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Related Pages for LICI
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LICI
Life Insura Corp Of India
938.2 -0.60 (-0.06%)

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Historical option data for LICI

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 1020 CE
Delta: 0.09
Vega: 0.31
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 2.35 -0.05 29.95 121 -9 457
11 Dec 938.80 2.4 -2.30 29.29 818 -57 474
10 Dec 948.20 4.7 -9.80 31.15 1,353 96 530
9 Dec 986.35 14.5 1.40 30.94 2,320 234 437
6 Dec 983.25 13.1 1.50 27.70 191 30 203
5 Dec 976.90 11.6 0.65 27.74 105 21 173
4 Dec 971.35 10.95 -1.00 27.20 149 7 152
3 Dec 969.75 11.95 -5.05 29.51 260 46 143
2 Dec 983.80 17 -2.95 29.54 399 51 87
29 Nov 985.50 19.95 29.41 142 28 28

For Life Insura Corp Of India - strike price 1020 expiring on 26DEC2024

Delta for 1020 CE is 0.09

Historical price for 1020 CE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 29.95, the open interest changed by -9 which decreased total open position to 457


On 11 Dec LICI was trading at 938.80. The strike last trading price was 2.4, which was -2.30 lower than the previous day. The implied volatity was 29.29, the open interest changed by -57 which decreased total open position to 474


On 10 Dec LICI was trading at 948.20. The strike last trading price was 4.7, which was -9.80 lower than the previous day. The implied volatity was 31.15, the open interest changed by 96 which increased total open position to 530


On 9 Dec LICI was trading at 986.35. The strike last trading price was 14.5, which was 1.40 higher than the previous day. The implied volatity was 30.94, the open interest changed by 234 which increased total open position to 437


On 6 Dec LICI was trading at 983.25. The strike last trading price was 13.1, which was 1.50 higher than the previous day. The implied volatity was 27.70, the open interest changed by 30 which increased total open position to 203


On 5 Dec LICI was trading at 976.90. The strike last trading price was 11.6, which was 0.65 higher than the previous day. The implied volatity was 27.74, the open interest changed by 21 which increased total open position to 173


On 4 Dec LICI was trading at 971.35. The strike last trading price was 10.95, which was -1.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 7 which increased total open position to 152


On 3 Dec LICI was trading at 969.75. The strike last trading price was 11.95, which was -5.05 lower than the previous day. The implied volatity was 29.51, the open interest changed by 46 which increased total open position to 143


On 2 Dec LICI was trading at 983.80. The strike last trading price was 17, which was -2.95 lower than the previous day. The implied volatity was 29.54, the open interest changed by 51 which increased total open position to 87


On 29 Nov LICI was trading at 985.50. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was 29.41, the open interest changed by 28 which increased total open position to 28


LICI 26DEC2024 1020 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 42.3 0.00 0.00 0 0 0
11 Dec 938.80 42.3 0.00 0.00 0 0 0
10 Dec 948.20 42.3 0.00 0.00 0 19 0
9 Dec 986.35 42.3 -1.70 28.93 53 20 35
6 Dec 983.25 44 -7.15 26.94 2 1 14
5 Dec 976.90 51.15 1.15 29.46 9 0 12
4 Dec 971.35 50 0.00 0.00 0 1 0
3 Dec 969.75 50 1.95 19.32 1 0 11
2 Dec 983.80 48.05 -43.20 29.15 11 0 0
29 Nov 985.50 91.25 - 0 0 0

For Life Insura Corp Of India - strike price 1020 expiring on 26DEC2024

Delta for 1020 PE is 0.00

Historical price for 1020 PE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 42.3, 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 42.3, 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 42.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0


On 9 Dec LICI was trading at 986.35. The strike last trading price was 42.3, which was -1.70 lower than the previous day. The implied volatity was 28.93, the open interest changed by 20 which increased total open position to 35


On 6 Dec LICI was trading at 983.25. The strike last trading price was 44, which was -7.15 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 14


On 5 Dec LICI was trading at 976.90. The strike last trading price was 51.15, which was 1.15 higher than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 12


On 4 Dec LICI was trading at 971.35. The strike last trading price was 50, 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 3 Dec LICI was trading at 969.75. The strike last trading price was 50, which was 1.95 higher than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 11


On 2 Dec LICI was trading at 983.80. The strike last trading price was 48.05, which was -43.20 lower than the previous day. The implied volatity was 29.15, 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 91.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0