LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.36
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 3.1 | -1.95 | 24.74 | 570 | -12 | 679 | |||
| 12 Mar | 744.50 | 5 | -2.85 | 26.91 | 2,082 | 307 | 691 | |||
| 11 Mar | 754.25 | 8 | 0.3 | 25.75 | 185 | 3 | 386 | |||
| 10 Mar | 752.05 | 7.3 | -4.85 | 27.00 | 389 | 22 | 386 | |||
| 7 Mar | 763.15 | 12.45 | -1.65 | 24.63 | 161 | 36 | 364 | |||
| 6 Mar | 766.80 | 13.15 | -1.2 | 24.70 | 165 | 3 | 332 | |||
| 5 Mar | 761.80 | 14.6 | 7.85 | 27.02 | 398 | 123 | 331 | |||
| 3 Mar | 729.20 | 6.45 | -2.65 | 28.62 | 296 | 27 | 281 | |||
| 28 Feb | 740.50 | 9.2 | -0.5 | 26.90 | 248 | 81 | 255 | |||
| 27 Feb | 741.10 | 9.25 | -5.15 | 26.22 | 245 | 83 | 174 | |||
| 26 Feb | 754.80 | 13.95 | -9.55 | 25.29 | 245 | 52 | 88 | |||
| 25 Feb | 756.55 | 13.95 | -9.55 | 25.29 | 245 | 49 | 88 | |||
| 24 Feb | 775.40 | 22.8 | -2.9 | 24.73 | 43 | 12 | 39 | |||
| 21 Feb | 780.90 | 25.55 | 0.95 | 23.01 | 53 | 16 | 26 | |||
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| 20 Feb | 776.50 | 24.6 | 2.6 | 22.88 | 9 | 7 | 10 | |||
| 19 Feb | 764.00 | 22 | -124.25 | 26.64 | 3 | 2 | 2 | |||
| 18 Feb | 758.95 | 146.25 | 0 | 1.74 | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 146.25 | 0 | 0.74 | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 146.25 | 0 | 1.72 | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 146.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 146.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 146.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 146.25 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 845.45 | 146.25 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 824.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 828.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 818.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 809.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 837.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 828.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 837.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 836.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 825.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 808.95 | 0 | - | 0 | 0 | 0 | ||||
For Life Insura Corp Of India - strike price 780 expiring on 27MAR2025
Delta for 780 CE is 0.17
Historical price for 780 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 3.1, which was -1.95 lower than the previous day. The implied volatity was 24.74, the open interest changed by -12 which decreased total open position to 679
On 12 Mar LICI was trading at 744.50. The strike last trading price was 5, which was -2.85 lower than the previous day. The implied volatity was 26.91, the open interest changed by 307 which increased total open position to 691
On 11 Mar LICI was trading at 754.25. The strike last trading price was 8, which was 0.3 higher than the previous day. The implied volatity was 25.75, the open interest changed by 3 which increased total open position to 386
On 10 Mar LICI was trading at 752.05. The strike last trading price was 7.3, which was -4.85 lower than the previous day. The implied volatity was 27.00, the open interest changed by 22 which increased total open position to 386
On 7 Mar LICI was trading at 763.15. The strike last trading price was 12.45, which was -1.65 lower than the previous day. The implied volatity was 24.63, the open interest changed by 36 which increased total open position to 364
On 6 Mar LICI was trading at 766.80. The strike last trading price was 13.15, which was -1.2 lower than the previous day. The implied volatity was 24.70, the open interest changed by 3 which increased total open position to 332
On 5 Mar LICI was trading at 761.80. The strike last trading price was 14.6, which was 7.85 higher than the previous day. The implied volatity was 27.02, the open interest changed by 123 which increased total open position to 331
On 3 Mar LICI was trading at 729.20. The strike last trading price was 6.45, which was -2.65 lower than the previous day. The implied volatity was 28.62, the open interest changed by 27 which increased total open position to 281
On 28 Feb LICI was trading at 740.50. The strike last trading price was 9.2, which was -0.5 lower than the previous day. The implied volatity was 26.90, the open interest changed by 81 which increased total open position to 255
On 27 Feb LICI was trading at 741.10. The strike last trading price was 9.25, which was -5.15 lower than the previous day. The implied volatity was 26.22, the open interest changed by 83 which increased total open position to 174
On 26 Feb LICI was trading at 754.80. The strike last trading price was 13.95, which was -9.55 lower than the previous day. The implied volatity was 25.29, the open interest changed by 52 which increased total open position to 88
On 25 Feb LICI was trading at 756.55. The strike last trading price was 13.95, which was -9.55 lower than the previous day. The implied volatity was 25.29, the open interest changed by 49 which increased total open position to 88
On 24 Feb LICI was trading at 775.40. The strike last trading price was 22.8, which was -2.9 lower than the previous day. The implied volatity was 24.73, the open interest changed by 12 which increased total open position to 39
On 21 Feb LICI was trading at 780.90. The strike last trading price was 25.55, which was 0.95 higher than the previous day. The implied volatity was 23.01, the open interest changed by 16 which increased total open position to 26
On 20 Feb LICI was trading at 776.50. The strike last trading price was 24.6, which was 2.6 higher than the previous day. The implied volatity was 22.88, the open interest changed by 7 which increased total open position to 10
On 19 Feb LICI was trading at 764.00. The strike last trading price was 22, which was -124.25 lower than the previous day. The implied volatity was 26.64, 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 146.25, which was 0 lower than the previous day. The implied volatity was 1.74, 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 146.25, which was 0 lower than the previous day. The implied volatity was 0.74, 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 146.25, which was 0 lower than the previous day. The implied volatity was 1.72, 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 146.25, 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 Feb LICI was trading at 782.40. The strike last trading price was 146.25, 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 Feb LICI was trading at 799.80. The strike last trading price was 146.25, 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 Feb LICI was trading at 808.90. The strike last trading price was 146.25, 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 31 Jan LICI was trading at 845.45. The strike last trading price was 146.25, 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 30 Jan LICI was trading at 824.90. 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 29 Jan LICI was trading at 828.20. 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
On 28 Jan LICI was trading at 818.65. 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 27 Jan LICI was trading at 809.05. 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 23 Jan LICI was trading at 837.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LICI was trading at 828.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LICI was trading at 837.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LICI was trading at 825.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 808.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LICI 27MAR2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.34
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 39.1 | 0.65 | 23.27 | 9 | 0 | 114 |
| 12 Mar | 744.50 | 38.75 | 4.5 | 28.34 | 37 | -3 | 113 |
| 11 Mar | 754.25 | 34.25 | 2.3 | 34.48 | 15 | -2 | 116 |
| 10 Mar | 752.05 | 31.95 | 5.15 | 21.75 | 64 | 40 | 117 |
| 7 Mar | 763.15 | 26.8 | -0.2 | 28.38 | 18 | -1 | 77 |
| 6 Mar | 766.80 | 27 | -1.05 | 28.43 | 10 | 1 | 78 |
| 5 Mar | 761.80 | 28 | -32.85 | 27.90 | 30 | -2 | 76 |
| 3 Mar | 729.20 | 60.85 | 16.85 | 43.75 | 8 | 2 | 78 |
| 28 Feb | 740.50 | 44 | 0.55 | 28.42 | 6 | 1 | 76 |
| 27 Feb | 741.10 | 44.15 | 7.55 | 28.77 | 40 | 32 | 75 |
| 26 Feb | 754.80 | 36.25 | 10.55 | 29.48 | 32 | 11 | 43 |
| 25 Feb | 756.55 | 36.25 | 10.55 | 29.48 | 32 | 11 | 43 |
| 24 Feb | 775.40 | 25.7 | 2.15 | 29.18 | 9 | 3 | 31 |
| 21 Feb | 780.90 | 23.6 | -10.3 | 28.64 | 42 | 16 | 28 |
| 20 Feb | 776.50 | 33.9 | 0 | 0.00 | 0 | 2 | 0 |
| 19 Feb | 764.00 | 33.9 | 7.9 | 31.06 | 2 | 0 | 10 |
| 18 Feb | 758.95 | 26 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 765.15 | 26 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 759.10 | 26 | 0 | 0.00 | 0 | 4 | 0 |
| 13 Feb | 784.80 | 26 | 1.35 | 30.07 | 4 | 2 | 8 |
| 12 Feb | 782.40 | 24.65 | 4.4 | 28.18 | 6 | 5 | 5 |
| 11 Feb | 799.80 | 20.25 | 0 | 2.76 | 0 | 0 | 0 |
| 10 Feb | 808.90 | 20.25 | 0 | 3.74 | 0 | 0 | 0 |
| 31 Jan | 845.45 | 20.25 | 0 | 6.60 | 0 | 0 | 0 |
| 30 Jan | 824.90 | 20.25 | 0 | 4.97 | 0 | 0 | 0 |
| 29 Jan | 828.20 | 20.25 | 0 | 4.84 | 0 | 0 | 0 |
| 28 Jan | 818.65 | 20.25 | 0 | 4.31 | 0 | 0 | 0 |
| 27 Jan | 809.05 | 20.25 | 0 | 3.65 | 0 | 0 | 0 |
| 23 Jan | 837.25 | 20.25 | 0.00 | 5.75 | 0 | 0 | 0 |
| 22 Jan | 828.55 | 20.25 | 0.00 | 5.17 | 0 | 0 | 0 |
| 21 Jan | 837.55 | 20.25 | 20.25 | 5.68 | 0 | 0 | 0 |
| 15 Jan | 836.05 | 0 | 0.00 | 5.51 | 0 | 0 | 0 |
| 14 Jan | 825.40 | 0 | 0.00 | 4.63 | 0 | 0 | 0 |
| 13 Jan | 808.95 | 0 | 3.53 | 0 | 0 | 0 | |
For Life Insura Corp Of India - strike price 780 expiring on 27MAR2025
Delta for 780 PE is -0.85
Historical price for 780 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 39.1, which was 0.65 higher than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 114
On 12 Mar LICI was trading at 744.50. The strike last trading price was 38.75, which was 4.5 higher than the previous day. The implied volatity was 28.34, the open interest changed by -3 which decreased total open position to 113
On 11 Mar LICI was trading at 754.25. The strike last trading price was 34.25, which was 2.3 higher than the previous day. The implied volatity was 34.48, the open interest changed by -2 which decreased total open position to 116
On 10 Mar LICI was trading at 752.05. The strike last trading price was 31.95, which was 5.15 higher than the previous day. The implied volatity was 21.75, the open interest changed by 40 which increased total open position to 117
On 7 Mar LICI was trading at 763.15. The strike last trading price was 26.8, which was -0.2 lower than the previous day. The implied volatity was 28.38, the open interest changed by -1 which decreased total open position to 77
On 6 Mar LICI was trading at 766.80. The strike last trading price was 27, which was -1.05 lower than the previous day. The implied volatity was 28.43, the open interest changed by 1 which increased total open position to 78
On 5 Mar LICI was trading at 761.80. The strike last trading price was 28, which was -32.85 lower than the previous day. The implied volatity was 27.90, the open interest changed by -2 which decreased total open position to 76
On 3 Mar LICI was trading at 729.20. The strike last trading price was 60.85, which was 16.85 higher than the previous day. The implied volatity was 43.75, the open interest changed by 2 which increased total open position to 78
On 28 Feb LICI was trading at 740.50. The strike last trading price was 44, which was 0.55 higher than the previous day. The implied volatity was 28.42, the open interest changed by 1 which increased total open position to 76
On 27 Feb LICI was trading at 741.10. The strike last trading price was 44.15, which was 7.55 higher than the previous day. The implied volatity was 28.77, the open interest changed by 32 which increased total open position to 75
On 26 Feb LICI was trading at 754.80. The strike last trading price was 36.25, which was 10.55 higher than the previous day. The implied volatity was 29.48, the open interest changed by 11 which increased total open position to 43
On 25 Feb LICI was trading at 756.55. The strike last trading price was 36.25, which was 10.55 higher than the previous day. The implied volatity was 29.48, the open interest changed by 11 which increased total open position to 43
On 24 Feb LICI was trading at 775.40. The strike last trading price was 25.7, which was 2.15 higher than the previous day. The implied volatity was 29.18, the open interest changed by 3 which increased total open position to 31
On 21 Feb LICI was trading at 780.90. The strike last trading price was 23.6, which was -10.3 lower than the previous day. The implied volatity was 28.64, the open interest changed by 16 which increased total open position to 28
On 20 Feb LICI was trading at 776.50. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Feb LICI was trading at 764.00. The strike last trading price was 33.9, which was 7.9 higher than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 10
On 18 Feb LICI was trading at 758.95. The strike last trading price was 26, 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 26, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Feb LICI was trading at 784.80. The strike last trading price was 26, which was 1.35 higher than the previous day. The implied volatity was 30.07, the open interest changed by 2 which increased total open position to 8
On 12 Feb LICI was trading at 782.40. The strike last trading price was 24.65, which was 4.4 higher than the previous day. The implied volatity was 28.18, the open interest changed by 5 which increased total open position to 5
On 11 Feb LICI was trading at 799.80. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 2.76, 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 20.25, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 31 Jan LICI was trading at 845.45. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LICI was trading at 824.90. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LICI was trading at 828.20. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LICI was trading at 818.65. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 27 Jan LICI was trading at 809.05. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 23 Jan LICI was trading at 837.25. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LICI was trading at 828.55. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LICI was trading at 837.55. The strike last trading price was 20.25, which was 20.25 higher than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LICI was trading at 825.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 808.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
