LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.52
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 7.25 | -3.35 | 23.95 | 216 | 1 | 411 | |||
| 12 Mar | 744.50 | 10.3 | -5.15 | 26.43 | 922 | 50 | 410 | |||
| 11 Mar | 754.25 | 15.95 | 0.75 | 26.26 | 365 | 16 | 361 | |||
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| 10 Mar | 752.05 | 13.9 | -7.75 | 26.82 | 499 | 15 | 345 | |||
| 7 Mar | 763.15 | 21.9 | -2.55 | 24.70 | 100 | 14 | 330 | |||
| 6 Mar | 766.80 | 22.7 | -1.25 | 24.77 | 166 | 9 | 316 | |||
| 5 Mar | 761.80 | 23.85 | 11.75 | 27.03 | 383 | 25 | 309 | |||
| 3 Mar | 729.20 | 11.65 | -3.85 | 28.95 | 295 | 7 | 211 | |||
| 28 Feb | 740.50 | 15.5 | -0.75 | 26.82 | 293 | 96 | 204 | |||
| 27 Feb | 741.10 | 15.55 | -7.15 | 26.07 | 176 | 70 | 108 | |||
| 26 Feb | 754.80 | 21.85 | -16.15 | 24.74 | 78 | 36 | 39 | |||
| 25 Feb | 756.55 | 21.85 | -16.15 | 24.74 | 78 | 37 | 39 | |||
| 24 Feb | 775.40 | 38 | 8 | 29.53 | 1 | 0 | 2 | |||
| 21 Feb | 780.90 | 30 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 776.50 | 30 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Feb | 764.00 | 30 | -6.3 | 24.65 | 1 | 0 | 1 | |||
| 18 Feb | 758.95 | 36.3 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Feb | 765.15 | 36.3 | -125.1 | 29.18 | 1 | 0 | 0 | |||
| 14 Feb | 759.10 | 161.4 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 161.4 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 161.4 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 161.4 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 161.4 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 845.45 | 161.4 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 824.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 828.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 818.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 809.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 837.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 828.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 837.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 836.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 825.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 808.95 | 0 | - | 0 | 0 | 0 | ||||
For Life Insura Corp Of India - strike price 760 expiring on 27MAR2025
Delta for 760 CE is 0.33
Historical price for 760 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 7.25, which was -3.35 lower than the previous day. The implied volatity was 23.95, the open interest changed by 1 which increased total open position to 411
On 12 Mar LICI was trading at 744.50. The strike last trading price was 10.3, which was -5.15 lower than the previous day. The implied volatity was 26.43, the open interest changed by 50 which increased total open position to 410
On 11 Mar LICI was trading at 754.25. The strike last trading price was 15.95, which was 0.75 higher than the previous day. The implied volatity was 26.26, the open interest changed by 16 which increased total open position to 361
On 10 Mar LICI was trading at 752.05. The strike last trading price was 13.9, which was -7.75 lower than the previous day. The implied volatity was 26.82, the open interest changed by 15 which increased total open position to 345
On 7 Mar LICI was trading at 763.15. The strike last trading price was 21.9, which was -2.55 lower than the previous day. The implied volatity was 24.70, the open interest changed by 14 which increased total open position to 330
On 6 Mar LICI was trading at 766.80. The strike last trading price was 22.7, which was -1.25 lower than the previous day. The implied volatity was 24.77, the open interest changed by 9 which increased total open position to 316
On 5 Mar LICI was trading at 761.80. The strike last trading price was 23.85, which was 11.75 higher than the previous day. The implied volatity was 27.03, the open interest changed by 25 which increased total open position to 309
On 3 Mar LICI was trading at 729.20. The strike last trading price was 11.65, which was -3.85 lower than the previous day. The implied volatity was 28.95, the open interest changed by 7 which increased total open position to 211
On 28 Feb LICI was trading at 740.50. The strike last trading price was 15.5, which was -0.75 lower than the previous day. The implied volatity was 26.82, the open interest changed by 96 which increased total open position to 204
On 27 Feb LICI was trading at 741.10. The strike last trading price was 15.55, which was -7.15 lower than the previous day. The implied volatity was 26.07, the open interest changed by 70 which increased total open position to 108
On 26 Feb LICI was trading at 754.80. The strike last trading price was 21.85, which was -16.15 lower than the previous day. The implied volatity was 24.74, the open interest changed by 36 which increased total open position to 39
On 25 Feb LICI was trading at 756.55. The strike last trading price was 21.85, which was -16.15 lower than the previous day. The implied volatity was 24.74, the open interest changed by 37 which increased total open position to 39
On 24 Feb LICI was trading at 775.40. The strike last trading price was 38, which was 8 higher than the previous day. The implied volatity was 29.53, the open interest changed by 0 which decreased total open position to 2
On 21 Feb LICI was trading at 780.90. The strike last trading price was 30, 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 20 Feb LICI was trading at 776.50. The strike last trading price was 30, 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 19 Feb LICI was trading at 764.00. The strike last trading price was 30, which was -6.3 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 1
On 18 Feb LICI was trading at 758.95. The strike last trading price was 36.3, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 36.3, which was -125.1 lower than the previous day. The implied volatity was 29.18, 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 161.4, 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 13 Feb LICI was trading at 784.80. The strike last trading price was 161.4, 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 12 Feb LICI was trading at 782.40. The strike last trading price was 161.4, 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 Feb LICI was trading at 799.80. The strike last trading price was 161.4, 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 10 Feb LICI was trading at 808.90. The strike last trading price was 161.4, 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 31 Jan LICI was trading at 845.45. The strike last trading price was 161.4, 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 30 Jan LICI was trading at 824.90. 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 29 Jan LICI was trading at 828.20. 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
On 28 Jan LICI was trading at 818.65. 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 27 Jan LICI was trading at 809.05. 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 23 Jan LICI was trading at 837.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LICI was trading at 828.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LICI was trading at 837.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LICI was trading at 825.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 808.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LICI 27MAR2025 760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.54
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 26.3 | 2.9 | 28.57 | 86 | -5 | 200 |
| 12 Mar | 744.50 | 24.85 | 6.25 | 28.80 | 390 | -35 | 204 |
| 11 Mar | 754.25 | 19 | -2 | 29.07 | 98 | -4 | 239 |
| 10 Mar | 752.05 | 24.3 | 7.95 | 31.40 | 250 | -5 | 242 |
| 7 Mar | 763.15 | 16.25 | 0.85 | 28.28 | 126 | -13 | 247 |
| 6 Mar | 766.80 | 16.85 | -0.95 | 28.77 | 114 | -1 | 261 |
| 5 Mar | 761.80 | 18 | -14.8 | 28.75 | 174 | 49 | 263 |
| 3 Mar | 729.20 | 43 | 12.05 | 37.77 | 32 | -2 | 148 |
| 28 Feb | 740.50 | 31.2 | 1.25 | 29.11 | 105 | -35 | 149 |
| 27 Feb | 741.10 | 29.9 | 4.55 | 27.45 | 390 | 60 | 184 |
| 26 Feb | 754.80 | 25.3 | 7.9 | 29.92 | 393 | 104 | 123 |
| 25 Feb | 756.55 | 25.3 | 7.9 | 29.92 | 393 | 103 | 123 |
| 24 Feb | 775.40 | 17.95 | 3.6 | 30.56 | 23 | 3 | 19 |
| 21 Feb | 780.90 | 14.35 | -0.8 | 27.48 | 12 | -2 | 17 |
| 20 Feb | 776.50 | 14.95 | -8.05 | 27.01 | 20 | 8 | 13 |
| 19 Feb | 764.00 | 23 | -2.5 | 30.18 | 5 | 4 | 5 |
| 18 Feb | 758.95 | 25.5 | 9.7 | 29.64 | 1 | 0 | 0 |
| 17 Feb | 765.15 | 15.8 | 0 | 1.82 | 0 | 0 | 0 |
| 14 Feb | 759.10 | 15.8 | 0 | 0.80 | 0 | 0 | 0 |
| 13 Feb | 784.80 | 15.8 | 0 | 3.42 | 0 | 0 | 0 |
| 12 Feb | 782.40 | 15.8 | 0 | 3.31 | 0 | 0 | 0 |
| 11 Feb | 799.80 | 15.8 | 0 | 4.76 | 0 | 0 | 0 |
| 10 Feb | 808.90 | 15.8 | 0 | 5.68 | 0 | 0 | 0 |
| 31 Jan | 845.45 | 15.8 | 0 | 7.97 | 0 | 0 | 0 |
| 30 Jan | 824.90 | 15.8 | 0 | 6.92 | 0 | 0 | 0 |
| 29 Jan | 828.20 | 15.8 | 0 | 6.51 | 0 | 0 | 0 |
| 28 Jan | 818.65 | 15.8 | 0 | 5.99 | 0 | 0 | 0 |
| 27 Jan | 809.05 | 15.8 | 0 | 5.35 | 0 | 0 | 0 |
| 23 Jan | 837.25 | 15.8 | 0.00 | 7.30 | 0 | 0 | 0 |
| 22 Jan | 828.55 | 15.8 | 0.00 | 6.73 | 0 | 0 | 0 |
| 21 Jan | 837.55 | 15.8 | 0.00 | 7.20 | 0 | 0 | 0 |
| 15 Jan | 836.05 | 15.8 | 0.00 | 7.01 | 0 | 0 | 0 |
| 14 Jan | 825.40 | 15.8 | 0.00 | 6.13 | 0 | 0 | 0 |
| 13 Jan | 808.95 | 15.8 | 5.06 | 0 | 0 | 0 | |
For Life Insura Corp Of India - strike price 760 expiring on 27MAR2025
Delta for 760 PE is -0.64
Historical price for 760 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 26.3, which was 2.9 higher than the previous day. The implied volatity was 28.57, the open interest changed by -5 which decreased total open position to 200
On 12 Mar LICI was trading at 744.50. The strike last trading price was 24.85, which was 6.25 higher than the previous day. The implied volatity was 28.80, the open interest changed by -35 which decreased total open position to 204
On 11 Mar LICI was trading at 754.25. The strike last trading price was 19, which was -2 lower than the previous day. The implied volatity was 29.07, the open interest changed by -4 which decreased total open position to 239
On 10 Mar LICI was trading at 752.05. The strike last trading price was 24.3, which was 7.95 higher than the previous day. The implied volatity was 31.40, the open interest changed by -5 which decreased total open position to 242
On 7 Mar LICI was trading at 763.15. The strike last trading price was 16.25, which was 0.85 higher than the previous day. The implied volatity was 28.28, the open interest changed by -13 which decreased total open position to 247
On 6 Mar LICI was trading at 766.80. The strike last trading price was 16.85, which was -0.95 lower than the previous day. The implied volatity was 28.77, the open interest changed by -1 which decreased total open position to 261
On 5 Mar LICI was trading at 761.80. The strike last trading price was 18, which was -14.8 lower than the previous day. The implied volatity was 28.75, the open interest changed by 49 which increased total open position to 263
On 3 Mar LICI was trading at 729.20. The strike last trading price was 43, which was 12.05 higher than the previous day. The implied volatity was 37.77, the open interest changed by -2 which decreased total open position to 148
On 28 Feb LICI was trading at 740.50. The strike last trading price was 31.2, which was 1.25 higher than the previous day. The implied volatity was 29.11, the open interest changed by -35 which decreased total open position to 149
On 27 Feb LICI was trading at 741.10. The strike last trading price was 29.9, which was 4.55 higher than the previous day. The implied volatity was 27.45, the open interest changed by 60 which increased total open position to 184
On 26 Feb LICI was trading at 754.80. The strike last trading price was 25.3, which was 7.9 higher than the previous day. The implied volatity was 29.92, the open interest changed by 104 which increased total open position to 123
On 25 Feb LICI was trading at 756.55. The strike last trading price was 25.3, which was 7.9 higher than the previous day. The implied volatity was 29.92, the open interest changed by 103 which increased total open position to 123
On 24 Feb LICI was trading at 775.40. The strike last trading price was 17.95, which was 3.6 higher than the previous day. The implied volatity was 30.56, the open interest changed by 3 which increased total open position to 19
On 21 Feb LICI was trading at 780.90. The strike last trading price was 14.35, which was -0.8 lower than the previous day. The implied volatity was 27.48, the open interest changed by -2 which decreased total open position to 17
On 20 Feb LICI was trading at 776.50. The strike last trading price was 14.95, which was -8.05 lower than the previous day. The implied volatity was 27.01, the open interest changed by 8 which increased total open position to 13
On 19 Feb LICI was trading at 764.00. The strike last trading price was 23, which was -2.5 lower than the previous day. The implied volatity was 30.18, the open interest changed by 4 which increased total open position to 5
On 18 Feb LICI was trading at 758.95. The strike last trading price was 25.5, which was 9.7 higher than the previous day. The implied volatity was 29.64, 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 15.8, which was 0 lower than the previous day. The implied volatity was 1.82, 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 15.8, which was 0 lower than the previous day. The implied volatity was 0.80, 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 15.8, which was 0 lower than the previous day. The implied volatity was 3.42, 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 15.8, which was 0 lower than the previous day. The implied volatity was 3.31, 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 15.8, which was 0 lower than the previous day. The implied volatity was 4.76, 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 15.8, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 31 Jan LICI was trading at 845.45. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 7.97, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LICI was trading at 824.90. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LICI was trading at 828.20. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LICI was trading at 818.65. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 27 Jan LICI was trading at 809.05. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 23 Jan LICI was trading at 837.25. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LICI was trading at 828.55. The strike last trading price was 15.8, which was 0.00 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 21 Jan LICI was trading at 837.55. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LICI was trading at 836.05. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LICI was trading at 825.40. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 808.95. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
