LICI
Life Insura Corp Of India
Historical option data for LICI
18 Dec 2025 04:12 PM IST
| LICI 30-DEC-2025 770 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 847.40 | 143.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 844.55 | 143.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 854.50 | 143.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 856.90 | 143.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 867.60 | 143.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Dec | 858.35 | 143.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 858.95 | 143.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 857.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 883.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 770 expiring on 30DEC2025
Delta for 770 CE is -
Historical price for 770 CE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 143.2, 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 Dec LICI was trading at 844.55. The strike last trading price was 143.2, 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 Dec LICI was trading at 854.50. The strike last trading price was 143.2, 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 15 Dec LICI was trading at 856.90. The strike last trading price was 143.2, 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 Dec LICI was trading at 867.60. The strike last trading price was 143.2, 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 Dec LICI was trading at 858.35. The strike last trading price was 143.2, 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 Dec LICI was trading at 858.95. The strike last trading price was 143.2, 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 8 Dec LICI was trading at 857.55. 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 Dec LICI was trading at 883.90. 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
| LICI 30DEC2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.13
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 847.40 | 0.75 | 0.4 | 31.68 | 11 | 0 | 29 |
| 17 Dec | 844.55 | 0.3 | -0.15 | 24.92 | 42 | 12 | 31 |
| 16 Dec | 854.50 | 0.45 | -4.75 | - | 0 | 0 | 19 |
| 15 Dec | 856.90 | 0.45 | -4.75 | 28.03 | 35 | 19 | 19 |
| 12 Dec | 867.60 | 5.2 | 0 | 15.03 | 0 | 0 | 0 |
| 11 Dec | 858.35 | 5.2 | 0 | 13.74 | 0 | 0 | 0 |
| 10 Dec | 858.95 | 5.2 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 857.55 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 883.90 | 0 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 770 expiring on 30DEC2025
Delta for 770 PE is -0.04
Historical price for 770 PE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 0.75, which was 0.4 higher than the previous day. The implied volatity was 31.68, the open interest changed by 0 which decreased total open position to 29
On 17 Dec LICI was trading at 844.55. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 24.92, the open interest changed by 12 which increased total open position to 31
On 16 Dec LICI was trading at 854.50. The strike last trading price was 0.45, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 15 Dec LICI was trading at 856.90. The strike last trading price was 0.45, which was -4.75 lower than the previous day. The implied volatity was 28.03, the open interest changed by 19 which increased total open position to 19
On 12 Dec LICI was trading at 867.60. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 15.03, the open interest changed by 0 which decreased total open position to 0
On 11 Dec LICI was trading at 858.35. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 13.74, the open interest changed by 0 which decreased total open position to 0
On 10 Dec LICI was trading at 858.95. The strike last trading price was 5.2, 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 8 Dec LICI was trading at 857.55. 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 Dec LICI was trading at 883.90. 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































































































































































































































