LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 12:54 PM IST
| LICI 26DEC2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.71
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 932.75 | 12.75 | -3.95 | 25.47 | 1,283 | 81 | 1,085 | |||
| 11 Dec | 938.80 | 16.7 | -8.25 | 26.97 | 1,518 | 311 | 1,009 | |||
| 10 Dec | 948.20 | 24.95 | -26.55 | 30.57 | 1,819 | 577 | 694 | |||
| 9 Dec | 986.35 | 51.5 | 4.00 | 32.04 | 42 | -15 | 117 | |||
| 6 Dec | 983.25 | 47.5 | 4.10 | 26.45 | 125 | 8 | 134 | |||
| 5 Dec | 976.90 | 43.4 | -0.45 | 26.71 | 209 | 24 | 126 | |||
| 4 Dec | 971.35 | 43.85 | 2.10 | 28.73 | 48 | -3 | 101 | |||
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| 3 Dec | 969.75 | 41.75 | -12.85 | 29.42 | 54 | 22 | 104 | |||
| 2 Dec | 983.80 | 54.6 | -2.60 | 32.49 | 136 | -48 | 83 | |||
| 29 Nov | 985.50 | 57.2 | 30.59 | 343 | 131 | 131 | ||||
For Life Insura Corp Of India - strike price 950 expiring on 26DEC2024
Delta for 950 CE is 0.40
Historical price for 950 CE is as follows
On 12 Dec LICI was trading at 932.75. The strike last trading price was 12.75, which was -3.95 lower than the previous day. The implied volatity was 25.47, the open interest changed by 81 which increased total open position to 1085
On 11 Dec LICI was trading at 938.80. The strike last trading price was 16.7, which was -8.25 lower than the previous day. The implied volatity was 26.97, the open interest changed by 311 which increased total open position to 1009
On 10 Dec LICI was trading at 948.20. The strike last trading price was 24.95, which was -26.55 lower than the previous day. The implied volatity was 30.57, the open interest changed by 577 which increased total open position to 694
On 9 Dec LICI was trading at 986.35. The strike last trading price was 51.5, which was 4.00 higher than the previous day. The implied volatity was 32.04, the open interest changed by -15 which decreased total open position to 117
On 6 Dec LICI was trading at 983.25. The strike last trading price was 47.5, which was 4.10 higher than the previous day. The implied volatity was 26.45, the open interest changed by 8 which increased total open position to 134
On 5 Dec LICI was trading at 976.90. The strike last trading price was 43.4, which was -0.45 lower than the previous day. The implied volatity was 26.71, the open interest changed by 24 which increased total open position to 126
On 4 Dec LICI was trading at 971.35. The strike last trading price was 43.85, which was 2.10 higher than the previous day. The implied volatity was 28.73, the open interest changed by -3 which decreased total open position to 101
On 3 Dec LICI was trading at 969.75. The strike last trading price was 41.75, which was -12.85 lower than the previous day. The implied volatity was 29.42, the open interest changed by 22 which increased total open position to 104
On 2 Dec LICI was trading at 983.80. The strike last trading price was 54.6, which was -2.60 lower than the previous day. The implied volatity was 32.49, the open interest changed by -48 which decreased total open position to 83
On 29 Nov LICI was trading at 985.50. The strike last trading price was 57.2, which was lower than the previous day. The implied volatity was 30.59, the open interest changed by 131 which increased total open position to 131
| LICI 26DEC2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.71
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 932.75 | 26.9 | 2.50 | 26.27 | 258 | -19 | 813 |
| 11 Dec | 938.80 | 24.4 | 1.00 | 26.30 | 493 | 13 | 831 |
| 10 Dec | 948.20 | 23.4 | 12.80 | 30.57 | 3,745 | 328 | 821 |
| 9 Dec | 986.35 | 10.6 | -0.75 | 31.19 | 626 | 38 | 495 |
| 6 Dec | 983.25 | 11.35 | -2.05 | 28.98 | 624 | 107 | 448 |
| 5 Dec | 976.90 | 13.4 | -1.60 | 28.49 | 176 | 9 | 342 |
| 4 Dec | 971.35 | 15 | -3.50 | 28.79 | 135 | -18 | 338 |
| 3 Dec | 969.75 | 18.5 | 3.70 | 30.21 | 340 | 111 | 356 |
| 2 Dec | 983.80 | 14.8 | -0.80 | 30.57 | 333 | 41 | 243 |
| 29 Nov | 985.50 | 15.6 | 30.92 | 641 | 204 | 204 | |
For Life Insura Corp Of India - strike price 950 expiring on 26DEC2024
Delta for 950 PE is -0.60
Historical price for 950 PE is as follows
On 12 Dec LICI was trading at 932.75. The strike last trading price was 26.9, which was 2.50 higher than the previous day. The implied volatity was 26.27, the open interest changed by -19 which decreased total open position to 813
On 11 Dec LICI was trading at 938.80. The strike last trading price was 24.4, which was 1.00 higher than the previous day. The implied volatity was 26.30, the open interest changed by 13 which increased total open position to 831
On 10 Dec LICI was trading at 948.20. The strike last trading price was 23.4, which was 12.80 higher than the previous day. The implied volatity was 30.57, the open interest changed by 328 which increased total open position to 821
On 9 Dec LICI was trading at 986.35. The strike last trading price was 10.6, which was -0.75 lower than the previous day. The implied volatity was 31.19, the open interest changed by 38 which increased total open position to 495
On 6 Dec LICI was trading at 983.25. The strike last trading price was 11.35, which was -2.05 lower than the previous day. The implied volatity was 28.98, the open interest changed by 107 which increased total open position to 448
On 5 Dec LICI was trading at 976.90. The strike last trading price was 13.4, which was -1.60 lower than the previous day. The implied volatity was 28.49, the open interest changed by 9 which increased total open position to 342
On 4 Dec LICI was trading at 971.35. The strike last trading price was 15, which was -3.50 lower than the previous day. The implied volatity was 28.79, the open interest changed by -18 which decreased total open position to 338
On 3 Dec LICI was trading at 969.75. The strike last trading price was 18.5, which was 3.70 higher than the previous day. The implied volatity was 30.21, the open interest changed by 111 which increased total open position to 356
On 2 Dec LICI was trading at 983.80. The strike last trading price was 14.8, which was -0.80 lower than the previous day. The implied volatity was 30.57, the open interest changed by 41 which increased total open position to 243
On 29 Nov LICI was trading at 985.50. The strike last trading price was 15.6, which was lower than the previous day. The implied volatity was 30.92, the open interest changed by 204 which increased total open position to 204
