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Related Pages for LICI
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LICI
Life Insura Corp Of India
931.05 -7.75 (-0.83%)

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Historical option data for LICI

12 Dec 2024 01:24 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 910 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 48 0.00 0.00 0 0 0
11 Dec 938.80 48 0.00 0.00 0 1 0
10 Dec 948.20 48 -11.60 27.38 1 0 0
9 Dec 986.35 59.6 0.00 - 0 0 0
6 Dec 983.25 59.6 0.00 - 0 0 0
5 Dec 976.90 59.6 0.00 - 0 0 0
4 Dec 971.35 59.6 0.00 - 0 0 0
3 Dec 969.75 59.6 0.00 - 0 0 0
2 Dec 983.80 59.6 0.00 - 0 0 0
29 Nov 985.50 59.6 - 0 0 0

For Life Insura Corp Of India - strike price 910 expiring on 26DEC2024

Delta for 910 CE is 0.00

Historical price for 910 CE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 48, 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 11 Dec LICI was trading at 938.80. The strike last trading price was 48, 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 10 Dec LICI was trading at 948.20. The strike last trading price was 48, which was -11.60 lower than the previous day. The implied volatity was 27.38, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 910 PE
Delta: -0.29
Vega: 0.63
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.30 9 1.10 26.20 67 27 198
11 Dec 938.80 7.9 -0.60 26.60 52 14 169
10 Dec 948.20 8.5 5.15 30.57 182 33 156
9 Dec 986.35 3.35 0.00 0.00 0 1 0
6 Dec 983.25 3.35 -1.60 28.69 5 1 123
5 Dec 976.90 4.95 -0.70 29.74 14 1 122
4 Dec 971.35 5.65 -20.45 29.69 154 120 120
3 Dec 969.75 26.1 0.00 7.27 0 0 0
2 Dec 983.80 26.1 0.00 9.28 0 0 0
29 Nov 985.50 26.1 8.35 0 0 0

For Life Insura Corp Of India - strike price 910 expiring on 26DEC2024

Delta for 910 PE is -0.29

Historical price for 910 PE is as follows

On 12 Dec LICI was trading at 931.30. The strike last trading price was 9, which was 1.10 higher than the previous day. The implied volatity was 26.20, the open interest changed by 27 which increased total open position to 198


On 11 Dec LICI was trading at 938.80. The strike last trading price was 7.9, which was -0.60 lower than the previous day. The implied volatity was 26.60, the open interest changed by 14 which increased total open position to 169


On 10 Dec LICI was trading at 948.20. The strike last trading price was 8.5, which was 5.15 higher than the previous day. The implied volatity was 30.57, the open interest changed by 33 which increased total open position to 156


On 9 Dec LICI was trading at 986.35. The strike last trading price was 3.35, 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 6 Dec LICI was trading at 983.25. The strike last trading price was 3.35, which was -1.60 lower than the previous day. The implied volatity was 28.69, the open interest changed by 1 which increased total open position to 123


On 5 Dec LICI was trading at 976.90. The strike last trading price was 4.95, which was -0.70 lower than the previous day. The implied volatity was 29.74, the open interest changed by 1 which increased total open position to 122


On 4 Dec LICI was trading at 971.35. The strike last trading price was 5.65, which was -20.45 lower than the previous day. The implied volatity was 29.69, the open interest changed by 120 which increased total open position to 120


On 3 Dec LICI was trading at 969.75. The strike last trading price was 26.1, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 26.1, which was 0.00 lower than the previous day. The implied volatity was 9.28, 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 26.1, which was lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0