Historical option data for LICI
18 Jun 2026 04:10 PM IST
| LICI 30-Jun-2026 (11d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0
Theta: -0.23
Gamma: 0.01306
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 430.00 | 15.5 | 6.5 (72.22%) | 28.68 | 656 | -171 | 384 | |||||||||
| 17 Jun | 418.15 | 9.3 | 4.3 (86.00%) | 22.77 | 1,755 | 25 | 555 | |||||||||
| 16 Jun | 411.00 | 4.6 | 0.6 (15.00%) | 18.54 | 597 | -17 | 533 | |||||||||
| 15 Jun | 405.70 | 3.8 | 0.8 (26.67%) | 20.76 | 751 | -37 | 549 | |||||||||
| 12 Jun | 399.35 | 3.25 | 1.25 (62.50%) | 24.15 | 341 | -8 | 587 | |||||||||
| 11 Jun | 393.20 | 2 | -1 (-33.33%) | 23.34 | 250 | -15 | 594 | |||||||||
| 10 Jun | 395.95 | 2.65 | -2.35 (-47.00%) | 22.07 | 244 | 24 | 610 | |||||||||
| 9 Jun | 403.90 | 4.8 | 1.8 (60.00%) | 23.18 | 208 | 1 | 585 | |||||||||
| 8 Jun | 395.50 | 2.55 | -2.45 (-49.00%) | 21.65 | 200 | 20 | 585 | |||||||||
| 5 Jun | 399.90 | 4.7 | -0.3 (-6.00%) | 23.67 | 223 | 0 | 564 | |||||||||
| 4 Jun | 398.65 | 4.9 | -1.1 (-18.33%) | 23.87 | 175 | -21 | 564 | |||||||||
| 3 Jun | 402.90 | 6.45 | 0.45 (7.50%) | 23.42 | 664 | 51 | 587 | |||||||||
| 2 Jun | 400.70 | 6.05 | 1.05 (21.00%) | 24.98 | 435 | 6 | 538 | |||||||||
| 1 Jun | 404.85 | 5.2 | -3.8 (-42.22%) | 18.76 | 499 | 40 | 533 | |||||||||
| 29 May | 411.35 | 9.3 | -17.7 (-65.56%) | 20.38 | 1,141 | 492 | 492 | |||||||||
For Life Insura Corp Of India - strike price 415 expiring on 30JUN2026
Delta for 415 CE is 0.78
Historical price for 415 CE is as follows
On 18 Jun LICI was trading at 430.00. The strike last trading price was 15.5, which was 6.5 higher than the previous day. The implied volatity was 28.68, the open interest changed by -171 which decreased total open position to 384
On 17 Jun LICI was trading at 418.15. The strike last trading price was 9.3, which was 4.3 higher than the previous day. The implied volatity was 22.77, the open interest changed by 25 which increased total open position to 555
On 16 Jun LICI was trading at 411.00. The strike last trading price was 4.6, which was 0.6 higher than the previous day. The implied volatity was 18.54, the open interest changed by -17 which decreased total open position to 533
On 15 Jun LICI was trading at 405.70. The strike last trading price was 3.8, which was 0.8 higher than the previous day. The implied volatity was 20.76, the open interest changed by -37 which decreased total open position to 549
On 12 Jun LICI was trading at 399.35. The strike last trading price was 3.25, which was 1.25 higher than the previous day. The implied volatity was 24.15, the open interest changed by -8 which decreased total open position to 587
On 11 Jun LICI was trading at 393.20. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 23.34, the open interest changed by -15 which decreased total open position to 594
On 10 Jun LICI was trading at 395.95. The strike last trading price was 2.65, which was -2.35 lower than the previous day. The implied volatity was 22.07, the open interest changed by 24 which increased total open position to 610
On 9 Jun LICI was trading at 403.90. The strike last trading price was 4.8, which was 1.8 higher than the previous day. The implied volatity was 23.18, the open interest changed by 1 which increased total open position to 585
On 8 Jun LICI was trading at 395.50. The strike last trading price was 2.55, which was -2.45 lower than the previous day. The implied volatity was 21.65, the open interest changed by 20 which increased total open position to 585
On 5 Jun LICI was trading at 399.90. The strike last trading price was 4.7, which was -0.3 lower than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 564
On 4 Jun LICI was trading at 398.65. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 23.87, the open interest changed by -21 which decreased total open position to 564
On 3 Jun LICI was trading at 402.90. The strike last trading price was 6.45, which was 0.45 higher than the previous day. The implied volatity was 23.42, the open interest changed by 51 which increased total open position to 587
On 2 Jun LICI was trading at 400.70. The strike last trading price was 6.05, which was 1.05 higher than the previous day. The implied volatity was 24.98, the open interest changed by 6 which increased total open position to 538
On 1 Jun LICI was trading at 404.85. The strike last trading price was 5.2, which was -3.8 lower than the previous day. The implied volatity was 18.76, the open interest changed by 40 which increased total open position to 533
On 29 May LICI was trading at 411.35. The strike last trading price was 9.3, which was -17.7 lower than the previous day. The implied volatity was 20.38, the open interest changed by 492 which increased total open position to 492
| LICI 30-Jun-2026 (11d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0
Theta: -0.23
Gamma: 0.01306
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 430.00 | 2.95 | -3.1 (-51.24%) | 28.68 | 1,269 | -7 | 343 |
| 17 Jun | 418.15 | 6 | -5.8 (-49.15%) | 24.94 | 758 | 41 | 349 |
| 16 Jun | 411.00 | 11.85 | -3.85 (-24.52%) | 31.1 | 106 | 10 | 305 |
| 15 Jun | 405.70 | 15.7 | -4.05 (-20.51%) | 33.76 | 24 | -5 | 295 |
| 12 Jun | 399.35 | 19.75 | -6.15 (-23.75%) | 29.86 | 32 | -10 | 301 |
| 11 Jun | 393.20 | 25.9 | 0.9 (3.60%) | 37.05 | 6 | -2 | 311 |
| 10 Jun | 395.95 | 25 | 6.7 (36.61%) | 39.63 | 12 | -2 | 312 |
| 9 Jun | 403.90 | 18.25 | -6.85 (-27.29%) | 32.01 | 14 | 0 | 314 |
| 8 Jun | 395.50 | 25.1 | 3.65 (17.02%) | 33.9 | 12 | -5 | 315 |
| 5 Jun | 399.90 | 21.3 | -1.15 (-5.12%) | 31.86 | 38 | -10 | 319 |
| 4 Jun | 398.65 | 22.4 | -0.5 (-2.18%) | 31.28 | 20 | -15 | 329 |
| 3 Jun | 402.90 | 22.9 | 3.7 (19.27%) | 32.38 | 3 | -2 | 345 |
| 2 Jun | 400.70 | 18.9 | -2.1 (-10.00%) | 25.51 | 21 | -16 | 348 |
| 1 Jun | 404.85 | 21 | 5.75 (37.70%) | 35.38 | 44 | -23 | 365 |
| 29 May | 411.35 | 15.05 | -8.6 (-36.36%) | 29.32 | 331 | 387 | 387 |
For Life Insura Corp Of India - strike price 415 expiring on 30JUN2026
Delta for 415 PE is -0.22
Historical price for 415 PE is as follows
On 18 Jun LICI was trading at 430.00. The strike last trading price was 2.95, which was -3.1 lower than the previous day. The implied volatity was 28.68, the open interest changed by -7 which decreased total open position to 343
On 17 Jun LICI was trading at 418.15. The strike last trading price was 6, which was -5.8 lower than the previous day. The implied volatity was 24.94, the open interest changed by 41 which increased total open position to 349
On 16 Jun LICI was trading at 411.00. The strike last trading price was 11.85, which was -3.85 lower than the previous day. The implied volatity was 31.1, the open interest changed by 10 which increased total open position to 305
On 15 Jun LICI was trading at 405.70. The strike last trading price was 15.7, which was -4.05 lower than the previous day. The implied volatity was 33.76, the open interest changed by -5 which decreased total open position to 295
On 12 Jun LICI was trading at 399.35. The strike last trading price was 19.75, which was -6.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by -10 which decreased total open position to 301
On 11 Jun LICI was trading at 393.20. The strike last trading price was 25.9, which was 0.9 higher than the previous day. The implied volatity was 37.05, the open interest changed by -2 which decreased total open position to 311
On 10 Jun LICI was trading at 395.95. The strike last trading price was 25, which was 6.7 higher than the previous day. The implied volatity was 39.63, the open interest changed by -2 which decreased total open position to 312
On 9 Jun LICI was trading at 403.90. The strike last trading price was 18.25, which was -6.85 lower than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 314
On 8 Jun LICI was trading at 395.50. The strike last trading price was 25.1, which was 3.65 higher than the previous day. The implied volatity was 33.9, the open interest changed by -5 which decreased total open position to 315
On 5 Jun LICI was trading at 399.90. The strike last trading price was 21.3, which was -1.15 lower than the previous day. The implied volatity was 31.86, the open interest changed by -10 which decreased total open position to 319
On 4 Jun LICI was trading at 398.65. The strike last trading price was 22.4, which was -0.5 lower than the previous day. The implied volatity was 31.28, the open interest changed by -15 which decreased total open position to 329
On 3 Jun LICI was trading at 402.90. The strike last trading price was 22.9, which was 3.7 higher than the previous day. The implied volatity was 32.38, the open interest changed by -2 which decreased total open position to 345
On 2 Jun LICI was trading at 400.70. The strike last trading price was 18.9, which was -2.1 lower than the previous day. The implied volatity was 25.51, the open interest changed by -16 which decreased total open position to 348
On 1 Jun LICI was trading at 404.85. The strike last trading price was 21, which was 5.75 higher than the previous day. The implied volatity was 35.38, the open interest changed by -23 which decreased total open position to 365
On 29 May LICI was trading at 411.35. The strike last trading price was 15.05, which was -8.6 lower than the previous day. The implied volatity was 29.32, the open interest changed by 387 which increased total open position to 387
