LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 740 CE | ||||||||||
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Delta: 0.55
Vega: 0.57
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 740.15 | 15.1 | -4.8 | 23.16 | 320 | 35 | 241 | |||
| 12 Mar | 744.50 | 19.55 | -6 | 26.65 | 598 | 44 | 204 | |||
| 11 Mar | 754.25 | 25.55 | -9.5 | 23.03 | 25 | 1 | 163 | |||
| 10 Mar | 752.05 | 35.05 | -2.95 | 44.42 | 2 | 1 | 161 | |||
| 7 Mar | 763.15 | 38 | 0.55 | 30.10 | 5 | -1 | 160 | |||
| 6 Mar | 766.80 | 35.7 | -0.75 | 24.92 | 73 | 6 | 159 | |||
| 5 Mar | 761.80 | 36.45 | 16.15 | 27.46 | 764 | -84 | 152 | |||
| 3 Mar | 729.20 | 19.35 | -5.3 | 29.23 | 263 | 44 | 202 | |||
| 28 Feb | 740.50 | 24 | -1.7 | 26.11 | 354 | 129 | 159 | |||
| 27 Feb | 741.10 | 25.55 | -8.45 | 27.11 | 67 | 29 | 30 | |||
| 26 Feb | 754.80 | 34 | -143.3 | 25.87 | 1 | 1 | 0 | |||
| 25 Feb | 756.55 | 34 | -143.3 | 25.87 | 1 | 0 | 0 | |||
| 24 Feb | 775.40 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 780.90 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 776.50 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 177.3 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 824.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 828.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 818.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 809.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 837.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 828.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 837.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 836.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 825.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 808.95 | 0 | - | 0 | 0 | 0 | ||||
For Life Insura Corp Of India - strike price 740 expiring on 27MAR2025
Delta for 740 CE is 0.55
Historical price for 740 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 15.1, which was -4.8 lower than the previous day. The implied volatity was 23.16, the open interest changed by 35 which increased total open position to 241
On 12 Mar LICI was trading at 744.50. The strike last trading price was 19.55, which was -6 lower than the previous day. The implied volatity was 26.65, the open interest changed by 44 which increased total open position to 204
On 11 Mar LICI was trading at 754.25. The strike last trading price was 25.55, which was -9.5 lower than the previous day. The implied volatity was 23.03, the open interest changed by 1 which increased total open position to 163
On 10 Mar LICI was trading at 752.05. The strike last trading price was 35.05, which was -2.95 lower than the previous day. The implied volatity was 44.42, the open interest changed by 1 which increased total open position to 161
On 7 Mar LICI was trading at 763.15. The strike last trading price was 38, which was 0.55 higher than the previous day. The implied volatity was 30.10, the open interest changed by -1 which decreased total open position to 160
On 6 Mar LICI was trading at 766.80. The strike last trading price was 35.7, which was -0.75 lower than the previous day. The implied volatity was 24.92, the open interest changed by 6 which increased total open position to 159
On 5 Mar LICI was trading at 761.80. The strike last trading price was 36.45, which was 16.15 higher than the previous day. The implied volatity was 27.46, the open interest changed by -84 which decreased total open position to 152
On 3 Mar LICI was trading at 729.20. The strike last trading price was 19.35, which was -5.3 lower than the previous day. The implied volatity was 29.23, the open interest changed by 44 which increased total open position to 202
On 28 Feb LICI was trading at 740.50. The strike last trading price was 24, which was -1.7 lower than the previous day. The implied volatity was 26.11, the open interest changed by 129 which increased total open position to 159
On 27 Feb LICI was trading at 741.10. The strike last trading price was 25.55, which was -8.45 lower than the previous day. The implied volatity was 27.11, the open interest changed by 29 which increased total open position to 30
On 26 Feb LICI was trading at 754.80. The strike last trading price was 34, which was -143.3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 1 which increased total open position to 0
On 25 Feb LICI was trading at 756.55. The strike last trading price was 34, which was -143.3 lower than the previous day. The implied volatity was 25.87, 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 177.3, 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 21 Feb LICI was trading at 780.90. The strike last trading price was 177.3, 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 20 Feb LICI was trading at 776.50. The strike last trading price was 177.3, 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 177.3, 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 18 Feb LICI was trading at 758.95. The strike last trading price was 177.3, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 177.3, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 177.3, 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 12 Feb LICI was trading at 782.40. The strike last trading price was 177.3, 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 11 Feb LICI was trading at 799.80. The strike last trading price was 177.3, 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 10 Feb LICI was trading at 808.90. The strike last trading price was 177.3, 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 30 Jan LICI was trading at 824.90. 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 29 Jan LICI was trading at 828.20. 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 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 23 Jan LICI was trading at 837.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LICI was trading at 828.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LICI was trading at 837.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LICI was trading at 825.40. The strike last trading price was 0, which was 0.00 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.58
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 15 | 1.3 | 28.78 | 330 | -24 | 296 |
| 12 Mar | 744.50 | 14.25 | 3.95 | 29.08 | 995 | -12 | 318 |
| 11 Mar | 754.25 | 10.05 | -2.85 | 28.64 | 95 | -4 | 330 |
| 10 Mar | 752.05 | 14.55 | 5 | 31.53 | 140 | 4 | 330 |
| 7 Mar | 763.15 | 9.65 | 0.65 | 29.60 | 120 | 52 | 326 |
| 6 Mar | 766.80 | 9.35 | -1.65 | 28.66 | 64 | -2 | 272 |
| 5 Mar | 761.80 | 11.35 | -10.95 | 30.40 | 243 | 67 | 273 |
| 3 Mar | 729.20 | 24.55 | 4.6 | 29.10 | 220 | -3 | 198 |
| 28 Feb | 740.50 | 20.15 | 0.15 | 28.75 | 493 | 89 | 202 |
| 27 Feb | 741.10 | 20.05 | 6.05 | 28.48 | 220 | 94 | 113 |
| 26 Feb | 754.80 | 14 | 2 | 26.95 | 1 | 0 | 19 |
| 25 Feb | 756.55 | 14 | 2 | 26.95 | 1 | 0 | 19 |
| 24 Feb | 775.40 | 12 | 1.45 | 31.67 | 2 | 0 | 19 |
| 21 Feb | 780.90 | 10.5 | -2.25 | 30.30 | 16 | 3 | 18 |
| 20 Feb | 776.50 | 12.75 | 0 | 0.00 | 0 | 2 | 0 |
| 19 Feb | 764.00 | 12.75 | -0.55 | 27.31 | 2 | 1 | 14 |
| 18 Feb | 758.95 | 13.3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 765.15 | 13.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 759.10 | 13.3 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 782.40 | 13.3 | 3.3 | 31.49 | 13 | 1 | 2 |
| 11 Feb | 799.80 | 10 | -2.05 | 32.07 | 1 | 0 | 0 |
| 10 Feb | 808.90 | 12.05 | 0 | 7.59 | 0 | 0 | 0 |
| 30 Jan | 824.90 | 12.05 | 0 | 8.28 | 0 | 0 | 0 |
| 29 Jan | 828.20 | 12.05 | 0 | 8.59 | 0 | 0 | 0 |
| 28 Jan | 818.65 | 12.05 | 0 | 7.63 | 0 | 0 | 0 |
| 27 Jan | 809.05 | 12.05 | 0 | 7.00 | 0 | 0 | 0 |
| 23 Jan | 837.25 | 12.05 | 0.00 | 8.80 | 0 | 0 | 0 |
| 22 Jan | 828.55 | 12.05 | 0.00 | 8.26 | 0 | 0 | 0 |
| 21 Jan | 837.55 | 12.05 | 0.00 | 8.69 | 0 | 0 | 0 |
| 15 Jan | 836.05 | 12.05 | 0.00 | 8.44 | 0 | 0 | 0 |
| 14 Jan | 825.40 | 12.05 | 0.00 | 7.60 | 0 | 0 | 0 |
| 13 Jan | 808.95 | 12.05 | 8.25 | 0 | 0 | 0 | |
For Life Insura Corp Of India - strike price 740 expiring on 27MAR2025
Delta for 740 PE is -0.46
Historical price for 740 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 15, which was 1.3 higher than the previous day. The implied volatity was 28.78, the open interest changed by -24 which decreased total open position to 296
On 12 Mar LICI was trading at 744.50. The strike last trading price was 14.25, which was 3.95 higher than the previous day. The implied volatity was 29.08, the open interest changed by -12 which decreased total open position to 318
On 11 Mar LICI was trading at 754.25. The strike last trading price was 10.05, which was -2.85 lower than the previous day. The implied volatity was 28.64, the open interest changed by -4 which decreased total open position to 330
On 10 Mar LICI was trading at 752.05. The strike last trading price was 14.55, which was 5 higher than the previous day. The implied volatity was 31.53, the open interest changed by 4 which increased total open position to 330
On 7 Mar LICI was trading at 763.15. The strike last trading price was 9.65, which was 0.65 higher than the previous day. The implied volatity was 29.60, the open interest changed by 52 which increased total open position to 326
On 6 Mar LICI was trading at 766.80. The strike last trading price was 9.35, which was -1.65 lower than the previous day. The implied volatity was 28.66, the open interest changed by -2 which decreased total open position to 272
On 5 Mar LICI was trading at 761.80. The strike last trading price was 11.35, which was -10.95 lower than the previous day. The implied volatity was 30.40, the open interest changed by 67 which increased total open position to 273
On 3 Mar LICI was trading at 729.20. The strike last trading price was 24.55, which was 4.6 higher than the previous day. The implied volatity was 29.10, the open interest changed by -3 which decreased total open position to 198
On 28 Feb LICI was trading at 740.50. The strike last trading price was 20.15, which was 0.15 higher than the previous day. The implied volatity was 28.75, the open interest changed by 89 which increased total open position to 202
On 27 Feb LICI was trading at 741.10. The strike last trading price was 20.05, which was 6.05 higher than the previous day. The implied volatity was 28.48, the open interest changed by 94 which increased total open position to 113
On 26 Feb LICI was trading at 754.80. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 19
On 25 Feb LICI was trading at 756.55. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 19
On 24 Feb LICI was trading at 775.40. The strike last trading price was 12, which was 1.45 higher than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 19
On 21 Feb LICI was trading at 780.90. The strike last trading price was 10.5, which was -2.25 lower than the previous day. The implied volatity was 30.30, the open interest changed by 3 which increased total open position to 18
On 20 Feb LICI was trading at 776.50. The strike last trading price was 12.75, 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 Feb LICI was trading at 764.00. The strike last trading price was 12.75, which was -0.55 lower than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 14
On 18 Feb LICI was trading at 758.95. The strike last trading price was 13.3, 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 Feb LICI was trading at 765.15. The strike last trading price was 13.3, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 13.3, 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 12 Feb LICI was trading at 782.40. The strike last trading price was 13.3, which was 3.3 higher than the previous day. The implied volatity was 31.49, the open interest changed by 1 which increased total open position to 2
On 11 Feb LICI was trading at 799.80. The strike last trading price was 10, which was -2.05 lower than the previous day. The implied volatity was 32.07, 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 12.05, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LICI was trading at 824.90. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 8.28, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LICI was trading at 828.20. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 8.59, 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 12.05, which was 0 lower than the previous day. The implied volatity was 7.63, 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 12.05, which was 0 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
On 23 Jan LICI was trading at 837.25. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 8.80, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LICI was trading at 828.55. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 8.26, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LICI was trading at 837.55. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 8.69, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LICI was trading at 836.05. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LICI was trading at 825.40. The strike last trading price was 12.05, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 12.05, which was lower than the previous day. The implied volatity was 8.25, the open interest changed by 0 which decreased total open position to 0
