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Related Pages for LICI
[--[65.84.65.76]--]
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 980 CE
Delta: 0.24
Vega: 0.58
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 7.25 0.20 27.87 119 -27 730
11 Dec 938.80 7.05 -5.75 26.84 1,000 70 756
10 Dec 948.20 12.8 -19.00 30.37 2,080 422 685
9 Dec 986.35 31.8 2.55 31.09 595 -16 264
6 Dec 983.25 29.25 2.50 27.19 490 -67 280
5 Dec 976.90 26.75 0.05 27.79 556 70 339
4 Dec 971.35 26.7 0.55 28.48 467 27 270
3 Dec 969.75 26.15 -8.65 29.81 478 109 241
2 Dec 983.80 34.8 -3.80 30.46 455 7 130
29 Nov 985.50 38.6 30.30 1,084 124 124

For Life Insura Corp Of India - strike price 980 expiring on 26DEC2024

Delta for 980 CE is 0.24

Historical price for 980 CE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 7.25, which was 0.20 higher than the previous day. The implied volatity was 27.87, the open interest changed by -27 which decreased total open position to 730


On 11 Dec LICI was trading at 938.80. The strike last trading price was 7.05, which was -5.75 lower than the previous day. The implied volatity was 26.84, the open interest changed by 70 which increased total open position to 756


On 10 Dec LICI was trading at 948.20. The strike last trading price was 12.8, which was -19.00 lower than the previous day. The implied volatity was 30.37, the open interest changed by 422 which increased total open position to 685


On 9 Dec LICI was trading at 986.35. The strike last trading price was 31.8, which was 2.55 higher than the previous day. The implied volatity was 31.09, the open interest changed by -16 which decreased total open position to 264


On 6 Dec LICI was trading at 983.25. The strike last trading price was 29.25, which was 2.50 higher than the previous day. The implied volatity was 27.19, the open interest changed by -67 which decreased total open position to 280


On 5 Dec LICI was trading at 976.90. The strike last trading price was 26.75, which was 0.05 higher than the previous day. The implied volatity was 27.79, the open interest changed by 70 which increased total open position to 339


On 4 Dec LICI was trading at 971.35. The strike last trading price was 26.7, which was 0.55 higher than the previous day. The implied volatity was 28.48, the open interest changed by 27 which increased total open position to 270


On 3 Dec LICI was trading at 969.75. The strike last trading price was 26.15, which was -8.65 lower than the previous day. The implied volatity was 29.81, the open interest changed by 109 which increased total open position to 241


On 2 Dec LICI was trading at 983.80. The strike last trading price was 34.8, which was -3.80 lower than the previous day. The implied volatity was 30.46, the open interest changed by 7 which increased total open position to 130


On 29 Nov LICI was trading at 985.50. The strike last trading price was 38.6, which was lower than the previous day. The implied volatity was 30.30, the open interest changed by 124 which increased total open position to 124


LICI 26DEC2024 980 PE
Delta: -0.76
Vega: 0.57
Theta: -0.35
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 938.15 45.15 1.45 27.45 7 -5 240
11 Dec 938.80 43.7 1.45 24.36 32 -15 246
10 Dec 948.20 42.25 20.45 31.94 433 -14 263
9 Dec 986.35 21.8 -0.85 31.63 367 -16 274
6 Dec 983.25 22.65 -2.80 29.06 207 21 288
5 Dec 976.90 25.45 -2.15 28.14 165 48 267
4 Dec 971.35 27.6 -4.70 28.47 115 26 220
3 Dec 969.75 32.3 6.10 30.13 353 45 191
2 Dec 983.80 26.2 1.00 30.18 504 47 146
29 Nov 985.50 25.2 29.09 332 100 100

For Life Insura Corp Of India - strike price 980 expiring on 26DEC2024

Delta for 980 PE is -0.76

Historical price for 980 PE is as follows

On 12 Dec LICI was trading at 938.15. The strike last trading price was 45.15, which was 1.45 higher than the previous day. The implied volatity was 27.45, the open interest changed by -5 which decreased total open position to 240


On 11 Dec LICI was trading at 938.80. The strike last trading price was 43.7, which was 1.45 higher than the previous day. The implied volatity was 24.36, the open interest changed by -15 which decreased total open position to 246


On 10 Dec LICI was trading at 948.20. The strike last trading price was 42.25, which was 20.45 higher than the previous day. The implied volatity was 31.94, the open interest changed by -14 which decreased total open position to 263


On 9 Dec LICI was trading at 986.35. The strike last trading price was 21.8, which was -0.85 lower than the previous day. The implied volatity was 31.63, the open interest changed by -16 which decreased total open position to 274


On 6 Dec LICI was trading at 983.25. The strike last trading price was 22.65, which was -2.80 lower than the previous day. The implied volatity was 29.06, the open interest changed by 21 which increased total open position to 288


On 5 Dec LICI was trading at 976.90. The strike last trading price was 25.45, which was -2.15 lower than the previous day. The implied volatity was 28.14, the open interest changed by 48 which increased total open position to 267


On 4 Dec LICI was trading at 971.35. The strike last trading price was 27.6, which was -4.70 lower than the previous day. The implied volatity was 28.47, the open interest changed by 26 which increased total open position to 220


On 3 Dec LICI was trading at 969.75. The strike last trading price was 32.3, which was 6.10 higher than the previous day. The implied volatity was 30.13, the open interest changed by 45 which increased total open position to 191


On 2 Dec LICI was trading at 983.80. The strike last trading price was 26.2, which was 1.00 higher than the previous day. The implied volatity was 30.18, the open interest changed by 47 which increased total open position to 146


On 29 Nov LICI was trading at 985.50. The strike last trading price was 25.2, which was lower than the previous day. The implied volatity was 29.09, the open interest changed by 100 which increased total open position to 100