Historical option data for LICI
29 Jun 2026 10:50 AM IST
| LICI 28-Jul-2026 (26d) 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0
Theta: -0.2
Gamma: 0.01532
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 427.65 | 10.15 | 3.25 (47.10%) | 21.41 | 498 | -101 | 888 | |||||||||
| 25 Jun | 423.35 | 7.3 | -2.45 (-25.13%) | 18.41 | 936 | 822 | 991 | |||||||||
| 24 Jun | 436.60 | 13.2 | -3.75 (-22.12%) | 14.69 | 70 | 15 | 170 | |||||||||
| 23 Jun | 440.15 | 16.3 | -2 (-10.93%) | 16.86 | 31 | -5 | 156 | |||||||||
| 22 Jun | 442.40 | 18 | -2.35 (-11.55%) | 17.4 | 20 | 5 | 159 | |||||||||
| 19 Jun | 440.15 | 20.3 | 6.9 (51.49%) | 22.6 | 298 | -22 | 160 | |||||||||
| 18 Jun | 430.00 | 13.3 | 4.7 (54.65%) | 20.54 | 367 | 147 | 181 | |||||||||
| 17 Jun | 418.15 | 8.7 | 5.7 (190.00%) | 22.25 | 40 | 31 | 33 | |||||||||
| 16 Jun | 411.00 | 3 | 0 (0.00%) | - | 1 | 0 | 2 | |||||||||
| 15 Jun | 405.70 | 3 | 0 (0.00%) | 21.81 | 1 | 0 | 2 | |||||||||
| 12 Jun | 399.35 | 3 | 0 (0.00%) | 21.81 | 1 | 0 | 1 | |||||||||
| 11 Jun | 393.20 | 3 | -37.85 (-92.66%) | 23.44 | 1 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 430 expiring on 28JUL2026
Delta for 430 CE is 0.5
Historical price for 430 CE is as follows
On 29 Jun LICI was trading at 427.65. The strike last trading price was 10.15, which was 3.25 higher than the previous day. The implied volatity was 21.41, the open interest changed by -101 which decreased total open position to 888
On 25 Jun LICI was trading at 423.35. The strike last trading price was 7.3, which was -2.45 lower than the previous day. The implied volatity was 18.41, the open interest changed by 822 which increased total open position to 991
On 24 Jun LICI was trading at 436.60. The strike last trading price was 13.2, which was -3.75 lower than the previous day. The implied volatity was 14.69, the open interest changed by 15 which increased total open position to 170
On 23 Jun LICI was trading at 440.15. The strike last trading price was 16.3, which was -2 lower than the previous day. The implied volatity was 16.86, the open interest changed by -5 which decreased total open position to 156
On 22 Jun LICI was trading at 442.40. The strike last trading price was 18, which was -2.35 lower than the previous day. The implied volatity was 17.4, the open interest changed by 5 which increased total open position to 159
On 19 Jun LICI was trading at 440.15. The strike last trading price was 20.3, which was 6.9 higher than the previous day. The implied volatity was 22.6, the open interest changed by -22 which decreased total open position to 160
On 18 Jun LICI was trading at 430.00. The strike last trading price was 13.3, which was 4.7 higher than the previous day. The implied volatity was 20.54, the open interest changed by 147 which increased total open position to 181
On 17 Jun LICI was trading at 418.15. The strike last trading price was 8.7, which was 5.7 higher than the previous day. The implied volatity was 22.25, the open interest changed by 31 which increased total open position to 33
On 16 Jun LICI was trading at 411.00. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun LICI was trading at 405.70. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 2
On 12 Jun LICI was trading at 399.35. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 1
On 11 Jun LICI was trading at 393.20. The strike last trading price was 3, which was -37.85 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 0
| LICI 28-Jul-2026 (26d) 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0
Theta: -0.26
Gamma: 0.00915
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 427.65 | 17.5 | -8.5 (-32.69%) | 35.8 | 64 | 1 | 361 |
| 25 Jun | 423.35 | 26.9 | 5.1 (23.39%) | 46.31 | 280 | 230 | 363 |
| 24 Jun | 436.60 | 15.25 | 3.25 (27.08%) | 36.87 | 64 | 4 | 134 |
| 23 Jun | 440.15 | 12.5 | 1.5 (13.64%) | 33.18 | 56 | 6 | 130 |
| 22 Jun | 442.40 | 12 | 2 (20.00%) | 32.87 | 53 | 0 | 125 |
| 19 Jun | 440.15 | 10 | -6 (-37.50%) | 28.23 | 149 | 42 | 125 |
| 18 Jun | 430.00 | 15.9 | -6.1 (-27.73%) | 30.61 | 127 | 80 | 81 |
| 17 Jun | 418.15 | 22.05 | -48.95 (-68.94%) | 30.24 | 1 | 0 | 0 |
| 16 Jun | 411.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 405.70 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 399.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 393.20 | 0 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 430 expiring on 28JUL2026
Delta for 430 PE is -0.48
Historical price for 430 PE is as follows
On 29 Jun LICI was trading at 427.65. The strike last trading price was 17.5, which was -8.5 lower than the previous day. The implied volatity was 35.8, the open interest changed by 1 which increased total open position to 361
On 25 Jun LICI was trading at 423.35. The strike last trading price was 26.9, which was 5.1 higher than the previous day. The implied volatity was 46.31, the open interest changed by 230 which increased total open position to 363
On 24 Jun LICI was trading at 436.60. The strike last trading price was 15.25, which was 3.25 higher than the previous day. The implied volatity was 36.87, the open interest changed by 4 which increased total open position to 134
On 23 Jun LICI was trading at 440.15. The strike last trading price was 12.5, which was 1.5 higher than the previous day. The implied volatity was 33.18, the open interest changed by 6 which increased total open position to 130
On 22 Jun LICI was trading at 442.40. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 125
On 19 Jun LICI was trading at 440.15. The strike last trading price was 10, which was -6 lower than the previous day. The implied volatity was 28.23, the open interest changed by 42 which increased total open position to 125
On 18 Jun LICI was trading at 430.00. The strike last trading price was 15.9, which was -6.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by 80 which increased total open position to 81
On 17 Jun LICI was trading at 418.15. The strike last trading price was 22.05, which was -48.95 lower than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 0
On 16 Jun LICI was trading at 411.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jun LICI was trading at 405.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun LICI was trading at 399.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun LICI was trading at 393.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
