Historical option data for LICI
03 Jun 2026 04:10 PM IST
| LICI 30-Jun-2026 (27d) 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0
Theta: -0.2
Gamma: 0.01637
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.45
Historical price for 410 CE is as follows
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 (27d) 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0
Theta: -0.2
Gamma: 0.01217
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.54
Historical price for 410 PE is as follows
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
