LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 01:14 PM IST
LICI 26DEC2024 890 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 931.20 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 938.80 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
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10 Dec | 948.20 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 986.35 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 983.25 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 976.90 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 971.35 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 969.75 | 72.45 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 983.80 | 72.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
29 Nov | 985.50 | 72.45 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 890 expiring on 26DEC2024
Delta for 890 CE is -
Historical price for 890 CE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 72.45, 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 11 Dec LICI was trading at 938.80. The strike last trading price was 72.45, 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 10 Dec LICI was trading at 948.20. The strike last trading price was 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 72.45, 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 29 Nov LICI was trading at 985.50. The strike last trading price was 72.45, 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 890 PE | |||||||
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Delta: -0.17
Vega: 0.46
Theta: -0.39
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 931.20 | 4.5 | 0.50 | 26.71 | 75 | 37 | 78 |
11 Dec | 938.80 | 4 | -1.00 | 27.22 | 49 | 18 | 38 |
10 Dec | 948.20 | 5 | -14.05 | 31.72 | 35 | 19 | 19 |
9 Dec | 986.35 | 19.05 | 0.00 | 12.88 | 0 | 0 | 0 |
6 Dec | 983.25 | 19.05 | 0.00 | 11.88 | 0 | 0 | 0 |
5 Dec | 976.90 | 19.05 | 0.00 | 11.12 | 0 | 0 | 0 |
4 Dec | 971.35 | 19.05 | 0.00 | 10.59 | 0 | 0 | 0 |
3 Dec | 969.75 | 19.05 | 0.00 | 9.95 | 0 | 0 | 0 |
2 Dec | 983.80 | 19.05 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 985.50 | 19.05 | 10.92 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 890 expiring on 26DEC2024
Delta for 890 PE is -0.17
Historical price for 890 PE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 4.5, which was 0.50 higher than the previous day. The implied volatity was 26.71, the open interest changed by 37 which increased total open position to 78
On 11 Dec LICI was trading at 938.80. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 27.22, the open interest changed by 18 which increased total open position to 38
On 10 Dec LICI was trading at 948.20. The strike last trading price was 5, which was -14.05 lower than the previous day. The implied volatity was 31.72, the open interest changed by 19 which increased total open position to 19
On 9 Dec LICI was trading at 986.35. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 12.88, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 11.88, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 11.12, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 10.59, 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 19.05, which was 0.00 lower than the previous day. The implied volatity was 9.95, 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 19.05, 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 29 Nov LICI was trading at 985.50. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was 10.92, the open interest changed by 0 which decreased total open position to 0