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Related Pages for LICI
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LICI
Life Insura Corp Of India
932.4 -6.40 (-0.68%)

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Historical option data for LICI

12 Dec 2024 12:54 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 1010 CE
Delta: 0.09
Vega: 0.30
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 932.75 2.2 -0.95 28.45 237 -59 351
11 Dec 938.80 3.15 -2.90 28.69 439 19 410
10 Dec 948.20 6.05 -12.10 30.81 927 132 381
9 Dec 986.35 18.15 1.50 31.20 1,059 98 247
6 Dec 983.25 16.65 2.40 28.08 50 4 149
5 Dec 976.90 14.25 -0.15 27.40 84 67 144
4 Dec 971.35 14.4 -0.60 27.93 97 47 77
3 Dec 969.75 15 -7.00 29.85 15 2 29
2 Dec 983.80 22 -2.95 31.11 83 4 28
29 Nov 985.50 24.95 30.64 101 23 23

For Life Insura Corp Of India - strike price 1010 expiring on 26DEC2024

Delta for 1010 CE is 0.09

Historical price for 1010 CE is as follows

On 12 Dec LICI was trading at 932.75. The strike last trading price was 2.2, which was -0.95 lower than the previous day. The implied volatity was 28.45, the open interest changed by -59 which decreased total open position to 351


On 11 Dec LICI was trading at 938.80. The strike last trading price was 3.15, which was -2.90 lower than the previous day. The implied volatity was 28.69, the open interest changed by 19 which increased total open position to 410


On 10 Dec LICI was trading at 948.20. The strike last trading price was 6.05, which was -12.10 lower than the previous day. The implied volatity was 30.81, the open interest changed by 132 which increased total open position to 381


On 9 Dec LICI was trading at 986.35. The strike last trading price was 18.15, which was 1.50 higher than the previous day. The implied volatity was 31.20, the open interest changed by 98 which increased total open position to 247


On 6 Dec LICI was trading at 983.25. The strike last trading price was 16.65, which was 2.40 higher than the previous day. The implied volatity was 28.08, the open interest changed by 4 which increased total open position to 149


On 5 Dec LICI was trading at 976.90. The strike last trading price was 14.25, which was -0.15 lower than the previous day. The implied volatity was 27.40, the open interest changed by 67 which increased total open position to 144


On 4 Dec LICI was trading at 971.35. The strike last trading price was 14.4, which was -0.60 lower than the previous day. The implied volatity was 27.93, the open interest changed by 47 which increased total open position to 77


On 3 Dec LICI was trading at 969.75. The strike last trading price was 15, which was -7.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by 2 which increased total open position to 29


On 2 Dec LICI was trading at 983.80. The strike last trading price was 22, which was -2.95 lower than the previous day. The implied volatity was 31.11, the open interest changed by 4 which increased total open position to 28


On 29 Nov LICI was trading at 985.50. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was 30.64, the open interest changed by 23 which increased total open position to 23


LICI 26DEC2024 1010 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 932.75 62 0.00 0.00 0 0 0
11 Dec 938.80 62 0.00 0.00 0 0 0
10 Dec 948.20 62 31.55 26.30 1 0 3
9 Dec 986.35 30.45 -53.20 22.41 7 3 3
6 Dec 983.25 83.65 0.00 - 0 0 0
5 Dec 976.90 83.65 0.00 - 0 0 0
4 Dec 971.35 83.65 0.00 - 0 0 0
3 Dec 969.75 83.65 0.00 - 0 0 0
2 Dec 983.80 83.65 0.00 - 0 0 0
29 Nov 985.50 83.65 - 0 0 0

For Life Insura Corp Of India - strike price 1010 expiring on 26DEC2024

Delta for 1010 PE is 0.00

Historical price for 1010 PE is as follows

On 12 Dec LICI was trading at 932.75. The strike last trading price was 62, 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 LICI was trading at 938.80. The strike last trading price was 62, 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 10 Dec LICI was trading at 948.20. The strike last trading price was 62, which was 31.55 higher than the previous day. The implied volatity was 26.30, the open interest changed by 0 which decreased total open position to 3


On 9 Dec LICI was trading at 986.35. The strike last trading price was 30.45, which was -53.20 lower than the previous day. The implied volatity was 22.41, the open interest changed by 3 which increased total open position to 3


On 6 Dec LICI was trading at 983.25. The strike last trading price was 83.65, 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 5 Dec LICI was trading at 976.90. The strike last trading price was 83.65, 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 Dec LICI was trading at 971.35. The strike last trading price was 83.65, 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 3 Dec LICI was trading at 969.75. The strike last trading price was 83.65, 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 2 Dec LICI was trading at 983.80. The strike last trading price was 83.65, 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 29 Nov LICI was trading at 985.50. The strike last trading price was 83.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0