LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.13
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 43.6 | -7.55 | 17.70 | 6 | 0 | 15 | |||
| 12 Mar | 744.50 | 50.8 | -10.8 | 32.88 | 8 | 0 | 15 | |||
| 11 Mar | 754.25 | 61.6 | 0.5 | 33.40 | 2 | 0 | 15 | |||
| 10 Mar | 752.05 | 61.1 | -5.9 | 44.07 | 1 | -1 | 14 | |||
| 7 Mar | 763.15 | 67 | -3.75 | - | 10 | -3 | 15 | |||
| 6 Mar | 766.80 | 70.75 | 6.25 | 30.02 | 1 | 0 | 18 | |||
| 5 Mar | 761.80 | 64.5 | 19.5 | - | 5 | 0 | 17 | |||
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| 3 Mar | 729.20 | 45 | -6.95 | 32.86 | 6 | 3 | 17 | |||
| 28 Feb | 740.50 | 52.75 | -158.4 | 29.66 | 17 | 13 | 13 | |||
| 27 Feb | 741.10 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 775.40 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 780.90 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 776.50 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 211.15 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 211.15 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 700 expiring on 27MAR2025
Delta for 700 CE is 0.96
Historical price for 700 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 43.6, which was -7.55 lower than the previous day. The implied volatity was 17.70, the open interest changed by 0 which decreased total open position to 15
On 12 Mar LICI was trading at 744.50. The strike last trading price was 50.8, which was -10.8 lower than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 15
On 11 Mar LICI was trading at 754.25. The strike last trading price was 61.6, which was 0.5 higher than the previous day. The implied volatity was 33.40, the open interest changed by 0 which decreased total open position to 15
On 10 Mar LICI was trading at 752.05. The strike last trading price was 61.1, which was -5.9 lower than the previous day. The implied volatity was 44.07, the open interest changed by -1 which decreased total open position to 14
On 7 Mar LICI was trading at 763.15. The strike last trading price was 67, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15
On 6 Mar LICI was trading at 766.80. The strike last trading price was 70.75, which was 6.25 higher than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 18
On 5 Mar LICI was trading at 761.80. The strike last trading price was 64.5, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 3 Mar LICI was trading at 729.20. The strike last trading price was 45, which was -6.95 lower than the previous day. The implied volatity was 32.86, the open interest changed by 3 which increased total open position to 17
On 28 Feb LICI was trading at 740.50. The strike last trading price was 52.75, which was -158.4 lower than the previous day. The implied volatity was 29.66, the open interest changed by 13 which increased total open position to 13
On 27 Feb LICI was trading at 741.10. The strike last trading price was 211.15, 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 211.15, 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 211.15, 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 211.15, 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 21 Feb LICI was trading at 780.90. The strike last trading price was 211.15, 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 20 Feb LICI was trading at 776.50. The strike last trading price was 211.15, 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 211.15, 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 211.15, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 211.15, 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 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.33
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 3.2 | -0.15 | 29.49 | 117 | -13 | 577 |
| 12 Mar | 744.50 | 3.4 | 0.75 | 30.51 | 959 | 36 | 597 |
| 11 Mar | 754.25 | 2.6 | -1 | 31.61 | 195 | 4 | 558 |
| 10 Mar | 752.05 | 4.3 | 1.6 | 33.37 | 418 | -23 | 555 |
| 7 Mar | 763.15 | 2.6 | -0.15 | 31.31 | 237 | 58 | 578 |
| 6 Mar | 766.80 | 3 | -0.2 | 31.98 | 264 | 31 | 516 |
| 5 Mar | 761.80 | 3.65 | -4.7 | 32.58 | 454 | 6 | 485 |
| 3 Mar | 729.20 | 9.8 | 2.2 | 31.62 | 958 | 102 | 468 |
| 28 Feb | 740.50 | 7.45 | -0.1 | 30.29 | 250 | -3 | 366 |
| 27 Feb | 741.10 | 8.05 | 1.2 | 30.99 | 248 | 113 | 369 |
| 26 Feb | 754.80 | 6.85 | 2.45 | 32.58 | 600 | 81 | 258 |
| 25 Feb | 756.55 | 6.85 | 2.45 | 32.58 | 600 | 83 | 258 |
| 24 Feb | 775.40 | 4.35 | 0.35 | 32.74 | 571 | 19 | 181 |
| 21 Feb | 780.90 | 4.1 | 0.55 | 32.23 | 122 | 4 | 162 |
| 20 Feb | 776.50 | 3.7 | -2.15 | 30.37 | 284 | -7 | 150 |
| 19 Feb | 764.00 | 6.05 | -2.8 | 31.45 | 1,343 | 132 | 157 |
| 18 Feb | 758.95 | 8.8 | 1.65 | 33.88 | 27 | 14 | 24 |
| 17 Feb | 765.15 | 7.65 | 1.05 | 33.93 | 12 | 10 | 10 |
For Life Insura Corp Of India - strike price 700 expiring on 27MAR2025
Delta for 700 PE is -0.14
Historical price for 700 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 3.2, which was -0.15 lower than the previous day. The implied volatity was 29.49, the open interest changed by -13 which decreased total open position to 577
On 12 Mar LICI was trading at 744.50. The strike last trading price was 3.4, which was 0.75 higher than the previous day. The implied volatity was 30.51, the open interest changed by 36 which increased total open position to 597
On 11 Mar LICI was trading at 754.25. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was 31.61, the open interest changed by 4 which increased total open position to 558
On 10 Mar LICI was trading at 752.05. The strike last trading price was 4.3, which was 1.6 higher than the previous day. The implied volatity was 33.37, the open interest changed by -23 which decreased total open position to 555
On 7 Mar LICI was trading at 763.15. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 31.31, the open interest changed by 58 which increased total open position to 578
On 6 Mar LICI was trading at 766.80. The strike last trading price was 3, which was -0.2 lower than the previous day. The implied volatity was 31.98, the open interest changed by 31 which increased total open position to 516
On 5 Mar LICI was trading at 761.80. The strike last trading price was 3.65, which was -4.7 lower than the previous day. The implied volatity was 32.58, the open interest changed by 6 which increased total open position to 485
On 3 Mar LICI was trading at 729.20. The strike last trading price was 9.8, which was 2.2 higher than the previous day. The implied volatity was 31.62, the open interest changed by 102 which increased total open position to 468
On 28 Feb LICI was trading at 740.50. The strike last trading price was 7.45, which was -0.1 lower than the previous day. The implied volatity was 30.29, the open interest changed by -3 which decreased total open position to 366
On 27 Feb LICI was trading at 741.10. The strike last trading price was 8.05, which was 1.2 higher than the previous day. The implied volatity was 30.99, the open interest changed by 113 which increased total open position to 369
On 26 Feb LICI was trading at 754.80. The strike last trading price was 6.85, which was 2.45 higher than the previous day. The implied volatity was 32.58, the open interest changed by 81 which increased total open position to 258
On 25 Feb LICI was trading at 756.55. The strike last trading price was 6.85, which was 2.45 higher than the previous day. The implied volatity was 32.58, the open interest changed by 83 which increased total open position to 258
On 24 Feb LICI was trading at 775.40. The strike last trading price was 4.35, which was 0.35 higher than the previous day. The implied volatity was 32.74, the open interest changed by 19 which increased total open position to 181
On 21 Feb LICI was trading at 780.90. The strike last trading price was 4.1, which was 0.55 higher than the previous day. The implied volatity was 32.23, the open interest changed by 4 which increased total open position to 162
On 20 Feb LICI was trading at 776.50. The strike last trading price was 3.7, which was -2.15 lower than the previous day. The implied volatity was 30.37, the open interest changed by -7 which decreased total open position to 150
On 19 Feb LICI was trading at 764.00. The strike last trading price was 6.05, which was -2.8 lower than the previous day. The implied volatity was 31.45, the open interest changed by 132 which increased total open position to 157
On 18 Feb LICI was trading at 758.95. The strike last trading price was 8.8, which was 1.65 higher than the previous day. The implied volatity was 33.88, the open interest changed by 14 which increased total open position to 24
On 17 Feb LICI was trading at 765.15. The strike last trading price was 7.65, which was 1.05 higher than the previous day. The implied volatity was 33.93, the open interest changed by 10 which increased total open position to 10
