LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 740.15 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 744.50 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 754.25 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 752.05 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 763.15 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 766.80 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 741.10 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 775.40 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 247.05 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 247.05 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 660 expiring on 27MAR2025
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 247.05, 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 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.10
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 0.6 | -0.25 | 33.18 | 17 | -1 | 115 |
| 12 Mar | 744.50 | 0.85 | 0 | 35.24 | 122 | 22 | 116 |
| 11 Mar | 754.25 | 0.85 | -0.3 | 37.56 | 28 | 6 | 95 |
| 10 Mar | 752.05 | 1.3 | 0.25 | 37.77 | 54 | 0 | 85 |
| 7 Mar | 763.15 | 1.05 | -0.2 | 37.45 | 59 | 11 | 85 |
| 6 Mar | 766.80 | 1.25 | 0.05 | 37.80 | 12 | 3 | 73 |
| 5 Mar | 761.80 | 1.2 | -1.5 | 36.26 | 29 | 14 | 70 |
| 3 Mar | 729.20 | 3.2 | 0.25 | 34.05 | 53 | 3 | 59 |
| 28 Feb | 740.50 | 2.95 | -0.1 | 34.53 | 86 | -2 | 56 |
| 27 Feb | 741.10 | 3.05 | 0.05 | 34.39 | 79 | 1 | 58 |
| 26 Feb | 754.80 | 3.1 | 0.1 | 37.02 | 108 | 41 | 57 |
| 25 Feb | 756.55 | 3.1 | 0.1 | 37.02 | 108 | 41 | 57 |
| 24 Feb | 775.40 | 2.6 | -0.45 | 39.48 | 40 | 8 | 13 |
| 19 Feb | 764.00 | 3.05 | -0.2 | 36.15 | 43 | 6 | 6 |
| 18 Feb | 758.95 | 3.25 | 0 | 12.41 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 660 expiring on 27MAR2025
Delta for 660 PE is -0.03
Historical price for 660 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 33.18, the open interest changed by -1 which decreased total open position to 115
On 12 Mar LICI was trading at 744.50. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 35.24, the open interest changed by 22 which increased total open position to 116
On 11 Mar LICI was trading at 754.25. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 37.56, the open interest changed by 6 which increased total open position to 95
On 10 Mar LICI was trading at 752.05. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 37.77, the open interest changed by 0 which decreased total open position to 85
On 7 Mar LICI was trading at 763.15. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 37.45, the open interest changed by 11 which increased total open position to 85
On 6 Mar LICI was trading at 766.80. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 37.80, the open interest changed by 3 which increased total open position to 73
On 5 Mar LICI was trading at 761.80. The strike last trading price was 1.2, which was -1.5 lower than the previous day. The implied volatity was 36.26, the open interest changed by 14 which increased total open position to 70
On 3 Mar LICI was trading at 729.20. The strike last trading price was 3.2, which was 0.25 higher than the previous day. The implied volatity was 34.05, the open interest changed by 3 which increased total open position to 59
On 28 Feb LICI was trading at 740.50. The strike last trading price was 2.95, which was -0.1 lower than the previous day. The implied volatity was 34.53, the open interest changed by -2 which decreased total open position to 56
On 27 Feb LICI was trading at 741.10. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 34.39, the open interest changed by 1 which increased total open position to 58
On 26 Feb LICI was trading at 754.80. The strike last trading price was 3.1, which was 0.1 higher than the previous day. The implied volatity was 37.02, the open interest changed by 41 which increased total open position to 57
On 25 Feb LICI was trading at 756.55. The strike last trading price was 3.1, which was 0.1 higher than the previous day. The implied volatity was 37.02, the open interest changed by 41 which increased total open position to 57
On 24 Feb LICI was trading at 775.40. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 39.48, the open interest changed by 8 which increased total open position to 13
On 19 Feb LICI was trading at 764.00. The strike last trading price was 3.05, which was -0.2 lower than the previous day. The implied volatity was 36.15, 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 3.25, which was 0 lower than the previous day. The implied volatity was 12.41, the open interest changed by 0 which decreased total open position to 0
