LICI
Life Insura Corp Of India
Historical option data for LICI
18 Dec 2025 04:03 PM IST
| LICI 30-DEC-2025 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 847.40 | 70 | -13.55 | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 844.55 | 70 | -13.55 | 37.48 | 1 | 0 | 1 | |||||||||
| 16 Dec | 854.50 | 83.55 | -26.45 | 47.64 | 1 | 0 | 0 | |||||||||
| 15 Dec | 856.90 | 110 | -10 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 867.60 | 110 | -10 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 858.35 | 110 | -10 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 858.95 | 110 | -10 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 860.95 | 110 | -10 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 857.55 | 110 | -10 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 876.65 | 110 | -10 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 868.05 | 110 | -10 | - | 0 | -1 | 0 | |||||||||
| 2 Dec | 883.90 | 110 | -10 | 27.35 | 1 | 0 | 1 | |||||||||
| 1 Dec | 882.10 | 120 | -24 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 894.45 | 120 | -24 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 900.25 | 120 | -24 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 897.65 | 120 | -24 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 895.05 | 120 | -24 | - | 1 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 780 expiring on 30DEC2025
Delta for 780 CE is -
Historical price for 780 CE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 70, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec LICI was trading at 844.55. The strike last trading price was 70, which was -13.55 lower than the previous day. The implied volatity was 37.48, the open interest changed by 0 which decreased total open position to 1
On 16 Dec LICI was trading at 854.50. The strike last trading price was 83.55, which was -26.45 lower than the previous day. The implied volatity was 47.64, 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 110, which was -10 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 110, which was -10 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 110, which was -10 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 110, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec LICI was trading at 860.95. The strike last trading price was 110, which was -10 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 110, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LICI was trading at 876.65. The strike last trading price was 110, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LICI was trading at 868.05. The strike last trading price was 110, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 2 Dec LICI was trading at 883.90. The strike last trading price was 110, which was -10 lower than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 1
On 1 Dec LICI was trading at 882.10. The strike last trading price was 120, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LICI was trading at 894.45. The strike last trading price was 120, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LICI was trading at 900.25. The strike last trading price was 120, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LICI was trading at 897.65. The strike last trading price was 120, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov LICI was trading at 895.05. The strike last trading price was 120, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LICI 30DEC2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.11
Theta: -0.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 847.40 | 0.5 | -0.05 | 26.26 | 44 | 3 | 85 |
| 17 Dec | 844.55 | 0.55 | 0.05 | 24.36 | 41 | -1 | 82 |
| 16 Dec | 854.50 | 0.5 | 0.05 | 25.99 | 13 | 0 | 82 |
| 15 Dec | 856.90 | 0.45 | -0.05 | 25.25 | 19 | -3 | 82 |
| 12 Dec | 867.60 | 0.45 | -0.15 | 25.71 | 49 | -4 | 86 |
| 11 Dec | 858.35 | 0.6 | -0.05 | 24.31 | 29 | 18 | 83 |
| 10 Dec | 858.95 | 0.65 | 0.15 | 24.13 | 8 | 0 | 65 |
| 9 Dec | 860.95 | 0.5 | -0.1 | 23.31 | 56 | 18 | 64 |
| 8 Dec | 857.55 | 0.6 | 0 | - | 0 | 0 | 46 |
| 4 Dec | 876.65 | 0.6 | 0 | 24.52 | 1 | 0 | 46 |
| 3 Dec | 868.05 | 0.6 | 0.1 | 23.22 | 1 | 0 | 46 |
| 2 Dec | 883.90 | 0.45 | -0.1 | - | 0 | 20 | 0 |
| 1 Dec | 882.10 | 0.45 | -0.1 | 23.35 | 28 | 22 | 48 |
| 28 Nov | 894.45 | 0.55 | 0.25 | 24.83 | 16 | -3 | 26 |
| 27 Nov | 900.25 | 0.4 | -0.4 | 24.11 | 48 | 11 | 29 |
| 25 Nov | 897.65 | 0.8 | -0.1 | 25.88 | 3 | 0 | 18 |
| 24 Nov | 895.05 | 0.9 | -10.9 | 25.72 | 18 | 17 | 17 |
For Life Insura Corp Of India - strike price 780 expiring on 30DEC2025
Delta for 780 PE is -0.03
Historical price for 780 PE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 85
On 17 Dec LICI was trading at 844.55. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 24.36, the open interest changed by -1 which decreased total open position to 82
On 16 Dec LICI was trading at 854.50. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 25.99, the open interest changed by 0 which decreased total open position to 82
On 15 Dec LICI was trading at 856.90. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 25.25, the open interest changed by -3 which decreased total open position to 82
On 12 Dec LICI was trading at 867.60. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 25.71, the open interest changed by -4 which decreased total open position to 86
On 11 Dec LICI was trading at 858.35. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 18 which increased total open position to 83
On 10 Dec LICI was trading at 858.95. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 65
On 9 Dec LICI was trading at 860.95. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 23.31, the open interest changed by 18 which increased total open position to 64
On 8 Dec LICI was trading at 857.55. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 4 Dec LICI was trading at 876.65. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 46
On 3 Dec LICI was trading at 868.05. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 46
On 2 Dec LICI was trading at 883.90. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0
On 1 Dec LICI was trading at 882.10. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 23.35, the open interest changed by 22 which increased total open position to 48
On 28 Nov LICI was trading at 894.45. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 24.83, the open interest changed by -3 which decreased total open position to 26
On 27 Nov LICI was trading at 900.25. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 24.11, the open interest changed by 11 which increased total open position to 29
On 25 Nov LICI was trading at 897.65. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 18
On 24 Nov LICI was trading at 895.05. The strike last trading price was 0.9, which was -10.9 lower than the previous day. The implied volatity was 25.72, the open interest changed by 17 which increased total open position to 17































































































































































































































