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Related Pages for LICI
[--[65.84.65.76]--]
LICI
Life Insura Corp Of India
930.85 -7.95 (-0.85%)

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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 880 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: -0.12
Vega: 0.37
Theta: -0.32
Gamma: 0.00
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