LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 28OCT2025 580 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.66
Theta: -0.27
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 592.80 | 25.5 | -1.6 | 18.77 | 43 | 6 | 170 | |||||||||
| 14 Sept | 567.10 | 14.45 | 1.95 | 21.10 | 3 | 0 | 7 | |||||||||
| 17 Aug | 569.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Lic Housing Finance Ltd - strike price 580 expiring on 28OCT2025
Delta for 580 CE is 0.71
Historical price for 580 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 25.5, which was -1.6 lower than the previous day. The implied volatity was 18.77, the open interest changed by 6 which increased total open position to 170
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 14.45, which was 1.95 higher than the previous day. The implied volatity was 21.10, the open interest changed by 0 which decreased total open position to 7
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 0, 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 28OCT2025 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.69
Theta: -0.14
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 8.95 | -0.15 | 21.89 | 58 | 18 | 96 |
| 14 Sept | 567.10 | 19.7 | -9.6 | 20.60 | 7 | 6 | 4 |
| 17 Aug | 569.25 | 35.3 | 0 | 0.08 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 580 expiring on 28OCT2025
Delta for 580 PE is -0.31
Historical price for 580 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 8.95, which was -0.15 lower than the previous day. The implied volatity was 21.89, the open interest changed by 18 which increased total open position to 96
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 19.7, which was -9.6 lower than the previous day. The implied volatity was 20.60, the open interest changed by 6 which increased total open position to 4
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 35.3, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
