LICI
Life Insura Corp Of India
Historical option data for LICI
09 Apr 2026 04:14 PM IST
| LICI 28-Apr-2026 (18d) 770 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.62
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 793.40 | 38.5 | -0.7 | 30.5 | 10 | -5 | 112 | |||||||||
| 8 Apr | 793.70 | 39.1 | 25.5 | 29.55 | 259 | -25 | 117 | |||||||||
| 7 Apr | 743.20 | 13.65 | -1.7 | 33.52 | 33 | 5 | 141 | |||||||||
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| 6 Apr | 744.95 | 16 | 2.8 | 32.63 | 65 | 21 | 137 | |||||||||
| 2 Apr | 734.85 | 13.45 | -2.35 | 31.59 | 57 | 1 | 114 | |||||||||
| 1 Apr | 746.00 | 15.9 | 3.2 | 28.43 | 124 | 18 | 115 | |||||||||
| 30 Mar | 725.65 | 12.5 | -11.7 | 32.58 | 152 | 49 | 96 | |||||||||
| 27 Mar | 765.65 | 24.7 | -4.2 | 28.02 | 115 | 37 | 51 | |||||||||
| 25 Mar | 781.10 | 28.9 | 7.6 | 20.65 | 27 | -5 | 14 | |||||||||
| 24 Mar | 758.70 | 21.4 | 4.05 | 25.14 | 37 | 15 | 19 | |||||||||
| 23 Mar | 740.00 | 17.35 | -11.65 | 28.81 | 8 | 5 | 5 | |||||||||
| 20 Mar | 776.75 | 29 | 3 | 21.1 | 1 | 1 | 0 | |||||||||
| 19 Mar | 766.05 | 26 | -47.95 | 23.54 | 1 | 0 | 0 | |||||||||
| 18 Mar | 785.85 | 73.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 777.75 | 73.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 777.35 | 73.95 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 13 Mar | 772.70 | 73.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 796.65 | 73.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 802.40 | 73.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 821.40 | 73.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 805.40 | 73.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 835.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 838.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 802.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 799.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 824.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 821.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 770 expiring on 28APR2026
Delta for 770 CE is 0.71
Historical price for 770 CE is as follows
On 9 Apr LICI was trading at 793.40. The strike last trading price was 38.5, which was -0.7 lower than the previous day. The implied volatity was 30.5, the open interest changed by -5 which decreased total open position to 112
On 8 Apr LICI was trading at 793.70. The strike last trading price was 39.1, which was 25.5 higher than the previous day. The implied volatity was 29.55, the open interest changed by -25 which decreased total open position to 117
On 7 Apr LICI was trading at 743.20. The strike last trading price was 13.65, which was -1.7 lower than the previous day. The implied volatity was 33.52, the open interest changed by 5 which increased total open position to 141
On 6 Apr LICI was trading at 744.95. The strike last trading price was 16, which was 2.8 higher than the previous day. The implied volatity was 32.63, the open interest changed by 21 which increased total open position to 137
On 2 Apr LICI was trading at 734.85. The strike last trading price was 13.45, which was -2.35 lower than the previous day. The implied volatity was 31.59, the open interest changed by 1 which increased total open position to 114
On 1 Apr LICI was trading at 746.00. The strike last trading price was 15.9, which was 3.2 higher than the previous day. The implied volatity was 28.43, the open interest changed by 18 which increased total open position to 115
On 30 Mar LICI was trading at 725.65. The strike last trading price was 12.5, which was -11.7 lower than the previous day. The implied volatity was 32.58, the open interest changed by 49 which increased total open position to 96
On 27 Mar LICI was trading at 765.65. The strike last trading price was 24.7, which was -4.2 lower than the previous day. The implied volatity was 28.02, the open interest changed by 37 which increased total open position to 51
On 25 Mar LICI was trading at 781.10. The strike last trading price was 28.9, which was 7.6 higher than the previous day. The implied volatity was 20.65, the open interest changed by -5 which decreased total open position to 14
On 24 Mar LICI was trading at 758.70. The strike last trading price was 21.4, which was 4.05 higher than the previous day. The implied volatity was 25.14, the open interest changed by 15 which increased total open position to 19
On 23 Mar LICI was trading at 740.00. The strike last trading price was 17.35, which was -11.65 lower than the previous day. The implied volatity was 28.81, the open interest changed by 5 which increased total open position to 5
On 20 Mar LICI was trading at 776.75. The strike last trading price was 29, which was 3 higher than the previous day. The implied volatity was 21.1, the open interest changed by 1 which increased total open position to 0
On 19 Mar LICI was trading at 766.05. The strike last trading price was 26, which was -47.95 lower than the previous day. The implied volatity was 23.54, 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 73.95, 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 73.95, 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 73.95, which was 0 lower than the previous day. The implied volatity was 0.2, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 835.30. The strike last trading price was -, which was - 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 838.30. 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 2 Feb LICI was trading at 802.15. 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 799.00. 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 30 Jan LICI was trading at 824.50. 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 29 Jan LICI was trading at 821.00. 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 (18d) 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.64
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 793.40 | 13.15 | 0.25 | 34.77 | 88 | -24 | 57 |
| 8 Apr | 793.70 | 13.2 | -23.05 | 34.46 | 289 | 26 | 81 |
| 7 Apr | 743.20 | 35.2 | -11.25 | - | 0 | 0 | 55 |
| 6 Apr | 744.95 | 35.2 | -11.25 | 33.52 | 22 | 10 | 54 |
| 2 Apr | 734.85 | 46 | 8.9 | 36.95 | 5 | -3 | 44 |
| 1 Apr | 746.00 | 37.1 | -17.3 | 34.08 | 11 | 6 | 47 |
| 30 Mar | 725.65 | 54.65 | 24.1 | 38.74 | 12 | -4 | 40 |
| 27 Mar | 765.65 | 30.8 | 8.55 | 33.6 | 113 | 2 | 48 |
| 25 Mar | 781.10 | 22.25 | -9.25 | 31.83 | 66 | 31 | 45 |
| 24 Mar | 758.70 | 31.3 | -3.7 | 30.85 | 18 | 7 | 13 |
| 23 Mar | 740.00 | 35 | 15 | 23.36 | 1 | 0 | 6 |
| 20 Mar | 776.75 | 20 | 5.05 | 26.22 | 1 | 0 | 0 |
| 19 Mar | 766.05 | 14.95 | -10.05 | - | 1 | 0 | 5 |
| 18 Mar | 785.85 | 14.95 | -10.05 | 24.71 | 1 | 0 | 5 |
| 17 Mar | 777.75 | 25 | 0.65 | - | 6 | 0 | 5 |
| 16 Mar | 777.35 | 25 | 0.65 | 30.77 | 6 | 4 | 4 |
| 13 Mar | 772.70 | 24.35 | 0 | 1.49 | 0 | 0 | 0 |
| 12 Mar | 796.65 | 24.35 | 0 | 3.46 | 0 | 0 | 0 |
| 11 Mar | 802.40 | 24.35 | 0 | 4.18 | 0 | 0 | 0 |
| 10 Mar | 821.40 | 24.35 | 0 | 6 | 0 | 0 | 0 |
| 9 Mar | 805.40 | 24.35 | 0 | 4.6 | 0 | 0 | 0 |
| 4 Feb | 835.30 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 838.30 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 802.15 | 0 | 0 | 3.45 | 0 | 0 | 0 |
| 1 Feb | 799.00 | 0 | 0 | 3.67 | 0 | 0 | 0 |
| 30 Jan | 824.50 | 0 | 0 | 4.69 | 0 | 0 | 0 |
| 29 Jan | 821.00 | 0 | 0 | 4.8 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 770 expiring on 28APR2026
Delta for 770 PE is -0.31
Historical price for 770 PE is as follows
On 9 Apr LICI was trading at 793.40. The strike last trading price was 13.15, which was 0.25 higher than the previous day. The implied volatity was 34.77, the open interest changed by -24 which decreased total open position to 57
On 8 Apr LICI was trading at 793.70. The strike last trading price was 13.2, which was -23.05 lower than the previous day. The implied volatity was 34.46, the open interest changed by 26 which increased total open position to 81
On 7 Apr LICI was trading at 743.20. The strike last trading price was 35.2, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 6 Apr LICI was trading at 744.95. The strike last trading price was 35.2, which was -11.25 lower than the previous day. The implied volatity was 33.52, the open interest changed by 10 which increased total open position to 54
On 2 Apr LICI was trading at 734.85. The strike last trading price was 46, which was 8.9 higher than the previous day. The implied volatity was 36.95, the open interest changed by -3 which decreased total open position to 44
On 1 Apr LICI was trading at 746.00. The strike last trading price was 37.1, which was -17.3 lower than the previous day. The implied volatity was 34.08, the open interest changed by 6 which increased total open position to 47
On 30 Mar LICI was trading at 725.65. The strike last trading price was 54.65, which was 24.1 higher than the previous day. The implied volatity was 38.74, the open interest changed by -4 which decreased total open position to 40
On 27 Mar LICI was trading at 765.65. The strike last trading price was 30.8, which was 8.55 higher than the previous day. The implied volatity was 33.6, the open interest changed by 2 which increased total open position to 48
On 25 Mar LICI was trading at 781.10. The strike last trading price was 22.25, which was -9.25 lower than the previous day. The implied volatity was 31.83, the open interest changed by 31 which increased total open position to 45
On 24 Mar LICI was trading at 758.70. The strike last trading price was 31.3, which was -3.7 lower than the previous day. The implied volatity was 30.85, the open interest changed by 7 which increased total open position to 13
On 23 Mar LICI was trading at 740.00. The strike last trading price was 35, which was 15 higher than the previous day. The implied volatity was 23.36, the open interest changed by 0 which decreased total open position to 6
On 20 Mar LICI was trading at 776.75. The strike last trading price was 20, which was 5.05 higher than the previous day. The implied volatity was 26.22, 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 14.95, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Mar LICI was trading at 785.85. The strike last trading price was 14.95, which was -10.05 lower than the previous day. The implied volatity was 24.71, the open interest changed by 0 which decreased total open position to 5
On 17 Mar LICI was trading at 777.75. The strike last trading price was 25, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar LICI was trading at 777.35. The strike last trading price was 25, which was 0.65 higher than the previous day. The implied volatity was 30.77, the open interest changed by 4 which increased total open position to 4
On 13 Mar LICI was trading at 772.70. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 1.49, 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 24.35, which was 0 lower than the previous day. The implied volatity was 3.46, 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 24.35, which was 0 lower than the previous day. The implied volatity was 4.18, 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 24.35, which was 0 lower than the previous day. The implied volatity was 6, 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 24.35, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LICI was trading at 835.30. The strike last trading price was -, which was - 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 838.30. 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 2 Feb LICI was trading at 802.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LICI was trading at 799.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LICI was trading at 824.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LICI was trading at 821.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 0
