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Related Pages for LICI
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LICI
Life Insura Corp Of India
938.45 -0.35 (-0.04%)

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Historical option data for LICI

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 900 CE
Delta: 0.78
Vega: 0.55
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 49 1.00 31.02 1 0 40
11 Dec 938.80 48 -8.95 28.27 20 5 39
10 Dec 948.20 56.95 -54.05 29.34 31 19 34
9 Dec 986.35 111 18.80 67.42 8 3 15
6 Dec 983.25 92.2 8.45 34.07 6 -4 13
5 Dec 976.90 83.75 3.75 27.17 8 2 17
4 Dec 971.35 80 0.00 22.38 1 0 16
3 Dec 969.75 80 -13.25 31.90 1 0 15
2 Dec 983.80 93.25 -6.05 33.17 12 6 13
29 Nov 985.50 99.3 36.11 12 6 6

For Life Insura Corp Of India - strike price 900 expiring on 26DEC2024

Delta for 900 CE is 0.78

Historical price for 900 CE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 49, which was 1.00 higher than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 40


On 11 Dec LICI was trading at 938.80. The strike last trading price was 48, which was -8.95 lower than the previous day. The implied volatity was 28.27, the open interest changed by 5 which increased total open position to 39


On 10 Dec LICI was trading at 948.20. The strike last trading price was 56.95, which was -54.05 lower than the previous day. The implied volatity was 29.34, the open interest changed by 19 which increased total open position to 34


On 9 Dec LICI was trading at 986.35. The strike last trading price was 111, which was 18.80 higher than the previous day. The implied volatity was 67.42, the open interest changed by 3 which increased total open position to 15


On 6 Dec LICI was trading at 983.25. The strike last trading price was 92.2, which was 8.45 higher than the previous day. The implied volatity was 34.07, the open interest changed by -4 which decreased total open position to 13


On 5 Dec LICI was trading at 976.90. The strike last trading price was 83.75, which was 3.75 higher than the previous day. The implied volatity was 27.17, the open interest changed by 2 which increased total open position to 17


On 4 Dec LICI was trading at 971.35. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 16


On 3 Dec LICI was trading at 969.75. The strike last trading price was 80, which was -13.25 lower than the previous day. The implied volatity was 31.90, the open interest changed by 0 which decreased total open position to 15


On 2 Dec LICI was trading at 983.80. The strike last trading price was 93.25, which was -6.05 lower than the previous day. The implied volatity was 33.17, the open interest changed by 6 which increased total open position to 13


On 29 Nov LICI was trading at 985.50. The strike last trading price was 99.3, which was lower than the previous day. The implied volatity was 36.11, the open interest changed by 6 which increased total open position to 6


LICI 26DEC2024 900 PE
Delta: -0.20
Vega: 0.51
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 5.7 0.00 27.63 51 -36 1,193
11 Dec 938.80 5.7 -1.00 26.94 617 63 1,223
10 Dec 948.20 6.7 3.90 31.42 2,463 573 1,159
9 Dec 986.35 2.8 -0.15 33.11 517 105 586
6 Dec 983.25 2.95 -0.55 30.45 573 -21 482
5 Dec 976.90 3.5 -0.50 29.48 356 -29 501
4 Dec 971.35 4 -2.05 29.31 297 34 532
3 Dec 969.75 6.05 1.05 31.38 723 164 492
2 Dec 983.80 5 -1.10 32.29 496 116 326
29 Nov 985.50 6.1 33.31 898 209 209

For Life Insura Corp Of India - strike price 900 expiring on 26DEC2024

Delta for 900 PE is -0.20

Historical price for 900 PE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 27.63, the open interest changed by -36 which decreased total open position to 1193


On 11 Dec LICI was trading at 938.80. The strike last trading price was 5.7, which was -1.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by 63 which increased total open position to 1223


On 10 Dec LICI was trading at 948.20. The strike last trading price was 6.7, which was 3.90 higher than the previous day. The implied volatity was 31.42, the open interest changed by 573 which increased total open position to 1159


On 9 Dec LICI was trading at 986.35. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 33.11, the open interest changed by 105 which increased total open position to 586


On 6 Dec LICI was trading at 983.25. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 30.45, the open interest changed by -21 which decreased total open position to 482


On 5 Dec LICI was trading at 976.90. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 29.48, the open interest changed by -29 which decreased total open position to 501


On 4 Dec LICI was trading at 971.35. The strike last trading price was 4, which was -2.05 lower than the previous day. The implied volatity was 29.31, the open interest changed by 34 which increased total open position to 532


On 3 Dec LICI was trading at 969.75. The strike last trading price was 6.05, which was 1.05 higher than the previous day. The implied volatity was 31.38, the open interest changed by 164 which increased total open position to 492


On 2 Dec LICI was trading at 983.80. The strike last trading price was 5, which was -1.10 lower than the previous day. The implied volatity was 32.29, the open interest changed by 116 which increased total open position to 326


On 29 Nov LICI was trading at 985.50. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was 33.31, the open interest changed by 209 which increased total open position to 209