LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 630 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.17
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 592.80 | 1.15 | -0.65 | 25.32 | 552 | -2 | 316 | |||||||||
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| 14 Sept | 567.10 | 0.45 | -0.05 | 24.92 | 33 | 15 | 100 | |||||||||
For Lic Housing Finance Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.10
Historical price for 630 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 25.32, the open interest changed by -2 which decreased total open position to 316
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 24.92, the open interest changed by 15 which increased total open position to 100
| LICHSGFIN 30SEP2025 630 PE | |||||||
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Delta: -0.98
Vega: 0.04
Theta: 0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 35.7 | -0.7 | 15.71 | 33 | -4 | 39 |
| 14 Sept | 567.10 | 76.3 | 0 | 0.00 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.98
Historical price for 630 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 35.7, which was -0.7 lower than the previous day. The implied volatity was 15.71, the open interest changed by -4 which decreased total open position to 39
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 76.3, 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
