LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.38
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 53.25 | 17.2 | 30.67 | 2 | 0 | 13 | |||
| 7 Apr | 767.20 | 36.05 | -26.85 | 20.01 | 16 | 4 | 14 | |||
| 4 Apr | 792.15 | 62.9 | 1.9 | 32.49 | 2 | 0 | 8 | |||
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| 3 Apr | 815.30 | 61 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 810.95 | 61 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 797.75 | 61 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Mar | 799.40 | 61 | 0 | 0.00 | 0 | 1 | 0 | |||
| 27 Mar | 801.15 | 61 | -3 | - | 5 | 1 | 8 | |||
| 26 Mar | 786.85 | 64 | 0 | 37.02 | 2 | 0 | 7 | |||
| 25 Mar | 789.40 | 64 | 0 | 34.96 | 2 | 0 | 7 | |||
| 24 Mar | 800.55 | 64 | 17 | - | 7 | 0 | 4 | |||
| 21 Mar | 791.35 | 47 | 0 | 0.00 | 0 | -1 | 0 | |||
| 20 Mar | 779.50 | 47 | 15 | 13.25 | 1 | 0 | 5 | |||
| 19 Mar | 776.75 | 32 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 757.40 | 32 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 745.40 | 32 | 0 | 0.00 | 0 | 5 | 0 | |||
| 13 Mar | 740.15 | 32 | -86.3 | 27.40 | 5 | 4 | 4 | |||
| 10 Mar | 752.05 | 118.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 763.15 | 118.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 766.80 | 118.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 118.3 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 118.3 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 741.10 | 118.3 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 118.3 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 118.3 | 0 | - | 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 | |||
| 10 Feb | 808.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 816.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 828.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 0 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 740 expiring on 24APR2025
Delta for 740 CE is 0.85
Historical price for 740 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 53.25, which was 17.2 higher than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 13
On 7 Apr LICI was trading at 767.20. The strike last trading price was 36.05, which was -26.85 lower than the previous day. The implied volatity was 20.01, the open interest changed by 4 which increased total open position to 14
On 4 Apr LICI was trading at 792.15. The strike last trading price was 62.9, which was 1.9 higher than the previous day. The implied volatity was 32.49, the open interest changed by 0 which decreased total open position to 8
On 3 Apr LICI was trading at 815.30. The strike last trading price was 61, 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 2 Apr LICI was trading at 810.95. The strike last trading price was 61, 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 1 Apr LICI was trading at 797.75. The strike last trading price was 61, 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 28 Mar LICI was trading at 799.40. The strike last trading price was 61, 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 27 Mar LICI was trading at 801.15. The strike last trading price was 61, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 26 Mar LICI was trading at 786.85. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 7
On 25 Mar LICI was trading at 789.40. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 7
On 24 Mar LICI was trading at 800.55. The strike last trading price was 64, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Mar LICI was trading at 791.35. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Mar LICI was trading at 779.50. The strike last trading price was 47, which was 15 higher than the previous day. The implied volatity was 13.25, the open interest changed by 0 which decreased total open position to 5
On 19 Mar LICI was trading at 776.75. The strike last trading price was 32, 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 18 Mar LICI was trading at 757.40. The strike last trading price was 32, 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 32, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Mar LICI was trading at 740.15. The strike last trading price was 32, which was -86.3 lower than the previous day. The implied volatity was 27.40, the open interest changed by 4 which increased total open position to 4
On 10 Mar LICI was trading at 752.05. The strike last trading price was 118.3, 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 118.3, 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 118.3, 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 118.3, 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 118.3, 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 118.3, 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 118.3, 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 118.3, 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 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
On 10 Feb LICI was trading at 808.90. 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 7 Feb LICI was trading at 816.10. 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 6 Feb LICI was trading at 828.80. 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 4 Feb LICI was trading at 834.50. 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 3 Feb LICI was trading at 830.15. 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
| LICI 24APR2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.46
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 7.4 | -6.8 | 38.64 | 99 | 14 | 142 |
| 7 Apr | 767.20 | 13.7 | 9 | 42.01 | 457 | -39 | 129 |
| 4 Apr | 792.15 | 4.75 | 2.25 | 32.24 | 302 | 9 | 170 |
| 3 Apr | 815.30 | 2.4 | -0.85 | 32.12 | 54 | -2 | 161 |
| 2 Apr | 810.95 | 3.25 | -1.25 | 31.81 | 103 | -1 | 158 |
| 1 Apr | 797.75 | 4.3 | -0.7 | 30.24 | 326 | 93 | 166 |
| 28 Mar | 799.40 | 4.95 | 0.4 | 30.09 | 188 | 27 | 73 |
| 27 Mar | 801.15 | 4.05 | -2.75 | 28.07 | 17 | 1 | 46 |
| 26 Mar | 786.85 | 6.8 | 0 | 28.62 | 11 | 3 | 43 |
| 25 Mar | 789.40 | 7.35 | -1 | 29.44 | 41 | 33 | 36 |
| 24 Mar | 800.55 | 8.35 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 791.35 | 8.35 | -4.55 | 30.24 | 1 | 0 | 3 |
| 20 Mar | 779.50 | 12.9 | 0 | 0.00 | 0 | 2 | 0 |
| 19 Mar | 776.75 | 12.9 | -7.8 | 31.72 | 2 | 1 | 2 |
| 18 Mar | 757.40 | 20.7 | -0.4 | 33.44 | 1 | 0 | 0 |
| 17 Mar | 745.40 | 21.1 | 0 | 1.58 | 0 | 0 | 0 |
| 13 Mar | 740.15 | 21.1 | 0 | 1.14 | 0 | 0 | 0 |
| 10 Mar | 752.05 | 21.1 | 0 | 2.14 | 0 | 0 | 0 |
| 7 Mar | 763.15 | 21.1 | 0 | 3.42 | 0 | 0 | 0 |
| 6 Mar | 766.80 | 21.1 | 0 | 3.50 | 0 | 0 | 0 |
| 3 Mar | 729.20 | 21.1 | 0 | 0.05 | 0 | 0 | 0 |
| 28 Feb | 740.50 | 21.1 | 0 | 1.26 | 0 | 0 | 0 |
| 27 Feb | 741.10 | 21.1 | 0 | 1.29 | 0 | 0 | 0 |
| 26 Feb | 754.80 | 21.1 | 0 | 2.53 | 0 | 0 | 0 |
| 25 Feb | 756.55 | 21.1 | 0 | 2.53 | 0 | 0 | 0 |
| 19 Feb | 764.00 | 21.1 | 0 | 3.38 | 0 | 0 | 0 |
| 18 Feb | 758.95 | 21.1 | 0 | 2.83 | 0 | 0 | 0 |
| 17 Feb | 765.15 | 21.1 | 0 | 3.50 | 0 | 0 | 0 |
| 14 Feb | 759.10 | 21.1 | 0 | 2.87 | 0 | 0 | 0 |
| 13 Feb | 784.80 | 21.1 | 0 | 4.91 | 0 | 0 | 0 |
| 12 Feb | 782.40 | 21.1 | 0 | 4.75 | 0 | 0 | 0 |
| 10 Feb | 808.90 | 0 | 0 | 6.64 | 0 | 0 | 0 |
| 7 Feb | 816.10 | 0 | 0 | 7.14 | 0 | 0 | 0 |
| 6 Feb | 828.80 | 0 | 0 | 7.72 | 0 | 0 | 0 |
| 4 Feb | 834.50 | 0 | 0 | 8.10 | 0 | 0 | 0 |
| 3 Feb | 830.15 | 0 | 0 | 7.78 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 740 expiring on 24APR2025
Delta for 740 PE is -0.20
Historical price for 740 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 7.4, which was -6.8 lower than the previous day. The implied volatity was 38.64, the open interest changed by 14 which increased total open position to 142
On 7 Apr LICI was trading at 767.20. The strike last trading price was 13.7, which was 9 higher than the previous day. The implied volatity was 42.01, the open interest changed by -39 which decreased total open position to 129
On 4 Apr LICI was trading at 792.15. The strike last trading price was 4.75, which was 2.25 higher than the previous day. The implied volatity was 32.24, the open interest changed by 9 which increased total open position to 170
On 3 Apr LICI was trading at 815.30. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 32.12, the open interest changed by -2 which decreased total open position to 161
On 2 Apr LICI was trading at 810.95. The strike last trading price was 3.25, which was -1.25 lower than the previous day. The implied volatity was 31.81, the open interest changed by -1 which decreased total open position to 158
On 1 Apr LICI was trading at 797.75. The strike last trading price was 4.3, which was -0.7 lower than the previous day. The implied volatity was 30.24, the open interest changed by 93 which increased total open position to 166
On 28 Mar LICI was trading at 799.40. The strike last trading price was 4.95, which was 0.4 higher than the previous day. The implied volatity was 30.09, the open interest changed by 27 which increased total open position to 73
On 27 Mar LICI was trading at 801.15. The strike last trading price was 4.05, which was -2.75 lower than the previous day. The implied volatity was 28.07, the open interest changed by 1 which increased total open position to 46
On 26 Mar LICI was trading at 786.85. The strike last trading price was 6.8, which was 0 lower than the previous day. The implied volatity was 28.62, the open interest changed by 3 which increased total open position to 43
On 25 Mar LICI was trading at 789.40. The strike last trading price was 7.35, which was -1 lower than the previous day. The implied volatity was 29.44, the open interest changed by 33 which increased total open position to 36
On 24 Mar LICI was trading at 800.55. The strike last trading price was 8.35, 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 21 Mar LICI was trading at 791.35. The strike last trading price was 8.35, which was -4.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 3
On 20 Mar LICI was trading at 779.50. The strike last trading price was 12.9, 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 19 Mar LICI was trading at 776.75. The strike last trading price was 12.9, which was -7.8 lower than the previous day. The implied volatity was 31.72, the open interest changed by 1 which increased total open position to 2
On 18 Mar LICI was trading at 757.40. The strike last trading price was 20.7, which was -0.4 lower than the previous day. The implied volatity was 33.44, 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 21.1, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LICI was trading at 740.15. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 1.14, 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 21.1, which was 0 lower than the previous day. The implied volatity was 2.14, 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 21.1, which was 0 lower than the previous day. The implied volatity was 3.42, 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 21.1, which was 0 lower than the previous day. The implied volatity was 3.50, 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 21.1, which was 0 lower than the previous day. The implied volatity was 0.05, 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 21.1, which was 0 lower than the previous day. The implied volatity was 1.26, 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 21.1, which was 0 lower than the previous day. The implied volatity was 1.29, 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 21.1, which was 0 lower than the previous day. The implied volatity was 2.53, 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 21.1, which was 0 lower than the previous day. The implied volatity was 2.53, 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 21.1, which was 0 lower than the previous day. The implied volatity was 3.38, 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 21.1, which was 0 lower than the previous day. The implied volatity was 2.83, 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 21.1, which was 0 lower than the previous day. The implied volatity was 3.50, 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 21.1, which was 0 lower than the previous day. The implied volatity was 2.87, 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 21.1, which was 0 lower than the previous day. The implied volatity was 4.91, 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 21.1, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LICI was trading at 808.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
On 7 Feb LICI was trading at 816.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LICI was trading at 828.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LICI was trading at 834.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.10, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LICI was trading at 830.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.78, the open interest changed by 0 which decreased total open position to 0
