LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
20 Dec 2024 04:13 PM IST
LICHSGFIN 26DEC2024 650 CE | ||||||||||
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Delta: 0.03
Vega: 0.05
Theta: -0.22
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 582.25 | 0.45 | -0.25 | 47.63 | 792 | -132 | 1,104 | |||
19 Dec | 591.85 | 0.7 | -0.70 | 40.26 | 590 | -64 | 1,245 | |||
18 Dec | 598.95 | 1.4 | -0.20 | 38.72 | 989 | 26 | 1,310 | |||
17 Dec | 604.85 | 1.6 | -2.25 | 33.87 | 1,539 | 44 | 1,284 | |||
16 Dec | 625.95 | 3.85 | -0.35 | 27.99 | 1,614 | -10 | 1,244 | |||
13 Dec | 624.35 | 4.2 | -2.20 | 25.83 | 2,183 | 71 | 1,259 | |||
12 Dec | 632.30 | 6.4 | -2.00 | 26.08 | 1,118 | 29 | 1,186 | |||
11 Dec | 636.85 | 8.4 | 0.85 | 25.84 | 1,606 | -20 | 1,154 | |||
10 Dec | 630.45 | 7.55 | -1.10 | 27.62 | 2,176 | -184 | 1,165 | |||
9 Dec | 630.15 | 8.65 | -4.85 | 28.26 | 1,945 | 583 | 1,363 | |||
6 Dec | 641.25 | 13.5 | 0.80 | 27.13 | 3,219 | 43 | 785 | |||
5 Dec | 638.70 | 12.7 | 0.30 | 27.23 | 1,039 | 50 | 760 | |||
4 Dec | 638.25 | 12.4 | 1.20 | 25.58 | 1,288 | 26 | 698 | |||
3 Dec | 635.35 | 11.2 | 1.55 | 25.19 | 1,550 | -86 | 663 | |||
2 Dec | 626.85 | 9.65 | -4.25 | 26.60 | 1,291 | 95 | 747 | |||
29 Nov | 638.80 | 13.9 | -0.30 | 25.26 | 1,058 | 51 | 654 | |||
28 Nov | 634.70 | 14.2 | 2.45 | 25.83 | 1,185 | 135 | 604 | |||
27 Nov | 627.55 | 11.75 | 1.40 | 26.56 | 396 | 80 | 468 | |||
26 Nov | 621.50 | 10.35 | -1.65 | 27.13 | 571 | 53 | 390 | |||
25 Nov | 627.50 | 12 | 2.95 | 25.87 | 592 | 266 | 331 | |||
22 Nov | 617.45 | 9.05 | 1.55 | 25.16 | 155 | 75 | 140 | |||
21 Nov | 611.25 | 7.5 | -2.20 | 26.06 | 67 | 11 | 64 | |||
20 Nov | 616.45 | 9.7 | 0.00 | 26.76 | 75 | 40 | 53 | |||
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19 Nov | 616.45 | 9.7 | 1.00 | 26.76 | 75 | 40 | 53 | |||
18 Nov | 611.15 | 8.7 | -27.85 | 25.18 | 22 | 12 | 12 | |||
14 Nov | 608.15 | 36.55 | 0.00 | 4.34 | 0 | 0 | 0 | |||
13 Nov | 606.85 | 36.55 | 0.00 | 4.47 | 0 | 0 | 0 | |||
12 Nov | 616.95 | 36.55 | 0.00 | 3.31 | 0 | 0 | 0 | |||
11 Nov | 625.95 | 36.55 | 0.00 | 2.35 | 0 | 0 | 0 | |||
5 Nov | 632.10 | 36.55 | 0.00 | 1.37 | 0 | 0 | 0 | |||
4 Nov | 622.85 | 36.55 | 0.00 | 2.43 | 0 | 0 | 0 | |||
1 Nov | 634.05 | 36.55 | 0.75 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 CE is 0.03
Historical price for 650 CE is as follows
On 20 Dec LICHSGFIN was trading at 582.25. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 47.63, the open interest changed by -132 which decreased total open position to 1104
On 19 Dec LICHSGFIN was trading at 591.85. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 40.26, the open interest changed by -64 which decreased total open position to 1245
On 18 Dec LICHSGFIN was trading at 598.95. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 38.72, the open interest changed by 26 which increased total open position to 1310
On 17 Dec LICHSGFIN was trading at 604.85. The strike last trading price was 1.6, which was -2.25 lower than the previous day. The implied volatity was 33.87, the open interest changed by 44 which increased total open position to 1284
On 16 Dec LICHSGFIN was trading at 625.95. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 27.99, the open interest changed by -10 which decreased total open position to 1244
On 13 Dec LICHSGFIN was trading at 624.35. The strike last trading price was 4.2, which was -2.20 lower than the previous day. The implied volatity was 25.83, the open interest changed by 71 which increased total open position to 1259
On 12 Dec LICHSGFIN was trading at 632.30. The strike last trading price was 6.4, which was -2.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 29 which increased total open position to 1186
On 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 8.4, which was 0.85 higher than the previous day. The implied volatity was 25.84, the open interest changed by -20 which decreased total open position to 1154
On 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 7.55, which was -1.10 lower than the previous day. The implied volatity was 27.62, the open interest changed by -184 which decreased total open position to 1165
On 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 8.65, which was -4.85 lower than the previous day. The implied volatity was 28.26, the open interest changed by 583 which increased total open position to 1363
On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 13.5, which was 0.80 higher than the previous day. The implied volatity was 27.13, the open interest changed by 43 which increased total open position to 785
On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 12.7, which was 0.30 higher than the previous day. The implied volatity was 27.23, the open interest changed by 50 which increased total open position to 760
On 4 Dec LICHSGFIN was trading at 638.25. The strike last trading price was 12.4, which was 1.20 higher than the previous day. The implied volatity was 25.58, the open interest changed by 26 which increased total open position to 698
On 3 Dec LICHSGFIN was trading at 635.35. The strike last trading price was 11.2, which was 1.55 higher than the previous day. The implied volatity was 25.19, the open interest changed by -86 which decreased total open position to 663
On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 9.65, which was -4.25 lower than the previous day. The implied volatity was 26.60, the open interest changed by 95 which increased total open position to 747
On 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 13.9, which was -0.30 lower than the previous day. The implied volatity was 25.26, the open interest changed by 51 which increased total open position to 654
On 28 Nov LICHSGFIN was trading at 634.70. The strike last trading price was 14.2, which was 2.45 higher than the previous day. The implied volatity was 25.83, the open interest changed by 135 which increased total open position to 604
On 27 Nov LICHSGFIN was trading at 627.55. The strike last trading price was 11.75, which was 1.40 higher than the previous day. The implied volatity was 26.56, the open interest changed by 80 which increased total open position to 468
On 26 Nov LICHSGFIN was trading at 621.50. The strike last trading price was 10.35, which was -1.65 lower than the previous day. The implied volatity was 27.13, the open interest changed by 53 which increased total open position to 390
On 25 Nov LICHSGFIN was trading at 627.50. The strike last trading price was 12, which was 2.95 higher than the previous day. The implied volatity was 25.87, the open interest changed by 266 which increased total open position to 331
On 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 9.05, which was 1.55 higher than the previous day. The implied volatity was 25.16, the open interest changed by 75 which increased total open position to 140
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 7.5, which was -2.20 lower than the previous day. The implied volatity was 26.06, the open interest changed by 11 which increased total open position to 64
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 9.7, which was 0.00 lower than the previous day. The implied volatity was 26.76, the open interest changed by 40 which increased total open position to 53
On 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 9.7, which was 1.00 higher than the previous day. The implied volatity was 26.76, the open interest changed by 40 which increased total open position to 53
On 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 8.7, which was -27.85 lower than the previous day. The implied volatity was 25.18, the open interest changed by 12 which increased total open position to 12
On 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 36.55, which was 0.00 lower than the previous day. The implied volatity was 4.47, 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 36.55, which was 0.00 lower than the previous day. The implied volatity was 3.31, 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 36.55, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 36.55, which was 0.00 lower than the previous day. The implied volatity was 1.37, 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 36.55, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 36.55, which was lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
LICHSGFIN 26DEC2024 650 PE | |||||||
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Delta: -0.90
Vega: 0.13
Theta: -0.53
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 582.25 | 72.05 | 15.80 | 65.89 | 60 | -18 | 519 |
19 Dec | 591.85 | 56.25 | 4.95 | - | 44 | 17 | 536 |
18 Dec | 598.95 | 51.3 | 5.25 | 44.39 | 42 | 2 | 519 |
17 Dec | 604.85 | 46.05 | 19.15 | 43.22 | 35 | 4 | 516 |
16 Dec | 625.95 | 26.9 | 0.00 | 30.54 | 46 | -4 | 502 |
13 Dec | 624.35 | 26.9 | 4.30 | 25.86 | 58 | -4 | 506 |
12 Dec | 632.30 | 22.6 | 2.85 | 25.37 | 57 | -5 | 510 |
11 Dec | 636.85 | 19.75 | -5.10 | 25.36 | 129 | 0 | 518 |
10 Dec | 630.45 | 24.85 | -2.30 | 26.87 | 150 | -2 | 520 |
9 Dec | 630.15 | 27.15 | 7.85 | 32.14 | 161 | 53 | 524 |
6 Dec | 641.25 | 19.3 | -1.30 | 26.88 | 933 | 47 | 473 |
5 Dec | 638.70 | 20.6 | -1.10 | 25.78 | 193 | 20 | 427 |
4 Dec | 638.25 | 21.7 | -1.40 | 27.69 | 262 | 39 | 409 |
3 Dec | 635.35 | 23.1 | -5.95 | 26.46 | 227 | 7 | 372 |
2 Dec | 626.85 | 29.05 | 5.55 | 28.28 | 138 | 5 | 363 |
29 Nov | 638.80 | 23.5 | -0.05 | 27.73 | 181 | 13 | 359 |
28 Nov | 634.70 | 23.55 | -7.25 | 26.57 | 215 | 23 | 346 |
27 Nov | 627.55 | 30.8 | -2.15 | 29.80 | 57 | 41 | 322 |
26 Nov | 621.50 | 32.95 | 2.65 | 27.00 | 32 | 23 | 281 |
25 Nov | 627.50 | 30.3 | -7.15 | 28.43 | 145 | 192 | 257 |
22 Nov | 617.45 | 37.45 | -4.85 | 28.75 | 68 | 61 | 126 |
21 Nov | 611.25 | 42.3 | 4.40 | 26.95 | 4 | 3 | 64 |
20 Nov | 616.45 | 37.9 | 0.00 | 24.04 | 70 | 56 | 62 |
19 Nov | 616.45 | 37.9 | 2.40 | 24.04 | 70 | 57 | 62 |
18 Nov | 611.15 | 35.5 | -10.50 | 17.03 | 3 | 2 | 4 |
14 Nov | 608.15 | 46 | 7.00 | 31.37 | 1 | 0 | 1 |
13 Nov | 606.85 | 39 | 0.00 | 0.00 | 0 | 1 | 0 |
12 Nov | 616.95 | 39 | -9.30 | 27.53 | 1 | 0 | 0 |
11 Nov | 625.95 | 48.3 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 632.10 | 48.3 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 622.85 | 48.3 | 48.30 | - | 0 | 0 | 0 |
1 Nov | 634.05 | 0 | - | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 PE is -0.90
Historical price for 650 PE is as follows
On 20 Dec LICHSGFIN was trading at 582.25. The strike last trading price was 72.05, which was 15.80 higher than the previous day. The implied volatity was 65.89, the open interest changed by -18 which decreased total open position to 519
On 19 Dec LICHSGFIN was trading at 591.85. The strike last trading price was 56.25, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 536
On 18 Dec LICHSGFIN was trading at 598.95. The strike last trading price was 51.3, which was 5.25 higher than the previous day. The implied volatity was 44.39, the open interest changed by 2 which increased total open position to 519
On 17 Dec LICHSGFIN was trading at 604.85. The strike last trading price was 46.05, which was 19.15 higher than the previous day. The implied volatity was 43.22, the open interest changed by 4 which increased total open position to 516
On 16 Dec LICHSGFIN was trading at 625.95. The strike last trading price was 26.9, which was 0.00 lower than the previous day. The implied volatity was 30.54, the open interest changed by -4 which decreased total open position to 502
On 13 Dec LICHSGFIN was trading at 624.35. The strike last trading price was 26.9, which was 4.30 higher than the previous day. The implied volatity was 25.86, the open interest changed by -4 which decreased total open position to 506
On 12 Dec LICHSGFIN was trading at 632.30. The strike last trading price was 22.6, which was 2.85 higher than the previous day. The implied volatity was 25.37, the open interest changed by -5 which decreased total open position to 510
On 11 Dec LICHSGFIN was trading at 636.85. The strike last trading price was 19.75, which was -5.10 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 518
On 10 Dec LICHSGFIN was trading at 630.45. The strike last trading price was 24.85, which was -2.30 lower than the previous day. The implied volatity was 26.87, the open interest changed by -2 which decreased total open position to 520
On 9 Dec LICHSGFIN was trading at 630.15. The strike last trading price was 27.15, which was 7.85 higher than the previous day. The implied volatity was 32.14, the open interest changed by 53 which increased total open position to 524
On 6 Dec LICHSGFIN was trading at 641.25. The strike last trading price was 19.3, which was -1.30 lower than the previous day. The implied volatity was 26.88, the open interest changed by 47 which increased total open position to 473
On 5 Dec LICHSGFIN was trading at 638.70. The strike last trading price was 20.6, which was -1.10 lower than the previous day. The implied volatity was 25.78, the open interest changed by 20 which increased total open position to 427
On 4 Dec LICHSGFIN was trading at 638.25. The strike last trading price was 21.7, which was -1.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by 39 which increased total open position to 409
On 3 Dec LICHSGFIN was trading at 635.35. The strike last trading price was 23.1, which was -5.95 lower than the previous day. The implied volatity was 26.46, the open interest changed by 7 which increased total open position to 372
On 2 Dec LICHSGFIN was trading at 626.85. The strike last trading price was 29.05, which was 5.55 higher than the previous day. The implied volatity was 28.28, the open interest changed by 5 which increased total open position to 363
On 29 Nov LICHSGFIN was trading at 638.80. The strike last trading price was 23.5, which was -0.05 lower than the previous day. The implied volatity was 27.73, the open interest changed by 13 which increased total open position to 359
On 28 Nov LICHSGFIN was trading at 634.70. The strike last trading price was 23.55, which was -7.25 lower than the previous day. The implied volatity was 26.57, the open interest changed by 23 which increased total open position to 346
On 27 Nov LICHSGFIN was trading at 627.55. The strike last trading price was 30.8, which was -2.15 lower than the previous day. The implied volatity was 29.80, the open interest changed by 41 which increased total open position to 322
On 26 Nov LICHSGFIN was trading at 621.50. The strike last trading price was 32.95, which was 2.65 higher than the previous day. The implied volatity was 27.00, the open interest changed by 23 which increased total open position to 281
On 25 Nov LICHSGFIN was trading at 627.50. The strike last trading price was 30.3, which was -7.15 lower than the previous day. The implied volatity was 28.43, the open interest changed by 192 which increased total open position to 257
On 22 Nov LICHSGFIN was trading at 617.45. The strike last trading price was 37.45, which was -4.85 lower than the previous day. The implied volatity was 28.75, the open interest changed by 61 which increased total open position to 126
On 21 Nov LICHSGFIN was trading at 611.25. The strike last trading price was 42.3, which was 4.40 higher than the previous day. The implied volatity was 26.95, the open interest changed by 3 which increased total open position to 64
On 20 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 37.9, which was 0.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 56 which increased total open position to 62
On 19 Nov LICHSGFIN was trading at 616.45. The strike last trading price was 37.9, which was 2.40 higher than the previous day. The implied volatity was 24.04, the open interest changed by 57 which increased total open position to 62
On 18 Nov LICHSGFIN was trading at 611.15. The strike last trading price was 35.5, which was -10.50 lower than the previous day. The implied volatity was 17.03, the open interest changed by 2 which increased total open position to 4
On 14 Nov LICHSGFIN was trading at 608.15. The strike last trading price was 46, which was 7.00 higher than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 1
On 13 Nov LICHSGFIN was trading at 606.85. The strike last trading price was 39, 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 12 Nov LICHSGFIN was trading at 616.95. The strike last trading price was 39, which was -9.30 lower than the previous day. The implied volatity was 27.53, 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 48.3, 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 48.3, 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 48.3, which was 48.30 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