LICHSGFIN
Lic Housing Finance Ltd
Historical option data for LICHSGFIN
21 Sep 2025 04:13 PM IST
| LICHSGFIN 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 592.80 | 0.4 | -0.25 | 32.07 | 86 | 35 | 68 | |||||||||
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| 14 Sept | 567.10 | 0.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Lic Housing Finance Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.03
Historical price for 660 CE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 32.07, the open interest changed by 35 which increased total open position to 68
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 0.2, 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 660 PE | |||||||
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Delta: -0.92
Vega: 0.15
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 592.80 | 67 | 1 | 41.70 | 1 | 0 | 33 |
| 14 Sept | 567.10 | 90 | 0 | 0.00 | 0 | 0 | 0 |
For Lic Housing Finance Ltd - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.92
Historical price for 660 PE is as follows
On 21 Sept LICHSGFIN was trading at 592.80. The strike last trading price was 67, which was 1 higher than the previous day. The implied volatity was 41.70, the open interest changed by 0 which decreased total open position to 33
On 14 Sept LICHSGFIN was trading at 567.10. The strike last trading price was 90, 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
