LICI
Life Insura Corp Of India
Historical option data for LICI
02 Apr 2026 03:42 PM IST
| LICI 28-Apr-2026 (26d) 755 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.77
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 734.85 | 19.1 | 1.5 | 32.49 | 41 | 12 | 23 | |||||||||
| 1 Apr | 746.00 | 17.6 | -122.45 | - | 0 | 0 | 11 | |||||||||
| 30 Mar | 725.65 | 17.6 | -122.45 | 33.46 | 12 | 8 | 8 | |||||||||
| 27 Mar | 765.65 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 781.10 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Mar | 758.70 | 140.05 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 23 Mar | 740.00 | 140.05 | 0 | 0.88 | 0 | 0 | 0 | |||||||||
| 20 Mar | 776.75 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 766.05 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 785.85 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 777.75 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 777.35 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 772.70 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 796.65 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 802.40 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 821.40 | 140.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 805.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 755 expiring on 28APR2026
Delta for 755 CE is 0.43
Historical price for 755 CE is as follows
On 2 Apr LICI was trading at 734.85. The strike last trading price was 19.1, which was 1.5 higher than the previous day. The implied volatity was 32.49, the open interest changed by 12 which increased total open position to 23
On 1 Apr LICI was trading at 746.00. The strike last trading price was 17.6, which was -122.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 30 Mar LICI was trading at 725.65. The strike last trading price was 17.6, which was -122.45 lower than the previous day. The implied volatity was 33.46, the open interest changed by 8 which increased total open position to 8
On 27 Mar LICI was trading at 765.65. The strike last trading price was 140.05, 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 Mar LICI was trading at 781.10. The strike last trading price was 140.05, 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 Mar LICI was trading at 758.70. The strike last trading price was 140.05, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 23 Mar LICI was trading at 740.00. The strike last trading price was 140.05, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 20 Mar LICI was trading at 776.75. The strike last trading price was 140.05, 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 Mar LICI was trading at 766.05. The strike last trading price was 140.05, 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 Mar LICI was trading at 785.85. The strike last trading price was 140.05, 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 Mar LICI was trading at 777.75. The strike last trading price was 140.05, 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 16 Mar LICI was trading at 777.35. The strike last trading price was 140.05, 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 Mar LICI was trading at 772.70. The strike last trading price was 140.05, 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 Mar LICI was trading at 796.65. The strike last trading price was 140.05, 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 Mar LICI was trading at 802.40. The strike last trading price was 140.05, 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 Mar LICI was trading at 821.40. The strike last trading price was 140.05, 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 9 Mar LICI was trading at 805.40. 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
| LICI 28-Apr-2026 (26d) 755 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.78
Theta: -0.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 734.85 | 41.45 | 25.7 | 42.71 | 5 | 2 | 3 |
| 1 Apr | 746.00 | 15.75 | 11.35 | - | 0 | 0 | 1 |
| 30 Mar | 725.65 | 15.75 | 11.35 | - | 0 | 0 | 1 |
| 27 Mar | 765.65 | 15.75 | 11.35 | - | 0 | 0 | 1 |
| 25 Mar | 781.10 | 15.75 | 11.35 | 31.02 | 1 | 0 | 0 |
| 24 Mar | 758.70 | 4.4 | 0 | 1.37 | 0 | 0 | 0 |
| 23 Mar | 740.00 | 4.4 | 0 | 0.18 | 0 | 0 | 0 |
| 20 Mar | 776.75 | 4.4 | 0 | 3.33 | 0 | 0 | 0 |
| 19 Mar | 766.05 | 4.4 | 0 | 2.36 | 0 | 0 | 0 |
| 18 Mar | 785.85 | 4.4 | 0 | 4.32 | 0 | 0 | 0 |
| 17 Mar | 777.75 | 4.4 | 0 | 3.47 | 0 | 0 | 0 |
| 16 Mar | 777.35 | 4.4 | 0 | 3.21 | 0 | 0 | 0 |
| 13 Mar | 772.70 | 4.4 | 0 | 2.91 | 0 | 0 | 0 |
| 12 Mar | 796.65 | 4.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 802.40 | 4.4 | 0 | 5.59 | 0 | 0 | 0 |
| 10 Mar | 821.40 | 4.4 | 0 | 7.33 | 0 | 0 | 0 |
| 9 Mar | 805.40 | 0 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 755 expiring on 28APR2026
Delta for 755 PE is -0.55
Historical price for 755 PE is as follows
On 2 Apr LICI was trading at 734.85. The strike last trading price was 41.45, which was 25.7 higher than the previous day. The implied volatity was 42.71, the open interest changed by 2 which increased total open position to 3
On 1 Apr LICI was trading at 746.00. The strike last trading price was 15.75, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar LICI was trading at 725.65. The strike last trading price was 15.75, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar LICI was trading at 765.65. The strike last trading price was 15.75, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar LICI was trading at 781.10. The strike last trading price was 15.75, which was 11.35 higher than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 0
On 24 Mar LICI was trading at 758.70. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 23 Mar LICI was trading at 740.00. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 20 Mar LICI was trading at 776.75. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LICI was trading at 766.05. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LICI was trading at 785.85. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LICI was trading at 777.75. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0
On 16 Mar LICI was trading at 777.35. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LICI was trading at 772.70. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LICI was trading at 796.65. The strike last trading price was 4.4, 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 Mar LICI was trading at 802.40. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LICI was trading at 821.40. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0
On 9 Mar LICI was trading at 805.40. 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
