LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 01:04 PM IST
| LICI 26DEC2024 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.09
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 932.20 | 0.6 | 0.05 | 43.75 | 38 | -5 | 158 | |||
| 11 Dec | 938.80 | 0.55 | -0.25 | 40.77 | 180 | -36 | 161 | |||
| 10 Dec | 948.20 | 0.8 | -1.30 | 39.75 | 275 | -21 | 197 | |||
| 9 Dec | 986.35 | 2.1 | 0.35 | 36.47 | 940 | 144 | 220 | |||
| 6 Dec | 983.25 | 1.75 | 0.25 | 32.81 | 88 | 48 | 81 | |||
| 5 Dec | 976.90 | 1.5 | 0.00 | 32.43 | 6 | 2 | 31 | |||
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| 4 Dec | 971.35 | 1.5 | -0.35 | 32.09 | 15 | -4 | 30 | |||
| 3 Dec | 969.75 | 1.85 | -0.25 | 33.84 | 46 | 24 | 34 | |||
| 2 Dec | 983.80 | 2.1 | 31.14 | 21 | 10 | 10 | ||||
For Life Insura Corp Of India - strike price 1120 expiring on 26DEC2024
Delta for 1120 CE is 0.02
Historical price for 1120 CE is as follows
On 12 Dec LICI was trading at 932.20. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 43.75, the open interest changed by -5 which decreased total open position to 158
On 11 Dec LICI was trading at 938.80. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 40.77, the open interest changed by -36 which decreased total open position to 161
On 10 Dec LICI was trading at 948.20. The strike last trading price was 0.8, which was -1.30 lower than the previous day. The implied volatity was 39.75, the open interest changed by -21 which decreased total open position to 197
On 9 Dec LICI was trading at 986.35. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 36.47, the open interest changed by 144 which increased total open position to 220
On 6 Dec LICI was trading at 983.25. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 32.81, the open interest changed by 48 which increased total open position to 81
On 5 Dec LICI was trading at 976.90. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 32.43, the open interest changed by 2 which increased total open position to 31
On 4 Dec LICI was trading at 971.35. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 32.09, the open interest changed by -4 which decreased total open position to 30
On 3 Dec LICI was trading at 969.75. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 33.84, the open interest changed by 24 which increased total open position to 34
On 2 Dec LICI was trading at 983.80. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was 31.14, the open interest changed by 10 which increased total open position to 10
| LICI 26DEC2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 932.20 | 121 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 938.80 | 121 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 948.20 | 121 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 986.35 | 121 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 983.25 | 121 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 976.90 | 121 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 971.35 | 121 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 969.75 | 121 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 983.80 | 121 | - | 1 | 0 | 0 | |
For Life Insura Corp Of India - strike price 1120 expiring on 26DEC2024
Delta for 1120 PE is 0.00
Historical price for 1120 PE is as follows
On 12 Dec LICI was trading at 932.20. The strike last trading price was 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 121, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec LICI was trading at 983.80. The strike last trading price was 121, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
