LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 01:14 PM IST
| LICI 26DEC2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.10
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 931.20 | 0.65 | -0.15 | 40.94 | 166 | -45 | 610 | |||
| 11 Dec | 938.80 | 0.8 | -0.25 | 39.43 | 651 | -107 | 647 | |||
| 10 Dec | 948.20 | 1.05 | -1.80 | 37.73 | 1,162 | -14 | 751 | |||
| 9 Dec | 986.35 | 2.85 | 0.70 | 34.70 | 2,418 | 306 | 773 | |||
| 6 Dec | 983.25 | 2.15 | 0.15 | 30.45 | 845 | 216 | 465 | |||
| 5 Dec | 976.90 | 2 | 0.00 | 30.68 | 242 | -11 | 247 | |||
| 4 Dec | 971.35 | 2 | -0.45 | 30.52 | 236 | 37 | 257 | |||
| 3 Dec | 969.75 | 2.45 | -0.90 | 32.30 | 346 | 15 | 217 | |||
| 2 Dec | 983.80 | 3.35 | -0.45 | 30.90 | 712 | 110 | 203 | |||
| 29 Nov | 985.50 | 3.8 | 29.28 | 134 | 92 | 92 | ||||
For Life Insura Corp Of India - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.02
Historical price for 1100 CE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 40.94, the open interest changed by -45 which decreased total open position to 610
On 11 Dec LICI was trading at 938.80. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 39.43, the open interest changed by -107 which decreased total open position to 647
On 10 Dec LICI was trading at 948.20. The strike last trading price was 1.05, which was -1.80 lower than the previous day. The implied volatity was 37.73, the open interest changed by -14 which decreased total open position to 751
On 9 Dec LICI was trading at 986.35. The strike last trading price was 2.85, which was 0.70 higher than the previous day. The implied volatity was 34.70, the open interest changed by 306 which increased total open position to 773
On 6 Dec LICI was trading at 983.25. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 30.45, the open interest changed by 216 which increased total open position to 465
On 5 Dec LICI was trading at 976.90. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 30.68, the open interest changed by -11 which decreased total open position to 247
On 4 Dec LICI was trading at 971.35. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 30.52, the open interest changed by 37 which increased total open position to 257
On 3 Dec LICI was trading at 969.75. The strike last trading price was 2.45, which was -0.90 lower than the previous day. The implied volatity was 32.30, the open interest changed by 15 which increased total open position to 217
On 2 Dec LICI was trading at 983.80. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 30.90, the open interest changed by 110 which increased total open position to 203
On 29 Nov LICI was trading at 985.50. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 29.28, the open interest changed by 92 which increased total open position to 92
| LICI 26DEC2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 931.20 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 938.80 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 948.20 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 986.35 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 983.25 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 976.90 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 971.35 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 969.75 | 159.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 983.80 | 159.7 | 159.70 | - | 0 | 0 | 0 |
| 29 Nov | 985.50 | 0 | - | 0 | 0 | 0 | |
For Life Insura Corp Of India - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -
Historical price for 1100 PE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 159.7, 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 159.7, 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 159.7, 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 159.7, 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 159.7, 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 159.7, 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 159.7, 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 159.7, 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 159.7, which was 159.70 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
