LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 10:04 AM IST
| LICI 26DEC2024 970 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.66
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 939.85 | 10 | 0.45 | 27.36 | 121 | -42 | 504 | |||
| 11 Dec | 938.80 | 9.55 | -6.70 | 26.81 | 910 | 127 | 545 | |||
| 10 Dec | 948.20 | 16.25 | -21.25 | 30.46 | 1,492 | 305 | 418 | |||
| 9 Dec | 986.35 | 37.5 | 1.55 | 31.00 | 53 | -6 | 113 | |||
| 6 Dec | 983.25 | 35.95 | 4.20 | 28.45 | 144 | -21 | 117 | |||
| 5 Dec | 976.90 | 31.75 | -0.05 | 27.53 | 217 | 20 | 137 | |||
| 4 Dec | 971.35 | 31.8 | 1.30 | 28.51 | 196 | 37 | 115 | |||
| 3 Dec | 969.75 | 30.5 | -10.10 | 29.37 | 135 | 19 | 78 | |||
| 2 Dec | 983.80 | 40.6 | -5.55 | 30.77 | 140 | 16 | 59 | |||
| 29 Nov | 985.50 | 46.15 | 32.18 | 328 | 42 | 42 | ||||
For Life Insura Corp Of India - strike price 970 expiring on 26DEC2024
Delta for 970 CE is 0.31
Historical price for 970 CE is as follows
On 12 Dec LICI was trading at 939.85. The strike last trading price was 10, which was 0.45 higher than the previous day. The implied volatity was 27.36, the open interest changed by -42 which decreased total open position to 504
On 11 Dec LICI was trading at 938.80. The strike last trading price was 9.55, which was -6.70 lower than the previous day. The implied volatity was 26.81, the open interest changed by 127 which increased total open position to 545
On 10 Dec LICI was trading at 948.20. The strike last trading price was 16.25, which was -21.25 lower than the previous day. The implied volatity was 30.46, the open interest changed by 305 which increased total open position to 418
On 9 Dec LICI was trading at 986.35. The strike last trading price was 37.5, which was 1.55 higher than the previous day. The implied volatity was 31.00, the open interest changed by -6 which decreased total open position to 113
On 6 Dec LICI was trading at 983.25. The strike last trading price was 35.95, which was 4.20 higher than the previous day. The implied volatity was 28.45, the open interest changed by -21 which decreased total open position to 117
On 5 Dec LICI was trading at 976.90. The strike last trading price was 31.75, which was -0.05 lower than the previous day. The implied volatity was 27.53, the open interest changed by 20 which increased total open position to 137
On 4 Dec LICI was trading at 971.35. The strike last trading price was 31.8, which was 1.30 higher than the previous day. The implied volatity was 28.51, the open interest changed by 37 which increased total open position to 115
On 3 Dec LICI was trading at 969.75. The strike last trading price was 30.5, which was -10.10 lower than the previous day. The implied volatity was 29.37, the open interest changed by 19 which increased total open position to 78
On 2 Dec LICI was trading at 983.80. The strike last trading price was 40.6, which was -5.55 lower than the previous day. The implied volatity was 30.77, the open interest changed by 16 which increased total open position to 59
On 29 Nov LICI was trading at 985.50. The strike last trading price was 46.15, which was lower than the previous day. The implied volatity was 32.18, the open interest changed by 42 which increased total open position to 42
| LICI 26DEC2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.65
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 939.85 | 35.5 | -1.75 | 26.10 | 1 | 0 | 154 |
| 11 Dec | 938.80 | 37.25 | 2.00 | 26.17 | 50 | 8 | 157 |
| 10 Dec | 948.20 | 35.25 | 17.75 | 31.30 | 909 | 41 | 148 |
| 9 Dec | 986.35 | 17.5 | -0.50 | 31.51 | 150 | 21 | 106 |
| 6 Dec | 983.25 | 18 | -3.30 | 28.68 | 68 | 2 | 86 |
| 5 Dec | 976.90 | 21.3 | -1.45 | 28.75 | 95 | 18 | 84 |
| 4 Dec | 971.35 | 22.75 | -4.75 | 28.49 | 78 | 1 | 68 |
| 3 Dec | 969.75 | 27.5 | 5.00 | 30.50 | 68 | 9 | 67 |
| 2 Dec | 983.80 | 22.5 | 0.45 | 30.93 | 124 | 20 | 58 |
| 29 Nov | 985.50 | 22.05 | 30.17 | 132 | 38 | 38 | |
For Life Insura Corp Of India - strike price 970 expiring on 26DEC2024
Delta for 970 PE is -0.70
Historical price for 970 PE is as follows
On 12 Dec LICI was trading at 939.85. The strike last trading price was 35.5, which was -1.75 lower than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 154
On 11 Dec LICI was trading at 938.80. The strike last trading price was 37.25, which was 2.00 higher than the previous day. The implied volatity was 26.17, the open interest changed by 8 which increased total open position to 157
On 10 Dec LICI was trading at 948.20. The strike last trading price was 35.25, which was 17.75 higher than the previous day. The implied volatity was 31.30, the open interest changed by 41 which increased total open position to 148
On 9 Dec LICI was trading at 986.35. The strike last trading price was 17.5, which was -0.50 lower than the previous day. The implied volatity was 31.51, the open interest changed by 21 which increased total open position to 106
On 6 Dec LICI was trading at 983.25. The strike last trading price was 18, which was -3.30 lower than the previous day. The implied volatity was 28.68, the open interest changed by 2 which increased total open position to 86
On 5 Dec LICI was trading at 976.90. The strike last trading price was 21.3, which was -1.45 lower than the previous day. The implied volatity was 28.75, the open interest changed by 18 which increased total open position to 84
On 4 Dec LICI was trading at 971.35. The strike last trading price was 22.75, which was -4.75 lower than the previous day. The implied volatity was 28.49, the open interest changed by 1 which increased total open position to 68
On 3 Dec LICI was trading at 969.75. The strike last trading price was 27.5, which was 5.00 higher than the previous day. The implied volatity was 30.50, the open interest changed by 9 which increased total open position to 67
On 2 Dec LICI was trading at 983.80. The strike last trading price was 22.5, which was 0.45 higher than the previous day. The implied volatity was 30.93, the open interest changed by 20 which increased total open position to 58
On 29 Nov LICI was trading at 985.50. The strike last trading price was 22.05, which was lower than the previous day. The implied volatity was 30.17, the open interest changed by 38 which increased total open position to 38
