LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 01:04 PM IST
LICI 26DEC2024 880 CE | ||||||||||
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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 | 65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
11 Dec | 938.80 | 65 | -14.45 | 29.54 | 1 | 0 | 0 | |||
10 Dec | 948.20 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 986.35 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 983.25 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 976.90 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
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4 Dec | 971.35 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 969.75 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 983.80 | 79.45 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 985.50 | 79.45 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 880 expiring on 26DEC2024
Delta for 880 CE is 0.00
Historical price for 880 CE is as follows
On 12 Dec LICI was trading at 932.20. The strike last trading price was 65, 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 11 Dec LICI was trading at 938.80. The strike last trading price was 65, which was -14.45 lower than the previous day. The implied volatity was 29.54, 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 79.45, 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 79.45, 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 79.45, 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 79.45, 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 79.45, 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 79.45, 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 79.45, 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 79.45, 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 880 PE | |||||||
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Delta: -0.12
Vega: 0.37
Theta: -0.32
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 932.20 | 3 | 0.25 | 27.30 | 298 | 64 | 652 |
11 Dec | 938.80 | 2.75 | -0.85 | 27.53 | 607 | 11 | 590 |
10 Dec | 948.20 | 3.6 | 2.25 | 31.84 | 1,492 | 383 | 582 |
9 Dec | 986.35 | 1.35 | -0.40 | 33.10 | 186 | 8 | 199 |
6 Dec | 983.25 | 1.75 | -0.15 | 31.77 | 165 | 40 | 191 |
5 Dec | 976.90 | 1.9 | -0.50 | 30.12 | 122 | 25 | 148 |
4 Dec | 971.35 | 2.4 | -1.25 | 30.51 | 100 | -15 | 124 |
3 Dec | 969.75 | 3.65 | 0.40 | 32.07 | 200 | 119 | 143 |
2 Dec | 983.80 | 3.25 | -0.85 | 33.53 | 3 | 1 | 25 |
29 Nov | 985.50 | 4.1 | 34.41 | 45 | 24 | 24 |
For Life Insura Corp Of India - strike price 880 expiring on 26DEC2024
Delta for 880 PE is -0.12
Historical price for 880 PE is as follows
On 12 Dec LICI was trading at 932.20. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 27.30, the open interest changed by 64 which increased total open position to 652
On 11 Dec LICI was trading at 938.80. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 27.53, the open interest changed by 11 which increased total open position to 590
On 10 Dec LICI was trading at 948.20. The strike last trading price was 3.6, which was 2.25 higher than the previous day. The implied volatity was 31.84, the open interest changed by 383 which increased total open position to 582
On 9 Dec LICI was trading at 986.35. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 33.10, the open interest changed by 8 which increased total open position to 199
On 6 Dec LICI was trading at 983.25. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 31.77, the open interest changed by 40 which increased total open position to 191
On 5 Dec LICI was trading at 976.90. The strike last trading price was 1.9, which was -0.50 lower than the previous day. The implied volatity was 30.12, the open interest changed by 25 which increased total open position to 148
On 4 Dec LICI was trading at 971.35. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 30.51, the open interest changed by -15 which decreased total open position to 124
On 3 Dec LICI was trading at 969.75. The strike last trading price was 3.65, which was 0.40 higher than the previous day. The implied volatity was 32.07, the open interest changed by 119 which increased total open position to 143
On 2 Dec LICI was trading at 983.80. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 33.53, the open interest changed by 1 which increased total open position to 25
On 29 Nov LICI was trading at 985.50. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was 34.41, the open interest changed by 24 which increased total open position to 24