LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 590 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.40
Theta: -0.44
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 592.80 | 10.05 | -2.2 | 18.89 | 2,133 | -75 | 703 | |||||||||
| 14 Sept | 567.10 | 3.15 | 0.1 | 20.02 | 552 | 8 | 619 | |||||||||
| 17 Aug | 569.25 | 18.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Lic Housing Finance Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 CE is 0.59
Historical price for 590 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 10.05, which was -2.2 lower than the previous day. The implied volatity was 18.89, the open interest changed by -75 which decreased total open position to 703
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 3.15, which was 0.1 higher than the previous day. The implied volatity was 20.02, the open interest changed by 8 which increased total open position to 619
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 18.55, 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
| LICHSGFIN 30SEP2025 590 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.40
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 6.9 | -0.95 | 21.71 | 1,254 | -95 | 405 |
| 14 Sept | 567.10 | 23.05 | -3.6 | 19.21 | 33 | -1 | 195 |
| 17 Aug | 569.25 | 34 | 0 | 0.00 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 PE is -0.42
Historical price for 590 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 6.9, which was -0.95 lower than the previous day. The implied volatity was 21.71, the open interest changed by -95 which decreased total open position to 405
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 23.05, which was -3.6 lower than the previous day. The implied volatity was 19.21, the open interest changed by -1 which decreased total open position to 195
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 34, 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
