LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.49
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 45.15 | 8.35 | 32.52 | 16 | -2 | 156 | |||
| 7 Apr | 767.20 | 39.25 | -7.5 | 39.52 | 163 | 19 | 156 | |||
| 4 Apr | 792.15 | 46.75 | -19.25 | - | 5 | 1 | 137 | |||
| 3 Apr | 815.30 | 66 | 0 | 0.00 | 0 | 3 | 0 | |||
| 2 Apr | 810.95 | 66 | 11.05 | 26.42 | 22 | 4 | 137 | |||
| 1 Apr | 797.75 | 54.75 | -4.95 | 23.74 | 10 | 2 | 132 | |||
| 28 Mar | 799.40 | 58.85 | -3.7 | 25.56 | 46 | 7 | 130 | |||
| 27 Mar | 801.15 | 64 | 10.65 | 30.32 | 11 | -1 | 122 | |||
| 26 Mar | 786.85 | 53.35 | -0.65 | 32.01 | 20 | 9 | 119 | |||
| 25 Mar | 789.40 | 54 | -9.2 | 31.03 | 1 | 0 | 110 | |||
| 24 Mar | 800.55 | 63.35 | 7.35 | 26.19 | 108 | 53 | 105 | |||
| 21 Mar | 791.35 | 56 | 15.2 | 28.22 | 14 | 5 | 52 | |||
| 20 Mar | 779.50 | 40.8 | -6.65 | 18.00 | 2 | 0 | 47 | |||
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| 19 Mar | 776.75 | 47.45 | 12.45 | 28.21 | 23 | -2 | 45 | |||
| 18 Mar | 757.40 | 35 | 7.8 | 28.34 | 66 | 8 | 46 | |||
| 17 Mar | 745.40 | 27.2 | 0.7 | 27.23 | 5 | 2 | 37 | |||
| 13 Mar | 740.15 | 26.5 | -4.1 | 26.89 | 24 | 18 | 35 | |||
| 12 Mar | 744.50 | 30.25 | -4.75 | 28.53 | 18 | 12 | 16 | |||
| 10 Mar | 752.05 | 35 | -6 | 29.47 | 1 | 0 | 4 | |||
| 7 Mar | 763.15 | 41 | 6 | 25.26 | 1 | 0 | 4 | |||
| 6 Mar | 766.80 | 35 | -4 | 18.72 | 1 | 0 | 3 | |||
| 5 Mar | 761.80 | 39 | 11.35 | 23.57 | 3 | 0 | 3 | |||
| 3 Mar | 729.20 | 23.7 | -19.6 | 25.56 | 1 | 0 | 0 | |||
| 28 Feb | 740.50 | 43.3 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 750 expiring on 24APR2025
Delta for 750 CE is 0.78
Historical price for 750 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 45.15, which was 8.35 higher than the previous day. The implied volatity was 32.52, the open interest changed by -2 which decreased total open position to 156
On 7 Apr LICI was trading at 767.20. The strike last trading price was 39.25, which was -7.5 lower than the previous day. The implied volatity was 39.52, the open interest changed by 19 which increased total open position to 156
On 4 Apr LICI was trading at 792.15. The strike last trading price was 46.75, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 137
On 3 Apr LICI was trading at 815.30. The strike last trading price was 66, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 2 Apr LICI was trading at 810.95. The strike last trading price was 66, which was 11.05 higher than the previous day. The implied volatity was 26.42, the open interest changed by 4 which increased total open position to 137
On 1 Apr LICI was trading at 797.75. The strike last trading price was 54.75, which was -4.95 lower than the previous day. The implied volatity was 23.74, the open interest changed by 2 which increased total open position to 132
On 28 Mar LICI was trading at 799.40. The strike last trading price was 58.85, which was -3.7 lower than the previous day. The implied volatity was 25.56, the open interest changed by 7 which increased total open position to 130
On 27 Mar LICI was trading at 801.15. The strike last trading price was 64, which was 10.65 higher than the previous day. The implied volatity was 30.32, the open interest changed by -1 which decreased total open position to 122
On 26 Mar LICI was trading at 786.85. The strike last trading price was 53.35, which was -0.65 lower than the previous day. The implied volatity was 32.01, the open interest changed by 9 which increased total open position to 119
On 25 Mar LICI was trading at 789.40. The strike last trading price was 54, which was -9.2 lower than the previous day. The implied volatity was 31.03, the open interest changed by 0 which decreased total open position to 110
On 24 Mar LICI was trading at 800.55. The strike last trading price was 63.35, which was 7.35 higher than the previous day. The implied volatity was 26.19, the open interest changed by 53 which increased total open position to 105
On 21 Mar LICI was trading at 791.35. The strike last trading price was 56, which was 15.2 higher than the previous day. The implied volatity was 28.22, the open interest changed by 5 which increased total open position to 52
On 20 Mar LICI was trading at 779.50. The strike last trading price was 40.8, which was -6.65 lower than the previous day. The implied volatity was 18.00, the open interest changed by 0 which decreased total open position to 47
On 19 Mar LICI was trading at 776.75. The strike last trading price was 47.45, which was 12.45 higher than the previous day. The implied volatity was 28.21, the open interest changed by -2 which decreased total open position to 45
On 18 Mar LICI was trading at 757.40. The strike last trading price was 35, which was 7.8 higher than the previous day. The implied volatity was 28.34, the open interest changed by 8 which increased total open position to 46
On 17 Mar LICI was trading at 745.40. The strike last trading price was 27.2, which was 0.7 higher than the previous day. The implied volatity was 27.23, the open interest changed by 2 which increased total open position to 37
On 13 Mar LICI was trading at 740.15. The strike last trading price was 26.5, which was -4.1 lower than the previous day. The implied volatity was 26.89, the open interest changed by 18 which increased total open position to 35
On 12 Mar LICI was trading at 744.50. The strike last trading price was 30.25, which was -4.75 lower than the previous day. The implied volatity was 28.53, the open interest changed by 12 which increased total open position to 16
On 10 Mar LICI was trading at 752.05. The strike last trading price was 35, which was -6 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 4
On 7 Mar LICI was trading at 763.15. The strike last trading price was 41, which was 6 higher than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 4
On 6 Mar LICI was trading at 766.80. The strike last trading price was 35, which was -4 lower than the previous day. The implied volatity was 18.72, the open interest changed by 0 which decreased total open position to 3
On 5 Mar LICI was trading at 761.80. The strike last trading price was 39, which was 11.35 higher than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 3
On 3 Mar LICI was trading at 729.20. The strike last trading price was 23.7, which was -19.6 lower than the previous day. The implied volatity was 25.56, 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 43.3, 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
| LICI 24APR2025 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.52
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 9.45 | -7.15 | 37.23 | 93 | -28 | 254 |
| 7 Apr | 767.20 | 15 | 8.55 | 38.35 | 429 | 9 | 286 |
| 4 Apr | 792.15 | 6.35 | 3.15 | 31.67 | 410 | 27 | 278 |
| 3 Apr | 815.30 | 3 | -1.25 | 30.77 | 171 | -35 | 251 |
| 2 Apr | 810.95 | 4.4 | -1.5 | 31.31 | 211 | -6 | 286 |
| 1 Apr | 797.75 | 6.05 | -0.5 | 30.26 | 372 | 49 | 290 |
| 28 Mar | 799.40 | 6.55 | 0.8 | 29.71 | 384 | 78 | 241 |
| 27 Mar | 801.15 | 5.7 | -3.25 | 28.52 | 30 | 2 | 163 |
| 26 Mar | 786.85 | 9 | 0.35 | 28.41 | 85 | 10 | 160 |
| 25 Mar | 789.40 | 9.1 | 2.65 | 28.53 | 59 | 23 | 148 |
| 24 Mar | 800.55 | 6.5 | -2.25 | 28.79 | 126 | -1 | 125 |
| 21 Mar | 791.35 | 8.6 | -2.4 | 27.25 | 91 | 45 | 128 |
| 20 Mar | 779.50 | 11 | -1.45 | 26.64 | 53 | 25 | 83 |
| 19 Mar | 776.75 | 12.5 | -8.85 | 27.50 | 75 | 34 | 58 |
| 18 Mar | 757.40 | 21.35 | -4.65 | 29.53 | 21 | 8 | 24 |
| 17 Mar | 745.40 | 26 | -4.2 | 28.35 | 1 | 0 | 16 |
| 13 Mar | 740.15 | 30.2 | -0.65 | 29.67 | 20 | 12 | 16 |
| 12 Mar | 744.50 | 30.85 | 10.85 | 31.57 | 3 | 2 | 3 |
| 10 Mar | 752.05 | 20 | -24 | 23.71 | 1 | 0 | 0 |
| 7 Mar | 763.15 | 44 | 0 | 2.47 | 0 | 0 | 0 |
| 6 Mar | 766.80 | 44 | 0 | 2.72 | 0 | 0 | 0 |
| 5 Mar | 761.80 | 44 | 0 | 2.31 | 0 | 0 | 0 |
| 3 Mar | 729.20 | 44 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 44 | 0 | 0.22 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 750 expiring on 24APR2025
Delta for 750 PE is -0.25
Historical price for 750 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 9.45, which was -7.15 lower than the previous day. The implied volatity was 37.23, the open interest changed by -28 which decreased total open position to 254
On 7 Apr LICI was trading at 767.20. The strike last trading price was 15, which was 8.55 higher than the previous day. The implied volatity was 38.35, the open interest changed by 9 which increased total open position to 286
On 4 Apr LICI was trading at 792.15. The strike last trading price was 6.35, which was 3.15 higher than the previous day. The implied volatity was 31.67, the open interest changed by 27 which increased total open position to 278
On 3 Apr LICI was trading at 815.30. The strike last trading price was 3, which was -1.25 lower than the previous day. The implied volatity was 30.77, the open interest changed by -35 which decreased total open position to 251
On 2 Apr LICI was trading at 810.95. The strike last trading price was 4.4, which was -1.5 lower than the previous day. The implied volatity was 31.31, the open interest changed by -6 which decreased total open position to 286
On 1 Apr LICI was trading at 797.75. The strike last trading price was 6.05, which was -0.5 lower than the previous day. The implied volatity was 30.26, the open interest changed by 49 which increased total open position to 290
On 28 Mar LICI was trading at 799.40. The strike last trading price was 6.55, which was 0.8 higher than the previous day. The implied volatity was 29.71, the open interest changed by 78 which increased total open position to 241
On 27 Mar LICI was trading at 801.15. The strike last trading price was 5.7, which was -3.25 lower than the previous day. The implied volatity was 28.52, the open interest changed by 2 which increased total open position to 163
On 26 Mar LICI was trading at 786.85. The strike last trading price was 9, which was 0.35 higher than the previous day. The implied volatity was 28.41, the open interest changed by 10 which increased total open position to 160
On 25 Mar LICI was trading at 789.40. The strike last trading price was 9.1, which was 2.65 higher than the previous day. The implied volatity was 28.53, the open interest changed by 23 which increased total open position to 148
On 24 Mar LICI was trading at 800.55. The strike last trading price was 6.5, which was -2.25 lower than the previous day. The implied volatity was 28.79, the open interest changed by -1 which decreased total open position to 125
On 21 Mar LICI was trading at 791.35. The strike last trading price was 8.6, which was -2.4 lower than the previous day. The implied volatity was 27.25, the open interest changed by 45 which increased total open position to 128
On 20 Mar LICI was trading at 779.50. The strike last trading price was 11, which was -1.45 lower than the previous day. The implied volatity was 26.64, the open interest changed by 25 which increased total open position to 83
On 19 Mar LICI was trading at 776.75. The strike last trading price was 12.5, which was -8.85 lower than the previous day. The implied volatity was 27.50, the open interest changed by 34 which increased total open position to 58
On 18 Mar LICI was trading at 757.40. The strike last trading price was 21.35, which was -4.65 lower than the previous day. The implied volatity was 29.53, the open interest changed by 8 which increased total open position to 24
On 17 Mar LICI was trading at 745.40. The strike last trading price was 26, which was -4.2 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 16
On 13 Mar LICI was trading at 740.15. The strike last trading price was 30.2, which was -0.65 lower than the previous day. The implied volatity was 29.67, the open interest changed by 12 which increased total open position to 16
On 12 Mar LICI was trading at 744.50. The strike last trading price was 30.85, which was 10.85 higher than the previous day. The implied volatity was 31.57, the open interest changed by 2 which increased total open position to 3
On 10 Mar LICI was trading at 752.05. The strike last trading price was 20, which was -24 lower than the previous day. The implied volatity was 23.71, 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 44, which was 0 lower than the previous day. The implied volatity was 2.47, 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 44, which was 0 lower than the previous day. The implied volatity was 2.72, 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 44, which was 0 lower than the previous day. The implied volatity was 2.31, 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 44, 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 44, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
