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[--[65.84.65.76]--]
LICI
Life Insura Corp Of India

740.15 -4.35 (-0.58%)

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Historical option data for LICI

13 Mar 2025 04:13 PM IST
LICI 27MAR2025 690 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 49.65 -7.65 - 5 1 5
12 Mar 744.50 57.25 -90.9 23.73 4 2 2
11 Mar 754.25 148.15 0 - 0 0 0
10 Mar 752.05 148.15 0 - 0 0 0
7 Mar 763.15 148.15 0 - 0 0 0
6 Mar 766.80 148.15 0 - 0 0 0
5 Mar 761.80 148.15 0 - 0 0 0
3 Mar 729.20 148.15 0 - 0 0 0
28 Feb 740.50 148.15 0 - 0 0 0
27 Feb 741.10 148.15 0 - 0 0 0
26 Feb 754.80 148.15 0 - 0 0 0
25 Feb 756.55 148.15 0 - 0 0 0
24 Feb 775.40 148.15 0 - 0 0 0
19 Feb 764.00 148.15 0 - 0 0 0
18 Feb 758.95 148.15 0 - 0 0 0


For Life Insura Corp Of India - strike price 690 expiring on 27MAR2025

Delta for 690 CE is -

Historical price for 690 CE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 49.65, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 12 Mar LICI was trading at 744.50. The strike last trading price was 57.25, which was -90.9 lower than the previous day. The implied volatity was 23.73, the open interest changed by 2 which increased total open position to 2


On 11 Mar LICI was trading at 754.25. The strike last trading price was 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, 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 690 PE
Delta: -0.11
Vega: 0.27
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 2.35 0.1 31.19 59 0 76
12 Mar 744.50 2.45 0.5 31.81 202 20 77
11 Mar 754.25 1.85 -0.45 32.65 37 0 56
10 Mar 752.05 2.3 0.35 31.36 36 -7 60
7 Mar 763.15 1.9 -0.3 32.22 55 26 67
6 Mar 766.80 2.5 -0.15 33.84 39 7 43
5 Mar 761.80 2.65 -2.8 33.11 57 -11 40
3 Mar 729.20 7.2 1.4 31.59 42 -3 39
28 Feb 740.50 5.8 -0.4 31.10 25 -1 42
27 Feb 741.10 6.2 0.65 31.44 27 14 43
26 Feb 754.80 5.55 1.7 33.54 396 15 29
25 Feb 756.55 5.55 1.7 33.54 396 15 29
24 Feb 775.40 3.8 -1.8 34.43 39 15 15
19 Feb 764.00 5.6 0 9.85 0 0 0
18 Feb 758.95 5.6 0 9.33 0 0 0


For Life Insura Corp Of India - strike price 690 expiring on 27MAR2025

Delta for 690 PE is -0.11

Historical price for 690 PE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 76


On 12 Mar LICI was trading at 744.50. The strike last trading price was 2.45, which was 0.5 higher than the previous day. The implied volatity was 31.81, the open interest changed by 20 which increased total open position to 77


On 11 Mar LICI was trading at 754.25. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 32.65, the open interest changed by 0 which decreased total open position to 56


On 10 Mar LICI was trading at 752.05. The strike last trading price was 2.3, which was 0.35 higher than the previous day. The implied volatity was 31.36, the open interest changed by -7 which decreased total open position to 60


On 7 Mar LICI was trading at 763.15. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 32.22, the open interest changed by 26 which increased total open position to 67


On 6 Mar LICI was trading at 766.80. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 33.84, the open interest changed by 7 which increased total open position to 43


On 5 Mar LICI was trading at 761.80. The strike last trading price was 2.65, which was -2.8 lower than the previous day. The implied volatity was 33.11, the open interest changed by -11 which decreased total open position to 40


On 3 Mar LICI was trading at 729.20. The strike last trading price was 7.2, which was 1.4 higher than the previous day. The implied volatity was 31.59, the open interest changed by -3 which decreased total open position to 39


On 28 Feb LICI was trading at 740.50. The strike last trading price was 5.8, which was -0.4 lower than the previous day. The implied volatity was 31.10, the open interest changed by -1 which decreased total open position to 42


On 27 Feb LICI was trading at 741.10. The strike last trading price was 6.2, which was 0.65 higher than the previous day. The implied volatity was 31.44, the open interest changed by 14 which increased total open position to 43


On 26 Feb LICI was trading at 754.80. The strike last trading price was 5.55, which was 1.7 higher than the previous day. The implied volatity was 33.54, the open interest changed by 15 which increased total open position to 29


On 25 Feb LICI was trading at 756.55. The strike last trading price was 5.55, which was 1.7 higher than the previous day. The implied volatity was 33.54, the open interest changed by 15 which increased total open position to 29


On 24 Feb LICI was trading at 775.40. The strike last trading price was 3.8, which was -1.8 lower than the previous day. The implied volatity was 34.43, the open interest changed by 15 which increased total open position to 15


On 19 Feb LICI was trading at 764.00. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 9.85, 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 5.6, which was 0 lower than the previous day. The implied volatity was 9.33, the open interest changed by 0 which decreased total open position to 0