LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 744.50 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 754.25 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 752.05 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 763.15 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 766.80 | 265.65 | 0 | - | 0 | 0 | 0 | |||
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| 5 Mar | 761.80 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 741.10 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 775.40 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 265.65 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 265.65 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 640 expiring on 27MAR2025
Delta for 640 CE is -
Historical price for 640 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 265.65, 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 Mar LICI was trading at 744.50. The strike last trading price was 265.65, 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 Mar LICI was trading at 754.25. The strike last trading price was 265.65, 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 10 Mar LICI was trading at 752.05. The strike last trading price was 265.65, 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 7 Mar LICI was trading at 763.15. The strike last trading price was 265.65, 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 6 Mar LICI was trading at 766.80. The strike last trading price was 265.65, 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 5 Mar LICI was trading at 761.80. The strike last trading price was 265.65, 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 3 Mar LICI was trading at 729.20. The strike last trading price was 265.65, 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 28 Feb LICI was trading at 740.50. The strike last trading price was 265.65, 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 27 Feb LICI was trading at 741.10. The strike last trading price was 265.65, 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 26 Feb LICI was trading at 754.80. The strike last trading price was 265.65, 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 25 Feb LICI was trading at 756.55. The strike last trading price was 265.65, 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 24 Feb LICI was trading at 775.40. The strike last trading price was 265.65, 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 19 Feb LICI was trading at 764.00. The strike last trading price was 265.65, 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 18 Feb LICI was trading at 758.95. The strike last trading price was 265.65, 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
| LICI 27MAR2025 640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 0.4 | -0.15 | 37.70 | 1 | 0 | 80 |
| 12 Mar | 744.50 | 0.55 | -0.05 | 39.30 | 27 | 0 | 71 |
| 11 Mar | 754.25 | 0.55 | -0.25 | 41.25 | 55 | -24 | 71 |
| 10 Mar | 752.05 | 0.8 | 0 | 0.00 | 0 | 24 | 0 |
| 7 Mar | 763.15 | 0.8 | 0.6 | 41.60 | 30 | 26 | 97 |
| 6 Mar | 766.80 | 0.2 | -0.65 | 33.03 | 1 | 0 | 72 |
| 5 Mar | 761.80 | 0.85 | -0.7 | 39.66 | 3 | 0 | 72 |
| 3 Mar | 729.20 | 1.95 | -0.05 | 36.37 | 80 | 30 | 45 |
| 28 Feb | 740.50 | 2 | 0.3 | 37.35 | 10 | 3 | 15 |
| 27 Feb | 741.10 | 1.7 | -0.5 | 35.55 | 12 | 4 | 12 |
| 26 Feb | 754.80 | 2.1 | -0.4 | 39.18 | 9 | 3 | 8 |
| 25 Feb | 756.55 | 2.1 | -0.4 | 39.18 | 9 | 3 | 8 |
| 24 Feb | 775.40 | 2.5 | -0.25 | 44.71 | 3 | -2 | 4 |
| 19 Feb | 764.00 | 2.75 | 0.55 | 40.56 | 81 | 6 | 6 |
| 18 Feb | 758.95 | 2.2 | 0 | 15.24 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 640 expiring on 27MAR2025
Delta for 640 PE is -0.02
Historical price for 640 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 37.70, the open interest changed by 0 which decreased total open position to 80
On 12 Mar LICI was trading at 744.50. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 39.30, the open interest changed by 0 which decreased total open position to 71
On 11 Mar LICI was trading at 754.25. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 41.25, the open interest changed by -24 which decreased total open position to 71
On 10 Mar LICI was trading at 752.05. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 7 Mar LICI was trading at 763.15. The strike last trading price was 0.8, which was 0.6 higher than the previous day. The implied volatity was 41.60, the open interest changed by 26 which increased total open position to 97
On 6 Mar LICI was trading at 766.80. The strike last trading price was 0.2, which was -0.65 lower than the previous day. The implied volatity was 33.03, the open interest changed by 0 which decreased total open position to 72
On 5 Mar LICI was trading at 761.80. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 39.66, the open interest changed by 0 which decreased total open position to 72
On 3 Mar LICI was trading at 729.20. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 36.37, the open interest changed by 30 which increased total open position to 45
On 28 Feb LICI was trading at 740.50. The strike last trading price was 2, which was 0.3 higher than the previous day. The implied volatity was 37.35, the open interest changed by 3 which increased total open position to 15
On 27 Feb LICI was trading at 741.10. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 35.55, the open interest changed by 4 which increased total open position to 12
On 26 Feb LICI was trading at 754.80. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 39.18, the open interest changed by 3 which increased total open position to 8
On 25 Feb LICI was trading at 756.55. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 39.18, the open interest changed by 3 which increased total open position to 8
On 24 Feb LICI was trading at 775.40. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 44.71, the open interest changed by -2 which decreased total open position to 4
On 19 Feb LICI was trading at 764.00. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 40.56, the open interest changed by 6 which increased total open position to 6
On 18 Feb LICI was trading at 758.95. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 0
