Historical option data for LICI
25 Jun 2026 01:56 PM IST
| LICI 30-Jun-2026 (5d) 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0
Theta: -0.31
Gamma: 0.03526
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 423.10 | 4 | -3 (-42.86%) | 19.99 | 608 | 100 | 618 | |||||||||
| 24 Jun | 436.60 | 14.05 | -3.95 (-21.94%) | 26.68 | 106 | -33 | 519 | |||||||||
| 23 Jun | 440.15 | 18.05 | -0.95 (-5.00%) | 27.88 | 169 | -90 | 556 | |||||||||
| 22 Jun | 442.40 | 18.3 | -3.7 (-16.82%) | 33.14 | 101 | -39 | 646 | |||||||||
| 19 Jun | 440.15 | 21.8 | 9.8 (81.67%) | 27.52 | 1,079 | -221 | 686 | |||||||||
| 18 Jun | 430.00 | 11.7 | 4.7 (67.14%) | 10.96 | 3,744 | -414 | 908 | |||||||||
| 17 Jun | 418.15 | 6.95 | 3.95 (131.67%) | 23.55 | 3,483 | -200 | 1,320 | |||||||||
| 16 Jun | 411.00 | 3.25 | 0.25 (8.33%) | 19.9 | 2,183 | -200 | 1,526 | |||||||||
| 15 Jun | 405.70 | 2.8 | 0.8 (40.00%) | 22.41 | 1,504 | 316 | 1,724 | |||||||||
| 12 Jun | 399.35 | 2.35 | 1.35 (135.00%) | 24.89 | 507 | -95 | 1,408 | |||||||||
| 11 Jun | 393.20 | 1.45 | -0.55 (-27.50%) | 24.1 | 488 | 25 | 1,503 | |||||||||
| 10 Jun | 395.95 | 2 | -2 (-50.00%) | 24.38 | 816 | 86 | 1,498 | |||||||||
| 9 Jun | 403.90 | 3.6 | 1.6 (80.00%) | 23.73 | 635 | -67 | 1,410 | |||||||||
| 8 Jun | 395.50 | 2.1 | -1.9 (-47.50%) | 23.31 | 636 | 13 | 1,472 | |||||||||
| 5 Jun | 399.90 | 3.7 | -0.3 (-7.50%) | 24.15 | 820 | 52 | 1,449 | |||||||||
| 4 Jun | 398.65 | 3.9 | -1.1 (-22.00%) | 24.67 | 696 | 174 | 1,400 | |||||||||
| 3 Jun | 402.90 | 5.05 | 0.05 (1.00%) | 23.47 | 723 | 74 | 1,226 | |||||||||
| 2 Jun | 400.70 | 4.9 | 0.9 (22.50%) | 25.8 | 625 | -32 | 1,151 | |||||||||
| 1 Jun | 404.85 | 4 | -4 (-50.00%) | 19.56 | 831 | 109 | 1,184 | |||||||||
| 29 May | 411.35 | 7.4 | -14.6 (-66.36%) | 20.85 | 1,140 | 1,073 | 1,073 | |||||||||
For Life Insura Corp Of India - strike price 420 expiring on 30JUN2026
Delta for 420 CE is 0.67
Historical price for 420 CE is as follows
On 25 Jun LICI was trading at 423.10. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was 19.99, the open interest changed by 100 which increased total open position to 618
On 24 Jun LICI was trading at 436.60. The strike last trading price was 14.05, which was -3.95 lower than the previous day. The implied volatity was 26.68, the open interest changed by -33 which decreased total open position to 519
On 23 Jun LICI was trading at 440.15. The strike last trading price was 18.05, which was -0.95 lower than the previous day. The implied volatity was 27.88, the open interest changed by -90 which decreased total open position to 556
On 22 Jun LICI was trading at 442.40. The strike last trading price was 18.3, which was -3.7 lower than the previous day. The implied volatity was 33.14, the open interest changed by -39 which decreased total open position to 646
On 19 Jun LICI was trading at 440.15. The strike last trading price was 21.8, which was 9.8 higher than the previous day. The implied volatity was 27.52, the open interest changed by -221 which decreased total open position to 686
On 18 Jun LICI was trading at 430.00. The strike last trading price was 11.7, which was 4.7 higher than the previous day. The implied volatity was 10.96, the open interest changed by -414 which decreased total open position to 908
On 17 Jun LICI was trading at 418.15. The strike last trading price was 6.95, which was 3.95 higher than the previous day. The implied volatity was 23.55, the open interest changed by -200 which decreased total open position to 1320
On 16 Jun LICI was trading at 411.00. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 19.9, the open interest changed by -200 which decreased total open position to 1526
On 15 Jun LICI was trading at 405.70. The strike last trading price was 2.8, which was 0.8 higher than the previous day. The implied volatity was 22.41, the open interest changed by 316 which increased total open position to 1724
On 12 Jun LICI was trading at 399.35. The strike last trading price was 2.35, which was 1.35 higher than the previous day. The implied volatity was 24.89, the open interest changed by -95 which decreased total open position to 1408
On 11 Jun LICI was trading at 393.20. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 24.1, the open interest changed by 25 which increased total open position to 1503
On 10 Jun LICI was trading at 395.95. The strike last trading price was 2, which was -2 lower than the previous day. The implied volatity was 24.38, the open interest changed by 86 which increased total open position to 1498
On 9 Jun LICI was trading at 403.90. The strike last trading price was 3.6, which was 1.6 higher than the previous day. The implied volatity was 23.73, the open interest changed by -67 which decreased total open position to 1410
On 8 Jun LICI was trading at 395.50. The strike last trading price was 2.1, which was -1.9 lower than the previous day. The implied volatity was 23.31, the open interest changed by 13 which increased total open position to 1472
On 5 Jun LICI was trading at 399.90. The strike last trading price was 3.7, which was -0.3 lower than the previous day. The implied volatity was 24.15, the open interest changed by 52 which increased total open position to 1449
On 4 Jun LICI was trading at 398.65. The strike last trading price was 3.9, which was -1.1 lower than the previous day. The implied volatity was 24.67, the open interest changed by 174 which increased total open position to 1400
On 3 Jun LICI was trading at 402.90. The strike last trading price was 5.05, which was 0.05 higher than the previous day. The implied volatity was 23.47, the open interest changed by 74 which increased total open position to 1226
On 2 Jun LICI was trading at 400.70. The strike last trading price was 4.9, which was 0.9 higher than the previous day. The implied volatity was 25.8, the open interest changed by -32 which decreased total open position to 1151
On 1 Jun LICI was trading at 404.85. The strike last trading price was 4, which was -4 lower than the previous day. The implied volatity was 19.56, the open interest changed by 109 which increased total open position to 1184
On 29 May LICI was trading at 411.35. The strike last trading price was 7.4, which was -14.6 lower than the previous day. The implied volatity was 20.85, the open interest changed by 1073 which increased total open position to 1073
| LICI 30-Jun-2026 (5d) 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0
Theta: -0.3
Gamma: 0.03705
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 423.10 | 2.4 | -0.85 (-26.15%) | 19.44 | 1,723 | 97 | 693 |
| 24 Jun | 436.60 | 0.9 | 0.05 (5.88%) | 26.68 | 484 | 32 | 596 |
| 23 Jun | 440.15 | 0.8 | -0.85 (-51.52%) | 26.62 | 516 | -83 | 564 |
| 22 Jun | 442.40 | 1.75 | 0.15 (9.37%) | 33.18 | 581 | -60 | 645 |
| 19 Jun | 440.15 | 1.55 | -3.2 (-67.37%) | 27.81 | 2,732 | 83 | 707 |
| 18 Jun | 430.00 | 4.45 | -4.1 (-47.95%) | 28.9 | 3,085 | 185 | 624 |
| 17 Jun | 418.15 | 8.55 | -6.75 (-44.12%) | 25.34 | 365 | 62 | 436 |
| 16 Jun | 411.00 | 15.3 | -4.4 (-22.34%) | 32.83 | 44 | -3 | 375 |
| 15 Jun | 405.70 | 19.7 | -4.5 (-18.60%) | 36.15 | 22 | -3 | 379 |
| 12 Jun | 399.35 | 24.2 | -7.35 (-23.30%) | 31.11 | 3 | 1 | 382 |
| 11 Jun | 393.20 | 31.55 | 2.05 (6.95%) | 42.25 | 2 | -1 | 382 |
| 10 Jun | 395.95 | 29.45 | 7.8 (36.03%) | 39.36 | 8 | 2 | 382 |
| 9 Jun | 403.90 | 21.5 | -3.9 (-15.35%) | 33.27 | 10 | -1 | 381 |
| 8 Jun | 395.50 | 25.4 | 25.4 | - | 14 | 0 | 382 |
| 5 Jun | 399.90 | 25.25 | -1.2 (-4.54%) | 33.2 | 14 | -1 | 382 |
| 4 Jun | 398.65 | 26.45 | 3.55 (15.50%) | 32.85 | 3 | 0 | 383 |
| 3 Jun | 402.90 | 22.5 | -0.55 (-2.39%) | 31.19 | 17 | 0 | 383 |
| 2 Jun | 400.70 | 22.8 | -2.75 (-10.76%) | 27.1 | 25 | -15 | 386 |
| 1 Jun | 404.85 | 26 | 7.4 (39.78%) | 39.86 | 59 | -27 | 402 |
| 29 May | 411.35 | 19.05 | -9.9 (-34.20%) | 31.82 | 151 | 429 | 429 |
For Life Insura Corp Of India - strike price 420 expiring on 30JUN2026
Delta for 420 PE is -0.35
Historical price for 420 PE is as follows
On 25 Jun LICI was trading at 423.10. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 19.44, the open interest changed by 97 which increased total open position to 693
On 24 Jun LICI was trading at 436.60. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 26.68, the open interest changed by 32 which increased total open position to 596
On 23 Jun LICI was trading at 440.15. The strike last trading price was 0.8, which was -0.85 lower than the previous day. The implied volatity was 26.62, the open interest changed by -83 which decreased total open position to 564
On 22 Jun LICI was trading at 442.40. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 33.18, the open interest changed by -60 which decreased total open position to 645
On 19 Jun LICI was trading at 440.15. The strike last trading price was 1.55, which was -3.2 lower than the previous day. The implied volatity was 27.81, the open interest changed by 83 which increased total open position to 707
On 18 Jun LICI was trading at 430.00. The strike last trading price was 4.45, which was -4.1 lower than the previous day. The implied volatity was 28.9, the open interest changed by 185 which increased total open position to 624
On 17 Jun LICI was trading at 418.15. The strike last trading price was 8.55, which was -6.75 lower than the previous day. The implied volatity was 25.34, the open interest changed by 62 which increased total open position to 436
On 16 Jun LICI was trading at 411.00. The strike last trading price was 15.3, which was -4.4 lower than the previous day. The implied volatity was 32.83, the open interest changed by -3 which decreased total open position to 375
On 15 Jun LICI was trading at 405.70. The strike last trading price was 19.7, which was -4.5 lower than the previous day. The implied volatity was 36.15, the open interest changed by -3 which decreased total open position to 379
On 12 Jun LICI was trading at 399.35. The strike last trading price was 24.2, which was -7.35 lower than the previous day. The implied volatity was 31.11, the open interest changed by 1 which increased total open position to 382
On 11 Jun LICI was trading at 393.20. The strike last trading price was 31.55, which was 2.05 higher than the previous day. The implied volatity was 42.25, the open interest changed by -1 which decreased total open position to 382
On 10 Jun LICI was trading at 395.95. The strike last trading price was 29.45, which was 7.8 higher than the previous day. The implied volatity was 39.36, the open interest changed by 2 which increased total open position to 382
On 9 Jun LICI was trading at 403.90. The strike last trading price was 21.5, which was -3.9 lower than the previous day. The implied volatity was 33.27, the open interest changed by -1 which decreased total open position to 381
On 8 Jun LICI was trading at 395.50. The strike last trading price was 25.4, which was 25.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 382
On 5 Jun LICI was trading at 399.90. The strike last trading price was 25.25, which was -1.2 lower than the previous day. The implied volatity was 33.2, the open interest changed by -1 which decreased total open position to 382
On 4 Jun LICI was trading at 398.65. The strike last trading price was 26.45, which was 3.55 higher than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 383
On 3 Jun LICI was trading at 402.90. The strike last trading price was 22.5, which was -0.55 lower than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 383
On 2 Jun LICI was trading at 400.70. The strike last trading price was 22.8, which was -2.75 lower than the previous day. The implied volatity was 27.1, the open interest changed by -15 which decreased total open position to 386
On 1 Jun LICI was trading at 404.85. The strike last trading price was 26, which was 7.4 higher than the previous day. The implied volatity was 39.86, the open interest changed by -27 which decreased total open position to 402
On 29 May LICI was trading at 411.35. The strike last trading price was 19.05, which was -9.9 lower than the previous day. The implied volatity was 31.82, the open interest changed by 429 which increased total open position to 429
