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Related Pages for LICI
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LICI
Life Insura Corp Of India
938.25 -0.55 (-0.06%)

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Historical option data for LICI

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 1040 CE
Delta: 0.06
Vega: 0.22
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.50 1.45 0.05 31.47 55 -2 434
11 Dec 938.80 1.4 -1.60 30.50 506 25 436
10 Dec 948.20 3 -6.60 32.42 851 -7 410
9 Dec 986.35 9.6 1.50 31.61 1,067 89 417
6 Dec 983.25 8.1 0.65 27.79 274 18 327
5 Dec 976.90 7.45 0.35 28.25 158 -27 307
4 Dec 971.35 7.1 -0.75 27.84 178 50 333
3 Dec 969.75 7.85 -4.10 29.78 322 140 282
2 Dec 983.80 11.95 -1.10 30.18 596 7 141
29 Nov 985.50 13.05 28.52 643 138 138

For Life Insura Corp Of India - strike price 1040 expiring on 26DEC2024

Delta for 1040 CE is 0.06

Historical price for 1040 CE is as follows

On 12 Dec LICI was trading at 938.50. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 31.47, the open interest changed by -2 which decreased total open position to 434


On 11 Dec LICI was trading at 938.80. The strike last trading price was 1.4, which was -1.60 lower than the previous day. The implied volatity was 30.50, the open interest changed by 25 which increased total open position to 436


On 10 Dec LICI was trading at 948.20. The strike last trading price was 3, which was -6.60 lower than the previous day. The implied volatity was 32.42, the open interest changed by -7 which decreased total open position to 410


On 9 Dec LICI was trading at 986.35. The strike last trading price was 9.6, which was 1.50 higher than the previous day. The implied volatity was 31.61, the open interest changed by 89 which increased total open position to 417


On 6 Dec LICI was trading at 983.25. The strike last trading price was 8.1, which was 0.65 higher than the previous day. The implied volatity was 27.79, the open interest changed by 18 which increased total open position to 327


On 5 Dec LICI was trading at 976.90. The strike last trading price was 7.45, which was 0.35 higher than the previous day. The implied volatity was 28.25, the open interest changed by -27 which decreased total open position to 307


On 4 Dec LICI was trading at 971.35. The strike last trading price was 7.1, which was -0.75 lower than the previous day. The implied volatity was 27.84, the open interest changed by 50 which increased total open position to 333


On 3 Dec LICI was trading at 969.75. The strike last trading price was 7.85, which was -4.10 lower than the previous day. The implied volatity was 29.78, the open interest changed by 140 which increased total open position to 282


On 2 Dec LICI was trading at 983.80. The strike last trading price was 11.95, which was -1.10 lower than the previous day. The implied volatity was 30.18, the open interest changed by 7 which increased total open position to 141


On 29 Nov LICI was trading at 985.50. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was 28.52, the open interest changed by 138 which increased total open position to 138


LICI 26DEC2024 1040 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.50 94 0.00 0.00 0 0 0
11 Dec 938.80 94 14.05 - 1 0 14
10 Dec 948.20 79.95 23.05 - 1 0 13
9 Dec 986.35 56.9 -2.10 28.61 6 1 13
6 Dec 983.25 59 -9.60 26.97 6 2 11
5 Dec 976.90 68.6 0.00 0.00 0 -1 0
4 Dec 971.35 68.6 -6.00 29.24 1 0 10
3 Dec 969.75 74.6 19.20 31.62 2 0 10
2 Dec 983.80 55.4 -51.75 19.60 17 11 11
29 Nov 985.50 107.15 - 0 0 0

For Life Insura Corp Of India - strike price 1040 expiring on 26DEC2024

Delta for 1040 PE is 0.00

Historical price for 1040 PE is as follows

On 12 Dec LICI was trading at 938.50. The strike last trading price was 94, 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 94, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 10 Dec LICI was trading at 948.20. The strike last trading price was 79.95, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 9 Dec LICI was trading at 986.35. The strike last trading price was 56.9, which was -2.10 lower than the previous day. The implied volatity was 28.61, the open interest changed by 1 which increased total open position to 13


On 6 Dec LICI was trading at 983.25. The strike last trading price was 59, which was -9.60 lower than the previous day. The implied volatity was 26.97, the open interest changed by 2 which increased total open position to 11


On 5 Dec LICI was trading at 976.90. The strike last trading price was 68.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 4 Dec LICI was trading at 971.35. The strike last trading price was 68.6, which was -6.00 lower than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 10


On 3 Dec LICI was trading at 969.75. The strike last trading price was 74.6, which was 19.20 higher than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 10


On 2 Dec LICI was trading at 983.80. The strike last trading price was 55.4, which was -51.75 lower than the previous day. The implied volatity was 19.60, the open interest changed by 11 which increased total open position to 11


On 29 Nov LICI was trading at 985.50. The strike last trading price was 107.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0