`
Related Pages for LICI
[--[65.84.65.76]--]
LICI
Life Insura Corp Of India
931.3 -7.50 (-0.80%)

Back to Option Chain

Historical option data for LICI

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 920 CE
Delta: 0.63
Vega: 0.69
Theta: -0.81
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.20 27.6 -5.30 26.80 17 8 32
11 Dec 938.80 32.9 -20.85 27.01 34 23 23
10 Dec 948.20 53.75 0.00 - 0 0 0
9 Dec 986.35 53.75 0.00 - 0 0 0
6 Dec 983.25 53.75 0.00 - 0 0 0
5 Dec 976.90 53.75 0.00 - 0 0 0
4 Dec 971.35 53.75 0.00 - 0 0 0
3 Dec 969.75 53.75 0.00 - 0 0 0
2 Dec 983.80 53.75 0.00 - 0 0 0
29 Nov 985.50 53.75 - 0 0 0

For Life Insura Corp Of India - strike price 920 expiring on 26DEC2024

Delta for 920 CE is 0.63

Historical price for 920 CE is as follows

On 12 Dec LICI was trading at 931.20. The strike last trading price was 27.6, which was -5.30 lower than the previous day. The implied volatity was 26.80, the open interest changed by 8 which increased total open position to 32


On 11 Dec LICI was trading at 938.80. The strike last trading price was 32.9, which was -20.85 lower than the previous day. The implied volatity was 27.01, the open interest changed by 23 which increased total open position to 23


On 10 Dec LICI was trading at 948.20. The strike last trading price was 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 53.75, 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 920 PE
Delta: -0.37
Vega: 0.69
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 931.20 12.6 2.15 26.29 185 -46 257
11 Dec 938.80 10.45 -0.70 25.87 779 29 307
10 Dec 948.20 11.15 6.25 30.35 777 129 281
9 Dec 986.35 4.9 -0.15 32.25 404 59 150
6 Dec 983.25 5.05 -1.05 29.43 39 16 91
5 Dec 976.90 6.1 -1.10 28.80 107 59 75
4 Dec 971.35 7.2 -2.80 29.21 14 7 15
3 Dec 969.75 10 -20.15 31.46 18 8 8
2 Dec 983.80 30.15 0.00 7.31 0 0 0
29 Nov 985.50 30.15 7.41 0 0 0

For Life Insura Corp Of India - strike price 920 expiring on 26DEC2024

Delta for 920 PE is -0.37

Historical price for 920 PE is as follows

On 12 Dec LICI was trading at 931.20. The strike last trading price was 12.6, which was 2.15 higher than the previous day. The implied volatity was 26.29, the open interest changed by -46 which decreased total open position to 257


On 11 Dec LICI was trading at 938.80. The strike last trading price was 10.45, which was -0.70 lower than the previous day. The implied volatity was 25.87, the open interest changed by 29 which increased total open position to 307


On 10 Dec LICI was trading at 948.20. The strike last trading price was 11.15, which was 6.25 higher than the previous day. The implied volatity was 30.35, the open interest changed by 129 which increased total open position to 281


On 9 Dec LICI was trading at 986.35. The strike last trading price was 4.9, which was -0.15 lower than the previous day. The implied volatity was 32.25, the open interest changed by 59 which increased total open position to 150


On 6 Dec LICI was trading at 983.25. The strike last trading price was 5.05, which was -1.05 lower than the previous day. The implied volatity was 29.43, the open interest changed by 16 which increased total open position to 91


On 5 Dec LICI was trading at 976.90. The strike last trading price was 6.1, which was -1.10 lower than the previous day. The implied volatity was 28.80, the open interest changed by 59 which increased total open position to 75


On 4 Dec LICI was trading at 971.35. The strike last trading price was 7.2, which was -2.80 lower than the previous day. The implied volatity was 29.21, the open interest changed by 7 which increased total open position to 15


On 3 Dec LICI was trading at 969.75. The strike last trading price was 10, which was -20.15 lower than the previous day. The implied volatity was 31.46, the open interest changed by 8 which increased total open position to 8


On 2 Dec LICI was trading at 983.80. The strike last trading price was 30.15, which was 0.00 lower than the previous day. The implied volatity was 7.31, 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 30.15, which was lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0