Historical option data for LICI
25 Jun 2026 04:10 PM IST
| LICI 30-Jun-2026 (1d) 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0
Theta: -0.23
Gamma: 0.01672
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 423.35 | 8.25 | -5.75 (-41.07%) | 25.87 | 53 | 190 | 518 | |||||||||
| 24 Jun | 436.60 | 23.35 | -3.65 (-13.52%) | 27.93 | 11 | -6 | 329 | |||||||||
| 23 Jun | 440.15 | 26.9 | -2.1 (-7.24%) | 29.03 | 104 | -63 | 336 | |||||||||
| 22 Jun | 442.40 | 28.6 | -2.4 (-7.74%) | 34.37 | 38 | -27 | 399 | |||||||||
| 19 Jun | 440.15 | 31.4 | 12.4 (65.26%) | 18.23 | 477 | -108 | 426 | |||||||||
| 18 Jun | 430.00 | 19.15 | 7.15 (59.58%) | 28.48 | 910 | -301 | 535 | |||||||||
| 17 Jun | 418.15 | 12.2 | 5.2 (74.29%) | 21.27 | 1,632 | -423 | 843 | |||||||||
| 16 Jun | 411.00 | 6.45 | 1.45 (29.00%) | 17.18 | 1,828 | -53 | 1,267 | |||||||||
| 15 Jun | 405.70 | 4.95 | 0.95 (23.75%) | 18.96 | 1,865 | 133 | 1,322 | |||||||||
| 12 Jun | 399.35 | 4.2 | 2.2 (110.00%) | 22.02 | 610 | -89 | 1,190 | |||||||||
| 11 Jun | 393.20 | 2.65 | -1.35 (-33.75%) | 22.1 | 478 | 63 | 1,278 | |||||||||
| 10 Jun | 395.95 | 3.35 | -2.65 (-44.17%) | 20.43 | 458 | 98 | 1,213 | |||||||||
| 9 Jun | 403.90 | 6 | 2 (50.00%) | 20.8 | 485 | 100 | 1,115 | |||||||||
| 8 Jun | 395.50 | 3.55 | -2.45 (-40.83%) | 21.15 | 320 | 6 | 1,015 | |||||||||
| 5 Jun | 399.90 | 6.1 | 0.1 (1.67%) | 22.7 | 661 | 83 | 1,010 | |||||||||
| 4 Jun | 398.65 | 6.1 | -1.9 (-23.75%) | 22.91 | 520 | 87 | 926 | |||||||||
| 3 Jun | 402.90 | 7.9 | -0.1 (-1.25%) | 21.84 | 1,334 | 32 | 838 | |||||||||
| 2 Jun | 400.70 | 7.65 | 0.65 (9.29%) | 24.84 | 903 | 0 | 806 | |||||||||
| 1 Jun | 404.85 | 6.6 | -5.4 (-45.00%) | 17.61 | 1,516 | 201 | 805 | |||||||||
| 29 May | 411.35 | 11 | -20 (-64.52%) | 18.69 | 401 | 603 | 603 | |||||||||
For Life Insura Corp Of India - strike price 410 expiring on 30JUN2026
Delta for 410 CE is 0.86
Historical price for 410 CE is as follows
On 25 Jun LICI was trading at 423.35. The strike last trading price was 8.25, which was -5.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by 190 which increased total open position to 518
On 24 Jun LICI was trading at 436.60. The strike last trading price was 23.35, which was -3.65 lower than the previous day. The implied volatity was 27.93, the open interest changed by -6 which decreased total open position to 329
On 23 Jun LICI was trading at 440.15. The strike last trading price was 26.9, which was -2.1 lower than the previous day. The implied volatity was 29.03, the open interest changed by -63 which decreased total open position to 336
On 22 Jun LICI was trading at 442.40. The strike last trading price was 28.6, which was -2.4 lower than the previous day. The implied volatity was 34.37, the open interest changed by -27 which decreased total open position to 399
On 19 Jun LICI was trading at 440.15. The strike last trading price was 31.4, which was 12.4 higher than the previous day. The implied volatity was 18.23, the open interest changed by -108 which decreased total open position to 426
On 18 Jun LICI was trading at 430.00. The strike last trading price was 19.15, which was 7.15 higher than the previous day. The implied volatity was 28.48, the open interest changed by -301 which decreased total open position to 535
On 17 Jun LICI was trading at 418.15. The strike last trading price was 12.2, which was 5.2 higher than the previous day. The implied volatity was 21.27, the open interest changed by -423 which decreased total open position to 843
On 16 Jun LICI was trading at 411.00. The strike last trading price was 6.45, which was 1.45 higher than the previous day. The implied volatity was 17.18, the open interest changed by -53 which decreased total open position to 1267
On 15 Jun LICI was trading at 405.70. The strike last trading price was 4.95, which was 0.95 higher than the previous day. The implied volatity was 18.96, the open interest changed by 133 which increased total open position to 1322
On 12 Jun LICI was trading at 399.35. The strike last trading price was 4.2, which was 2.2 higher than the previous day. The implied volatity was 22.02, the open interest changed by -89 which decreased total open position to 1190
On 11 Jun LICI was trading at 393.20. The strike last trading price was 2.65, which was -1.35 lower than the previous day. The implied volatity was 22.1, the open interest changed by 63 which increased total open position to 1278
On 10 Jun LICI was trading at 395.95. The strike last trading price was 3.35, which was -2.65 lower than the previous day. The implied volatity was 20.43, the open interest changed by 98 which increased total open position to 1213
On 9 Jun LICI was trading at 403.90. The strike last trading price was 6, which was 2 higher than the previous day. The implied volatity was 20.8, the open interest changed by 100 which increased total open position to 1115
On 8 Jun LICI was trading at 395.50. The strike last trading price was 3.55, which was -2.45 lower than the previous day. The implied volatity was 21.15, the open interest changed by 6 which increased total open position to 1015
On 5 Jun LICI was trading at 399.90. The strike last trading price was 6.1, which was 0.1 higher than the previous day. The implied volatity was 22.7, the open interest changed by 83 which increased total open position to 1010
On 4 Jun LICI was trading at 398.65. The strike last trading price was 6.1, which was -1.9 lower than the previous day. The implied volatity was 22.91, the open interest changed by 87 which increased total open position to 926
On 3 Jun LICI was trading at 402.90. The strike last trading price was 7.9, which was -0.1 lower than the previous day. The implied volatity was 21.84, the open interest changed by 32 which increased total open position to 838
On 2 Jun LICI was trading at 400.70. The strike last trading price was 7.65, which was 0.65 higher than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 806
On 1 Jun LICI was trading at 404.85. The strike last trading price was 6.6, which was -5.4 lower than the previous day. The implied volatity was 17.61, the open interest changed by 201 which increased total open position to 805
On 29 May LICI was trading at 411.35. The strike last trading price was 11, which was -20 lower than the previous day. The implied volatity was 18.69, the open interest changed by 603 which increased total open position to 603
| LICI 30-Jun-2026 (1d) 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0
Theta: -0.22
Gamma: 0.01667
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 423.35 | 0.9 | -0.05 (-5.26%) | 25.42 | 1,127 | 146 | 489 |
| 24 Jun | 436.60 | 0.3 | -0.05 (-14.29%) | 29 | 212 | -77 | 343 |
| 23 Jun | 440.15 | 0.35 | -0.4 (-53.33%) | 30.11 | 290 | -58 | 421 |
| 22 Jun | 442.40 | 0.8 | -0.05 (-5.88%) | 34.99 | 399 | 24 | 478 |
| 19 Jun | 440.15 | 0.8 | -1.3 (-61.90%) | 30.48 | 1,073 | -114 | 468 |
| 18 Jun | 430.00 | 1.9 | -2.2 (-53.66%) | 28.61 | 3,198 | 21 | 583 |
| 17 Jun | 418.15 | 3.9 | -4.65 (-54.39%) | 24.28 | 869 | 45 | 556 |
| 16 Jun | 411.00 | 8.7 | -3.45 (-28.40%) | 29.58 | 445 | 17 | 510 |
| 15 Jun | 405.70 | 12.05 | -4.25 (-26.07%) | 31.61 | 328 | 23 | 492 |
| 12 Jun | 399.35 | 16 | -7.1 (-30.74%) | 27.92 | 31 | 6 | 468 |
| 11 Jun | 393.20 | 23.3 | 1.85 (8.62%) | 38.73 | 22 | -3 | 462 |
| 10 Jun | 395.95 | 20.6 | 6.1 (42.07%) | 36.35 | 28 | -5 | 464 |
| 9 Jun | 403.90 | 14.9 | -7.75 (-34.22%) | 31.27 | 75 | -1 | 468 |
| 8 Jun | 395.50 | 23.45 | 5.65 (31.74%) | 41.26 | 62 | -9 | 468 |
| 5 Jun | 399.90 | 17.65 | -0.85 (-4.59%) | 30.61 | 48 | -13 | 476 |
| 4 Jun | 398.65 | 18.5 | 2.75 (17.46%) | 29.78 | 43 | -6 | 488 |
| 3 Jun | 402.90 | 15.55 | 0.1 (0.65%) | 29.53 | 55 | -19 | 495 |
| 2 Jun | 400.70 | 15.5 | -2.45 (-13.65%) | 24.72 | 151 | 5 | 514 |
| 1 Jun | 404.85 | 18.35 | 6 (48.58%) | 35.95 | 327 | 29 | 509 |
| 29 May | 411.35 | 12.55 | -6.6 (-34.46%) | 29.35 | 530 | 480 | 480 |
For Life Insura Corp Of India - strike price 410 expiring on 30JUN2026
Delta for 410 PE is -0.13
Historical price for 410 PE is as follows
On 25 Jun LICI was trading at 423.35. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 25.42, the open interest changed by 146 which increased total open position to 489
On 24 Jun LICI was trading at 436.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 29, the open interest changed by -77 which decreased total open position to 343
On 23 Jun LICI was trading at 440.15. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 30.11, the open interest changed by -58 which decreased total open position to 421
On 22 Jun LICI was trading at 442.40. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 34.99, the open interest changed by 24 which increased total open position to 478
On 19 Jun LICI was trading at 440.15. The strike last trading price was 0.8, which was -1.3 lower than the previous day. The implied volatity was 30.48, the open interest changed by -114 which decreased total open position to 468
On 18 Jun LICI was trading at 430.00. The strike last trading price was 1.9, which was -2.2 lower than the previous day. The implied volatity was 28.61, the open interest changed by 21 which increased total open position to 583
On 17 Jun LICI was trading at 418.15. The strike last trading price was 3.9, which was -4.65 lower than the previous day. The implied volatity was 24.28, the open interest changed by 45 which increased total open position to 556
On 16 Jun LICI was trading at 411.00. The strike last trading price was 8.7, which was -3.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by 17 which increased total open position to 510
On 15 Jun LICI was trading at 405.70. The strike last trading price was 12.05, which was -4.25 lower than the previous day. The implied volatity was 31.61, the open interest changed by 23 which increased total open position to 492
On 12 Jun LICI was trading at 399.35. The strike last trading price was 16, which was -7.1 lower than the previous day. The implied volatity was 27.92, the open interest changed by 6 which increased total open position to 468
On 11 Jun LICI was trading at 393.20. The strike last trading price was 23.3, which was 1.85 higher than the previous day. The implied volatity was 38.73, the open interest changed by -3 which decreased total open position to 462
On 10 Jun LICI was trading at 395.95. The strike last trading price was 20.6, which was 6.1 higher than the previous day. The implied volatity was 36.35, the open interest changed by -5 which decreased total open position to 464
On 9 Jun LICI was trading at 403.90. The strike last trading price was 14.9, which was -7.75 lower than the previous day. The implied volatity was 31.27, the open interest changed by -1 which decreased total open position to 468
On 8 Jun LICI was trading at 395.50. The strike last trading price was 23.45, which was 5.65 higher than the previous day. The implied volatity was 41.26, the open interest changed by -9 which decreased total open position to 468
On 5 Jun LICI was trading at 399.90. The strike last trading price was 17.65, which was -0.85 lower than the previous day. The implied volatity was 30.61, the open interest changed by -13 which decreased total open position to 476
On 4 Jun LICI was trading at 398.65. The strike last trading price was 18.5, which was 2.75 higher than the previous day. The implied volatity was 29.78, the open interest changed by -6 which decreased total open position to 488
On 3 Jun LICI was trading at 402.90. The strike last trading price was 15.55, which was 0.1 higher than the previous day. The implied volatity was 29.53, the open interest changed by -19 which decreased total open position to 495
On 2 Jun LICI was trading at 400.70. The strike last trading price was 15.5, which was -2.45 lower than the previous day. The implied volatity was 24.72, the open interest changed by 5 which increased total open position to 514
On 1 Jun LICI was trading at 404.85. The strike last trading price was 18.35, which was 6 higher than the previous day. The implied volatity was 35.95, the open interest changed by 29 which increased total open position to 509
On 29 May LICI was trading at 411.35. The strike last trading price was 12.55, which was -6.6 lower than the previous day. The implied volatity was 29.35, the open interest changed by 480 which increased total open position to 480
