Historical option data for LICI
29 May 2026 04:10 PM IST
| LICI 30-Jun-2026 (31d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0
Theta: -0.18
Gamma: 0.01597
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.49
Historical price for 415 CE is as follows
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 (31d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0
Theta: -0.18
Gamma: 0.01111
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.5
Historical price for 415 PE is as follows
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
