LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
LICI 27MAR2025 710 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 | 39.9 | -2 | 0.00 | 0 | -3 | 0 | |||
12 Mar | 744.50 | 39.9 | -9 | 25.57 | 14 | -3 | 4 | |||
11 Mar | 754.25 | 48.9 | 12.9 | 17.69 | 5 | 2 | 6 | |||
10 Mar | 752.05 | 36 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Mar | 763.15 | 36 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Mar | 766.80 | 36 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Mar | 761.80 | 36 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Mar | 729.20 | 36 | -95.15 | 29.40 | 13 | 5 | 5 | |||
28 Feb | 740.50 | 131.15 | 0 | - | 0 | 0 | 0 | |||
27 Feb | 741.10 | 131.15 | 0 | - | 0 | 0 | 0 | |||
26 Feb | 754.80 | 131.15 | 0 | - | 0 | 0 | 0 | |||
25 Feb | 756.55 | 131.15 | 0 | - | 0 | 0 | 0 | |||
24 Feb | 775.40 | 131.15 | 0 | - | 0 | 0 | 0 | |||
21 Feb | 780.90 | 131.15 | 0 | - | 0 | 0 | 0 | |||
20 Feb | 776.50 | 131.15 | 0 | - | 0 | 0 | 0 | |||
19 Feb | 764.00 | 131.15 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 758.95 | 131.15 | 0 | - | 0 | 0 | 0 | |||
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17 Feb | 765.15 | 131.15 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 710 expiring on 27MAR2025
Delta for 710 CE is 0.00
Historical price for 710 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 39.9, which was -2 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 12 Mar LICI was trading at 744.50. The strike last trading price was 39.9, which was -9 lower than the previous day. The implied volatity was 25.57, the open interest changed by -3 which decreased total open position to 4
On 11 Mar LICI was trading at 754.25. The strike last trading price was 48.9, which was 12.9 higher than the previous day. The implied volatity was 17.69, the open interest changed by 2 which increased total open position to 6
On 10 Mar LICI was trading at 752.05. The strike last trading price was 36, 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 7 Mar LICI was trading at 763.15. The strike last trading price was 36, 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 6 Mar LICI was trading at 766.80. The strike last trading price was 36, 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 5 Mar LICI was trading at 761.80. The strike last trading price was 36, 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 3 Mar LICI was trading at 729.20. The strike last trading price was 36, which was -95.15 lower than the previous day. The implied volatity was 29.40, the open interest changed by 5 which increased total open position to 5
On 28 Feb LICI was trading at 740.50. The strike last trading price was 131.15, 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 131.15, 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 131.15, 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 131.15, 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 131.15, 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 131.15, 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 131.15, 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 131.15, 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 131.15, 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 131.15, 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 710 PE | |||||||
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Delta: -0.20
Vega: 0.40
Theta: -0.36
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 740.15 | 4.55 | -0.3 | 28.21 | 64 | -4 | 87 |
12 Mar | 744.50 | 4.95 | 1.2 | 29.82 | 243 | 9 | 91 |
11 Mar | 754.25 | 3.7 | -0.85 | 30.77 | 26 | -4 | 82 |
10 Mar | 752.05 | 4.55 | 0.9 | 29.52 | 118 | 29 | 86 |
7 Mar | 763.15 | 3.65 | -0.35 | 30.71 | 106 | 15 | 57 |
6 Mar | 766.80 | 4.35 | -0.25 | 31.92 | 144 | -65 | 41 |
5 Mar | 761.80 | 4.65 | -5.6 | 31.35 | 109 | 53 | 106 |
3 Mar | 729.20 | 12.9 | 3.05 | 31.50 | 113 | 34 | 48 |
28 Feb | 740.50 | 9.85 | 1.5 | 30.02 | 46 | 13 | 13 |
27 Feb | 741.10 | 8.35 | 0 | 4.97 | 0 | 0 | 0 |
26 Feb | 754.80 | 8.35 | 0 | 6.46 | 0 | 0 | 0 |
25 Feb | 756.55 | 8.35 | 0 | 6.46 | 0 | 0 | 0 |
24 Feb | 775.40 | 8.35 | 0 | 9.17 | 0 | 0 | 0 |
21 Feb | 780.90 | 8.35 | 0 | 9.43 | 0 | 0 | 0 |
20 Feb | 776.50 | 8.35 | 0 | 9.11 | 0 | 0 | 0 |
19 Feb | 764.00 | 8.35 | 0 | 7.03 | 0 | 0 | 0 |
18 Feb | 758.95 | 8.35 | 0 | 6.39 | 0 | 0 | 0 |
17 Feb | 765.15 | 8.35 | 0 | 7.23 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 710 expiring on 27MAR2025
Delta for 710 PE is -0.20
Historical price for 710 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 4.55, which was -0.3 lower than the previous day. The implied volatity was 28.21, the open interest changed by -4 which decreased total open position to 87
On 12 Mar LICI was trading at 744.50. The strike last trading price was 4.95, which was 1.2 higher than the previous day. The implied volatity was 29.82, the open interest changed by 9 which increased total open position to 91
On 11 Mar LICI was trading at 754.25. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 30.77, the open interest changed by -4 which decreased total open position to 82
On 10 Mar LICI was trading at 752.05. The strike last trading price was 4.55, which was 0.9 higher than the previous day. The implied volatity was 29.52, the open interest changed by 29 which increased total open position to 86
On 7 Mar LICI was trading at 763.15. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 30.71, the open interest changed by 15 which increased total open position to 57
On 6 Mar LICI was trading at 766.80. The strike last trading price was 4.35, which was -0.25 lower than the previous day. The implied volatity was 31.92, the open interest changed by -65 which decreased total open position to 41
On 5 Mar LICI was trading at 761.80. The strike last trading price was 4.65, which was -5.6 lower than the previous day. The implied volatity was 31.35, the open interest changed by 53 which increased total open position to 106
On 3 Mar LICI was trading at 729.20. The strike last trading price was 12.9, which was 3.05 higher than the previous day. The implied volatity was 31.50, the open interest changed by 34 which increased total open position to 48
On 28 Feb LICI was trading at 740.50. The strike last trading price was 9.85, which was 1.5 higher than the previous day. The implied volatity was 30.02, 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 8.35, which was 0 lower than the previous day. The implied volatity was 4.97, 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 8.35, which was 0 lower than the previous day. The implied volatity was 6.46, 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 8.35, which was 0 lower than the previous day. The implied volatity was 6.46, 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 8.35, which was 0 lower than the previous day. The implied volatity was 9.17, 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 8.35, which was 0 lower than the previous day. The implied volatity was 9.43, 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 8.35, which was 0 lower than the previous day. The implied volatity was 9.11, 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 8.35, which was 0 lower than the previous day. The implied volatity was 7.03, 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 8.35, which was 0 lower than the previous day. The implied volatity was 6.39, 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 8.35, which was 0 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0