LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.64
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 25.9 | 5.75 | 31.97 | 269 | 15 | 104 | |||
| 7 Apr | 767.20 | 21.5 | -6.5 | 36.86 | 172 | 1 | 88 | |||
| 4 Apr | 792.15 | 28.3 | -17.1 | 24.14 | 53 | 16 | 87 | |||
| 3 Apr | 815.30 | 46.45 | 4.4 | 24.97 | 25 | 1 | 71 | |||
| 2 Apr | 810.95 | 41.95 | 7 | 26.99 | 56 | -2 | 70 | |||
| 1 Apr | 797.75 | 34.95 | -2.8 | 28.31 | 41 | 4 | 72 | |||
| 28 Mar | 799.40 | 36.4 | -2.6 | 25.58 | 67 | 6 | 68 | |||
| 27 Mar | 801.15 | 39 | 8.55 | 27.21 | 37 | 11 | 62 | |||
| 26 Mar | 786.85 | 31.15 | -2.9 | 28.11 | 10 | 1 | 51 | |||
| 25 Mar | 789.40 | 33.85 | -5.4 | 29.84 | 21 | 2 | 49 | |||
| 24 Mar | 800.55 | 39.25 | 4.25 | 24.45 | 32 | -10 | 47 | |||
| 21 Mar | 791.35 | 34.6 | 5.7 | 26.50 | 127 | 24 | 58 | |||
| 20 Mar | 779.50 | 28.3 | 0.95 | 26.04 | 72 | 19 | 35 | |||
| 19 Mar | 776.75 | 27.8 | 7.85 | 26.18 | 27 | 15 | 16 | |||
| 18 Mar | 757.40 | 19.95 | -71.9 | 27.56 | 1 | 0 | 0 | |||
| 17 Mar | 745.40 | 91.85 | 0 | 3.15 | 0 | 0 | 0 | |||
| 13 Mar | 740.15 | 91.85 | 0 | 3.34 | 0 | 0 | 0 | |||
| 12 Mar | 744.50 | 91.85 | 0 | 2.95 | 0 | 0 | 0 | |||
| 11 Mar | 754.25 | 91.85 | 0 | 1.78 | 0 | 0 | 0 | |||
| 10 Mar | 752.05 | 91.85 | 0 | 2.38 | 0 | 0 | 0 | |||
| 7 Mar | 763.15 | 91.85 | 0 | 0.65 | 0 | 0 | 0 | |||
| 6 Mar | 766.80 | 91.85 | 0 | 0.64 | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 91.85 | 0 | 0.75 | 0 | 0 | 0 | |||
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| 3 Mar | 729.20 | 91.85 | 0 | 3.87 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 91.85 | 0 | 2.66 | 0 | 0 | 0 | |||
| 27 Feb | 741.10 | 91.85 | 0 | 2.72 | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 91.85 | 0 | 1.32 | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 91.85 | 0 | 1.32 | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 91.85 | 0 | 0.62 | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 91.85 | 0 | 0.82 | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 91.85 | 0 | 0.85 | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 91.85 | 0 | 0.70 | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 816.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 828.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 842.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 848.20 | 0 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 780 expiring on 24APR2025
Delta for 780 CE is 0.58
Historical price for 780 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 25.9, which was 5.75 higher than the previous day. The implied volatity was 31.97, the open interest changed by 15 which increased total open position to 104
On 7 Apr LICI was trading at 767.20. The strike last trading price was 21.5, which was -6.5 lower than the previous day. The implied volatity was 36.86, the open interest changed by 1 which increased total open position to 88
On 4 Apr LICI was trading at 792.15. The strike last trading price was 28.3, which was -17.1 lower than the previous day. The implied volatity was 24.14, the open interest changed by 16 which increased total open position to 87
On 3 Apr LICI was trading at 815.30. The strike last trading price was 46.45, which was 4.4 higher than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 71
On 2 Apr LICI was trading at 810.95. The strike last trading price was 41.95, which was 7 higher than the previous day. The implied volatity was 26.99, the open interest changed by -2 which decreased total open position to 70
On 1 Apr LICI was trading at 797.75. The strike last trading price was 34.95, which was -2.8 lower than the previous day. The implied volatity was 28.31, the open interest changed by 4 which increased total open position to 72
On 28 Mar LICI was trading at 799.40. The strike last trading price was 36.4, which was -2.6 lower than the previous day. The implied volatity was 25.58, the open interest changed by 6 which increased total open position to 68
On 27 Mar LICI was trading at 801.15. The strike last trading price was 39, which was 8.55 higher than the previous day. The implied volatity was 27.21, the open interest changed by 11 which increased total open position to 62
On 26 Mar LICI was trading at 786.85. The strike last trading price was 31.15, which was -2.9 lower than the previous day. The implied volatity was 28.11, the open interest changed by 1 which increased total open position to 51
On 25 Mar LICI was trading at 789.40. The strike last trading price was 33.85, which was -5.4 lower than the previous day. The implied volatity was 29.84, the open interest changed by 2 which increased total open position to 49
On 24 Mar LICI was trading at 800.55. The strike last trading price was 39.25, which was 4.25 higher than the previous day. The implied volatity was 24.45, the open interest changed by -10 which decreased total open position to 47
On 21 Mar LICI was trading at 791.35. The strike last trading price was 34.6, which was 5.7 higher than the previous day. The implied volatity was 26.50, the open interest changed by 24 which increased total open position to 58
On 20 Mar LICI was trading at 779.50. The strike last trading price was 28.3, which was 0.95 higher than the previous day. The implied volatity was 26.04, the open interest changed by 19 which increased total open position to 35
On 19 Mar LICI was trading at 776.75. The strike last trading price was 27.8, which was 7.85 higher than the previous day. The implied volatity was 26.18, the open interest changed by 15 which increased total open position to 16
On 18 Mar LICI was trading at 757.40. The strike last trading price was 19.95, which was -71.9 lower than the previous day. The implied volatity was 27.56, 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 91.85, which was 0 lower than the previous day. The implied volatity was 3.15, 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 91.85, which was 0 lower than the previous day. The implied volatity was 3.34, 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 91.85, 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 11 Mar LICI was trading at 754.25. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 1.78, 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 91.85, which was 0 lower than the previous day. The implied volatity was 2.38, 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 91.85, which was 0 lower than the previous day. The implied volatity was 0.65, 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 91.85, which was 0 lower than the previous day. The implied volatity was 0.64, 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 91.85, which was 0 lower than the previous day. The implied volatity was 0.75, 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 91.85, which was 0 lower than the previous day. The implied volatity was 3.87, 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 91.85, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LICI was trading at 741.10. The strike last trading price was 91.85, 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 26 Feb LICI was trading at 754.80. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LICI was trading at 756.55. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LICI was trading at 764.00. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LICI was trading at 758.95. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 0.82, 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 91.85, which was 0 lower than the previous day. The implied volatity was 0.85, 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 91.85, which was 0 lower than the previous day. The implied volatity was 0.70, 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 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 12 Feb LICI was trading at 782.40. 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 10 Feb LICI was trading at 808.90. 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
On 7 Feb LICI was trading at 816.10. 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 6 Feb LICI was trading at 828.80. 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 5 Feb LICI was trading at 842.65. 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 4 Feb LICI was trading at 834.50. 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 3 Feb LICI was trading at 830.15. 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 848.20. 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 24APR2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.64
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 19.65 | -10.35 | 36.88 | 141 | 15 | 187 |
| 7 Apr | 767.20 | 27.95 | 13 | 37.05 | 154 | -2 | 171 |
| 4 Apr | 792.15 | 14.5 | 7.2 | 30.65 | 196 | -29 | 173 |
| 3 Apr | 815.30 | 7.25 | -2.35 | 28.92 | 135 | 45 | 202 |
| 2 Apr | 810.95 | 10 | -3.05 | 30.10 | 196 | 45 | 157 |
| 1 Apr | 797.75 | 12.8 | -1.05 | 28.03 | 155 | 10 | 111 |
| 28 Mar | 799.40 | 13.8 | 2.05 | 28.35 | 326 | -51 | 101 |
| 27 Mar | 801.15 | 12 | -6.35 | 26.14 | 70 | 11 | 151 |
| 26 Mar | 786.85 | 18.75 | 1.05 | 27.73 | 107 | 29 | 138 |
| 25 Mar | 789.40 | 19.65 | 7.75 | 28.91 | 118 | 71 | 107 |
| 24 Mar | 800.55 | 11.9 | -5.45 | 25.50 | 27 | 9 | 35 |
| 21 Mar | 791.35 | 17.6 | -4.05 | 26.48 | 27 | 7 | 23 |
| 20 Mar | 779.50 | 21.7 | 0.2 | 25.87 | 15 | 8 | 15 |
| 19 Mar | 776.75 | 21.5 | -12.45 | 24.39 | 8 | 7 | 7 |
| 18 Mar | 757.40 | 33.95 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 745.40 | 33.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 740.15 | 33.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 744.50 | 33.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 754.25 | 33.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 752.05 | 33.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 763.15 | 33.95 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 766.80 | 33.95 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 761.80 | 33.95 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 729.20 | 33.95 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 33.95 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 741.10 | 33.95 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 754.80 | 33.95 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 756.55 | 33.95 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 764.00 | 33.95 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 758.95 | 33.95 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 765.15 | 33.95 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 759.10 | 33.95 | 0 | 0.25 | 0 | 0 | 0 |
| 13 Feb | 784.80 | 0 | 0 | 1.79 | 0 | 0 | 0 |
| 12 Feb | 782.40 | 0 | 0 | 1.63 | 0 | 0 | 0 |
| 10 Feb | 808.90 | 0 | 0 | 3.60 | 0 | 0 | 0 |
| 7 Feb | 816.10 | 0 | 0 | 4.21 | 0 | 0 | 0 |
| 6 Feb | 828.80 | 0 | 0 | 4.87 | 0 | 0 | 0 |
| 5 Feb | 842.65 | 0 | 0 | 5.86 | 0 | 0 | 0 |
| 4 Feb | 834.50 | 0 | 0 | 5.32 | 0 | 0 | 0 |
| 3 Feb | 830.15 | 0 | 0 | 4.99 | 0 | 0 | 0 |
| 1 Feb | 848.20 | 0 | 0 | 6.20 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 780 expiring on 24APR2025
Delta for 780 PE is -0.42
Historical price for 780 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 19.65, which was -10.35 lower than the previous day. The implied volatity was 36.88, the open interest changed by 15 which increased total open position to 187
On 7 Apr LICI was trading at 767.20. The strike last trading price was 27.95, which was 13 higher than the previous day. The implied volatity was 37.05, the open interest changed by -2 which decreased total open position to 171
On 4 Apr LICI was trading at 792.15. The strike last trading price was 14.5, which was 7.2 higher than the previous day. The implied volatity was 30.65, the open interest changed by -29 which decreased total open position to 173
On 3 Apr LICI was trading at 815.30. The strike last trading price was 7.25, which was -2.35 lower than the previous day. The implied volatity was 28.92, the open interest changed by 45 which increased total open position to 202
On 2 Apr LICI was trading at 810.95. The strike last trading price was 10, which was -3.05 lower than the previous day. The implied volatity was 30.10, the open interest changed by 45 which increased total open position to 157
On 1 Apr LICI was trading at 797.75. The strike last trading price was 12.8, which was -1.05 lower than the previous day. The implied volatity was 28.03, the open interest changed by 10 which increased total open position to 111
On 28 Mar LICI was trading at 799.40. The strike last trading price was 13.8, which was 2.05 higher than the previous day. The implied volatity was 28.35, the open interest changed by -51 which decreased total open position to 101
On 27 Mar LICI was trading at 801.15. The strike last trading price was 12, which was -6.35 lower than the previous day. The implied volatity was 26.14, the open interest changed by 11 which increased total open position to 151
On 26 Mar LICI was trading at 786.85. The strike last trading price was 18.75, which was 1.05 higher than the previous day. The implied volatity was 27.73, the open interest changed by 29 which increased total open position to 138
On 25 Mar LICI was trading at 789.40. The strike last trading price was 19.65, which was 7.75 higher than the previous day. The implied volatity was 28.91, the open interest changed by 71 which increased total open position to 107
On 24 Mar LICI was trading at 800.55. The strike last trading price was 11.9, which was -5.45 lower than the previous day. The implied volatity was 25.50, the open interest changed by 9 which increased total open position to 35
On 21 Mar LICI was trading at 791.35. The strike last trading price was 17.6, which was -4.05 lower than the previous day. The implied volatity was 26.48, the open interest changed by 7 which increased total open position to 23
On 20 Mar LICI was trading at 779.50. The strike last trading price was 21.7, which was 0.2 higher than the previous day. The implied volatity was 25.87, the open interest changed by 8 which increased total open position to 15
On 19 Mar LICI was trading at 776.75. The strike last trading price was 21.5, which was -12.45 lower than the previous day. The implied volatity was 24.39, the open interest changed by 7 which increased total open position to 7
On 18 Mar LICI was trading at 757.40. The strike last trading price was 33.95, 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 33.95, 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 33.95, 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 33.95, 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 33.95, 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 33.95, 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 33.95, 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 33.95, 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 33.95, 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 33.95, 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 33.95, 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 27 Feb LICI was trading at 741.10. The strike last trading price was 33.95, 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 26 Feb LICI was trading at 754.80. The strike last trading price was 33.95, 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 25 Feb LICI was trading at 756.55. The strike last trading price was 33.95, 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 19 Feb LICI was trading at 764.00. The strike last trading price was 33.95, 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 18 Feb LICI was trading at 758.95. The strike last trading price was 33.95, 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 Feb LICI was trading at 765.15. The strike last trading price was 33.95, 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 33.95, which was 0 lower than the previous day. The implied volatity was 0.25, 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 0, which was 0 lower than the previous day. The implied volatity was 1.79, 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 0, which was 0 lower than the previous day. The implied volatity was 1.63, 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 0, which was 0 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0
On 7 Feb LICI was trading at 816.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LICI was trading at 828.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LICI was trading at 842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LICI was trading at 834.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LICI was trading at 830.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LICI was trading at 848.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
