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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 10:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 26DEC2024 940 CE
Delta: 0.54
Vega: 0.74
Theta: -0.84
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 939.85 21.95 0.00 27.24 166 14 159
11 Dec 938.80 21.95 -8.05 27.80 375 110 140
10 Dec 948.20 30 -13.20 30.27 90 27 27
9 Dec 986.35 43.2 0.00 - 0 0 0
6 Dec 983.25 43.2 0.00 - 0 0 0
5 Dec 976.90 43.2 0.00 - 0 0 0
4 Dec 971.35 43.2 0.00 - 0 0 0
3 Dec 969.75 43.2 0.00 - 0 0 0
2 Dec 983.80 43.2 0.00 - 0 0 0
29 Nov 985.50 43.2 - 0 0 0

For Life Insura Corp Of India - strike price 940 expiring on 26DEC2024

Delta for 940 CE is 0.54

Historical price for 940 CE is as follows

On 12 Dec LICI was trading at 939.85. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was 27.24, the open interest changed by 14 which increased total open position to 159


On 11 Dec LICI was trading at 938.80. The strike last trading price was 21.95, which was -8.05 lower than the previous day. The implied volatity was 27.80, the open interest changed by 110 which increased total open position to 140


On 10 Dec LICI was trading at 948.20. The strike last trading price was 30, which was -13.20 lower than the previous day. The implied volatity was 30.27, the open interest changed by 27 which increased total open position to 27


On 9 Dec LICI was trading at 986.35. The strike last trading price was 43.2, 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 43.2, 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 43.2, 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 43.2, 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 43.2, 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 43.2, 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 43.2, 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 940 PE
Delta: -0.46
Vega: 0.74
Theta: -0.59
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 939.85 18.65 -0.35 27.59 94 17 277
11 Dec 938.80 19 0.00 26.22 383 50 261
10 Dec 948.20 19 10.75 30.93 963 113 208
9 Dec 986.35 8.25 -0.35 31.46 114 35 95
6 Dec 983.25 8.6 -2.10 28.87 35 -4 60
5 Dec 976.90 10.7 -1.15 28.88 8 1 66
4 Dec 971.35 11.85 -3.15 28.84 40 18 65
3 Dec 969.75 15 3.45 30.29 35 16 47
2 Dec 983.80 11.55 -2.40 30.20 46 6 31
29 Nov 985.50 13.95 32.42 43 20 20

For Life Insura Corp Of India - strike price 940 expiring on 26DEC2024

Delta for 940 PE is -0.46

Historical price for 940 PE is as follows

On 12 Dec LICI was trading at 939.85. The strike last trading price was 18.65, which was -0.35 lower than the previous day. The implied volatity was 27.59, the open interest changed by 17 which increased total open position to 277


On 11 Dec LICI was trading at 938.80. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 50 which increased total open position to 261


On 10 Dec LICI was trading at 948.20. The strike last trading price was 19, which was 10.75 higher than the previous day. The implied volatity was 30.93, the open interest changed by 113 which increased total open position to 208


On 9 Dec LICI was trading at 986.35. The strike last trading price was 8.25, which was -0.35 lower than the previous day. The implied volatity was 31.46, the open interest changed by 35 which increased total open position to 95


On 6 Dec LICI was trading at 983.25. The strike last trading price was 8.6, which was -2.10 lower than the previous day. The implied volatity was 28.87, the open interest changed by -4 which decreased total open position to 60


On 5 Dec LICI was trading at 976.90. The strike last trading price was 10.7, which was -1.15 lower than the previous day. The implied volatity was 28.88, the open interest changed by 1 which increased total open position to 66


On 4 Dec LICI was trading at 971.35. The strike last trading price was 11.85, which was -3.15 lower than the previous day. The implied volatity was 28.84, the open interest changed by 18 which increased total open position to 65


On 3 Dec LICI was trading at 969.75. The strike last trading price was 15, which was 3.45 higher than the previous day. The implied volatity was 30.29, the open interest changed by 16 which increased total open position to 47


On 2 Dec LICI was trading at 983.80. The strike last trading price was 11.55, which was -2.40 lower than the previous day. The implied volatity was 30.20, the open interest changed by 6 which increased total open position to 31


On 29 Nov LICI was trading at 985.50. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was 32.42, the open interest changed by 20 which increased total open position to 20