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Related Pages for LICI
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LICI
Life Insura Corp Of India
932.1 -6.70 (-0.71%)

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Historical option data for LICI

12 Dec 2024 01:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 860 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 932.20 94.4 0.00 - 0 0 0
11 Dec 938.80 94.4 0.00 - 0 0 0
10 Dec 948.20 94.4 0.00 - 0 0 0
9 Dec 986.35 94.4 0.00 - 0 0 0
6 Dec 983.25 94.4 0.00 - 0 0 0
5 Dec 976.90 94.4 0.00 - 0 0 0
4 Dec 971.35 94.4 0.00 - 0 0 0
3 Dec 969.75 94.4 0.00 - 0 0 0
2 Dec 983.80 94.4 0.00 - 0 0 0
29 Nov 985.50 94.4 - 0 0 0

For Life Insura Corp Of India - strike price 860 expiring on 26DEC2024

Delta for 860 CE is -

Historical price for 860 CE is as follows

On 12 Dec LICI was trading at 932.20. The strike last trading price was 94.4, 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 94.4, 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 94.4, 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 94.4, 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 94.4, 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 94.4, 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 94.4, 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 94.4, 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 94.4, 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 94.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


LICI 26DEC2024 860 PE
Delta: -0.06
Vega: 0.23
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 932.20 1.45 0.00 28.63 161 -37 167
11 Dec 938.80 1.45 -0.55 29.26 272 43 204
10 Dec 948.20 2 0.65 33.09 489 179 179
9 Dec 986.35 1.35 0.00 0.00 0 0 0
6 Dec 983.25 1.35 0.00 0.00 0 0 0
5 Dec 976.90 1.35 -9.80 31.75 2 0 0
4 Dec 971.35 11.15 0.00 13.41 0 0 0
3 Dec 969.75 11.15 0.00 12.97 0 0 0
2 Dec 983.80 11.15 0.00 14.59 0 0 0
29 Nov 985.50 11.15 12.64 0 0 0

For Life Insura Corp Of India - strike price 860 expiring on 26DEC2024

Delta for 860 PE is -0.06

Historical price for 860 PE is as follows

On 12 Dec LICI was trading at 932.20. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 28.63, the open interest changed by -37 which decreased total open position to 167


On 11 Dec LICI was trading at 938.80. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 29.26, the open interest changed by 43 which increased total open position to 204


On 10 Dec LICI was trading at 948.20. The strike last trading price was 2, which was 0.65 higher than the previous day. The implied volatity was 33.09, the open interest changed by 179 which increased total open position to 179


On 9 Dec LICI was trading at 986.35. The strike last trading price was 1.35, 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 1.35, 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 1.35, which was -9.80 lower than the previous day. The implied volatity was 31.75, 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 11.15, which was 0.00 lower than the previous day. The implied volatity was 13.41, 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 11.15, which was 0.00 lower than the previous day. The implied volatity was 12.97, 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 11.15, which was 0.00 lower than the previous day. The implied volatity was 14.59, 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 11.15, which was lower than the previous day. The implied volatity was 12.64, the open interest changed by 0 which decreased total open position to 0