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

784.8 17.60 (2.29%)

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Historical option data for LICI

08 Apr 2025 04:03 PM IST
LICI 24APR2025 700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 784.80 74.45 -0.15 0.00 0 3 0
7 Apr 767.20 74.45 -19.3 29.44 12 4 21
4 Apr 792.15 93.7 -21.75 - 4 -1 16
3 Apr 815.30 115.45 10.75 - 2 0 17
2 Apr 810.95 104.7 0 0.00 0 1 0
1 Apr 797.75 104.7 -4.3 40.78 1 1 16
28 Mar 799.40 109 10 42.75 3 -1 15
27 Mar 801.15 99 0 0.00 0 0 0
26 Mar 786.85 99 0 0.00 0 2 0
25 Mar 789.40 99 -5 40.81 2 1 15
24 Mar 800.55 104 22.75 - 7 -2 17
21 Mar 791.35 81.25 0 0.00 0 0 0
20 Mar 779.50 81.25 -1.75 - 1 0 19
19 Mar 776.75 83 25 - 1 0 20
18 Mar 757.40 58 0 0.00 0 0 0
17 Mar 745.40 58 0 0.00 0 1 0
13 Mar 740.15 58 -21.9 28.00 1 0 19
10 Mar 752.05 79.9 0 0.00 0 18 0
7 Mar 763.15 79.9 14.9 28.78 18 16 17
6 Mar 766.80 65 0 0.00 0 0 0
19 Feb 764.00 0 0 - 0 0 0
18 Feb 758.95 0 0 - 0 0 0
17 Feb 765.15 0 0 - 0 0 0
14 Feb 759.10 0 0 - 0 0 0
13 Feb 784.80 0 0 - 0 0 0
12 Feb 782.40 0 0 - 0 0 0


For Life Insura Corp Of India - strike price 700 expiring on 24APR2025

Delta for 700 CE is 0.00

Historical price for 700 CE is as follows

On 8 Apr LICI was trading at 784.80. The strike last trading price was 74.45, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 7 Apr LICI was trading at 767.20. The strike last trading price was 74.45, which was -19.3 lower than the previous day. The implied volatity was 29.44, the open interest changed by 4 which increased total open position to 21


On 4 Apr LICI was trading at 792.15. The strike last trading price was 93.7, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 16


On 3 Apr LICI was trading at 815.30. The strike last trading price was 115.45, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 2 Apr LICI was trading at 810.95. The strike last trading price was 104.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 1 Apr LICI was trading at 797.75. The strike last trading price was 104.7, which was -4.3 lower than the previous day. The implied volatity was 40.78, the open interest changed by 1 which increased total open position to 16


On 28 Mar LICI was trading at 799.40. The strike last trading price was 109, which was 10 higher than the previous day. The implied volatity was 42.75, the open interest changed by -1 which decreased total open position to 15


On 27 Mar LICI was trading at 801.15. The strike last trading price was 99, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Mar LICI was trading at 786.85. The strike last trading price was 99, which was 0 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 25 Mar LICI was trading at 789.40. The strike last trading price was 99, which was -5 lower than the previous day. The implied volatity was 40.81, the open interest changed by 1 which increased total open position to 15


On 24 Mar LICI was trading at 800.55. The strike last trading price was 104, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 17


On 21 Mar LICI was trading at 791.35. The strike last trading price was 81.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Mar LICI was trading at 779.50. The strike last trading price was 81.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 19 Mar LICI was trading at 776.75. The strike last trading price was 83, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 18 Mar LICI was trading at 757.40. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Mar LICI was trading at 745.40. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Mar LICI was trading at 740.15. The strike last trading price was 58, which was -21.9 lower than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 19


On 10 Mar LICI was trading at 752.05. The strike last trading price was 79.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0


On 7 Mar LICI was trading at 763.15. The strike last trading price was 79.9, which was 14.9 higher than the previous day. The implied volatity was 28.78, the open interest changed by 16 which increased total open position to 17


On 6 Mar LICI was trading at 766.80. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0.00, 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 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 18 Feb LICI was trading at 758.95. 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 17 Feb LICI was trading at 765.15. 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 14 Feb LICI was trading at 759.10. 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 13 Feb LICI was trading at 784.80. 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 Feb LICI was trading at 782.40. 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


LICI 24APR2025 700 PE
Delta: -0.07
Vega: 0.22
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 784.80 2.15 -3 40.24 60 -32 173
7 Apr 767.20 4.6 3.3 42.23 471 -5 206
4 Apr 792.15 1.25 0.6 34.20 1,294 50 208
3 Apr 815.30 0.75 -0.25 35.55 55 32 160
2 Apr 810.95 1 -0.55 35.03 31 7 129
1 Apr 797.75 1.6 -0.2 34.50 51 -4 122
28 Mar 799.40 1.75 0.15 33.12 188 48 126
27 Mar 801.15 1.7 -0.3 32.64 37 22 77
26 Mar 786.85 2 -0.55 30.03 2 0 55
25 Mar 789.40 2.6 0.75 31.78 11 -2 54
24 Mar 800.55 1.85 -1.25 32.04 23 -13 56
21 Mar 791.35 3.1 -0.9 32.05 15 10 69
20 Mar 779.50 4 -0.35 31.48 18 0 58
19 Mar 776.75 4.35 -2.85 31.26 53 22 58
18 Mar 757.40 7.1 -2.6 30.85 94 26 34
17 Mar 745.40 9.7 -0.75 30.71 1 0 8
13 Mar 740.15 10.45 2.45 29.26 6 -1 7
10 Mar 752.05 8 -1.55 28.65 2 0 6
7 Mar 763.15 9.55 0.95 32.62 6 4 6
6 Mar 766.80 8.6 -4.6 31.29 2 0 1
19 Feb 764.00 11.95 0 6.80 0 0 0
18 Feb 758.95 11.95 0 6.28 0 0 0
17 Feb 765.15 11.95 0 6.90 0 0 0
14 Feb 759.10 11.95 0 6.23 0 0 0
13 Feb 784.80 11.95 0 8.05 0 0 0
12 Feb 782.40 11.95 0 7.88 0 0 0


For Life Insura Corp Of India - strike price 700 expiring on 24APR2025

Delta for 700 PE is -0.07

Historical price for 700 PE is as follows

On 8 Apr LICI was trading at 784.80. The strike last trading price was 2.15, which was -3 lower than the previous day. The implied volatity was 40.24, the open interest changed by -32 which decreased total open position to 173


On 7 Apr LICI was trading at 767.20. The strike last trading price was 4.6, which was 3.3 higher than the previous day. The implied volatity was 42.23, the open interest changed by -5 which decreased total open position to 206


On 4 Apr LICI was trading at 792.15. The strike last trading price was 1.25, which was 0.6 higher than the previous day. The implied volatity was 34.20, the open interest changed by 50 which increased total open position to 208


On 3 Apr LICI was trading at 815.30. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 35.55, the open interest changed by 32 which increased total open position to 160


On 2 Apr LICI was trading at 810.95. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 35.03, the open interest changed by 7 which increased total open position to 129


On 1 Apr LICI was trading at 797.75. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 34.50, the open interest changed by -4 which decreased total open position to 122


On 28 Mar LICI was trading at 799.40. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 33.12, the open interest changed by 48 which increased total open position to 126


On 27 Mar LICI was trading at 801.15. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 32.64, the open interest changed by 22 which increased total open position to 77


On 26 Mar LICI was trading at 786.85. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 55


On 25 Mar LICI was trading at 789.40. The strike last trading price was 2.6, which was 0.75 higher than the previous day. The implied volatity was 31.78, the open interest changed by -2 which decreased total open position to 54


On 24 Mar LICI was trading at 800.55. The strike last trading price was 1.85, which was -1.25 lower than the previous day. The implied volatity was 32.04, the open interest changed by -13 which decreased total open position to 56


On 21 Mar LICI was trading at 791.35. The strike last trading price was 3.1, which was -0.9 lower than the previous day. The implied volatity was 32.05, the open interest changed by 10 which increased total open position to 69


On 20 Mar LICI was trading at 779.50. The strike last trading price was 4, which was -0.35 lower than the previous day. The implied volatity was 31.48, the open interest changed by 0 which decreased total open position to 58


On 19 Mar LICI was trading at 776.75. The strike last trading price was 4.35, which was -2.85 lower than the previous day. The implied volatity was 31.26, the open interest changed by 22 which increased total open position to 58


On 18 Mar LICI was trading at 757.40. The strike last trading price was 7.1, which was -2.6 lower than the previous day. The implied volatity was 30.85, the open interest changed by 26 which increased total open position to 34


On 17 Mar LICI was trading at 745.40. The strike last trading price was 9.7, which was -0.75 lower than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 8


On 13 Mar LICI was trading at 740.15. The strike last trading price was 10.45, which was 2.45 higher than the previous day. The implied volatity was 29.26, the open interest changed by -1 which decreased total open position to 7


On 10 Mar LICI was trading at 752.05. The strike last trading price was 8, which was -1.55 lower than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 6


On 7 Mar LICI was trading at 763.15. The strike last trading price was 9.55, which was 0.95 higher than the previous day. The implied volatity was 32.62, the open interest changed by 4 which increased total open position to 6


On 6 Mar LICI was trading at 766.80. The strike last trading price was 8.6, which was -4.6 lower than the previous day. The implied volatity was 31.29, the open interest changed by 0 which decreased total open position to 1


On 19 Feb LICI was trading at 764.00. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 6.80, 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 11.95, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0


On 17 Feb LICI was trading at 765.15. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 6.90, the open interest changed by 0 which decreased total open position to 0


On 14 Feb LICI was trading at 759.10. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0


On 13 Feb LICI was trading at 784.80. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0


On 12 Feb LICI was trading at 782.40. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0