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Related Pages for LICI
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LICI
Life Insura Corp Of India
938.3 -0.50 (-0.05%)

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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 930 CE
Delta: 0.60
Vega: 0.72
Theta: -0.89
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 27.95 0.75 29.50 8 2 32
11 Dec 938.80 27.2 -9.30 27.63 31 23 29
10 Dec 948.20 36.5 -22.75 31.03 3 2 5
9 Dec 986.35 59.25 0.00 0.00 0 0 0
6 Dec 983.25 59.25 0.00 0.00 0 0 0
5 Dec 976.90 59.25 0.00 0.00 0 0 0
4 Dec 971.35 59.25 0.00 0.00 0 3 0
3 Dec 969.75 59.25 10.95 34.60 5 2 2
2 Dec 983.80 48.3 0.00 - 0 0 0
29 Nov 985.50 48.3 - 0 0 0

For Life Insura Corp Of India - strike price 930 expiring on 26DEC2024

Delta for 930 CE is 0.60

Historical price for 930 CE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 27.95, which was 0.75 higher than the previous day. The implied volatity was 29.50, the open interest changed by 2 which increased total open position to 32


On 11 Dec LICI was trading at 938.80. The strike last trading price was 27.2, which was -9.30 lower than the previous day. The implied volatity was 27.63, the open interest changed by 23 which increased total open position to 29


On 10 Dec LICI was trading at 948.20. The strike last trading price was 36.5, which was -22.75 lower than the previous day. The implied volatity was 31.03, the open interest changed by 2 which increased total open position to 5


On 9 Dec LICI was trading at 986.35. The strike last trading price was 59.25, 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 6 Dec LICI was trading at 983.25. The strike last trading price was 59.25, 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 5 Dec LICI was trading at 976.90. The strike last trading price was 59.25, 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 4 Dec LICI was trading at 971.35. The strike last trading price was 59.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 3 Dec LICI was trading at 969.75. The strike last trading price was 59.25, which was 10.95 higher than the previous day. The implied volatity was 34.60, the open interest changed by 2 which increased total open position to 2


On 2 Dec LICI was trading at 983.80. The strike last trading price was 48.3, 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 48.3, 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 930 PE
Delta: -0.40
Vega: 0.71
Theta: -0.57
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 14.6 0.20 27.07 33 -4 331
11 Dec 938.80 14.4 -0.35 26.15 253 11 335
10 Dec 948.20 14.75 8.15 30.65 628 157 324
9 Dec 986.35 6.6 -0.35 32.24 163 11 166
6 Dec 983.25 6.95 -0.70 29.65 50 7 155
5 Dec 976.90 7.65 -2.25 28.07 63 -13 151
4 Dec 971.35 9.9 -2.15 29.85 67 23 164
3 Dec 969.75 12.05 2.40 30.43 162 48 145
2 Dec 983.80 9.65 -2.20 30.99 87 44 96
29 Nov 985.50 11.85 33.08 67 53 53

For Life Insura Corp Of India - strike price 930 expiring on 26DEC2024

Delta for 930 PE is -0.40

Historical price for 930 PE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 14.6, which was 0.20 higher than the previous day. The implied volatity was 27.07, the open interest changed by -4 which decreased total open position to 331


On 11 Dec LICI was trading at 938.80. The strike last trading price was 14.4, which was -0.35 lower than the previous day. The implied volatity was 26.15, the open interest changed by 11 which increased total open position to 335


On 10 Dec LICI was trading at 948.20. The strike last trading price was 14.75, which was 8.15 higher than the previous day. The implied volatity was 30.65, the open interest changed by 157 which increased total open position to 324


On 9 Dec LICI was trading at 986.35. The strike last trading price was 6.6, which was -0.35 lower than the previous day. The implied volatity was 32.24, the open interest changed by 11 which increased total open position to 166


On 6 Dec LICI was trading at 983.25. The strike last trading price was 6.95, which was -0.70 lower than the previous day. The implied volatity was 29.65, the open interest changed by 7 which increased total open position to 155


On 5 Dec LICI was trading at 976.90. The strike last trading price was 7.65, which was -2.25 lower than the previous day. The implied volatity was 28.07, the open interest changed by -13 which decreased total open position to 151


On 4 Dec LICI was trading at 971.35. The strike last trading price was 9.9, which was -2.15 lower than the previous day. The implied volatity was 29.85, the open interest changed by 23 which increased total open position to 164


On 3 Dec LICI was trading at 969.75. The strike last trading price was 12.05, which was 2.40 higher than the previous day. The implied volatity was 30.43, the open interest changed by 48 which increased total open position to 145


On 2 Dec LICI was trading at 983.80. The strike last trading price was 9.65, which was -2.20 lower than the previous day. The implied volatity was 30.99, the open interest changed by 44 which increased total open position to 96


On 29 Nov LICI was trading at 985.50. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was 33.08, the open interest changed by 53 which increased total open position to 53