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[--[65.84.65.76]--]
LICI
Life Insura Corp Of India

930.85 -7.95 (-0.85%)

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Historical option data for LICI

12 Dec 2024 01:24 PM IST
LICI 26DEC2024 1050 CE
Delta: 0.04
Vega: 0.16
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 0.95 -0.25 33.10 255 -85 477
11 Dec 938.80 1.2 -1.20 31.79 688 -26 560
10 Dec 948.20 2.4 -5.35 33.05 1,420 -68 592
9 Dec 986.35 7.75 1.25 31.95 2,382 261 657
6 Dec 983.25 6.5 0.60 28.21 584 28 393
5 Dec 976.90 5.9 0.30 28.48 745 38 362
4 Dec 971.35 5.6 -0.80 28.03 382 129 324
3 Dec 969.75 6.4 -3.50 30.08 461 72 199
2 Dec 983.80 9.9 -1.35 30.41 288 94 127
29 Nov 985.50 11.25 29.21 67 33 33


For Life Insura Corp Of India - strike price 1050 expiring on 26DEC2024

Delta for 1050 CE is 0.04

Historical price for 1050 CE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 33.10, the open interest changed by -85 which decreased total open position to 477


On 11 Dec LICI was trading at 938.80. The strike last trading price was 1.2, which was -1.20 lower than the previous day. The implied volatity was 31.79, the open interest changed by -26 which decreased total open position to 560


On 10 Dec LICI was trading at 948.20. The strike last trading price was 2.4, which was -5.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by -68 which decreased total open position to 592


On 9 Dec LICI was trading at 986.35. The strike last trading price was 7.75, which was 1.25 higher than the previous day. The implied volatity was 31.95, the open interest changed by 261 which increased total open position to 657


On 6 Dec LICI was trading at 983.25. The strike last trading price was 6.5, which was 0.60 higher than the previous day. The implied volatity was 28.21, the open interest changed by 28 which increased total open position to 393


On 5 Dec LICI was trading at 976.90. The strike last trading price was 5.9, which was 0.30 higher than the previous day. The implied volatity was 28.48, the open interest changed by 38 which increased total open position to 362


On 4 Dec LICI was trading at 971.35. The strike last trading price was 5.6, which was -0.80 lower than the previous day. The implied volatity was 28.03, the open interest changed by 129 which increased total open position to 324


On 3 Dec LICI was trading at 969.75. The strike last trading price was 6.4, which was -3.50 lower than the previous day. The implied volatity was 30.08, the open interest changed by 72 which increased total open position to 199


On 2 Dec LICI was trading at 983.80. The strike last trading price was 9.9, which was -1.35 lower than the previous day. The implied volatity was 30.41, the open interest changed by 94 which increased total open position to 127


On 29 Nov LICI was trading at 985.50. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was 29.21, the open interest changed by 33 which increased total open position to 33


LICI 26DEC2024 1050 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 115.5 0.00 - 0 0 0
11 Dec 938.80 115.5 0.00 - 0 0 0
10 Dec 948.20 115.5 0.00 - 0 0 0
9 Dec 986.35 115.5 0.00 - 0 0 0
6 Dec 983.25 115.5 0.00 - 0 0 0
5 Dec 976.90 115.5 0.00 - 0 0 0
4 Dec 971.35 115.5 0.00 - 0 0 0
3 Dec 969.75 115.5 0.00 - 0 0 0
2 Dec 983.80 115.5 115.50 - 0 0 0
29 Nov 985.50 0 - 0 0 0


For Life Insura Corp Of India - strike price 1050 expiring on 26DEC2024

Delta for 1050 PE is -

Historical price for 1050 PE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 115.5, 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 11 Dec LICI was trading at 938.80. The strike last trading price was 115.5, 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 10 Dec LICI was trading at 948.20. The strike last trading price was 115.5, 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 9 Dec LICI was trading at 986.35. The strike last trading price was 115.5, 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 6 Dec LICI was trading at 983.25. The strike last trading price was 115.5, 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 115.5, 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 115.5, 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 115.5, 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 115.5, which was 115.50 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0