`
Related Pages for LICI
[--[65.84.65.76]--]
LICI
Life Insura Corp Of India
931.3 -7.50 (-0.80%)

Back to Option Chain

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 1070 CE
Delta: 0.03
Vega: 0.14
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 0.9 -0.10 37.04 18 -5 157
11 Dec 938.80 1 -0.65 34.91 105 23 162
10 Dec 948.20 1.65 -3.40 34.75 306 50 123
9 Dec 986.35 5.05 0.20 32.76 136 58 71
6 Dec 983.25 4.85 1.85 30.44 12 2 12
5 Dec 976.90 3 -1.00 27.46 14 5 7
4 Dec 971.35 4 -1.60 29.70 1 0 1
3 Dec 969.75 5.6 -1.50 33.38 3 0 0
2 Dec 983.80 7.1 0.00 8.15 0 0 0
29 Nov 985.50 7.1 7.40 0 0 0

For Life Insura Corp Of India - strike price 1070 expiring on 26DEC2024

Delta for 1070 CE is 0.03

Historical price for 1070 CE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 37.04, the open interest changed by -5 which decreased total open position to 157


On 11 Dec LICI was trading at 938.80. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 34.91, the open interest changed by 23 which increased total open position to 162


On 10 Dec LICI was trading at 948.20. The strike last trading price was 1.65, which was -3.40 lower than the previous day. The implied volatity was 34.75, the open interest changed by 50 which increased total open position to 123


On 9 Dec LICI was trading at 986.35. The strike last trading price was 5.05, which was 0.20 higher than the previous day. The implied volatity was 32.76, the open interest changed by 58 which increased total open position to 71


On 6 Dec LICI was trading at 983.25. The strike last trading price was 4.85, which was 1.85 higher than the previous day. The implied volatity was 30.44, the open interest changed by 2 which increased total open position to 12


On 5 Dec LICI was trading at 976.90. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 27.46, the open interest changed by 5 which increased total open position to 7


On 4 Dec LICI was trading at 971.35. The strike last trading price was 4, which was -1.60 lower than the previous day. The implied volatity was 29.70, the open interest changed by 0 which decreased total open position to 1


On 3 Dec LICI was trading at 969.75. The strike last trading price was 5.6, which was -1.50 lower than the previous day. The implied volatity was 33.38, 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 7.1, which was 0.00 lower than the previous day. The implied volatity was 8.15, 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 7.1, which was lower than the previous day. The implied volatity was 7.40, the open interest changed by 0 which decreased total open position to 0


LICI 26DEC2024 1070 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 132.7 0.00 - 0 0 0
11 Dec 938.80 132.7 0.00 - 0 0 0
10 Dec 948.20 132.7 0.00 - 0 0 0
9 Dec 986.35 132.7 0.00 - 0 0 0
6 Dec 983.25 132.7 0.00 - 0 0 0
5 Dec 976.90 132.7 0.00 - 0 0 0
4 Dec 971.35 132.7 0.00 - 0 0 0
3 Dec 969.75 132.7 0.00 - 0 0 0
2 Dec 983.80 132.7 132.70 - 0 0 0
29 Nov 985.50 0 - 0 0 0

For Life Insura Corp Of India - strike price 1070 expiring on 26DEC2024

Delta for 1070 PE is -

Historical price for 1070 PE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 132.7, 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 132.7, 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 132.7, 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 132.7, 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 132.7, 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 132.7, 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 132.7, 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 132.7, 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 132.7, which was 132.70 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