LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.57
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 10.55 | -4.4 | 23.42 | 412 | 21 | 555 | |||
| 12 Mar | 744.50 | 14.75 | -6.05 | 27.07 | 621 | 67 | 535 | |||
| 11 Mar | 754.25 | 21.9 | 1.65 | 27.44 | 381 | -59 | 469 | |||
| 10 Mar | 752.05 | 18.6 | -9.25 | 26.92 | 316 | -17 | 529 | |||
| 7 Mar | 763.15 | 27.6 | -3.6 | 24.18 | 24 | -6 | 546 | |||
| 6 Mar | 766.80 | 28.95 | -1.4 | 25.08 | 85 | -32 | 553 | |||
| 5 Mar | 761.80 | 30.15 | 14.35 | 27.77 | 391 | -80 | 586 | |||
| 3 Mar | 729.20 | 15.25 | -4.45 | 29.22 | 474 | 44 | 603 | |||
| 28 Feb | 740.50 | 19.75 | -0.85 | 26.92 | 500 | 52 | 554 | |||
| 27 Feb | 741.10 | 19.95 | -8.45 | 26.44 | 596 | 289 | 502 | |||
| 26 Feb | 754.80 | 27.05 | -13.55 | 24.66 | 113 | 23 | 211 | |||
| 25 Feb | 756.55 | 27.05 | -13.55 | 24.66 | 113 | 21 | 211 | |||
| 24 Feb | 775.40 | 40.45 | -4.2 | 24.50 | 203 | 117 | 186 | |||
| 21 Feb | 780.90 | 44.1 | -0.05 | 22.17 | 25 | 13 | 70 | |||
| 20 Feb | 776.50 | 43.85 | 6.65 | 23.60 | 47 | 27 | 53 | |||
| 19 Feb | 764.00 | 37.2 | 4.2 | 26.07 | 6 | 1 | 25 | |||
| 18 Feb | 758.95 | 33 | -3 | 25.38 | 8 | -2 | 24 | |||
| 17 Feb | 765.15 | 36 | 1.85 | 21.61 | 8 | 3 | 26 | |||
| 14 Feb | 759.10 | 34.65 | -18.35 | 25.58 | 31 | 21 | 22 | |||
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| 13 Feb | 784.80 | 53 | -46.9 | 26.50 | 1 | 0 | 0 | |||
| 12 Feb | 782.40 | 99.9 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 99.9 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 99.9 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 750 expiring on 27MAR2025
Delta for 750 CE is 0.43
Historical price for 750 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 10.55, which was -4.4 lower than the previous day. The implied volatity was 23.42, the open interest changed by 21 which increased total open position to 555
On 12 Mar LICI was trading at 744.50. The strike last trading price was 14.75, which was -6.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 67 which increased total open position to 535
On 11 Mar LICI was trading at 754.25. The strike last trading price was 21.9, which was 1.65 higher than the previous day. The implied volatity was 27.44, the open interest changed by -59 which decreased total open position to 469
On 10 Mar LICI was trading at 752.05. The strike last trading price was 18.6, which was -9.25 lower than the previous day. The implied volatity was 26.92, the open interest changed by -17 which decreased total open position to 529
On 7 Mar LICI was trading at 763.15. The strike last trading price was 27.6, which was -3.6 lower than the previous day. The implied volatity was 24.18, the open interest changed by -6 which decreased total open position to 546
On 6 Mar LICI was trading at 766.80. The strike last trading price was 28.95, which was -1.4 lower than the previous day. The implied volatity was 25.08, the open interest changed by -32 which decreased total open position to 553
On 5 Mar LICI was trading at 761.80. The strike last trading price was 30.15, which was 14.35 higher than the previous day. The implied volatity was 27.77, the open interest changed by -80 which decreased total open position to 586
On 3 Mar LICI was trading at 729.20. The strike last trading price was 15.25, which was -4.45 lower than the previous day. The implied volatity was 29.22, the open interest changed by 44 which increased total open position to 603
On 28 Feb LICI was trading at 740.50. The strike last trading price was 19.75, which was -0.85 lower than the previous day. The implied volatity was 26.92, the open interest changed by 52 which increased total open position to 554
On 27 Feb LICI was trading at 741.10. The strike last trading price was 19.95, which was -8.45 lower than the previous day. The implied volatity was 26.44, the open interest changed by 289 which increased total open position to 502
On 26 Feb LICI was trading at 754.80. The strike last trading price was 27.05, which was -13.55 lower than the previous day. The implied volatity was 24.66, the open interest changed by 23 which increased total open position to 211
On 25 Feb LICI was trading at 756.55. The strike last trading price was 27.05, which was -13.55 lower than the previous day. The implied volatity was 24.66, the open interest changed by 21 which increased total open position to 211
On 24 Feb LICI was trading at 775.40. The strike last trading price was 40.45, which was -4.2 lower than the previous day. The implied volatity was 24.50, the open interest changed by 117 which increased total open position to 186
On 21 Feb LICI was trading at 780.90. The strike last trading price was 44.1, which was -0.05 lower than the previous day. The implied volatity was 22.17, the open interest changed by 13 which increased total open position to 70
On 20 Feb LICI was trading at 776.50. The strike last trading price was 43.85, which was 6.65 higher than the previous day. The implied volatity was 23.60, the open interest changed by 27 which increased total open position to 53
On 19 Feb LICI was trading at 764.00. The strike last trading price was 37.2, which was 4.2 higher than the previous day. The implied volatity was 26.07, the open interest changed by 1 which increased total open position to 25
On 18 Feb LICI was trading at 758.95. The strike last trading price was 33, which was -3 lower than the previous day. The implied volatity was 25.38, the open interest changed by -2 which decreased total open position to 24
On 17 Feb LICI was trading at 765.15. The strike last trading price was 36, which was 1.85 higher than the previous day. The implied volatity was 21.61, the open interest changed by 3 which increased total open position to 26
On 14 Feb LICI was trading at 759.10. The strike last trading price was 34.65, which was -18.35 lower than the previous day. The implied volatity was 25.58, the open interest changed by 21 which increased total open position to 22
On 13 Feb LICI was trading at 784.80. The strike last trading price was 53, which was -46.9 lower than the previous day. The implied volatity was 26.50, 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 99.9, 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 99.9, 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 10 Feb LICI was trading at 808.90. The strike last trading price was 99.9, 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
| LICI 27MAR2025 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.57
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 20.5 | 2.55 | 29.22 | 311 | -14 | 668 |
| 12 Mar | 744.50 | 18.7 | 4.6 | 28.27 | 588 | -87 | 682 |
| 11 Mar | 754.25 | 13.8 | -2.65 | 28.39 | 437 | 35 | 770 |
| 10 Mar | 752.05 | 17.55 | 4.95 | 29.15 | 521 | 82 | 739 |
| 7 Mar | 763.15 | 12.6 | 0.65 | 28.92 | 142 | -4 | 657 |
| 6 Mar | 766.80 | 12.95 | -1.05 | 29.03 | 211 | -79 | 661 |
| 5 Mar | 761.80 | 14.35 | -13.7 | 29.56 | 437 | 187 | 751 |
| 3 Mar | 729.20 | 30.65 | 5.55 | 29.44 | 341 | -112 | 557 |
| 28 Feb | 740.50 | 24.95 | 0.4 | 28.44 | 383 | -35 | 665 |
| 27 Feb | 741.10 | 24 | 3.4 | 27.03 | 1,259 | 404 | 700 |
| 26 Feb | 754.80 | 21.15 | 7 | 30.65 | 416 | 77 | 294 |
| 25 Feb | 756.55 | 21.15 | 7 | 30.65 | 416 | 75 | 294 |
| 24 Feb | 775.40 | 14.3 | 1.4 | 30.57 | 168 | 53 | 215 |
| 21 Feb | 780.90 | 13 | 0.3 | 29.82 | 122 | 35 | 162 |
| 20 Feb | 776.50 | 11.55 | -8.45 | 26.91 | 202 | 36 | 125 |
| 19 Feb | 764.00 | 20 | -2.3 | 31.51 | 24 | 3 | 84 |
| 18 Feb | 758.95 | 23 | 3.35 | 31.82 | 40 | 31 | 80 |
| 17 Feb | 765.15 | 19.75 | -6.1 | 31.66 | 21 | 10 | 50 |
| 14 Feb | 759.10 | 25.85 | 11.85 | 33.34 | 29 | 17 | 41 |
| 13 Feb | 784.80 | 14 | -2.5 | 29.46 | 16 | 14 | 23 |
| 12 Feb | 782.40 | 16.5 | 1.2 | 31.67 | 8 | 3 | 4 |
| 11 Feb | 799.80 | 15.3 | -1.35 | 34.55 | 1 | 0 | 0 |
| 10 Feb | 808.90 | 16.65 | 0 | 6.66 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 750 expiring on 27MAR2025
Delta for 750 PE is -0.55
Historical price for 750 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 20.5, which was 2.55 higher than the previous day. The implied volatity was 29.22, the open interest changed by -14 which decreased total open position to 668
On 12 Mar LICI was trading at 744.50. The strike last trading price was 18.7, which was 4.6 higher than the previous day. The implied volatity was 28.27, the open interest changed by -87 which decreased total open position to 682
On 11 Mar LICI was trading at 754.25. The strike last trading price was 13.8, which was -2.65 lower than the previous day. The implied volatity was 28.39, the open interest changed by 35 which increased total open position to 770
On 10 Mar LICI was trading at 752.05. The strike last trading price was 17.55, which was 4.95 higher than the previous day. The implied volatity was 29.15, the open interest changed by 82 which increased total open position to 739
On 7 Mar LICI was trading at 763.15. The strike last trading price was 12.6, which was 0.65 higher than the previous day. The implied volatity was 28.92, the open interest changed by -4 which decreased total open position to 657
On 6 Mar LICI was trading at 766.80. The strike last trading price was 12.95, which was -1.05 lower than the previous day. The implied volatity was 29.03, the open interest changed by -79 which decreased total open position to 661
On 5 Mar LICI was trading at 761.80. The strike last trading price was 14.35, which was -13.7 lower than the previous day. The implied volatity was 29.56, the open interest changed by 187 which increased total open position to 751
On 3 Mar LICI was trading at 729.20. The strike last trading price was 30.65, which was 5.55 higher than the previous day. The implied volatity was 29.44, the open interest changed by -112 which decreased total open position to 557
On 28 Feb LICI was trading at 740.50. The strike last trading price was 24.95, which was 0.4 higher than the previous day. The implied volatity was 28.44, the open interest changed by -35 which decreased total open position to 665
On 27 Feb LICI was trading at 741.10. The strike last trading price was 24, which was 3.4 higher than the previous day. The implied volatity was 27.03, the open interest changed by 404 which increased total open position to 700
On 26 Feb LICI was trading at 754.80. The strike last trading price was 21.15, which was 7 higher than the previous day. The implied volatity was 30.65, the open interest changed by 77 which increased total open position to 294
On 25 Feb LICI was trading at 756.55. The strike last trading price was 21.15, which was 7 higher than the previous day. The implied volatity was 30.65, the open interest changed by 75 which increased total open position to 294
On 24 Feb LICI was trading at 775.40. The strike last trading price was 14.3, which was 1.4 higher than the previous day. The implied volatity was 30.57, the open interest changed by 53 which increased total open position to 215
On 21 Feb LICI was trading at 780.90. The strike last trading price was 13, which was 0.3 higher than the previous day. The implied volatity was 29.82, the open interest changed by 35 which increased total open position to 162
On 20 Feb LICI was trading at 776.50. The strike last trading price was 11.55, which was -8.45 lower than the previous day. The implied volatity was 26.91, the open interest changed by 36 which increased total open position to 125
On 19 Feb LICI was trading at 764.00. The strike last trading price was 20, which was -2.3 lower than the previous day. The implied volatity was 31.51, the open interest changed by 3 which increased total open position to 84
On 18 Feb LICI was trading at 758.95. The strike last trading price was 23, which was 3.35 higher than the previous day. The implied volatity was 31.82, the open interest changed by 31 which increased total open position to 80
On 17 Feb LICI was trading at 765.15. The strike last trading price was 19.75, which was -6.1 lower than the previous day. The implied volatity was 31.66, the open interest changed by 10 which increased total open position to 50
On 14 Feb LICI was trading at 759.10. The strike last trading price was 25.85, which was 11.85 higher than the previous day. The implied volatity was 33.34, the open interest changed by 17 which increased total open position to 41
On 13 Feb LICI was trading at 784.80. The strike last trading price was 14, which was -2.5 lower than the previous day. The implied volatity was 29.46, the open interest changed by 14 which increased total open position to 23
On 12 Feb LICI was trading at 782.40. The strike last trading price was 16.5, which was 1.2 higher than the previous day. The implied volatity was 31.67, the open interest changed by 3 which increased total open position to 4
On 11 Feb LICI was trading at 799.80. The strike last trading price was 15.3, which was -1.35 lower than the previous day. The implied volatity was 34.55, 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 16.65, which was 0 lower than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 0
