LICI
Life Insura Corp Of India
Historical option data for LICI
30 Mar 2026 04:12 PM IST
| LICI 28-Apr-2026 (28d) 765 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.74
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 725.65 | 14.25 | -12.3 | 33.3 | 164 | 70 | 383 | |||||||||
| 27 Mar | 765.65 | 26.9 | -104.4 | 27.75 | 349 | 312 | 312 | |||||||||
| 25 Mar | 781.10 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 758.70 | 131.3 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 23 Mar | 740.00 | 131.3 | 0 | 2.16 | 0 | 0 | 0 | |||||||||
| 20 Mar | 776.75 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 766.05 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 785.85 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 777.75 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 777.35 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 772.70 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 796.65 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 802.40 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Mar | 821.40 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 805.40 | 131.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 765 expiring on 28APR2026
Delta for 765 CE is 0.33
Historical price for 765 CE is as follows
On 30 Mar LICI was trading at 725.65. The strike last trading price was 14.25, which was -12.3 lower than the previous day. The implied volatity was 33.3, the open interest changed by 70 which increased total open position to 383
On 27 Mar LICI was trading at 765.65. The strike last trading price was 26.9, which was -104.4 lower than the previous day. The implied volatity was 27.75, the open interest changed by 312 which increased total open position to 312
On 25 Mar LICI was trading at 781.10. The strike last trading price was 131.3, 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 131.3, which was 0 lower than the previous day. The implied volatity was 0.29, 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 131.3, which was 0 lower than the previous day. The implied volatity was 2.16, 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 131.3, 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 131.3, 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 131.3, 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 131.3, 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 131.3, 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 131.3, 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 131.3, 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 131.3, 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 131.3, 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 131.3, 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 (28d) 765 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.76
Theta: -0.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 725.65 | 50 | 22 | 36.57 | 8 | 1 | 82 |
| 27 Mar | 765.65 | 28.25 | 6.75 | 33.59 | 82 | 58 | 81 |
| 25 Mar | 781.10 | 21 | 15.45 | 32.74 | 30 | 23 | 23 |
| 24 Mar | 758.70 | 5.55 | 0 | 0.08 | 0 | 0 | 0 |
| 23 Mar | 740.00 | 5.55 | 0 | 0.22 | 0 | 0 | 0 |
| 20 Mar | 776.75 | 5.55 | 0 | 2.35 | 0 | 0 | 0 |
| 19 Mar | 766.05 | 5.55 | 0 | 1.15 | 0 | 0 | 0 |
| 18 Mar | 785.85 | 5.55 | 0 | 3.27 | 0 | 0 | 0 |
| 17 Mar | 777.75 | 5.55 | 0 | 2.61 | 0 | 0 | 0 |
| 16 Mar | 777.35 | 5.55 | 0 | 2.2 | 0 | 0 | 0 |
| 13 Mar | 772.70 | 5.55 | 0 | 2.04 | 0 | 0 | 0 |
| 12 Mar | 796.65 | 5.55 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 802.40 | 5.55 | 0 | 4.65 | 0 | 0 | 0 |
| 10 Mar | 821.40 | 5.55 | 0 | 6.43 | 0 | 0 | 0 |
| 9 Mar | 805.40 | 5.55 | 0 | 5.06 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 765 expiring on 28APR2026
Delta for 765 PE is -0.65
Historical price for 765 PE is as follows
On 30 Mar LICI was trading at 725.65. The strike last trading price was 50, which was 22 higher than the previous day. The implied volatity was 36.57, the open interest changed by 1 which increased total open position to 82
On 27 Mar LICI was trading at 765.65. The strike last trading price was 28.25, which was 6.75 higher than the previous day. The implied volatity was 33.59, the open interest changed by 58 which increased total open position to 81
On 25 Mar LICI was trading at 781.10. The strike last trading price was 21, which was 15.45 higher than the previous day. The implied volatity was 32.74, the open interest changed by 23 which increased total open position to 23
On 24 Mar LICI was trading at 758.70. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 0.08, 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 5.55, which was 0 lower than the previous day. The implied volatity was 0.22, 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 5.55, which was 0 lower than the previous day. The implied volatity was 2.35, 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 5.55, which was 0 lower than the previous day. The implied volatity was 1.15, 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 5.55, which was 0 lower than the previous day. The implied volatity was 3.27, 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 5.55, which was 0 lower than the previous day. The implied volatity was 2.61, 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 5.55, which was 0 lower than the previous day. The implied volatity was 2.2, 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 5.55, which was 0 lower than the previous day. The implied volatity was 2.04, 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 5.55, 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 11 Mar LICI was trading at 802.40. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 4.65, 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 5.55, which was 0 lower than the previous day. The implied volatity was 6.43, 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 5.55, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
