LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 12:54 PM IST
| LICI 26DEC2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.66
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 932.75 | 9.8 | -2.90 | 26.10 | 563 | 1 | 717 | |||
| 11 Dec | 938.80 | 12.7 | -7.25 | 26.79 | 1,036 | 164 | 715 | |||
| 10 Dec | 948.20 | 19.95 | -25.05 | 30.09 | 2,132 | 484 | 556 | |||
| 9 Dec | 986.35 | 45 | -0.60 | 32.51 | 59 | 28 | 69 | |||
| 6 Dec | 983.25 | 45.6 | 6.15 | 32.56 | 26 | -7 | 40 | |||
| 5 Dec | 976.90 | 39.45 | 3.05 | 29.63 | 19 | -3 | 46 | |||
| 4 Dec | 971.35 | 36.4 | 0.45 | 27.35 | 21 | 5 | 49 | |||
| 3 Dec | 969.75 | 35.95 | -10.75 | 29.50 | 23 | 3 | 44 | |||
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| 2 Dec | 983.80 | 46.7 | -6.65 | 30.87 | 68 | 3 | 42 | |||
| 29 Nov | 985.50 | 53.35 | 33.37 | 519 | 38 | 38 | ||||
For Life Insura Corp Of India - strike price 960 expiring on 26DEC2024
Delta for 960 CE is 0.32
Historical price for 960 CE is as follows
On 12 Dec LICI was trading at 932.75. The strike last trading price was 9.8, which was -2.90 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1 which increased total open position to 717
On 11 Dec LICI was trading at 938.80. The strike last trading price was 12.7, which was -7.25 lower than the previous day. The implied volatity was 26.79, the open interest changed by 164 which increased total open position to 715
On 10 Dec LICI was trading at 948.20. The strike last trading price was 19.95, which was -25.05 lower than the previous day. The implied volatity was 30.09, the open interest changed by 484 which increased total open position to 556
On 9 Dec LICI was trading at 986.35. The strike last trading price was 45, which was -0.60 lower than the previous day. The implied volatity was 32.51, the open interest changed by 28 which increased total open position to 69
On 6 Dec LICI was trading at 983.25. The strike last trading price was 45.6, which was 6.15 higher than the previous day. The implied volatity was 32.56, the open interest changed by -7 which decreased total open position to 40
On 5 Dec LICI was trading at 976.90. The strike last trading price was 39.45, which was 3.05 higher than the previous day. The implied volatity was 29.63, the open interest changed by -3 which decreased total open position to 46
On 4 Dec LICI was trading at 971.35. The strike last trading price was 36.4, which was 0.45 higher than the previous day. The implied volatity was 27.35, the open interest changed by 5 which increased total open position to 49
On 3 Dec LICI was trading at 969.75. The strike last trading price was 35.95, which was -10.75 lower than the previous day. The implied volatity was 29.50, the open interest changed by 3 which increased total open position to 44
On 2 Dec LICI was trading at 983.80. The strike last trading price was 46.7, which was -6.65 lower than the previous day. The implied volatity was 30.87, the open interest changed by 3 which increased total open position to 42
On 29 Nov LICI was trading at 985.50. The strike last trading price was 53.35, which was lower than the previous day. The implied volatity was 33.37, the open interest changed by 38 which increased total open position to 38
| LICI 26DEC2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.66
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 932.75 | 33.9 | 3.50 | 26.94 | 55 | -18 | 247 |
| 11 Dec | 938.80 | 30.4 | 1.20 | 26.15 | 91 | 16 | 266 |
| 10 Dec | 948.20 | 29.2 | 15.45 | 31.17 | 1,545 | 128 | 250 |
| 9 Dec | 986.35 | 13.75 | -0.60 | 31.33 | 191 | 42 | 122 |
| 6 Dec | 983.25 | 14.35 | -2.40 | 28.83 | 93 | 18 | 80 |
| 5 Dec | 976.90 | 16.75 | -1.90 | 28.27 | 98 | 2 | 64 |
| 4 Dec | 971.35 | 18.65 | -2.70 | 28.70 | 51 | 14 | 61 |
| 3 Dec | 969.75 | 21.35 | 3.05 | 28.90 | 68 | 20 | 47 |
| 2 Dec | 983.80 | 18.3 | -0.40 | 30.65 | 83 | 12 | 27 |
| 29 Nov | 985.50 | 18.7 | 30.63 | 50 | 13 | 13 | |
For Life Insura Corp Of India - strike price 960 expiring on 26DEC2024
Delta for 960 PE is -0.67
Historical price for 960 PE is as follows
On 12 Dec LICI was trading at 932.75. The strike last trading price was 33.9, which was 3.50 higher than the previous day. The implied volatity was 26.94, the open interest changed by -18 which decreased total open position to 247
On 11 Dec LICI was trading at 938.80. The strike last trading price was 30.4, which was 1.20 higher than the previous day. The implied volatity was 26.15, the open interest changed by 16 which increased total open position to 266
On 10 Dec LICI was trading at 948.20. The strike last trading price was 29.2, which was 15.45 higher than the previous day. The implied volatity was 31.17, the open interest changed by 128 which increased total open position to 250
On 9 Dec LICI was trading at 986.35. The strike last trading price was 13.75, which was -0.60 lower than the previous day. The implied volatity was 31.33, the open interest changed by 42 which increased total open position to 122
On 6 Dec LICI was trading at 983.25. The strike last trading price was 14.35, which was -2.40 lower than the previous day. The implied volatity was 28.83, the open interest changed by 18 which increased total open position to 80
On 5 Dec LICI was trading at 976.90. The strike last trading price was 16.75, which was -1.90 lower than the previous day. The implied volatity was 28.27, the open interest changed by 2 which increased total open position to 64
On 4 Dec LICI was trading at 971.35. The strike last trading price was 18.65, which was -2.70 lower than the previous day. The implied volatity was 28.70, the open interest changed by 14 which increased total open position to 61
On 3 Dec LICI was trading at 969.75. The strike last trading price was 21.35, which was 3.05 higher than the previous day. The implied volatity was 28.90, the open interest changed by 20 which increased total open position to 47
On 2 Dec LICI was trading at 983.80. The strike last trading price was 18.3, which was -0.40 lower than the previous day. The implied volatity was 30.65, the open interest changed by 12 which increased total open position to 27
On 29 Nov LICI was trading at 985.50. The strike last trading price was 18.7, which was lower than the previous day. The implied volatity was 30.63, the open interest changed by 13 which increased total open position to 13
