LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 66.6 | -0.05 | 0.00 | 0 | 2 | 0 | |||
| 12 Mar | 744.50 | 66.6 | -162.25 | 20.22 | 2 | 0 | 0 | |||
| 11 Mar | 754.25 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 752.05 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 763.15 | 228.85 | 0 | - | 0 | 0 | 0 | |||
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| 6 Mar | 766.80 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 741.10 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 775.40 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 228.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 228.85 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 680 expiring on 27MAR2025
Delta for 680 CE is 0.00
Historical price for 680 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 66.6, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Mar LICI was trading at 744.50. The strike last trading price was 66.6, which was -162.25 lower than the previous day. The implied volatity was 20.22, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 228.85, 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 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.18
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 1.3 | -0.4 | 30.69 | 93 | 15 | 186 |
| 12 Mar | 744.50 | 1.8 | 0.2 | 33.28 | 185 | -11 | 171 |
| 11 Mar | 754.25 | 1.6 | -0.2 | 35.20 | 43 | 0 | 182 |
| 10 Mar | 752.05 | 2.3 | 0.85 | 35.24 | 41 | -1 | 183 |
| 7 Mar | 763.15 | 1.45 | -0.15 | 33.48 | 14 | -2 | 184 |
| 6 Mar | 766.80 | 1.55 | -0.25 | 33.31 | 63 | -37 | 189 |
| 5 Mar | 761.80 | 1.75 | -2.75 | 33.01 | 64 | 25 | 223 |
| 3 Mar | 729.20 | 5.35 | 0.85 | 32.00 | 234 | 101 | 183 |
| 28 Feb | 740.50 | 4.45 | -0.15 | 31.82 | 133 | 39 | 81 |
| 27 Feb | 741.10 | 4.95 | 0.5 | 32.57 | 123 | 20 | 42 |
| 26 Feb | 754.80 | 4.35 | 0.75 | 34.18 | 764 | 8 | 26 |
| 25 Feb | 756.55 | 4.35 | 0.75 | 34.18 | 764 | 12 | 26 |
| 24 Feb | 775.40 | 3.4 | -1.3 | 36.30 | 31 | 13 | 13 |
| 19 Feb | 764.00 | 4.7 | 0 | 10.75 | 0 | 0 | 0 |
| 18 Feb | 758.95 | 4.7 | 0 | 10.27 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 680 expiring on 27MAR2025
Delta for 680 PE is -0.07
Historical price for 680 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 1.3, which was -0.4 lower than the previous day. The implied volatity was 30.69, the open interest changed by 15 which increased total open position to 186
On 12 Mar LICI was trading at 744.50. The strike last trading price was 1.8, which was 0.2 higher than the previous day. The implied volatity was 33.28, the open interest changed by -11 which decreased total open position to 171
On 11 Mar LICI was trading at 754.25. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 35.20, the open interest changed by 0 which decreased total open position to 182
On 10 Mar LICI was trading at 752.05. The strike last trading price was 2.3, which was 0.85 higher than the previous day. The implied volatity was 35.24, the open interest changed by -1 which decreased total open position to 183
On 7 Mar LICI was trading at 763.15. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 33.48, the open interest changed by -2 which decreased total open position to 184
On 6 Mar LICI was trading at 766.80. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by -37 which decreased total open position to 189
On 5 Mar LICI was trading at 761.80. The strike last trading price was 1.75, which was -2.75 lower than the previous day. The implied volatity was 33.01, the open interest changed by 25 which increased total open position to 223
On 3 Mar LICI was trading at 729.20. The strike last trading price was 5.35, which was 0.85 higher than the previous day. The implied volatity was 32.00, the open interest changed by 101 which increased total open position to 183
On 28 Feb LICI was trading at 740.50. The strike last trading price was 4.45, which was -0.15 lower than the previous day. The implied volatity was 31.82, the open interest changed by 39 which increased total open position to 81
On 27 Feb LICI was trading at 741.10. The strike last trading price was 4.95, which was 0.5 higher than the previous day. The implied volatity was 32.57, the open interest changed by 20 which increased total open position to 42
On 26 Feb LICI was trading at 754.80. The strike last trading price was 4.35, which was 0.75 higher than the previous day. The implied volatity was 34.18, the open interest changed by 8 which increased total open position to 26
On 25 Feb LICI was trading at 756.55. The strike last trading price was 4.35, which was 0.75 higher than the previous day. The implied volatity was 34.18, the open interest changed by 12 which increased total open position to 26
On 24 Feb LICI was trading at 775.40. The strike last trading price was 3.4, which was -1.3 lower than the previous day. The implied volatity was 36.30, the open interest changed by 13 which increased total open position to 13
On 19 Feb LICI was trading at 764.00. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 10.75, 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 4.7, which was 0 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0
