LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.13
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 592.80 | 0.8 | -0.4 | 27.79 | 511 | 136 | 442 | |||||||||
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| 14 Sept | 567.10 | 0.35 | -0.05 | 26.76 | 5 | -1 | 117 | |||||||||
For Lic Housing Finance Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.07
Historical price for 640 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 27.79, the open interest changed by 136 which increased total open position to 442
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 26.76, the open interest changed by -1 which decreased total open position to 117
| LICHSGFIN 30SEP2025 640 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 45.2 | -1.5 | - | 17 | -1 | 78 |
| 14 Sept | 567.10 | 86.4 | 0 | 0.00 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -
Historical price for 640 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 45.2, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 78
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 86.4, 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
