LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.15
Vega: 0.24
Theta: -0.27
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 592.80 | 1.75 | -1.05 | 22.83 | 1,539 | 61 | 725 | |||||||||
| 14 Sept | 567.10 | 0.75 | 0.05 | 23.97 | 63 | 17 | 380 | |||||||||
| 17 Aug | 569.25 | 3.95 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
For Lic Housing Finance Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.15
Historical price for 620 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 1.75, which was -1.05 lower than the previous day. The implied volatity was 22.83, the open interest changed by 61 which increased total open position to 725
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 23.97, the open interest changed by 17 which increased total open position to 380
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 3.95, which was -0.05 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 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.28
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 28.55 | 0.8 | 27.31 | 44 | -7 | 75 |
| 14 Sept | 567.10 | 49.95 | -8.2 | - | 7 | -2 | 94 |
| 17 Aug | 569.25 | 60 | 35 | 41.36 | 1 | 1 | 2 |
For Lic Housing Finance Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.81
Historical price for 620 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 28.55, which was 0.8 higher than the previous day. The implied volatity was 27.31, the open interest changed by -7 which decreased total open position to 75
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 49.95, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 94
On 17 Aug LICHSGFIN was trading at 569.25. The strike last trading price was 60, which was 35 higher than the previous day. The implied volatity was 41.36, the open interest changed by 1 which increased total open position to 2
