 | 0 | 1 |
| 12 Nov | 616.95 | 27 | -10.60 | 27.87 | 1 | 0 | 0 |
| 5 Nov | 632.10 | 37.6 | 0.00 | 1.23 | 0 | 0 | 0 |
| 4 Nov | 622.85 | 37.6 | 37.60 | 0.16 | 0 | 0 | 0 |
| 1 Nov | 634.05 | 0 | 1.69 | 0 | 0 | 0 | |
For Lic Housing Finance Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 PE is -0.44
Historical price for 630 PE is as follows
On 12 Dec LICHSGFIN was trading at 631.65. The strike last trading price was 11.05, which was 1.55 higher than the previous day. The implied volatity was 26.44, the open interest changed by -15 which decreased total open position to 642
On 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 9.5, which was -3.50 lower than the previous day. The implied volatity was 25.95, the open interest changed by 37 which increased total open position to 659
On 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 13, which was -1.60 lower than the previous day. The implied volatity was 26.87, the open interest changed by -21 which decreased total open position to 622
On 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 14.6, which was 4.55 higher than the previous day. The implied volatity was 29.99, the open interest changed by 86 which increased total open position to 643
On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 10.05, which was -1.00 lower than the previous day. The implied volatity was 27.17, the open interest changed by 70 which increased total open position to 559
On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 11.05, which was -1.05 lower than the previous day. The implied volatity was 26.46, the open interest changed by 12 which increased total open position to 491
On 4 Dec LICHSGFIN was trading at 638.25. The strike last trading price was 12.1, which was -0.60 lower than the previous day. The implied volatity was 28.11, the open interest changed by 9 which increased total open position to 480
On 3 Dec LICHSGFIN was trading at 635.35. The strike last trading price was 12.7, which was -4.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by 52 which increased total open position to 470
On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 17.45, which was 3.60 higher than the previous day. The implied volatity was 28.37, the open interest changed by 87 which increased total open position to 418
On 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 13.85, which was -0.65 lower than the previous day. The implied volatity was 28.09, the open interest changed by 54 which increased total open position to 333
On 28 Nov LICHSGFIN was trading at 634.70. The strike last trading price was 14.5, which was -3.15 lower than the previous day. The implied volatity was 28.01, the open interest changed by 154 which increased total open position to 280
On 27 Nov LICHSGFIN was trading at 627.55. The strike last trading price was 17.65, which was -4.35 lower than the previous day. The implied volatity was 27.13, the open interest changed by 24 which increased total open position to 126
On 26 Nov LICHSGFIN was trading at 621.50. The strike last trading price was 22, which was 3.20 higher than the previous day. The implied volatity was 28.83, the open interest changed by 28 which increased total open position to 102
On 25 Nov LICHSGFIN was trading at 627.50. The strike last trading price was 18.8, which was -6.20 lower than the previous day. The implied volatity was 28.05, the open interest changed by 56 which increased total open position to 73
On 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 25, which was -4.00 lower than the previous day. The implied volatity was 28.92, the open interest changed by 2 which increased total open position to 19
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 29, which was 2.25 higher than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 17
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 27.26, the open interest changed by 15 which increased total open position to 18
On 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 26.75, which was -7.25 lower than the previous day. The implied volatity was 27.26, the open interest changed by 16 which increased total open position to 18
On 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 34, 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 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 34, 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 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 34, which was 7.00 higher than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 1
On 12 Nov LICHSGFIN was trading at 616.95. The strike last trading price was 27, which was -10.60 lower than the previous day. The implied volatity was 27.87, 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 37.6, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 37.6, which was 37.60 higher than the previous day. The implied volatity was 0.16, 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 1.69, the open interest changed by 0 which decreased total open position to 0
