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[--[65.84.65.76]--]
LICI
Life Insura Corp Of India

784.8 17.60 (2.29%)

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Historical option data for LICI

08 Apr 2025 04:03 PM IST
LICI 24APR2025 760 CE
Delta: 0.72
Vega: 0.55
Theta: -0.72
Gamma: 0.01
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
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
Delta: -0.30
Vega: 0.57
Theta: -0.60
Gamma: 0.01
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