LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.40
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 592.80 | 5.65 | -2.15 | 19.85 | 5,896 | -1,227 | 2,971 | |||||||||
| 14 Sept | 567.10 | 1.75 | 0.05 | 20.74 | 803 | 19 | 1,465 | |||||||||
| 17 Aug | 569.25 | 5.55 | -1.95 | 16.83 | 52 | 3 | 201 | |||||||||
For Lic Housing Finance Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.40
Historical price for 600 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 5.65, which was -2.15 lower than the previous day. The implied volatity was 19.85, the open interest changed by -1227 which decreased total open position to 2971
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 20.74, the open interest changed by 19 which increased total open position to 1465
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 5.55, which was -1.95 lower than the previous day. The implied volatity was 16.83, the open interest changed by 3 which increased total open position to 201
| LICHSGFIN 30SEP2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.40
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 12.55 | -0.65 | 22.87 | 453 | -24 | 925 |
| 14 Sept | 567.10 | 32 | -4.6 | 21.11 | 45 | -25 | 926 |
| 17 Aug | 569.25 | 43.1 | 4.95 | 36.80 | 6 | 5 | 77 |
For Lic Housing Finance Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.59
Historical price for 600 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 12.55, which was -0.65 lower than the previous day. The implied volatity was 22.87, the open interest changed by -24 which decreased total open position to 925
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 32, which was -4.6 lower than the previous day. The implied volatity was 21.11, the open interest changed by -25 which decreased total open position to 926
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 43.1, which was 4.95 higher than the previous day. The implied volatity was 36.80, the open interest changed by 5 which increased total open position to 77
