LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.42
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 27 | -6.75 | 20.97 | 13 | 4 | 85 | |||
| 12 Mar | 744.50 | 32.75 | -9.75 | 27.13 | 76 | 1 | 81 | |||
| 11 Mar | 754.25 | 42.7 | 1.4 | 27.43 | 14 | 1 | 81 | |||
| 10 Mar | 752.05 | 41.3 | -11.45 | 33.84 | 14 | 72 | 72 | |||
| 7 Mar | 763.15 | 51.6 | -1.15 | 0.00 | 0 | 2 | 0 | |||
| 6 Mar | 766.80 | 51.6 | 1.9 | 25.08 | 10 | 2 | 70 | |||
| 5 Mar | 761.80 | 49.7 | 18.05 | 23.24 | 39 | -12 | 69 | |||
| 3 Mar | 729.20 | 30.1 | -3.65 | 29.84 | 202 | 100 | 107 | |||
| 28 Feb | 740.50 | 33.75 | -160.15 | 22.78 | 8 | 5 | 5 | |||
| 27 Feb | 741.10 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 775.40 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 780.90 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 776.50 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 193.9 | 0 | - | 0 | 0 | 0 | |||
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| 17 Feb | 765.15 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 193.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 818.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 809.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Jan | 808.95 | 0 | - | 0 | 0 | 0 | ||||
For Life Insura Corp Of India - strike price 720 expiring on 27MAR2025
Delta for 720 CE is 0.79
Historical price for 720 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 27, which was -6.75 lower than the previous day. The implied volatity was 20.97, the open interest changed by 4 which increased total open position to 85
On 12 Mar LICI was trading at 744.50. The strike last trading price was 32.75, which was -9.75 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 81
On 11 Mar LICI was trading at 754.25. The strike last trading price was 42.7, which was 1.4 higher than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 81
On 10 Mar LICI was trading at 752.05. The strike last trading price was 41.3, which was -11.45 lower than the previous day. The implied volatity was 33.84, the open interest changed by 72 which increased total open position to 72
On 7 Mar LICI was trading at 763.15. The strike last trading price was 51.6, which was -1.15 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 6 Mar LICI was trading at 766.80. The strike last trading price was 51.6, which was 1.9 higher than the previous day. The implied volatity was 25.08, the open interest changed by 2 which increased total open position to 70
On 5 Mar LICI was trading at 761.80. The strike last trading price was 49.7, which was 18.05 higher than the previous day. The implied volatity was 23.24, the open interest changed by -12 which decreased total open position to 69
On 3 Mar LICI was trading at 729.20. The strike last trading price was 30.1, which was -3.65 lower than the previous day. The implied volatity was 29.84, the open interest changed by 100 which increased total open position to 107
On 28 Feb LICI was trading at 740.50. The strike last trading price was 33.75, which was -160.15 lower than the previous day. The implied volatity was 22.78, the open interest changed by 5 which increased total open position to 5
On 27 Feb LICI was trading at 741.10. The strike last trading price was 193.9, 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 193.9, 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 193.9, 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 193.9, 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 193.9, 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 193.9, 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 193.9, 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 193.9, 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 193.9, 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 193.9, 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 11 Feb LICI was trading at 799.80. The strike last trading price was 193.9, 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 Jan LICI was trading at 818.65. 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 27 Jan LICI was trading at 809.05. 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 Jan LICI was trading at 808.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LICI 27MAR2025 720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.49
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 7.35 | 1 | 28.85 | 75 | -10 | 184 |
| 12 Mar | 744.50 | 7.1 | 1.5 | 29.21 | 460 | -37 | 194 |
| 11 Mar | 754.25 | 5.45 | -2.05 | 30.50 | 97 | -8 | 232 |
| 10 Mar | 752.05 | 8.15 | 3.05 | 32.29 | 84 | -3 | 241 |
| 7 Mar | 763.15 | 5.15 | 0.05 | 30.33 | 178 | -21 | 244 |
| 6 Mar | 766.80 | 5.7 | -0.5 | 30.97 | 205 | 24 | 265 |
| 5 Mar | 761.80 | 6.25 | -7.85 | 30.78 | 104 | -11 | 240 |
| 3 Mar | 729.20 | 16.05 | 3.5 | 30.57 | 331 | 51 | 227 |
| 28 Feb | 740.50 | 12.55 | -0.25 | 29.41 | 211 | 49 | 176 |
| 27 Feb | 741.10 | 13.1 | 2.6 | 29.92 | 100 | 63 | 127 |
| 26 Feb | 754.80 | 10.5 | 4.1 | 30.88 | 1 | 0 | 64 |
| 25 Feb | 756.55 | 10.5 | 4.1 | 30.88 | 1 | 0 | 64 |
| 24 Feb | 775.40 | 6.4 | 0 | 0.00 | 0 | 14 | 0 |
| 21 Feb | 780.90 | 6.4 | 0.65 | 30.79 | 55 | 15 | 65 |
| 20 Feb | 776.50 | 5.7 | -5.55 | 28.58 | 23 | 5 | 45 |
| 19 Feb | 764.00 | 11.25 | -1.85 | 32.84 | 8 | 5 | 41 |
| 18 Feb | 758.95 | 13.75 | 0.9 | 33.69 | 13 | 5 | 35 |
| 17 Feb | 765.15 | 12.85 | -3.4 | 34.78 | 4 | 1 | 30 |
| 14 Feb | 759.10 | 16.25 | 8.3 | 35.13 | 20 | 9 | 30 |
| 11 Feb | 799.80 | 7.95 | -1.05 | 34.07 | 38 | 22 | 22 |
| 28 Jan | 818.65 | 9 | 0 | 9.22 | 0 | 0 | 0 |
| 27 Jan | 809.05 | 9 | 0 | 8.62 | 0 | 0 | 0 |
| 13 Jan | 808.95 | 9 | 8.05 | 0 | 0 | 0 | |
For Life Insura Corp Of India - strike price 720 expiring on 27MAR2025
Delta for 720 PE is -0.28
Historical price for 720 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 7.35, which was 1 higher than the previous day. The implied volatity was 28.85, the open interest changed by -10 which decreased total open position to 184
On 12 Mar LICI was trading at 744.50. The strike last trading price was 7.1, which was 1.5 higher than the previous day. The implied volatity was 29.21, the open interest changed by -37 which decreased total open position to 194
On 11 Mar LICI was trading at 754.25. The strike last trading price was 5.45, which was -2.05 lower than the previous day. The implied volatity was 30.50, the open interest changed by -8 which decreased total open position to 232
On 10 Mar LICI was trading at 752.05. The strike last trading price was 8.15, which was 3.05 higher than the previous day. The implied volatity was 32.29, the open interest changed by -3 which decreased total open position to 241
On 7 Mar LICI was trading at 763.15. The strike last trading price was 5.15, which was 0.05 higher than the previous day. The implied volatity was 30.33, the open interest changed by -21 which decreased total open position to 244
On 6 Mar LICI was trading at 766.80. The strike last trading price was 5.7, which was -0.5 lower than the previous day. The implied volatity was 30.97, the open interest changed by 24 which increased total open position to 265
On 5 Mar LICI was trading at 761.80. The strike last trading price was 6.25, which was -7.85 lower than the previous day. The implied volatity was 30.78, the open interest changed by -11 which decreased total open position to 240
On 3 Mar LICI was trading at 729.20. The strike last trading price was 16.05, which was 3.5 higher than the previous day. The implied volatity was 30.57, the open interest changed by 51 which increased total open position to 227
On 28 Feb LICI was trading at 740.50. The strike last trading price was 12.55, which was -0.25 lower than the previous day. The implied volatity was 29.41, the open interest changed by 49 which increased total open position to 176
On 27 Feb LICI was trading at 741.10. The strike last trading price was 13.1, which was 2.6 higher than the previous day. The implied volatity was 29.92, the open interest changed by 63 which increased total open position to 127
On 26 Feb LICI was trading at 754.80. The strike last trading price was 10.5, which was 4.1 higher than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 64
On 25 Feb LICI was trading at 756.55. The strike last trading price was 10.5, which was 4.1 higher than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 64
On 24 Feb LICI was trading at 775.40. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 21 Feb LICI was trading at 780.90. The strike last trading price was 6.4, which was 0.65 higher than the previous day. The implied volatity was 30.79, the open interest changed by 15 which increased total open position to 65
On 20 Feb LICI was trading at 776.50. The strike last trading price was 5.7, which was -5.55 lower than the previous day. The implied volatity was 28.58, the open interest changed by 5 which increased total open position to 45
On 19 Feb LICI was trading at 764.00. The strike last trading price was 11.25, which was -1.85 lower than the previous day. The implied volatity was 32.84, the open interest changed by 5 which increased total open position to 41
On 18 Feb LICI was trading at 758.95. The strike last trading price was 13.75, which was 0.9 higher than the previous day. The implied volatity was 33.69, the open interest changed by 5 which increased total open position to 35
On 17 Feb LICI was trading at 765.15. The strike last trading price was 12.85, which was -3.4 lower than the previous day. The implied volatity was 34.78, the open interest changed by 1 which increased total open position to 30
On 14 Feb LICI was trading at 759.10. The strike last trading price was 16.25, which was 8.3 higher than the previous day. The implied volatity was 35.13, the open interest changed by 9 which increased total open position to 30
On 11 Feb LICI was trading at 799.80. The strike last trading price was 7.95, which was -1.05 lower than the previous day. The implied volatity was 34.07, the open interest changed by 22 which increased total open position to 22
On 28 Jan LICI was trading at 818.65. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0
On 27 Jan LICI was trading at 809.05. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 808.95. The strike last trading price was 9, which was lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0
