LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.61
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 32 | 7.2 | 33.53 | 97 | 6 | 83 | |||
| 7 Apr | 767.20 | 26 | -8.95 | 36.51 | 136 | 49 | 65 | |||
| 4 Apr | 792.15 | 34.75 | -17.55 | 23.44 | 11 | 3 | 15 | |||
| 3 Apr | 815.30 | 52.3 | 8.65 | 17.95 | 6 | -2 | 11 | |||
| 2 Apr | 810.95 | 43.65 | 3.25 | 8.63 | 6 | 0 | 13 | |||
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| 1 Apr | 797.75 | 40.4 | 4 | 26.42 | 13 | 14 | 14 | |||
| 28 Mar | 799.40 | 36.4 | 0 | 0.00 | 0 | -4 | 0 | |||
| 27 Mar | 801.15 | 36.4 | 0.35 | - | 8 | -4 | 10 | |||
| 26 Mar | 786.85 | 36.6 | -8.4 | 27.57 | 9 | 2 | 13 | |||
| 25 Mar | 789.40 | 48.15 | 3.15 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 800.55 | 48.15 | 11.35 | 26.57 | 17 | 1 | 12 | |||
| 21 Mar | 791.35 | 36.8 | 0 | 0.00 | 0 | -1 | 0 | |||
| 20 Mar | 779.50 | 36.8 | 3.8 | 29.27 | 6 | -2 | 10 | |||
| 19 Mar | 776.75 | 33 | 8.95 | 25.98 | 33 | 3 | 11 | |||
| 18 Mar | 757.40 | 24.05 | 3.35 | 27.46 | 9 | 2 | 8 | |||
| 17 Mar | 745.40 | 20.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 740.15 | 20.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 744.50 | 20.7 | -3.65 | 27.69 | 1 | 0 | 6 | |||
| 11 Mar | 754.25 | 24.35 | -22.2 | 25.68 | 21 | 8 | 9 | |||
| 10 Mar | 752.05 | 46.55 | 11.8 | 49.37 | 1 | 0 | 0 | |||
| 7 Mar | 763.15 | 34.75 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 766.80 | 34.75 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 34.75 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 34.75 | 0 | 2.98 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 34.75 | 0 | 1.87 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 770 expiring on 24APR2025
Delta for 770 CE is 0.64
Historical price for 770 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 32, which was 7.2 higher than the previous day. The implied volatity was 33.53, the open interest changed by 6 which increased total open position to 83
On 7 Apr LICI was trading at 767.20. The strike last trading price was 26, which was -8.95 lower than the previous day. The implied volatity was 36.51, the open interest changed by 49 which increased total open position to 65
On 4 Apr LICI was trading at 792.15. The strike last trading price was 34.75, which was -17.55 lower than the previous day. The implied volatity was 23.44, the open interest changed by 3 which increased total open position to 15
On 3 Apr LICI was trading at 815.30. The strike last trading price was 52.3, which was 8.65 higher than the previous day. The implied volatity was 17.95, the open interest changed by -2 which decreased total open position to 11
On 2 Apr LICI was trading at 810.95. The strike last trading price was 43.65, which was 3.25 higher than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 13
On 1 Apr LICI was trading at 797.75. The strike last trading price was 40.4, which was 4 higher than the previous day. The implied volatity was 26.42, the open interest changed by 14 which increased total open position to 14
On 28 Mar LICI was trading at 799.40. The strike last trading price was 36.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 27 Mar LICI was trading at 801.15. The strike last trading price was 36.4, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 10
On 26 Mar LICI was trading at 786.85. The strike last trading price was 36.6, which was -8.4 lower than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 13
On 25 Mar LICI was trading at 789.40. The strike last trading price was 48.15, which was 3.15 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 24 Mar LICI was trading at 800.55. The strike last trading price was 48.15, which was 11.35 higher than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 12
On 21 Mar LICI was trading at 791.35. The strike last trading price was 36.8, which was 0 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 20 Mar LICI was trading at 779.50. The strike last trading price was 36.8, which was 3.8 higher than the previous day. The implied volatity was 29.27, the open interest changed by -2 which decreased total open position to 10
On 19 Mar LICI was trading at 776.75. The strike last trading price was 33, which was 8.95 higher than the previous day. The implied volatity was 25.98, the open interest changed by 3 which increased total open position to 11
On 18 Mar LICI was trading at 757.40. The strike last trading price was 24.05, which was 3.35 higher than the previous day. The implied volatity was 27.46, the open interest changed by 2 which increased total open position to 8
On 17 Mar LICI was trading at 745.40. The strike last trading price was 20.7, 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 20.7, 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 20.7, which was -3.65 lower than the previous day. The implied volatity was 27.69, the open interest changed by 0 which decreased total open position to 6
On 11 Mar LICI was trading at 754.25. The strike last trading price was 24.35, which was -22.2 lower than the previous day. The implied volatity was 25.68, the open interest changed by 8 which increased total open position to 9
On 10 Mar LICI was trading at 752.05. The strike last trading price was 46.55, which was 11.8 higher than the previous day. The implied volatity was 49.37, 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 34.75, 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 Mar LICI was trading at 766.80. The strike last trading price was 34.75, 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 Mar LICI was trading at 761.80. The strike last trading price was 34.75, 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 Mar LICI was trading at 729.20. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 2.98, 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 34.75, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
| LICI 24APR2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.62
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 15.6 | -8.1 | 36.40 | 144 | -7 | 154 |
| 7 Apr | 767.20 | 23.25 | 11.65 | 37.84 | 285 | 36 | 161 |
| 4 Apr | 792.15 | 11.35 | 5.65 | 31.21 | 160 | -4 | 124 |
| 3 Apr | 815.30 | 5.5 | -1.95 | 29.61 | 83 | 3 | 129 |
| 2 Apr | 810.95 | 7.55 | -2.45 | 29.98 | 158 | -3 | 126 |
| 1 Apr | 797.75 | 10 | -1 | 28.68 | 51 | 8 | 130 |
| 28 Mar | 799.40 | 10.5 | 0.65 | 28.25 | 160 | 40 | 122 |
| 27 Mar | 801.15 | 9.45 | -5.4 | 27.29 | 33 | 12 | 79 |
| 26 Mar | 786.85 | 14.65 | 0.75 | 27.63 | 60 | 7 | 67 |
| 25 Mar | 789.40 | 14 | 2.25 | 26.92 | 52 | 39 | 60 |
| 24 Mar | 800.55 | 10.9 | -3.05 | 28.25 | 31 | 4 | 22 |
| 21 Mar | 791.35 | 14.1 | -3.4 | 26.78 | 21 | 9 | 17 |
| 20 Mar | 779.50 | 17.7 | -0.75 | 26.29 | 7 | 4 | 8 |
| 19 Mar | 776.75 | 18.45 | -36.8 | 25.99 | 5 | 3 | 3 |
| 18 Mar | 757.40 | 55.25 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 745.40 | 55.25 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 740.15 | 55.25 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 744.50 | 55.25 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 754.25 | 55.25 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 752.05 | 55.25 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 763.15 | 55.25 | 0 | 0.51 | 0 | 0 | 0 |
| 6 Mar | 766.80 | 55.25 | 0 | 0.73 | 0 | 0 | 0 |
| 5 Mar | 761.80 | 55.25 | 0 | 0.33 | 0 | 0 | 0 |
| 3 Mar | 729.20 | 55.25 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 55.25 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 770 expiring on 24APR2025
Delta for 770 PE is -0.36
Historical price for 770 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 15.6, which was -8.1 lower than the previous day. The implied volatity was 36.40, the open interest changed by -7 which decreased total open position to 154
On 7 Apr LICI was trading at 767.20. The strike last trading price was 23.25, which was 11.65 higher than the previous day. The implied volatity was 37.84, the open interest changed by 36 which increased total open position to 161
On 4 Apr LICI was trading at 792.15. The strike last trading price was 11.35, which was 5.65 higher than the previous day. The implied volatity was 31.21, the open interest changed by -4 which decreased total open position to 124
On 3 Apr LICI was trading at 815.30. The strike last trading price was 5.5, which was -1.95 lower than the previous day. The implied volatity was 29.61, the open interest changed by 3 which increased total open position to 129
On 2 Apr LICI was trading at 810.95. The strike last trading price was 7.55, which was -2.45 lower than the previous day. The implied volatity was 29.98, the open interest changed by -3 which decreased total open position to 126
On 1 Apr LICI was trading at 797.75. The strike last trading price was 10, which was -1 lower than the previous day. The implied volatity was 28.68, the open interest changed by 8 which increased total open position to 130
On 28 Mar LICI was trading at 799.40. The strike last trading price was 10.5, which was 0.65 higher than the previous day. The implied volatity was 28.25, the open interest changed by 40 which increased total open position to 122
On 27 Mar LICI was trading at 801.15. The strike last trading price was 9.45, which was -5.4 lower than the previous day. The implied volatity was 27.29, the open interest changed by 12 which increased total open position to 79
On 26 Mar LICI was trading at 786.85. The strike last trading price was 14.65, which was 0.75 higher than the previous day. The implied volatity was 27.63, the open interest changed by 7 which increased total open position to 67
On 25 Mar LICI was trading at 789.40. The strike last trading price was 14, which was 2.25 higher than the previous day. The implied volatity was 26.92, the open interest changed by 39 which increased total open position to 60
On 24 Mar LICI was trading at 800.55. The strike last trading price was 10.9, which was -3.05 lower than the previous day. The implied volatity was 28.25, the open interest changed by 4 which increased total open position to 22
On 21 Mar LICI was trading at 791.35. The strike last trading price was 14.1, which was -3.4 lower than the previous day. The implied volatity was 26.78, the open interest changed by 9 which increased total open position to 17
On 20 Mar LICI was trading at 779.50. The strike last trading price was 17.7, which was -0.75 lower than the previous day. The implied volatity was 26.29, the open interest changed by 4 which increased total open position to 8
On 19 Mar LICI was trading at 776.75. The strike last trading price was 18.45, which was -36.8 lower than the previous day. The implied volatity was 25.99, the open interest changed by 3 which increased total open position to 3
On 18 Mar LICI was trading at 757.40. The strike last trading price was 55.25, 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 745.40. The strike last trading price was 55.25, 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 740.15. The strike last trading price was 55.25, 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 744.50. The strike last trading price was 55.25, 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 754.25. The strike last trading price was 55.25, 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 752.05. The strike last trading price was 55.25, 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 Mar LICI was trading at 763.15. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 0.51, 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 55.25, which was 0 lower than the previous day. The implied volatity was 0.73, 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 55.25, which was 0 lower than the previous day. The implied volatity was 0.33, 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 55.25, 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 55.25, 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
