Historical option data for LICI
19 Jun 2026 04:10 PM IST
| LICI 30-Jun-2026 (10d) 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0
Theta: -0.04
Gamma: 0.00748
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 440.15 | 17.6 | 8.6 (95.56%) | 12.49 | 669 | -78 | 386 | |||||||||
| 18 Jun | 430.00 | 8.65 | 3.65 (73.00%) | 14.76 | 3,294 | -378 | 464 | |||||||||
| 17 Jun | 418.15 | 5 | 3 (150.00%) | 23.63 | 1,680 | -152 | 842 | |||||||||
| 16 Jun | 411.00 | 2.4 | 0.4 (20.00%) | 21.58 | 972 | 142 | 993 | |||||||||
| 15 Jun | 405.70 | 2.05 | 0.05 (2.50%) | 24.09 | 604 | 36 | 849 | |||||||||
| 12 Jun | 399.35 | 1.8 | 0.8 (80.00%) | 25.96 | 235 | -17 | 813 | |||||||||
| 11 Jun | 393.20 | 1.15 | -0.85 (-42.50%) | 25.54 | 299 | 45 | 830 | |||||||||
| 10 Jun | 395.95 | 1.65 | -1.35 (-45.00%) | 24.76 | 308 | -32 | 785 | |||||||||
| 9 Jun | 403.90 | 2.7 | 0.7 (35.00%) | 23.7 | 333 | -42 | 819 | |||||||||
| 8 Jun | 395.50 | 1.55 | -1.45 (-48.33%) | 23.96 | 526 | -70 | 860 | |||||||||
| 5 Jun | 399.90 | 2.9 | -0.1 (-3.33%) | 24.96 | 450 | 67 | 925 | |||||||||
| 4 Jun | 398.65 | 3 | -1 (-25.00%) | 25.03 | 214 | -36 | 861 | |||||||||
| 3 Jun | 402.90 | 4 | 0 (0.00%) | 24.15 | 368 | -40 | 883 | |||||||||
| 2 Jun | 400.70 | 3.85 | 0.85 (28.33%) | 25.9 | 590 | -9 | 921 | |||||||||
| 1 Jun | 404.85 | 3.25 | -2.75 (-45.83%) | 21.12 | 560 | 25 | 927 | |||||||||
| 29 May | 411.35 | 6.05 | -11.95 (-66.39%) | 21.77 | 1,333 | 903 | 903 | |||||||||
For Life Insura Corp Of India - strike price 425 expiring on 30JUN2026
Delta for 425 CE is 0.97
Historical price for 425 CE is as follows
On 19 Jun LICI was trading at 440.15. The strike last trading price was 17.6, which was 8.6 higher than the previous day. The implied volatity was 12.49, the open interest changed by -78 which decreased total open position to 386
On 18 Jun LICI was trading at 430.00. The strike last trading price was 8.65, which was 3.65 higher than the previous day. The implied volatity was 14.76, the open interest changed by -378 which decreased total open position to 464
On 17 Jun LICI was trading at 418.15. The strike last trading price was 5, which was 3 higher than the previous day. The implied volatity was 23.63, the open interest changed by -152 which decreased total open position to 842
On 16 Jun LICI was trading at 411.00. The strike last trading price was 2.4, which was 0.4 higher than the previous day. The implied volatity was 21.58, the open interest changed by 142 which increased total open position to 993
On 15 Jun LICI was trading at 405.70. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 24.09, the open interest changed by 36 which increased total open position to 849
On 12 Jun LICI was trading at 399.35. The strike last trading price was 1.8, which was 0.8 higher than the previous day. The implied volatity was 25.96, the open interest changed by -17 which decreased total open position to 813
On 11 Jun LICI was trading at 393.20. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 25.54, the open interest changed by 45 which increased total open position to 830
On 10 Jun LICI was trading at 395.95. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 24.76, the open interest changed by -32 which decreased total open position to 785
On 9 Jun LICI was trading at 403.90. The strike last trading price was 2.7, which was 0.7 higher than the previous day. The implied volatity was 23.7, the open interest changed by -42 which decreased total open position to 819
On 8 Jun LICI was trading at 395.50. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 23.96, the open interest changed by -70 which decreased total open position to 860
On 5 Jun LICI was trading at 399.90. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 24.96, the open interest changed by 67 which increased total open position to 925
On 4 Jun LICI was trading at 398.65. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 25.03, the open interest changed by -36 which decreased total open position to 861
On 3 Jun LICI was trading at 402.90. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 24.15, the open interest changed by -40 which decreased total open position to 883
On 2 Jun LICI was trading at 400.70. The strike last trading price was 3.85, which was 0.85 higher than the previous day. The implied volatity was 25.9, the open interest changed by -9 which decreased total open position to 921
On 1 Jun LICI was trading at 404.85. The strike last trading price was 3.25, which was -2.75 lower than the previous day. The implied volatity was 21.12, the open interest changed by 25 which increased total open position to 927
On 29 May LICI was trading at 411.35. The strike last trading price was 6.05, which was -11.95 lower than the previous day. The implied volatity was 21.77, the open interest changed by 903 which increased total open position to 903
| LICI 30-Jun-2026 (10d) 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0
Theta: -0.21
Gamma: 0.01299
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 440.15 | 2.25 | -4.75 (-67.86%) | 26.9 | 1,884 | 158 | 443 |
| 18 Jun | 430.00 | 6.65 | -5.15 (-43.64%) | 30.58 | 2,000 | 15 | 284 |
| 17 Jun | 418.15 | 11.45 | -7.95 (-40.98%) | 25.42 | 74 | -8 | 271 |
| 16 Jun | 411.00 | 19.55 | -4.6 (-19.05%) | 35.89 | 40 | -5 | 278 |
| 15 Jun | 405.70 | 23.95 | -8.5 (-26.19%) | 38.69 | 10 | 0 | 284 |
| 12 Jun | 399.35 | 32.45 | -3.55 (-9.86%) | 40.97 | 2 | 0 | 284 |
| 11 Jun | 393.20 | 36 | 10.05 (38.73%) | 44.37 | 6 | -3 | 284 |
| 10 Jun | 395.95 | 25.95 | 25.95 (-25.54%) | 35.37 | 5 | 0 | 287 |
| 9 Jun | 403.90 | 25.95 | -8.9 (-25.54%) | 35.37 | 5 | -1 | 288 |
| 8 Jun | 395.50 | 35.85 | 6.4 (21.73%) | 46.62 | 7 | 2 | 288 |
| 5 Jun | 399.90 | 29.45 | -0.9 (-2.97%) | 33.5 | 3 | -2 | 287 |
| 4 Jun | 398.65 | 30.35 | 3.8 (14.31%) | 34.86 | 1 | 0 | 290 |
| 3 Jun | 402.90 | 26.55 | 26.55 (-9.08%) | 27.46 | 18 | 0 | 290 |
| 2 Jun | 400.70 | 26.55 | -2.65 (-9.08%) | 27.46 | 18 | -10 | 291 |
| 1 Jun | 404.85 | 30.15 | 8.05 (36.43%) | 42.06 | 41 | 0 | 300 |
| 29 May | 411.35 | 22.2 | -13 (-36.93%) | 32.09 | 171 | 299 | 299 |
For Life Insura Corp Of India - strike price 425 expiring on 30JUN2026
Delta for 425 PE is -0.19
Historical price for 425 PE is as follows
On 19 Jun LICI was trading at 440.15. The strike last trading price was 2.25, which was -4.75 lower than the previous day. The implied volatity was 26.9, the open interest changed by 158 which increased total open position to 443
On 18 Jun LICI was trading at 430.00. The strike last trading price was 6.65, which was -5.15 lower than the previous day. The implied volatity was 30.58, the open interest changed by 15 which increased total open position to 284
On 17 Jun LICI was trading at 418.15. The strike last trading price was 11.45, which was -7.95 lower than the previous day. The implied volatity was 25.42, the open interest changed by -8 which decreased total open position to 271
On 16 Jun LICI was trading at 411.00. The strike last trading price was 19.55, which was -4.6 lower than the previous day. The implied volatity was 35.89, the open interest changed by -5 which decreased total open position to 278
On 15 Jun LICI was trading at 405.70. The strike last trading price was 23.95, which was -8.5 lower than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 284
On 12 Jun LICI was trading at 399.35. The strike last trading price was 32.45, which was -3.55 lower than the previous day. The implied volatity was 40.97, the open interest changed by 0 which decreased total open position to 284
On 11 Jun LICI was trading at 393.20. The strike last trading price was 36, which was 10.05 higher than the previous day. The implied volatity was 44.37, the open interest changed by -3 which decreased total open position to 284
On 10 Jun LICI was trading at 395.95. The strike last trading price was 25.95, which was 25.95 higher than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 287
On 9 Jun LICI was trading at 403.90. The strike last trading price was 25.95, which was -8.9 lower than the previous day. The implied volatity was 35.37, the open interest changed by -1 which decreased total open position to 288
On 8 Jun LICI was trading at 395.50. The strike last trading price was 35.85, which was 6.4 higher than the previous day. The implied volatity was 46.62, the open interest changed by 2 which increased total open position to 288
On 5 Jun LICI was trading at 399.90. The strike last trading price was 29.45, which was -0.9 lower than the previous day. The implied volatity was 33.5, the open interest changed by -2 which decreased total open position to 287
On 4 Jun LICI was trading at 398.65. The strike last trading price was 30.35, which was 3.8 higher than the previous day. The implied volatity was 34.86, the open interest changed by 0 which decreased total open position to 290
On 3 Jun LICI was trading at 402.90. The strike last trading price was 26.55, which was 26.55 higher than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 290
On 2 Jun LICI was trading at 400.70. The strike last trading price was 26.55, which was -2.65 lower than the previous day. The implied volatity was 27.46, the open interest changed by -10 which decreased total open position to 291
On 1 Jun LICI was trading at 404.85. The strike last trading price was 30.15, which was 8.05 higher than the previous day. The implied volatity was 42.06, the open interest changed by 0 which decreased total open position to 300
On 29 May LICI was trading at 411.35. The strike last trading price was 22.2, which was -13 lower than the previous day. The implied volatity was 32.09, the open interest changed by 299 which increased total open position to 299
