LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 01:04 PM IST
LICI 26DEC2024 1060 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.04
Vega: 0.15
Theta: -0.20
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 932.20 | 0.95 | -0.10 | 34.94 | 31 | 21 | 235 | |||
|
||||||||||
11 Dec | 938.80 | 1.05 | -0.95 | 33.12 | 265 | -14 | 215 | |||
10 Dec | 948.20 | 2 | -4.00 | 33.96 | 815 | 79 | 230 | |||
9 Dec | 986.35 | 6 | 0.70 | 31.87 | 328 | 60 | 149 | |||
6 Dec | 983.25 | 5.3 | 1.70 | 28.81 | 40 | 13 | 89 | |||
5 Dec | 976.90 | 3.6 | -0.85 | 26.60 | 29 | 11 | 76 | |||
4 Dec | 971.35 | 4.45 | -1.75 | 28.34 | 18 | 1 | 64 | |||
3 Dec | 969.75 | 6.2 | -2.75 | 32.15 | 51 | 4 | 63 | |||
2 Dec | 983.80 | 8.95 | -0.50 | 31.75 | 76 | 4 | 60 | |||
29 Nov | 985.50 | 9.45 | 29.55 | 123 | 56 | 56 |
For Life Insura Corp Of India - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.04
Historical price for 1060 CE is as follows
On 12 Dec LICI was trading at 932.20. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 34.94, the open interest changed by 21 which increased total open position to 235
On 11 Dec LICI was trading at 938.80. The strike last trading price was 1.05, which was -0.95 lower than the previous day. The implied volatity was 33.12, the open interest changed by -14 which decreased total open position to 215
On 10 Dec LICI was trading at 948.20. The strike last trading price was 2, which was -4.00 lower than the previous day. The implied volatity was 33.96, the open interest changed by 79 which increased total open position to 230
On 9 Dec LICI was trading at 986.35. The strike last trading price was 6, which was 0.70 higher than the previous day. The implied volatity was 31.87, the open interest changed by 60 which increased total open position to 149
On 6 Dec LICI was trading at 983.25. The strike last trading price was 5.3, which was 1.70 higher than the previous day. The implied volatity was 28.81, the open interest changed by 13 which increased total open position to 89
On 5 Dec LICI was trading at 976.90. The strike last trading price was 3.6, which was -0.85 lower than the previous day. The implied volatity was 26.60, the open interest changed by 11 which increased total open position to 76
On 4 Dec LICI was trading at 971.35. The strike last trading price was 4.45, which was -1.75 lower than the previous day. The implied volatity was 28.34, the open interest changed by 1 which increased total open position to 64
On 3 Dec LICI was trading at 969.75. The strike last trading price was 6.2, which was -2.75 lower than the previous day. The implied volatity was 32.15, the open interest changed by 4 which increased total open position to 63
On 2 Dec LICI was trading at 983.80. The strike last trading price was 8.95, which was -0.50 lower than the previous day. The implied volatity was 31.75, the open interest changed by 4 which increased total open position to 60
On 29 Nov LICI was trading at 985.50. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was 29.55, the open interest changed by 56 which increased total open position to 56
LICI 26DEC2024 1060 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 932.20 | 124 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 938.80 | 124 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 948.20 | 124 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 986.35 | 124 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 983.25 | 124 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 976.90 | 124 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 971.35 | 124 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 969.75 | 124 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 983.80 | 124 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 985.50 | 124 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -
Historical price for 1060 PE is as follows
On 12 Dec LICI was trading at 932.20. The strike last trading price was 124, 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 124, 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 124, 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 124, 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 124, 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 124, 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 124, 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 124, 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 124, 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 124, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0