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

938.45 -0.35 (-0.04%)

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Historical option data for LICI

12 Dec 2024 10:04 AM IST
LICI 26DEC2024 1080 CE
Delta: 0.03
Vega: 0.14
Theta: -0.19
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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