LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 610 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.32
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 592.80 | 3.1 | -1.5 | 21.18 | 1,705 | -236 | 603 | |||||||||
| 14 Sept | 567.10 | 1.1 | 0 | 22.24 | 133 | 13 | 372 | |||||||||
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| 17 Aug | 569.25 | 5.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Lic Housing Finance Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.24
Historical price for 610 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 3.1, which was -1.5 lower than the previous day. The implied volatity was 21.18, the open interest changed by -236 which decreased total open position to 603
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 22.24, the open interest changed by 13 which increased total open position to 372
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 5.8, 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 610 PE | |||||||
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Delta: -0.72
Vega: 0.35
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 19.95 | 0.3 | 24.71 | 54 | 2 | 50 |
| 14 Sept | 567.10 | 44.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 569.25 | 45.5 | 0 | - | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.72
Historical price for 610 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 19.95, which was 0.3 higher than the previous day. The implied volatity was 24.71, the open interest changed by 2 which increased total open position to 50
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 44.4, 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 45.5, 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
