LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
LICI 24APR2025 760 CE | ||||||||||
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Delta: 0.72
Vega: 0.55
Theta: -0.72
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 784.80 | 39.15 | 9 | 33.17 | 51 | -23 | 73 | |||
7 Apr | 767.20 | 32.75 | -8.95 | 38.64 | 364 | 74 | 94 | |||
4 Apr | 792.15 | 41.7 | -17.95 | 21.86 | 1 | 0 | 20 | |||
3 Apr | 815.30 | 59.65 | 2.85 | - | 7 | -4 | 20 | |||
2 Apr | 810.95 | 56.8 | 9.7 | 25.11 | 13 | -1 | 24 | |||
1 Apr | 797.75 | 47.1 | -5.3 | 25.02 | 2 | -2 | 27 | |||
28 Mar | 799.40 | 52.4 | 8.9 | 28.16 | 4 | -1 | 29 | |||
27 Mar | 801.15 | 44 | 0.5 | 0.00 | 0 | 0 | 0 | |||
26 Mar | 786.85 | 44 | -11.75 | 28.71 | 8 | 0 | 30 | |||
25 Mar | 789.40 | 55 | -0.75 | 0.00 | 0 | -1 | 0 | |||
24 Mar | 800.55 | 55 | 8.5 | 26.13 | 15 | -2 | 29 | |||
21 Mar | 791.35 | 46.5 | 5.05 | 25.24 | 5 | -1 | 31 | |||
20 Mar | 779.50 | 41.25 | 1.25 | 27.54 | 24 | -8 | 29 | |||
19 Mar | 776.75 | 40 | 10.9 | 27.10 | 20 | 4 | 37 | |||
18 Mar | 757.40 | 29.2 | 6.2 | 27.86 | 7 | 4 | 32 | |||
17 Mar | 745.40 | 23 | -3.05 | 27.67 | 8 | 5 | 28 | |||
13 Mar | 740.15 | 25.7 | -0.35 | 0.00 | 0 | 18 | 0 | |||
12 Mar | 744.50 | 25.7 | -10.2 | 28.59 | 24 | 18 | 23 | |||
10 Mar | 752.05 | 35.9 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Mar | 763.15 | 35.9 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Mar | 766.80 | 35.9 | -1.45 | 25.37 | 1 | 0 | 5 | |||
5 Mar | 761.80 | 37.35 | 15.55 | 27.31 | 6 | -2 | 4 | |||
3 Mar | 729.20 | 21.8 | -6.2 | 27.52 | 7 | 1 | 6 | |||
28 Feb | 740.50 | 28 | -26.85 | 27.47 | 3 | 4 | 4 | |||
27 Feb | 741.10 | 54.85 | 0 | 0.00 | 0 | 1 | 0 | |||
26 Feb | 754.80 | 54.85 | 0 | 43.06 | 1 | 1 | 1 | |||
25 Feb | 756.55 | 54.85 | 0 | 43.06 | 1 | 0 | 1 | |||
21 Feb | 780.90 | 54.85 | -49.7 | 29.45 | 2 | 1 | 1 | |||
19 Feb | 764.00 | 104.55 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 758.95 | 104.55 | 0 | - | 0 | 0 | 0 | |||
17 Feb | 765.15 | 104.55 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 759.10 | 104.55 | 0 | - | 0 | 0 | 0 | |||
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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 | |||
5 Feb | 842.65 | 0 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 834.50 | 0 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 830.15 | 0 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 848.20 | 0 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 760 expiring on 24APR2025
Delta for 760 CE is 0.72
Historical price for 760 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 39.15, which was 9 higher than the previous day. The implied volatity was 33.17, the open interest changed by -23 which decreased total open position to 73
On 7 Apr LICI was trading at 767.20. The strike last trading price was 32.75, which was -8.95 lower than the previous day. The implied volatity was 38.64, the open interest changed by 74 which increased total open position to 94
On 4 Apr LICI was trading at 792.15. The strike last trading price was 41.7, which was -17.95 lower than the previous day. The implied volatity was 21.86, the open interest changed by 0 which decreased total open position to 20
On 3 Apr LICI was trading at 815.30. The strike last trading price was 59.65, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 20
On 2 Apr LICI was trading at 810.95. The strike last trading price was 56.8, which was 9.7 higher than the previous day. The implied volatity was 25.11, the open interest changed by -1 which decreased total open position to 24
On 1 Apr LICI was trading at 797.75. The strike last trading price was 47.1, which was -5.3 lower than the previous day. The implied volatity was 25.02, the open interest changed by -2 which decreased total open position to 27
On 28 Mar LICI was trading at 799.40. The strike last trading price was 52.4, which was 8.9 higher than the previous day. The implied volatity was 28.16, the open interest changed by -1 which decreased total open position to 29
On 27 Mar LICI was trading at 801.15. The strike last trading price was 44, which was 0.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar LICI was trading at 786.85. The strike last trading price was 44, which was -11.75 lower than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 30
On 25 Mar LICI was trading at 789.40. The strike last trading price was 55, which was -0.75 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 24 Mar LICI was trading at 800.55. The strike last trading price was 55, which was 8.5 higher than the previous day. The implied volatity was 26.13, the open interest changed by -2 which decreased total open position to 29
On 21 Mar LICI was trading at 791.35. The strike last trading price was 46.5, which was 5.05 higher than the previous day. The implied volatity was 25.24, the open interest changed by -1 which decreased total open position to 31
On 20 Mar LICI was trading at 779.50. The strike last trading price was 41.25, which was 1.25 higher than the previous day. The implied volatity was 27.54, the open interest changed by -8 which decreased total open position to 29
On 19 Mar LICI was trading at 776.75. The strike last trading price was 40, which was 10.9 higher than the previous day. The implied volatity was 27.10, the open interest changed by 4 which increased total open position to 37
On 18 Mar LICI was trading at 757.40. The strike last trading price was 29.2, which was 6.2 higher than the previous day. The implied volatity was 27.86, the open interest changed by 4 which increased total open position to 32
On 17 Mar LICI was trading at 745.40. The strike last trading price was 23, which was -3.05 lower than the previous day. The implied volatity was 27.67, the open interest changed by 5 which increased total open position to 28
On 13 Mar LICI was trading at 740.15. The strike last trading price was 25.7, which was -0.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 12 Mar LICI was trading at 744.50. The strike last trading price was 25.7, which was -10.2 lower than the previous day. The implied volatity was 28.59, the open interest changed by 18 which increased total open position to 23
On 10 Mar LICI was trading at 752.05. The strike last trading price was 35.9, 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 7 Mar LICI was trading at 763.15. The strike last trading price was 35.9, 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 6 Mar LICI was trading at 766.80. The strike last trading price was 35.9, which was -1.45 lower than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 5
On 5 Mar LICI was trading at 761.80. The strike last trading price was 37.35, which was 15.55 higher than the previous day. The implied volatity was 27.31, the open interest changed by -2 which decreased total open position to 4
On 3 Mar LICI was trading at 729.20. The strike last trading price was 21.8, which was -6.2 lower than the previous day. The implied volatity was 27.52, the open interest changed by 1 which increased total open position to 6
On 28 Feb LICI was trading at 740.50. The strike last trading price was 28, which was -26.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 4 which increased total open position to 4
On 27 Feb LICI was trading at 741.10. The strike last trading price was 54.85, 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 26 Feb LICI was trading at 754.80. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 43.06, the open interest changed by 1 which increased total open position to 1
On 25 Feb LICI was trading at 756.55. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 43.06, the open interest changed by 0 which decreased total open position to 1
On 21 Feb LICI was trading at 780.90. The strike last trading price was 54.85, which was -49.7 lower than the previous day. The implied volatity was 29.45, the open interest changed by 1 which increased total open position to 1
On 19 Feb LICI was trading at 764.00. The strike last trading price was 104.55, 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 104.55, 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 104.55, 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 104.55, 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 5 Feb LICI was trading at 842.65. 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 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
On 1 Feb LICI was trading at 848.20. 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
LICI 24APR2025 760 PE | |||||||
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Delta: -0.30
Vega: 0.57
Theta: -0.60
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 784.80 | 12.3 | -7.8 | 37.56 | 272 | -130 | 120 |
7 Apr | 767.20 | 18.35 | 9.2 | 37.36 | 686 | 129 | 251 |
4 Apr | 792.15 | 8.45 | 4.05 | 31.22 | 269 | -8 | 123 |
3 Apr | 815.30 | 4.1 | -1.35 | 30.22 | 75 | 23 | 130 |
2 Apr | 810.95 | 5.45 | -2.35 | 30.30 | 179 | 18 | 107 |
1 Apr | 797.75 | 7.4 | -1 | 28.78 | 88 | -8 | 89 |
28 Mar | 799.40 | 8.2 | 0.7 | 28.79 | 238 | 51 | 97 |
27 Mar | 801.15 | 7.55 | -3.65 | 27.74 | 21 | 7 | 45 |
26 Mar | 786.85 | 11.25 | 0.75 | 27.61 | 28 | 12 | 37 |
25 Mar | 789.40 | 10.5 | 2.65 | 26.64 | 12 | 1 | 24 |
24 Mar | 800.55 | 7.85 | -6.5 | 27.57 | 11 | 2 | 25 |
21 Mar | 791.35 | 14.3 | -0.05 | 0.00 | 0 | 17 | 0 |
20 Mar | 779.50 | 14.3 | -0.5 | 26.74 | 30 | 14 | 20 |
19 Mar | 776.75 | 14.8 | -12.15 | 26.27 | 11 | 4 | 5 |
18 Mar | 757.40 | 26.95 | 0 | 0.00 | 0 | 0 | 0 |
17 Mar | 745.40 | 26.95 | 0 | 0.00 | 0 | 0 | 0 |
13 Mar | 740.15 | 26.95 | 0 | 0.00 | 0 | 0 | 0 |
12 Mar | 744.50 | 26.95 | 0 | 0.00 | 0 | 0 | 0 |
10 Mar | 752.05 | 26.95 | -0.05 | 24.85 | 1 | 0 | 0 |
7 Mar | 763.15 | 27 | 0 | 1.50 | 0 | 0 | 0 |
6 Mar | 766.80 | 27 | 0 | 1.58 | 0 | 0 | 0 |
5 Mar | 761.80 | 27 | 0 | 1.43 | 0 | 0 | 0 |
3 Mar | 729.20 | 27 | 0 | - | 0 | 0 | 0 |
28 Feb | 740.50 | 27 | 0 | - | 0 | 0 | 0 |
27 Feb | 741.10 | 27 | 0 | - | 0 | 0 | 0 |
26 Feb | 754.80 | 27 | 0 | 0.71 | 0 | 0 | 0 |
25 Feb | 756.55 | 27 | 0 | 0.71 | 0 | 0 | 0 |
21 Feb | 780.90 | 27 | 0 | 2.84 | 0 | 0 | 0 |
19 Feb | 764.00 | 27 | 0 | 1.76 | 0 | 0 | 0 |
18 Feb | 758.95 | 27 | 0 | 1.24 | 0 | 0 | 0 |
17 Feb | 765.15 | 27 | 0 | 1.70 | 0 | 0 | 0 |
14 Feb | 759.10 | 27 | 0 | 1.25 | 0 | 0 | 0 |
13 Feb | 784.80 | 27 | 0 | 3.29 | 0 | 0 | 0 |
12 Feb | 782.40 | 27 | 0 | 3.14 | 0 | 0 | 0 |
10 Feb | 808.90 | 27 | 0 | 5.13 | 0 | 0 | 0 |
7 Feb | 816.10 | 27 | 0 | 5.44 | 0 | 0 | 0 |
6 Feb | 828.80 | 0 | 0 | 6.31 | 0 | 0 | 0 |
5 Feb | 842.65 | 0 | 0 | 7.24 | 0 | 0 | 0 |
4 Feb | 834.50 | 0 | 0 | 6.73 | 0 | 0 | 0 |
3 Feb | 830.15 | 0 | 0 | 6.40 | 0 | 0 | 0 |
1 Feb | 848.20 | 0 | 0 | 7.54 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 760 expiring on 24APR2025
Delta for 760 PE is -0.30
Historical price for 760 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 12.3, which was -7.8 lower than the previous day. The implied volatity was 37.56, the open interest changed by -130 which decreased total open position to 120
On 7 Apr LICI was trading at 767.20. The strike last trading price was 18.35, which was 9.2 higher than the previous day. The implied volatity was 37.36, the open interest changed by 129 which increased total open position to 251
On 4 Apr LICI was trading at 792.15. The strike last trading price was 8.45, which was 4.05 higher than the previous day. The implied volatity was 31.22, the open interest changed by -8 which decreased total open position to 123
On 3 Apr LICI was trading at 815.30. The strike last trading price was 4.1, which was -1.35 lower than the previous day. The implied volatity was 30.22, the open interest changed by 23 which increased total open position to 130
On 2 Apr LICI was trading at 810.95. The strike last trading price was 5.45, which was -2.35 lower than the previous day. The implied volatity was 30.30, the open interest changed by 18 which increased total open position to 107
On 1 Apr LICI was trading at 797.75. The strike last trading price was 7.4, which was -1 lower than the previous day. The implied volatity was 28.78, the open interest changed by -8 which decreased total open position to 89
On 28 Mar LICI was trading at 799.40. The strike last trading price was 8.2, which was 0.7 higher than the previous day. The implied volatity was 28.79, the open interest changed by 51 which increased total open position to 97
On 27 Mar LICI was trading at 801.15. The strike last trading price was 7.55, which was -3.65 lower than the previous day. The implied volatity was 27.74, the open interest changed by 7 which increased total open position to 45
On 26 Mar LICI was trading at 786.85. The strike last trading price was 11.25, which was 0.75 higher than the previous day. The implied volatity was 27.61, the open interest changed by 12 which increased total open position to 37
On 25 Mar LICI was trading at 789.40. The strike last trading price was 10.5, which was 2.65 higher than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 24
On 24 Mar LICI was trading at 800.55. The strike last trading price was 7.85, which was -6.5 lower than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 25
On 21 Mar LICI was trading at 791.35. The strike last trading price was 14.3, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 20 Mar LICI was trading at 779.50. The strike last trading price was 14.3, which was -0.5 lower than the previous day. The implied volatity was 26.74, the open interest changed by 14 which increased total open position to 20
On 19 Mar LICI was trading at 776.75. The strike last trading price was 14.8, which was -12.15 lower than the previous day. The implied volatity was 26.27, the open interest changed by 4 which increased total open position to 5
On 18 Mar LICI was trading at 757.40. The strike last trading price was 26.95, 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 26.95, 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 13 Mar LICI was trading at 740.15. The strike last trading price was 26.95, 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 Mar LICI was trading at 744.50. The strike last trading price was 26.95, 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 10 Mar LICI was trading at 752.05. The strike last trading price was 26.95, which was -0.05 lower than the previous day. The implied volatity was 24.85, 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 27, which was 0 lower than the previous day. The implied volatity was 1.50, 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 27, 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 5 Mar LICI was trading at 761.80. The strike last trading price was 27, which was 0 lower than the previous day. The implied volatity was 1.43, 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 27, 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 27, 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 27, 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 27, which was 0 lower than the previous day. The implied volatity was 0.71, 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 27, which was 0 lower than the previous day. The implied volatity was 0.71, 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 27, which was 0 lower than the previous day. The implied volatity was 2.84, 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 27, which was 0 lower than the previous day. The implied volatity was 1.76, 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 27, which was 0 lower than the previous day. The implied volatity was 1.24, 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 27, which was 0 lower than the previous day. The implied volatity was 1.70, 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 27, which was 0 lower than the previous day. The implied volatity was 1.25, 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 27, which was 0 lower than the previous day. The implied volatity was 3.29, 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 27, which was 0 lower than the previous day. The implied volatity was 3.14, 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 27, which was 0 lower than the previous day. The implied volatity was 5.13, 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 27, which was 0 lower than the previous day. The implied volatity was 5.44, 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 6.31, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LICI was trading at 842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.24, 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 6.73, 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 6.40, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LICI was trading at 848.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0