LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 01:14 PM IST
| LICI 26DEC2024 990 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.42
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 931.20 | 3.75 | -1.65 | 27.35 | 508 | 51 | 512 | |||
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| 11 Dec | 938.80 | 5.4 | -4.55 | 27.46 | 572 | 96 | 462 | |||
| 10 Dec | 948.20 | 9.95 | -16.95 | 30.32 | 821 | 96 | 367 | |||
| 9 Dec | 986.35 | 26.9 | 2.65 | 31.41 | 646 | 40 | 269 | |||
| 6 Dec | 983.25 | 24.25 | 2.60 | 27.26 | 478 | -3 | 226 | |||
| 5 Dec | 976.90 | 21.65 | -0.10 | 27.29 | 367 | -9 | 229 | |||
| 4 Dec | 971.35 | 21.75 | 0.10 | 27.99 | 288 | -8 | 238 | |||
| 3 Dec | 969.75 | 21.65 | -8.10 | 29.53 | 536 | 168 | 246 | |||
| 2 Dec | 983.80 | 29.75 | -3.75 | 30.40 | 342 | 16 | 77 | |||
| 29 Nov | 985.50 | 33.5 | 30.35 | 400 | 50 | 50 | ||||
For Life Insura Corp Of India - strike price 990 expiring on 26DEC2024
Delta for 990 CE is 0.15
Historical price for 990 CE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 3.75, which was -1.65 lower than the previous day. The implied volatity was 27.35, the open interest changed by 51 which increased total open position to 512
On 11 Dec LICI was trading at 938.80. The strike last trading price was 5.4, which was -4.55 lower than the previous day. The implied volatity was 27.46, the open interest changed by 96 which increased total open position to 462
On 10 Dec LICI was trading at 948.20. The strike last trading price was 9.95, which was -16.95 lower than the previous day. The implied volatity was 30.32, the open interest changed by 96 which increased total open position to 367
On 9 Dec LICI was trading at 986.35. The strike last trading price was 26.9, which was 2.65 higher than the previous day. The implied volatity was 31.41, the open interest changed by 40 which increased total open position to 269
On 6 Dec LICI was trading at 983.25. The strike last trading price was 24.25, which was 2.60 higher than the previous day. The implied volatity was 27.26, the open interest changed by -3 which decreased total open position to 226
On 5 Dec LICI was trading at 976.90. The strike last trading price was 21.65, which was -0.10 lower than the previous day. The implied volatity was 27.29, the open interest changed by -9 which decreased total open position to 229
On 4 Dec LICI was trading at 971.35. The strike last trading price was 21.75, which was 0.10 higher than the previous day. The implied volatity was 27.99, the open interest changed by -8 which decreased total open position to 238
On 3 Dec LICI was trading at 969.75. The strike last trading price was 21.65, which was -8.10 lower than the previous day. The implied volatity was 29.53, the open interest changed by 168 which increased total open position to 246
On 2 Dec LICI was trading at 983.80. The strike last trading price was 29.75, which was -3.75 lower than the previous day. The implied volatity was 30.40, the open interest changed by 16 which increased total open position to 77
On 29 Nov LICI was trading at 985.50. The strike last trading price was 33.5, which was lower than the previous day. The implied volatity was 30.35, the open interest changed by 50 which increased total open position to 50
| LICI 26DEC2024 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.39
Theta: -0.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 931.20 | 58.15 | 5.30 | 25.67 | 3 | 0 | 135 |
| 11 Dec | 938.80 | 52.85 | 3.45 | 26.30 | 9 | -2 | 135 |
| 10 Dec | 948.20 | 49.4 | 22.85 | 32.08 | 115 | -29 | 137 |
| 9 Dec | 986.35 | 26.55 | -0.25 | 31.59 | 271 | 28 | 166 |
| 6 Dec | 983.25 | 26.8 | -7.15 | 28.22 | 168 | 73 | 139 |
| 5 Dec | 976.90 | 33.95 | 0.90 | 31.57 | 11 | 0 | 62 |
| 4 Dec | 971.35 | 33.05 | -5.90 | 28.47 | 30 | -3 | 62 |
| 3 Dec | 969.75 | 38.95 | 8.95 | 31.13 | 80 | 21 | 64 |
| 2 Dec | 983.80 | 30 | -1.00 | 29.04 | 149 | 9 | 44 |
| 29 Nov | 985.50 | 31 | 30.07 | 127 | 36 | 36 | |
For Life Insura Corp Of India - strike price 990 expiring on 26DEC2024
Delta for 990 PE is -0.87
Historical price for 990 PE is as follows
On 12 Dec LICI was trading at 931.20. The strike last trading price was 58.15, which was 5.30 higher than the previous day. The implied volatity was 25.67, the open interest changed by 0 which decreased total open position to 135
On 11 Dec LICI was trading at 938.80. The strike last trading price was 52.85, which was 3.45 higher than the previous day. The implied volatity was 26.30, the open interest changed by -2 which decreased total open position to 135
On 10 Dec LICI was trading at 948.20. The strike last trading price was 49.4, which was 22.85 higher than the previous day. The implied volatity was 32.08, the open interest changed by -29 which decreased total open position to 137
On 9 Dec LICI was trading at 986.35. The strike last trading price was 26.55, which was -0.25 lower than the previous day. The implied volatity was 31.59, the open interest changed by 28 which increased total open position to 166
On 6 Dec LICI was trading at 983.25. The strike last trading price was 26.8, which was -7.15 lower than the previous day. The implied volatity was 28.22, the open interest changed by 73 which increased total open position to 139
On 5 Dec LICI was trading at 976.90. The strike last trading price was 33.95, which was 0.90 higher than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 62
On 4 Dec LICI was trading at 971.35. The strike last trading price was 33.05, which was -5.90 lower than the previous day. The implied volatity was 28.47, the open interest changed by -3 which decreased total open position to 62
On 3 Dec LICI was trading at 969.75. The strike last trading price was 38.95, which was 8.95 higher than the previous day. The implied volatity was 31.13, the open interest changed by 21 which increased total open position to 64
On 2 Dec LICI was trading at 983.80. The strike last trading price was 30, which was -1.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by 9 which increased total open position to 44
On 29 Nov LICI was trading at 985.50. The strike last trading price was 31, which was lower than the previous day. The implied volatity was 30.07, the open interest changed by 36 which increased total open position to 36
