LICI
Life Insura Corp Of India
Historical option data for LICI
10 Apr 2026 04:10 PM IST
| LICI 28-Apr-2026 (17d) 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.01
Theta: -0.69
Gamma: 0.00578
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 798.35 | 37.6 | 5.950000000000003 | 35.77 | 109 | -5 | 217 | |||||||||
| 9 Apr | 793.40 | 31.8 | -0.75 | 30.17 | 99 | 8 | 221 | |||||||||
| 8 Apr | 793.70 | 32.2 | 21.85 | 29.04 | 887 | -1 | 216 | |||||||||
| 7 Apr | 743.20 | 10.3 | -1.55 | 32.87 | 53 | 5 | 218 | |||||||||
| 6 Apr | 744.95 | 11.9 | 1.35 | 31.47 | 244 | 32 | 213 | |||||||||
| 2 Apr | 734.85 | 10.6 | -1.95 | 31.55 | 124 | -7 | 180 | |||||||||
| 1 Apr | 746.00 | 12.45 | 1.95 | 28.35 | 154 | -8 | 186 | |||||||||
| 30 Mar | 725.65 | 10.45 | -9.25 | 33.26 | 256 | 67 | 193 | |||||||||
| 27 Mar | 765.65 | 20.75 | -2.65 | 28.54 | 111 | 16 | 125 | |||||||||
| 25 Mar | 781.10 | 22.95 | 5.6 | 20.47 | 116 | -17 | 107 | |||||||||
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| 24 Mar | 758.70 | 17.2 | 4.9 | 25.11 | 108 | 13 | 123 | |||||||||
| 23 Mar | 740.00 | 12.15 | -11.95 | 26.48 | 63 | 29 | 113 | |||||||||
| 20 Mar | 776.75 | 24.9 | 3.3 | 22.76 | 42 | 7 | 83 | |||||||||
| 19 Mar | 766.05 | 21.6 | -7.4 | 23.89 | 77 | 70 | 76 | |||||||||
| 18 Mar | 785.85 | 29 | 2 | 20 | 4 | 1 | 6 | |||||||||
| 17 Mar | 777.75 | 27 | 4.5 | 22.09 | 1 | 0 | 4 | |||||||||
| 16 Mar | 777.35 | 22.5 | -8.25 | 18.99 | 3 | 2 | 3 | |||||||||
| 13 Mar | 772.70 | 30.75 | -37.05 | 26.67 | 1 | 0 | 0 | |||||||||
| 12 Mar | 796.65 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 802.40 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 821.40 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 805.40 | 67.8 | 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 780 expiring on 28APR2026
Delta for 780 CE is 0.65
Historical price for 780 CE is as follows
On 10 Apr LICI was trading at 798.35. The strike last trading price was 37.6, which was 5.950000000000003 higher than the previous day. The implied volatity was 35.77, the open interest changed by -5 which decreased total open position to 217
On 9 Apr LICI was trading at 793.40. The strike last trading price was 31.8, which was -0.75 lower than the previous day. The implied volatity was 30.17, the open interest changed by 8 which increased total open position to 221
On 8 Apr LICI was trading at 793.70. The strike last trading price was 32.2, which was 21.85 higher than the previous day. The implied volatity was 29.04, the open interest changed by -1 which decreased total open position to 216
On 7 Apr LICI was trading at 743.20. The strike last trading price was 10.3, which was -1.55 lower than the previous day. The implied volatity was 32.87, the open interest changed by 5 which increased total open position to 218
On 6 Apr LICI was trading at 744.95. The strike last trading price was 11.9, which was 1.35 higher than the previous day. The implied volatity was 31.47, the open interest changed by 32 which increased total open position to 213
On 2 Apr LICI was trading at 734.85. The strike last trading price was 10.6, which was -1.95 lower than the previous day. The implied volatity was 31.55, the open interest changed by -7 which decreased total open position to 180
On 1 Apr LICI was trading at 746.00. The strike last trading price was 12.45, which was 1.95 higher than the previous day. The implied volatity was 28.35, the open interest changed by -8 which decreased total open position to 186
On 30 Mar LICI was trading at 725.65. The strike last trading price was 10.45, which was -9.25 lower than the previous day. The implied volatity was 33.26, the open interest changed by 67 which increased total open position to 193
On 27 Mar LICI was trading at 765.65. The strike last trading price was 20.75, which was -2.65 lower than the previous day. The implied volatity was 28.54, the open interest changed by 16 which increased total open position to 125
On 25 Mar LICI was trading at 781.10. The strike last trading price was 22.95, which was 5.6 higher than the previous day. The implied volatity was 20.47, the open interest changed by -17 which decreased total open position to 107
On 24 Mar LICI was trading at 758.70. The strike last trading price was 17.2, which was 4.9 higher than the previous day. The implied volatity was 25.11, the open interest changed by 13 which increased total open position to 123
On 23 Mar LICI was trading at 740.00. The strike last trading price was 12.15, which was -11.95 lower than the previous day. The implied volatity was 26.48, the open interest changed by 29 which increased total open position to 113
On 20 Mar LICI was trading at 776.75. The strike last trading price was 24.9, which was 3.3 higher than the previous day. The implied volatity was 22.76, the open interest changed by 7 which increased total open position to 83
On 19 Mar LICI was trading at 766.05. The strike last trading price was 21.6, which was -7.4 lower than the previous day. The implied volatity was 23.89, the open interest changed by 70 which increased total open position to 76
On 18 Mar LICI was trading at 785.85. The strike last trading price was 29, which was 2 higher than the previous day. The implied volatity was 20, the open interest changed by 1 which increased total open position to 6
On 17 Mar LICI was trading at 777.75. The strike last trading price was 27, which was 4.5 higher than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 4
On 16 Mar LICI was trading at 777.35. The strike last trading price was 22.5, which was -8.25 lower than the previous day. The implied volatity was 18.99, the open interest changed by 2 which increased total open position to 3
On 13 Mar LICI was trading at 772.70. The strike last trading price was 30.75, which was -37.05 lower than the previous day. The implied volatity was 26.67, 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 67.8, 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 67.8, 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 67.8, 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 67.8, 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 (17d) 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.01
Theta: -0.52
Gamma: 0.00618
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 798.35 | 14.05 | -2.849999999999998 | 33.11 | 144 | 8 | 249 |
| 9 Apr | 793.40 | 16.8 | 0.65 | 34.73 | 168 | 83 | 242 |
| 8 Apr | 793.70 | 16.3 | -26.3 | 33.68 | 709 | 69 | 156 |
| 7 Apr | 743.20 | 42.35 | -13.65 | - | 0 | 0 | 87 |
| 6 Apr | 744.95 | 42.35 | -13.65 | 34.37 | 8 | 0 | 86 |
| 2 Apr | 734.85 | 56 | -4.5 | 41.34 | 6 | -2 | 86 |
| 1 Apr | 746.00 | 60.5 | 24.7 | - | 0 | 0 | 88 |
| 30 Mar | 725.65 | 60.5 | 24.7 | 36.94 | 12 | 3 | 88 |
| 27 Mar | 765.65 | 33.45 | 5.2 | 30.45 | 97 | -21 | 87 |
| 25 Mar | 781.10 | 28.4 | -9 | 33.56 | 139 | -8 | 108 |
| 24 Mar | 758.70 | 37.2 | -16.55 | 31.12 | 155 | 13 | 114 |
| 23 Mar | 740.00 | 54 | 28 | 37.51 | 60 | 0 | 41 |
| 20 Mar | 776.75 | 26 | -5.5 | 27.62 | 2 | 7 | 0 |
| 19 Mar | 766.05 | 31.5 | 13.2 | 28.25 | 13 | 6 | 38 |
| 18 Mar | 785.85 | 18.3 | -8.7 | 23.99 | 4 | 0 | 32 |
| 17 Mar | 777.75 | 27 | 11.85 | - | 7 | 0 | 32 |
| 16 Mar | 777.35 | 27 | 11.85 | - | 7 | 7 | 0 |
| 13 Mar | 772.70 | 27 | 11.85 | 26.13 | 7 | 6 | 31 |
| 12 Mar | 796.65 | 15.15 | 4.45 | 23.78 | 3 | 1 | 23 |
| 11 Mar | 802.40 | 10.7 | 0 | 20.69 | 3 | 2 | 22 |
| 10 Mar | 821.40 | 10.7 | -17.35 | 26.12 | 20 | 0 | 0 |
| 9 Mar | 805.40 | 28.05 | 0 | 3.67 | 0 | 0 | 0 |
| 4 Feb | 835.30 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 838.30 | 0 | 0 | 3.27 | 0 | 0 | 0 |
| 2 Feb | 802.15 | 0 | 0 | 2.72 | 0 | 0 | 0 |
| 1 Feb | 799.00 | 0 | 0 | 2.95 | 0 | 0 | 0 |
| 30 Jan | 824.50 | 0 | 0 | 4.46 | 0 | 0 | 0 |
| 29 Jan | 821.00 | 0 | 0 | 4.22 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 780 expiring on 28APR2026
Delta for 780 PE is -0.34
Historical price for 780 PE is as follows
On 10 Apr LICI was trading at 798.35. The strike last trading price was 14.05, which was -2.849999999999998 lower than the previous day. The implied volatity was 33.11, the open interest changed by 8 which increased total open position to 249
On 9 Apr LICI was trading at 793.40. The strike last trading price was 16.8, which was 0.65 higher than the previous day. The implied volatity was 34.73, the open interest changed by 83 which increased total open position to 242
On 8 Apr LICI was trading at 793.70. The strike last trading price was 16.3, which was -26.3 lower than the previous day. The implied volatity was 33.68, the open interest changed by 69 which increased total open position to 156
On 7 Apr LICI was trading at 743.20. The strike last trading price was 42.35, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 6 Apr LICI was trading at 744.95. The strike last trading price was 42.35, which was -13.65 lower than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 86
On 2 Apr LICI was trading at 734.85. The strike last trading price was 56, which was -4.5 lower than the previous day. The implied volatity was 41.34, the open interest changed by -2 which decreased total open position to 86
On 1 Apr LICI was trading at 746.00. The strike last trading price was 60.5, which was 24.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 30 Mar LICI was trading at 725.65. The strike last trading price was 60.5, which was 24.7 higher than the previous day. The implied volatity was 36.94, the open interest changed by 3 which increased total open position to 88
On 27 Mar LICI was trading at 765.65. The strike last trading price was 33.45, which was 5.2 higher than the previous day. The implied volatity was 30.45, the open interest changed by -21 which decreased total open position to 87
On 25 Mar LICI was trading at 781.10. The strike last trading price was 28.4, which was -9 lower than the previous day. The implied volatity was 33.56, the open interest changed by -8 which decreased total open position to 108
On 24 Mar LICI was trading at 758.70. The strike last trading price was 37.2, which was -16.55 lower than the previous day. The implied volatity was 31.12, the open interest changed by 13 which increased total open position to 114
On 23 Mar LICI was trading at 740.00. The strike last trading price was 54, which was 28 higher than the previous day. The implied volatity was 37.51, the open interest changed by 0 which decreased total open position to 41
On 20 Mar LICI was trading at 776.75. The strike last trading price was 26, which was -5.5 lower than the previous day. The implied volatity was 27.62, the open interest changed by 7 which increased total open position to 0
On 19 Mar LICI was trading at 766.05. The strike last trading price was 31.5, which was 13.2 higher than the previous day. The implied volatity was 28.25, the open interest changed by 6 which increased total open position to 38
On 18 Mar LICI was trading at 785.85. The strike last trading price was 18.3, which was -8.7 lower than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 32
On 17 Mar LICI was trading at 777.75. The strike last trading price was 27, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 16 Mar LICI was trading at 777.35. The strike last trading price was 27, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 13 Mar LICI was trading at 772.70. The strike last trading price was 27, which was 11.85 higher than the previous day. The implied volatity was 26.13, the open interest changed by 6 which increased total open position to 31
On 12 Mar LICI was trading at 796.65. The strike last trading price was 15.15, which was 4.45 higher than the previous day. The implied volatity was 23.78, the open interest changed by 1 which increased total open position to 23
On 11 Mar LICI was trading at 802.40. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 20.69, the open interest changed by 2 which increased total open position to 22
On 10 Mar LICI was trading at 821.40. The strike last trading price was 10.7, which was -17.35 lower than the previous day. The implied volatity was 26.12, 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 28.05, 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 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 3.27, 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 2.72, 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 2.95, 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 4.46, 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 4.22, the open interest changed by 0 which decreased total open position to 0
