LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 540 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.20
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 592.80 | 56.95 | 2.65 | 47.51 | 13 | 0 | 76 | |||||||||
| 14 Sept | 567.10 | 29.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 569.25 | 104.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Lic Housing Finance Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.89
Historical price for 540 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 56.95, which was 2.65 higher than the previous day. The implied volatity was 47.51, the open interest changed by 0 which decreased total open position to 76
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 29.2, 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 104.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LICHSGFIN 30SEP2025 540 PE | |||||||
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Delta: -0.03
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 0.35 | -0.25 | 29.58 | 104 | -40 | 462 |
| 14 Sept | 567.10 | 1.95 | -0.75 | 22.51 | 234 | -25 | 598 |
| 17 Aug | 569.25 | 8 | 0.25 | 27.37 | 73 | 34 | 68 |
For Lic Housing Finance Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 PE is -0.03
Historical price for 540 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 29.58, the open interest changed by -40 which decreased total open position to 462
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 22.51, the open interest changed by -25 which decreased total open position to 598
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 27.37, the open interest changed by 34 which increased total open position to 68
