LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.44
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 4.6 | -2.85 | 23.89 | 134 | 23 | 234 | |||
| 12 Mar | 744.50 | 7.3 | -3.9 | 26.74 | 405 | 7 | 212 | |||
| 11 Mar | 754.25 | 12 | 1.25 | 26.80 | 142 | 3 | 207 | |||
| 10 Mar | 752.05 | 10.45 | -6.05 | 27.33 | 162 | 9 | 203 | |||
| 7 Mar | 763.15 | 16.85 | -1.9 | 24.83 | 174 | 37 | 194 | |||
| 6 Mar | 766.80 | 17.45 | -1.15 | 24.67 | 174 | 24 | 155 | |||
| 5 Mar | 761.80 | 18.4 | 9.6 | 26.44 | 161 | 26 | 127 | |||
| 3 Mar | 729.20 | 8.35 | -3.4 | 28.12 | 93 | 11 | 115 | |||
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| 28 Feb | 740.50 | 12 | -0.55 | 26.81 | 93 | -7 | 105 | |||
| 27 Feb | 741.10 | 12.45 | -5.95 | 26.74 | 80 | 17 | 112 | |||
| 26 Feb | 754.80 | 17.95 | -12.25 | 25.47 | 172 | 92 | 94 | |||
| 25 Feb | 756.55 | 17.95 | -12.25 | 25.47 | 172 | 91 | 94 | |||
| 24 Feb | 775.40 | 30.2 | -2.15 | 27.18 | 2 | 1 | 3 | |||
| 21 Feb | 780.90 | 32.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 776.50 | 32.35 | 6.95 | 25.28 | 1 | 0 | 2 | |||
| 19 Feb | 764.00 | 25.4 | -60.45 | 25.77 | 3 | 2 | 2 | |||
| 18 Feb | 758.95 | 85.85 | 0 | 0.55 | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 85.85 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 85.85 | 0 | 0.46 | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 85.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 85.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 85.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 85.85 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 770 expiring on 27MAR2025
Delta for 770 CE is 0.23
Historical price for 770 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 4.6, which was -2.85 lower than the previous day. The implied volatity was 23.89, the open interest changed by 23 which increased total open position to 234
On 12 Mar LICI was trading at 744.50. The strike last trading price was 7.3, which was -3.9 lower than the previous day. The implied volatity was 26.74, the open interest changed by 7 which increased total open position to 212
On 11 Mar LICI was trading at 754.25. The strike last trading price was 12, which was 1.25 higher than the previous day. The implied volatity was 26.80, the open interest changed by 3 which increased total open position to 207
On 10 Mar LICI was trading at 752.05. The strike last trading price was 10.45, which was -6.05 lower than the previous day. The implied volatity was 27.33, the open interest changed by 9 which increased total open position to 203
On 7 Mar LICI was trading at 763.15. The strike last trading price was 16.85, which was -1.9 lower than the previous day. The implied volatity was 24.83, the open interest changed by 37 which increased total open position to 194
On 6 Mar LICI was trading at 766.80. The strike last trading price was 17.45, which was -1.15 lower than the previous day. The implied volatity was 24.67, the open interest changed by 24 which increased total open position to 155
On 5 Mar LICI was trading at 761.80. The strike last trading price was 18.4, which was 9.6 higher than the previous day. The implied volatity was 26.44, the open interest changed by 26 which increased total open position to 127
On 3 Mar LICI was trading at 729.20. The strike last trading price was 8.35, which was -3.4 lower than the previous day. The implied volatity was 28.12, the open interest changed by 11 which increased total open position to 115
On 28 Feb LICI was trading at 740.50. The strike last trading price was 12, which was -0.55 lower than the previous day. The implied volatity was 26.81, the open interest changed by -7 which decreased total open position to 105
On 27 Feb LICI was trading at 741.10. The strike last trading price was 12.45, which was -5.95 lower than the previous day. The implied volatity was 26.74, the open interest changed by 17 which increased total open position to 112
On 26 Feb LICI was trading at 754.80. The strike last trading price was 17.95, which was -12.25 lower than the previous day. The implied volatity was 25.47, the open interest changed by 92 which increased total open position to 94
On 25 Feb LICI was trading at 756.55. The strike last trading price was 17.95, which was -12.25 lower than the previous day. The implied volatity was 25.47, the open interest changed by 91 which increased total open position to 94
On 24 Feb LICI was trading at 775.40. The strike last trading price was 30.2, which was -2.15 lower than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 3
On 21 Feb LICI was trading at 780.90. The strike last trading price was 32.35, 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 32.35, which was 6.95 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 2
On 19 Feb LICI was trading at 764.00. The strike last trading price was 25.4, which was -60.45 lower than the previous day. The implied volatity was 25.77, the open interest changed by 2 which increased total open position to 2
On 18 Feb LICI was trading at 758.95. The strike last trading price was 85.85, which was 0 lower than the previous day. The implied volatity was 0.55, 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 85.85, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 85.85, which was 0 lower than the previous day. The implied volatity was 0.46, 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 85.85, 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 85.85, 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 85.85, 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 85.85, 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 27MAR2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.52
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 37.8 | 7.2 | 37.41 | 32 | 0 | 160 |
| 12 Mar | 744.50 | 31.95 | 8.05 | 29.59 | 86 | -14 | 158 |
| 11 Mar | 754.25 | 24.15 | -3.15 | 28.29 | 40 | 5 | 173 |
| 10 Mar | 752.05 | 29.4 | 8.15 | 29.84 | 114 | 10 | 176 |
| 7 Mar | 763.15 | 21.15 | 0.3 | 28.34 | 125 | 14 | 166 |
| 6 Mar | 766.80 | 22.1 | -0.5 | 29.35 | 54 | 21 | 150 |
| 5 Mar | 761.80 | 23.35 | -20.7 | 29.29 | 53 | 3 | 128 |
| 3 Mar | 729.20 | 44.7 | 4.95 | 30.11 | 14 | -4 | 124 |
| 28 Feb | 740.50 | 39.75 | 3.1 | 32.02 | 8 | -3 | 128 |
| 27 Feb | 741.10 | 36.9 | 6.6 | 28.09 | 83 | 30 | 131 |
| 26 Feb | 754.80 | 31.3 | 10 | 30.66 | 184 | 56 | 100 |
| 25 Feb | 756.55 | 31.3 | 10 | 30.66 | 184 | 55 | 100 |
| 24 Feb | 775.40 | 21.15 | 2.15 | 29.41 | 95 | -4 | 44 |
| 21 Feb | 780.90 | 19 | -3 | 28.43 | 59 | 25 | 50 |
| 20 Feb | 776.50 | 22 | -6.85 | 30.41 | 10 | -2 | 26 |
| 19 Feb | 764.00 | 28.85 | -6.15 | 31.33 | 10 | 2 | 29 |
| 18 Feb | 758.95 | 35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 765.15 | 35 | -1.55 | 38.29 | 2 | 0 | 27 |
| 14 Feb | 759.10 | 36.55 | 15.5 | 34.30 | 6 | 0 | 28 |
| 13 Feb | 784.80 | 21.05 | -3.05 | 29.43 | 11 | 6 | 24 |
| 12 Feb | 782.40 | 24.1 | 1.45 | 31.85 | 8 | 3 | 17 |
| 11 Feb | 799.80 | 22.65 | 0.25 | 35.36 | 33 | 12 | 12 |
| 10 Feb | 808.90 | 22.4 | 0 | 4.77 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 770 expiring on 27MAR2025
Delta for 770 PE is -0.67
Historical price for 770 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 37.8, which was 7.2 higher than the previous day. The implied volatity was 37.41, the open interest changed by 0 which decreased total open position to 160
On 12 Mar LICI was trading at 744.50. The strike last trading price was 31.95, which was 8.05 higher than the previous day. The implied volatity was 29.59, the open interest changed by -14 which decreased total open position to 158
On 11 Mar LICI was trading at 754.25. The strike last trading price was 24.15, which was -3.15 lower than the previous day. The implied volatity was 28.29, the open interest changed by 5 which increased total open position to 173
On 10 Mar LICI was trading at 752.05. The strike last trading price was 29.4, which was 8.15 higher than the previous day. The implied volatity was 29.84, the open interest changed by 10 which increased total open position to 176
On 7 Mar LICI was trading at 763.15. The strike last trading price was 21.15, which was 0.3 higher than the previous day. The implied volatity was 28.34, the open interest changed by 14 which increased total open position to 166
On 6 Mar LICI was trading at 766.80. The strike last trading price was 22.1, which was -0.5 lower than the previous day. The implied volatity was 29.35, the open interest changed by 21 which increased total open position to 150
On 5 Mar LICI was trading at 761.80. The strike last trading price was 23.35, which was -20.7 lower than the previous day. The implied volatity was 29.29, the open interest changed by 3 which increased total open position to 128
On 3 Mar LICI was trading at 729.20. The strike last trading price was 44.7, which was 4.95 higher than the previous day. The implied volatity was 30.11, the open interest changed by -4 which decreased total open position to 124
On 28 Feb LICI was trading at 740.50. The strike last trading price was 39.75, which was 3.1 higher than the previous day. The implied volatity was 32.02, the open interest changed by -3 which decreased total open position to 128
On 27 Feb LICI was trading at 741.10. The strike last trading price was 36.9, which was 6.6 higher than the previous day. The implied volatity was 28.09, the open interest changed by 30 which increased total open position to 131
On 26 Feb LICI was trading at 754.80. The strike last trading price was 31.3, which was 10 higher than the previous day. The implied volatity was 30.66, the open interest changed by 56 which increased total open position to 100
On 25 Feb LICI was trading at 756.55. The strike last trading price was 31.3, which was 10 higher than the previous day. The implied volatity was 30.66, the open interest changed by 55 which increased total open position to 100
On 24 Feb LICI was trading at 775.40. The strike last trading price was 21.15, which was 2.15 higher than the previous day. The implied volatity was 29.41, the open interest changed by -4 which decreased total open position to 44
On 21 Feb LICI was trading at 780.90. The strike last trading price was 19, which was -3 lower than the previous day. The implied volatity was 28.43, the open interest changed by 25 which increased total open position to 50
On 20 Feb LICI was trading at 776.50. The strike last trading price was 22, which was -6.85 lower than the previous day. The implied volatity was 30.41, the open interest changed by -2 which decreased total open position to 26
On 19 Feb LICI was trading at 764.00. The strike last trading price was 28.85, which was -6.15 lower than the previous day. The implied volatity was 31.33, the open interest changed by 2 which increased total open position to 29
On 18 Feb LICI was trading at 758.95. The strike last trading price was 35, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 35, which was -1.55 lower than the previous day. The implied volatity was 38.29, the open interest changed by 0 which decreased total open position to 27
On 14 Feb LICI was trading at 759.10. The strike last trading price was 36.55, which was 15.5 higher than the previous day. The implied volatity was 34.30, the open interest changed by 0 which decreased total open position to 28
On 13 Feb LICI was trading at 784.80. The strike last trading price was 21.05, which was -3.05 lower than the previous day. The implied volatity was 29.43, the open interest changed by 6 which increased total open position to 24
On 12 Feb LICI was trading at 782.40. The strike last trading price was 24.1, which was 1.45 higher than the previous day. The implied volatity was 31.85, the open interest changed by 3 which increased total open position to 17
On 11 Feb LICI was trading at 799.80. The strike last trading price was 22.65, which was 0.25 higher than the previous day. The implied volatity was 35.36, the open interest changed by 12 which increased total open position to 12
On 10 Feb LICI was trading at 808.90. The strike last trading price was 22.4, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
