LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 01:14 PM IST
| LICI 26DEC2024 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.50
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 931.20 | 5.05 | -2.00 | 26.79 | 645 | -85 | 672 | |||
| 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 0.19
Historical price for 980 CE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 5.05, which was -2.00 lower than the previous day. The implied volatity was 26.79, the open interest changed by -85 which decreased total open position to 672
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: -0.86
Vega: 0.41
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 931.20 | 47.9 | 4.20 | 21.80 | 25 | -16 | 229 |
| 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 -0.86
Historical price for 980 PE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 47.9, which was 4.20 higher than the previous day. The implied volatity was 21.80, the open interest changed by -16 which decreased total open position to 229
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
