LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 10:04 AM IST
LICI 26DEC2024 1080 CE | ||||||||||
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Delta: 0.03
Vega: 0.14
Theta: -0.19
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 939.85 | 0.9 | 0.00 | 36.82 | 10 | 3 | 211 | |||
11 Dec | 938.80 | 0.9 | -0.40 | 36.28 | 287 | -47 | 208 | |||
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10 Dec | 948.20 | 1.3 | -2.90 | 35.19 | 668 | -11 | 255 | |||
9 Dec | 986.35 | 4.2 | 1.00 | 33.49 | 826 | -16 | 264 | |||
6 Dec | 983.25 | 3.2 | 0.25 | 29.19 | 313 | 26 | 280 | |||
5 Dec | 976.90 | 2.95 | -0.05 | 29.47 | 189 | -55 | 253 | |||
4 Dec | 971.35 | 3 | -0.45 | 29.51 | 365 | 30 | 308 | |||
3 Dec | 969.75 | 3.45 | -2.05 | 31.08 | 670 | 75 | 279 | |||
2 Dec | 983.80 | 5.5 | -1.20 | 31.13 | 475 | 0 | 202 | |||
29 Nov | 985.50 | 6.7 | 30.34 | 910 | 201 | 201 |
For Life Insura Corp Of India - strike price 1080 expiring on 26DEC2024
Delta for 1080 CE is 0.03
Historical price for 1080 CE is as follows
On 12 Dec LICI was trading at 939.85. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 36.82, the open interest changed by 3 which increased total open position to 211
On 11 Dec LICI was trading at 938.80. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 36.28, the open interest changed by -47 which decreased total open position to 208
On 10 Dec LICI was trading at 948.20. The strike last trading price was 1.3, which was -2.90 lower than the previous day. The implied volatity was 35.19, the open interest changed by -11 which decreased total open position to 255
On 9 Dec LICI was trading at 986.35. The strike last trading price was 4.2, which was 1.00 higher than the previous day. The implied volatity was 33.49, the open interest changed by -16 which decreased total open position to 264
On 6 Dec LICI was trading at 983.25. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 29.19, the open interest changed by 26 which increased total open position to 280
On 5 Dec LICI was trading at 976.90. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 29.47, the open interest changed by -55 which decreased total open position to 253
On 4 Dec LICI was trading at 971.35. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 29.51, the open interest changed by 30 which increased total open position to 308
On 3 Dec LICI was trading at 969.75. The strike last trading price was 3.45, which was -2.05 lower than the previous day. The implied volatity was 31.08, the open interest changed by 75 which increased total open position to 279
On 2 Dec LICI was trading at 983.80. The strike last trading price was 5.5, which was -1.20 lower than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 202
On 29 Nov LICI was trading at 985.50. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was 30.34, the open interest changed by 201 which increased total open position to 201
LICI 26DEC2024 1080 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 939.85 | 141.55 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 938.80 | 141.55 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 948.20 | 141.55 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 986.35 | 141.55 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 983.25 | 141.55 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 976.90 | 141.55 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 971.35 | 141.55 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 969.75 | 141.55 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 983.80 | 141.55 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 985.50 | 141.55 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 1080 expiring on 26DEC2024
Delta for 1080 PE is -
Historical price for 1080 PE is as follows
On 12 Dec LICI was trading at 939.85. The strike last trading price was 141.55, 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 141.55, 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 141.55, 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 141.55, 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 141.55, 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 141.55, 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 141.55, 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 141.55, 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 141.55, 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 141.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0