LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 530 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.18
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 592.80 | 66.95 | 2.65 | 54.22 | 17 | -3 | 19 | |||||||||
| 14 Sept | 567.10 | 37.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 569.25 | 43 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Lic Housing Finance Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 CE is 0.90
Historical price for 530 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 66.95, which was 2.65 higher than the previous day. The implied volatity was 54.22, the open interest changed by -3 which decreased total open position to 19
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| LICHSGFIN 30SEP2025 530 PE | |||||||
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Delta: -0.02
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 0.3 | -0.1 | 33.49 | 15 | -9 | 267 |
| 14 Sept | 567.10 | 1.15 | -0.4 | 23.86 | 88 | -27 | 326 |
| 17 Aug | 569.25 | 6 | -0.75 | 27.96 | 7 | 6 | 10 |
For Lic Housing Finance Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 PE is -0.02
Historical price for 530 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 33.49, the open interest changed by -9 which decreased total open position to 267
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 23.86, the open interest changed by -27 which decreased total open position to 326
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 6, which was -0.75 lower than the previous day. The implied volatity was 27.96, the open interest changed by 6 which increased total open position to 10
