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Related Pages for LICI
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LICI
Life Insura Corp Of India
931.05 -7.75 (-0.83%)

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Historical option data for LICI

12 Dec 2024 01:24 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 1030 CE
Delta: 0.06
Vega: 0.21
Theta: -0.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 1.4 -0.45 30.93 289 73 252
11 Dec 938.80 1.85 -1.75 29.96 304 -77 181
10 Dec 948.20 3.6 -8.05 31.40 531 54 250
9 Dec 986.35 11.65 0.85 31.03 542 112 196
6 Dec 983.25 10.8 2.85 28.34 71 -22 84
5 Dec 976.90 7.95 -1.15 26.10 16 -10 109
4 Dec 971.35 9.1 -1.15 27.70 47 24 119
3 Dec 969.75 10.25 -4.75 30.35 84 56 90
2 Dec 983.80 15 -2.45 30.67 39 7 35
29 Nov 985.50 17.45 30.18 61 28 28

For Life Insura Corp Of India - strike price 1030 expiring on 26DEC2024

Delta for 1030 CE is 0.06

Historical price for 1030 CE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 30.93, the open interest changed by 73 which increased total open position to 252


On 11 Dec LICI was trading at 938.80. The strike last trading price was 1.85, which was -1.75 lower than the previous day. The implied volatity was 29.96, the open interest changed by -77 which decreased total open position to 181


On 10 Dec LICI was trading at 948.20. The strike last trading price was 3.6, which was -8.05 lower than the previous day. The implied volatity was 31.40, the open interest changed by 54 which increased total open position to 250


On 9 Dec LICI was trading at 986.35. The strike last trading price was 11.65, which was 0.85 higher than the previous day. The implied volatity was 31.03, the open interest changed by 112 which increased total open position to 196


On 6 Dec LICI was trading at 983.25. The strike last trading price was 10.8, which was 2.85 higher than the previous day. The implied volatity was 28.34, the open interest changed by -22 which decreased total open position to 84


On 5 Dec LICI was trading at 976.90. The strike last trading price was 7.95, which was -1.15 lower than the previous day. The implied volatity was 26.10, the open interest changed by -10 which decreased total open position to 109


On 4 Dec LICI was trading at 971.35. The strike last trading price was 9.1, which was -1.15 lower than the previous day. The implied volatity was 27.70, the open interest changed by 24 which increased total open position to 119


On 3 Dec LICI was trading at 969.75. The strike last trading price was 10.25, which was -4.75 lower than the previous day. The implied volatity was 30.35, the open interest changed by 56 which increased total open position to 90


On 2 Dec LICI was trading at 983.80. The strike last trading price was 15, which was -2.45 lower than the previous day. The implied volatity was 30.67, the open interest changed by 7 which increased total open position to 35


On 29 Nov LICI was trading at 985.50. The strike last trading price was 17.45, which was lower than the previous day. The implied volatity was 30.18, the open interest changed by 28 which increased total open position to 28


LICI 26DEC2024 1030 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 46.3 0.00 0.00 0 0 0
11 Dec 938.80 46.3 0.00 0.00 0 0 0
10 Dec 948.20 46.3 0.00 0.00 0 1 0
9 Dec 986.35 46.3 -13.60 24.33 3 1 11
6 Dec 983.25 59.9 0.00 0.00 0 0 0
5 Dec 976.90 59.9 0.00 0.00 0 -2 0
4 Dec 971.35 59.9 3.80 28.13 2 0 12
3 Dec 969.75 56.1 2.55 9.46 9 -1 10
2 Dec 983.80 53.55 -45.55 27.49 11 0 0
29 Nov 985.50 99.1 - 0 0 0

For Life Insura Corp Of India - strike price 1030 expiring on 26DEC2024

Delta for 1030 PE is 0.00

Historical price for 1030 PE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 46.3, 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 46.3, 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 46.3, 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 9 Dec LICI was trading at 986.35. The strike last trading price was 46.3, which was -13.60 lower than the previous day. The implied volatity was 24.33, the open interest changed by 1 which increased total open position to 11


On 6 Dec LICI was trading at 983.25. The strike last trading price was 59.9, 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 5 Dec LICI was trading at 976.90. The strike last trading price was 59.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 4 Dec LICI was trading at 971.35. The strike last trading price was 59.9, which was 3.80 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 12


On 3 Dec LICI was trading at 969.75. The strike last trading price was 56.1, which was 2.55 higher than the previous day. The implied volatity was 9.46, the open interest changed by -1 which decreased total open position to 10


On 2 Dec LICI was trading at 983.80. The strike last trading price was 53.55, which was -45.55 lower than the previous day. The implied volatity was 27.49, 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 99.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0