LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 570 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.17
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 592.80 | 25 | -1.6 | 18.12 | 138 | -27 | 943 | |||||||||
| 14 Sept | 567.10 | 9.6 | 0.6 | 19.40 | 3,168 | -293 | 1,892 | |||||||||
| 17 Aug | 569.25 | 14.85 | -2.95 | 13.42 | 19 | 9 | 36 | |||||||||
For Lic Housing Finance Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 CE is 0.91
Historical price for 570 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 25, which was -1.6 lower than the previous day. The implied volatity was 18.12, the open interest changed by -27 which decreased total open position to 943
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 9.6, which was 0.6 higher than the previous day. The implied volatity was 19.40, the open interest changed by -293 which decreased total open position to 1892
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 14.85, which was -2.95 lower than the previous day. The implied volatity was 13.42, the open interest changed by 9 which increased total open position to 36
| LICHSGFIN 30SEP2025 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.23
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 1.7 | -0.65 | 22.70 | 1,045 | -109 | 654 |
| 14 Sept | 567.10 | 9.95 | -2.8 | 19.51 | 503 | 117 | 588 |
| 17 Aug | 569.25 | 24.9 | 0 | 1.10 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 PE is -0.14
Historical price for 570 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 22.70, the open interest changed by -109 which decreased total open position to 654
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 9.95, which was -2.8 lower than the previous day. The implied volatity was 19.51, the open interest changed by 117 which increased total open position to 588
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 24.9, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
