LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 10:24 AM IST
| LICI 26DEC2024 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.43
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 938.50 | 4.05 | -0.15 | 28.56 | 412 | -81 | 2,643 | |||
| 11 Dec | 938.80 | 4.2 | -3.70 | 28.24 | 2,174 | 396 | 2,724 | |||
| 10 Dec | 948.20 | 7.9 | -14.20 | 30.75 | 4,596 | 648 | 2,328 | |||
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| 9 Dec | 986.35 | 22.1 | 2.05 | 31.15 | 5,735 | 169 | 1,682 | |||
| 6 Dec | 983.25 | 20.05 | 2.10 | 27.59 | 2,568 | 439 | 1,495 | |||
| 5 Dec | 976.90 | 17.95 | -0.05 | 27.66 | 1,771 | 82 | 1,056 | |||
| 4 Dec | 971.35 | 18 | 0.00 | 28.18 | 927 | -18 | 972 | |||
| 3 Dec | 969.75 | 18 | -6.95 | 29.60 | 1,568 | 324 | 984 | |||
| 2 Dec | 983.80 | 24.95 | -3.20 | 30.07 | 1,826 | 130 | 694 | |||
| 29 Nov | 985.50 | 28.15 | 29.71 | 3,392 | 567 | 567 | ||||
For Life Insura Corp Of India - strike price 1000 expiring on 26DEC2024
Delta for 1000 CE is 0.15
Historical price for 1000 CE is as follows
On 12 Dec LICI was trading at 938.50. The strike last trading price was 4.05, which was -0.15 lower than the previous day. The implied volatity was 28.56, the open interest changed by -81 which decreased total open position to 2643
On 11 Dec LICI was trading at 938.80. The strike last trading price was 4.2, which was -3.70 lower than the previous day. The implied volatity was 28.24, the open interest changed by 396 which increased total open position to 2724
On 10 Dec LICI was trading at 948.20. The strike last trading price was 7.9, which was -14.20 lower than the previous day. The implied volatity was 30.75, the open interest changed by 648 which increased total open position to 2328
On 9 Dec LICI was trading at 986.35. The strike last trading price was 22.1, which was 2.05 higher than the previous day. The implied volatity was 31.15, the open interest changed by 169 which increased total open position to 1682
On 6 Dec LICI was trading at 983.25. The strike last trading price was 20.05, which was 2.10 higher than the previous day. The implied volatity was 27.59, the open interest changed by 439 which increased total open position to 1495
On 5 Dec LICI was trading at 976.90. The strike last trading price was 17.95, which was -0.05 lower than the previous day. The implied volatity was 27.66, the open interest changed by 82 which increased total open position to 1056
On 4 Dec LICI was trading at 971.35. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 28.18, the open interest changed by -18 which decreased total open position to 972
On 3 Dec LICI was trading at 969.75. The strike last trading price was 18, which was -6.95 lower than the previous day. The implied volatity was 29.60, the open interest changed by 324 which increased total open position to 984
On 2 Dec LICI was trading at 983.80. The strike last trading price was 24.95, which was -3.20 lower than the previous day. The implied volatity was 30.07, the open interest changed by 130 which increased total open position to 694
On 29 Nov LICI was trading at 985.50. The strike last trading price was 28.15, which was lower than the previous day. The implied volatity was 29.71, the open interest changed by 567 which increased total open position to 567
| LICI 26DEC2024 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.48
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 938.50 | 63 | 1.60 | 31.27 | 2 | -1 | 392 |
| 11 Dec | 938.80 | 61.4 | 5.40 | 26.40 | 37 | 5 | 392 |
| 10 Dec | 948.20 | 56 | 24.00 | 30.54 | 270 | -41 | 387 |
| 9 Dec | 986.35 | 32 | -1.20 | 31.68 | 959 | 61 | 429 |
| 6 Dec | 983.25 | 33.2 | -4.85 | 29.20 | 260 | 82 | 363 |
| 5 Dec | 976.90 | 38.05 | -0.50 | 29.68 | 50 | 12 | 280 |
| 4 Dec | 971.35 | 38.55 | -5.85 | 27.91 | 64 | 26 | 267 |
| 3 Dec | 969.75 | 44.4 | 7.40 | 30.34 | 206 | 107 | 241 |
| 2 Dec | 983.80 | 37 | 0.70 | 30.58 | 67 | 18 | 133 |
| 29 Nov | 985.50 | 36.3 | 30.10 | 186 | 115 | 115 | |
For Life Insura Corp Of India - strike price 1000 expiring on 26DEC2024
Delta for 1000 PE is -0.83
Historical price for 1000 PE is as follows
On 12 Dec LICI was trading at 938.50. The strike last trading price was 63, which was 1.60 higher than the previous day. The implied volatity was 31.27, the open interest changed by -1 which decreased total open position to 392
On 11 Dec LICI was trading at 938.80. The strike last trading price was 61.4, which was 5.40 higher than the previous day. The implied volatity was 26.40, the open interest changed by 5 which increased total open position to 392
On 10 Dec LICI was trading at 948.20. The strike last trading price was 56, which was 24.00 higher than the previous day. The implied volatity was 30.54, the open interest changed by -41 which decreased total open position to 387
On 9 Dec LICI was trading at 986.35. The strike last trading price was 32, which was -1.20 lower than the previous day. The implied volatity was 31.68, the open interest changed by 61 which increased total open position to 429
On 6 Dec LICI was trading at 983.25. The strike last trading price was 33.2, which was -4.85 lower than the previous day. The implied volatity was 29.20, the open interest changed by 82 which increased total open position to 363
On 5 Dec LICI was trading at 976.90. The strike last trading price was 38.05, which was -0.50 lower than the previous day. The implied volatity was 29.68, the open interest changed by 12 which increased total open position to 280
On 4 Dec LICI was trading at 971.35. The strike last trading price was 38.55, which was -5.85 lower than the previous day. The implied volatity was 27.91, the open interest changed by 26 which increased total open position to 267
On 3 Dec LICI was trading at 969.75. The strike last trading price was 44.4, which was 7.40 higher than the previous day. The implied volatity was 30.34, the open interest changed by 107 which increased total open position to 241
On 2 Dec LICI was trading at 983.80. The strike last trading price was 37, which was 0.70 higher than the previous day. The implied volatity was 30.58, the open interest changed by 18 which increased total open position to 133
On 29 Nov LICI was trading at 985.50. The strike last trading price was 36.3, which was lower than the previous day. The implied volatity was 30.10, the open interest changed by 115 which increased total open position to 115
