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[--[65.84.65.76]--]
LICI
Life Insura Corp Of India

976.9 5.55 (0.57%)

Option Chain for LICI

05 Dec 2024 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 575

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 145.80 0.00 800 -0.40 0.45 39.44 2 0 44 -0.01
0.00 0 0 0 0.00 0.00 0.00 810 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 127.75 0.00 820 0.00 4.70 19.28 0 0 0 -0.00
0.00 0 0 0 0.00 0.00 0.00 830 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 110.55 0.00 840 0.00 1.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 102.35 0.00 850 0.00 9.10 0.00 0 0 0 0.00
- 0 0 0 - 94.40 0.00 860 -9.80 1.35 31.75 2 0 0 -0.04
0.00 0 0 0 0.00 86.75 0.00 870 0.00 13.45 0.00 0 0 0 0.00
- 0 0 0 - 79.45 0.00 880 -0.50 1.90 30.12 122 25 148 -0.06
- 0 0 0 - 72.45 0.00 890 0.00 19.05 11.12 0 0 0 -0.00
0.91 17 2 8 27.17 83.75 3.75 900 -0.50 3.50 29.48 356 -29 501 -0.10
- 0 0 0 - 59.60 0.00 910 -0.70 4.95 29.74 14 1 122 -0.14
- 0 0 0 - 53.75 0.00 920 -1.10 6.10 28.80 107 59 75 -0.17
0.00 0 0 0 0.00 59.25 0.00 930 -2.25 7.65 28.07 63 -13 151 -0.20
- 0 0 0 - 43.20 0.00 940 -1.15 10.70 28.88 8 1 66 -0.25
0.71 126 24 209 26.71 43.40 -0.45 950 -1.60 13.40 28.49 176 9 342 -0.30
0.64 46 -3 19 29.63 39.45 3.05 960 -1.90 16.75 28.27 98 2 64 -0.36
0.58 137 20 217 27.53 31.75 -0.05 970 -1.45 21.30 28.75 95 18 84 -0.42
0.52 339 70 556 27.79 26.75 0.05 980 -2.15 25.45 28.14 165 48 267 -0.48
0.46 229 -9 367 27.29 21.65 -0.10 990 0.90 33.95 31.57 11 0 62 -0.53
0.40 1,056 82 1,771 27.66 17.95 -0.05 1000 -0.50 38.05 29.68 50 12 280 -0.59
0.34 144 67 84 27.40 14.25 -0.15 1010 0.00 83.65 - 0 0 0 -
0.29 173 21 105 27.74 11.60 0.65 1020 1.15 51.15 29.46 9 0 12 -0.69
0.23 109 -10 16 26.10 7.95 -1.15 1030 0.00 59.90 0.00 0 -2 0 0.00
0.21 307 -27 158 28.25 7.45 0.35 1040 0.00 68.60 0.00 0 -1 0 0.00
0.17 362 38 745 28.48 5.90 0.30 1050 0.00 115.50 - 0 0 0 -
0.12 76 11 29 26.60 3.60 -0.85 1060 0.00 124.00 - 0 0 0 -
0.10 7 5 14 27.46 3.00 -1.00 1070 0.00 132.70 - 0 0 0 -
0.09 253 -55 189 29.47 2.95 -0.05 1080 0.00 141.55 - 0 0 0 -
0.00 0 0 0 0.00 5.10 0.00 1090 0.00 0.00 0.00 0 0 0 0.00
0.07 247 -11 242 30.68 2.00 0.00 1100 0.00 159.70 - 0 0 0 -
0.00 0 0 0 0.00 3.60 0.00 1110 0.00 0.00 0.00 0 0 0 0.00
0.05 31 2 6 32.43 1.50 0.00 1120 0.00 121.00 0.00 0 0 0 0.00
3,659 2,218
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.