LICI
Life Insura Corp Of India
Historical option data for LICI
09 Apr 2025 04:13 PM IST
| LICI 24APR2025 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.59
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 767.70 | 13.6 | -6.95 | 34.59 | 107 | 10 | 73 | |||
| 8 Apr | 784.80 | 20.65 | 4.9 | 32.79 | 113 | 4 | 62 | |||
| 7 Apr | 767.20 | 16.4 | -5.85 | 35.31 | 83 | 6 | 58 | |||
| 4 Apr | 792.15 | 22.8 | -14.6 | 24.87 | 43 | 12 | 55 | |||
| 3 Apr | 815.30 | 39.35 | 4.45 | 25.82 | 44 | 1 | 41 | |||
| 2 Apr | 810.95 | 35.05 | 8.9 | 27.01 | 70 | -5 | 41 | |||
| 1 Apr | 797.75 | 26.05 | -4.7 | 24.57 | 35 | -6 | 46 | |||
| 28 Mar | 799.40 | 30.35 | -2.95 | 25.80 | 141 | -25 | 52 | |||
| 27 Mar | 801.15 | 34 | 8.75 | 27.63 | 121 | 43 | 77 | |||
| 26 Mar | 786.85 | 25.3 | -1.55 | 27.44 | 36 | -6 | 29 | |||
| 25 Mar | 789.40 | 25.45 | -6.25 | 26.37 | 42 | 18 | 36 | |||
| 24 Mar | 800.55 | 32 | 3.8 | 23.20 | 10 | 5 | 17 | |||
| 21 Mar | 791.35 | 28 | 4.7 | 25.39 | 13 | 8 | 10 | |||
| 20 Mar | 779.50 | 23.3 | 6.3 | 25.92 | 1 | 0 | 1 | |||
| 19 Mar | 776.75 | 17 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 757.40 | 17 | -10.55 | 28.31 | 1 | 0 | 0 | |||
| 17 Mar | 745.40 | 27.55 | 0 | 4.21 | 0 | 0 | 0 | |||
| 13 Mar | 740.15 | 27.55 | 0 | 4.36 | 0 | 0 | 0 | |||
| 12 Mar | 744.50 | 27.55 | 0 | 3.95 | 0 | 0 | 0 | |||
| 11 Mar | 754.25 | 27.55 | 0 | 2.67 | 0 | 0 | 0 | |||
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| 10 Mar | 752.05 | 27.55 | 0 | 3.28 | 0 | 0 | 0 | |||
| 7 Mar | 763.15 | 27.55 | 0 | 1.73 | 0 | 0 | 0 | |||
| 6 Mar | 766.80 | 27.55 | 0 | 1.65 | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 27.55 | 0 | 1.81 | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 27.55 | 0 | 4.79 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 27.55 | 0 | 3.54 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 790 expiring on 24APR2025
Delta for 790 CE is 0.38
Historical price for 790 CE is as follows
On 9 Apr LICI was trading at 767.70. The strike last trading price was 13.6, which was -6.95 lower than the previous day. The implied volatity was 34.59, the open interest changed by 10 which increased total open position to 73
On 8 Apr LICI was trading at 784.80. The strike last trading price was 20.65, which was 4.9 higher than the previous day. The implied volatity was 32.79, the open interest changed by 4 which increased total open position to 62
On 7 Apr LICI was trading at 767.20. The strike last trading price was 16.4, which was -5.85 lower than the previous day. The implied volatity was 35.31, the open interest changed by 6 which increased total open position to 58
On 4 Apr LICI was trading at 792.15. The strike last trading price was 22.8, which was -14.6 lower than the previous day. The implied volatity was 24.87, the open interest changed by 12 which increased total open position to 55
On 3 Apr LICI was trading at 815.30. The strike last trading price was 39.35, which was 4.45 higher than the previous day. The implied volatity was 25.82, the open interest changed by 1 which increased total open position to 41
On 2 Apr LICI was trading at 810.95. The strike last trading price was 35.05, which was 8.9 higher than the previous day. The implied volatity was 27.01, the open interest changed by -5 which decreased total open position to 41
On 1 Apr LICI was trading at 797.75. The strike last trading price was 26.05, which was -4.7 lower than the previous day. The implied volatity was 24.57, the open interest changed by -6 which decreased total open position to 46
On 28 Mar LICI was trading at 799.40. The strike last trading price was 30.35, which was -2.95 lower than the previous day. The implied volatity was 25.80, the open interest changed by -25 which decreased total open position to 52
On 27 Mar LICI was trading at 801.15. The strike last trading price was 34, which was 8.75 higher than the previous day. The implied volatity was 27.63, the open interest changed by 43 which increased total open position to 77
On 26 Mar LICI was trading at 786.85. The strike last trading price was 25.3, which was -1.55 lower than the previous day. The implied volatity was 27.44, the open interest changed by -6 which decreased total open position to 29
On 25 Mar LICI was trading at 789.40. The strike last trading price was 25.45, which was -6.25 lower than the previous day. The implied volatity was 26.37, the open interest changed by 18 which increased total open position to 36
On 24 Mar LICI was trading at 800.55. The strike last trading price was 32, which was 3.8 higher than the previous day. The implied volatity was 23.20, the open interest changed by 5 which increased total open position to 17
On 21 Mar LICI was trading at 791.35. The strike last trading price was 28, which was 4.7 higher than the previous day. The implied volatity was 25.39, the open interest changed by 8 which increased total open position to 10
On 20 Mar LICI was trading at 779.50. The strike last trading price was 23.3, which was 6.3 higher than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 1
On 19 Mar LICI was trading at 776.75. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Mar LICI was trading at 757.40. The strike last trading price was 17, which was -10.55 lower than the previous day. The implied volatity was 28.31, 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 27.55, 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 13 Mar LICI was trading at 740.15. The strike last trading price was 27.55, which was 0 lower than the previous day. The implied volatity was 4.36, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.95, 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 27.55, which was 0 lower than the previous day. The implied volatity was 2.67, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.28, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.73, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.65, 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 27.55, which was 0 lower than the previous day. The implied volatity was 1.81, 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 27.55, which was 0 lower than the previous day. The implied volatity was 4.79, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
| LICI 24APR2025 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.59
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 767.70 | 32.1 | 7.8 | 33.98 | 26 | -9 | 189 |
| 8 Apr | 784.80 | 24.25 | -11.75 | 35.62 | 77 | -16 | 198 |
| 7 Apr | 767.20 | 36.25 | 17.35 | 40.83 | 69 | 8 | 211 |
| 4 Apr | 792.15 | 18.95 | 8.95 | 31.01 | 253 | -28 | 210 |
| 3 Apr | 815.30 | 9.1 | -3.4 | 27.68 | 68 | 27 | 239 |
| 2 Apr | 810.95 | 13.1 | -3.65 | 29.54 | 247 | 47 | 213 |
| 1 Apr | 797.75 | 16.35 | -1.3 | 27.57 | 52 | 3 | 166 |
| 28 Mar | 799.40 | 17.75 | 2.35 | 28.47 | 236 | -3 | 163 |
| 27 Mar | 801.15 | 14.9 | -8.45 | 25.82 | 174 | 112 | 164 |
| 26 Mar | 786.85 | 22.3 | -0.5 | 26.48 | 39 | 4 | 50 |
| 25 Mar | 789.40 | 24 | 7.15 | 28.62 | 42 | 13 | 44 |
| 24 Mar | 800.55 | 16.5 | -5.65 | 26.84 | 45 | 24 | 35 |
| 21 Mar | 791.35 | 21.85 | -7.65 | 26.36 | 10 | 8 | 10 |
| 20 Mar | 779.50 | 29.5 | 3 | 28.87 | 2 | 0 | 0 |
| 19 Mar | 776.75 | 26.5 | -41.3 | 24.36 | 2 | 1 | 1 |
| 18 Mar | 757.40 | 67.8 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 745.40 | 67.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 740.15 | 67.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 744.50 | 67.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 754.25 | 67.8 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 752.05 | 67.8 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 763.15 | 67.8 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 766.80 | 67.8 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 761.80 | 67.8 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 729.20 | 67.8 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 67.8 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 790 expiring on 24APR2025
Delta for 790 PE is -0.62
Historical price for 790 PE is as follows
On 9 Apr LICI was trading at 767.70. The strike last trading price was 32.1, which was 7.8 higher than the previous day. The implied volatity was 33.98, the open interest changed by -9 which decreased total open position to 189
On 8 Apr LICI was trading at 784.80. The strike last trading price was 24.25, which was -11.75 lower than the previous day. The implied volatity was 35.62, the open interest changed by -16 which decreased total open position to 198
On 7 Apr LICI was trading at 767.20. The strike last trading price was 36.25, which was 17.35 higher than the previous day. The implied volatity was 40.83, the open interest changed by 8 which increased total open position to 211
On 4 Apr LICI was trading at 792.15. The strike last trading price was 18.95, which was 8.95 higher than the previous day. The implied volatity was 31.01, the open interest changed by -28 which decreased total open position to 210
On 3 Apr LICI was trading at 815.30. The strike last trading price was 9.1, which was -3.4 lower than the previous day. The implied volatity was 27.68, the open interest changed by 27 which increased total open position to 239
On 2 Apr LICI was trading at 810.95. The strike last trading price was 13.1, which was -3.65 lower than the previous day. The implied volatity was 29.54, the open interest changed by 47 which increased total open position to 213
On 1 Apr LICI was trading at 797.75. The strike last trading price was 16.35, which was -1.3 lower than the previous day. The implied volatity was 27.57, the open interest changed by 3 which increased total open position to 166
On 28 Mar LICI was trading at 799.40. The strike last trading price was 17.75, which was 2.35 higher than the previous day. The implied volatity was 28.47, the open interest changed by -3 which decreased total open position to 163
On 27 Mar LICI was trading at 801.15. The strike last trading price was 14.9, which was -8.45 lower than the previous day. The implied volatity was 25.82, the open interest changed by 112 which increased total open position to 164
On 26 Mar LICI was trading at 786.85. The strike last trading price was 22.3, which was -0.5 lower than the previous day. The implied volatity was 26.48, the open interest changed by 4 which increased total open position to 50
On 25 Mar LICI was trading at 789.40. The strike last trading price was 24, which was 7.15 higher than the previous day. The implied volatity was 28.62, the open interest changed by 13 which increased total open position to 44
On 24 Mar LICI was trading at 800.55. The strike last trading price was 16.5, which was -5.65 lower than the previous day. The implied volatity was 26.84, the open interest changed by 24 which increased total open position to 35
On 21 Mar LICI was trading at 791.35. The strike last trading price was 21.85, which was -7.65 lower than the previous day. The implied volatity was 26.36, the open interest changed by 8 which increased total open position to 10
On 20 Mar LICI was trading at 779.50. The strike last trading price was 29.5, which was 3 higher than the previous day. The implied volatity was 28.87, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LICI was trading at 776.75. The strike last trading price was 26.5, which was -41.3 lower than the previous day. The implied volatity was 24.36, the open interest changed by 1 which increased total open position to 1
On 18 Mar LICI was trading at 757.40. 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 17 Mar LICI was trading at 745.40. 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 13 Mar LICI was trading at 740.15. 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 12 Mar LICI was trading at 744.50. 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 754.25. 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 752.05. 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 7 Mar LICI was trading at 763.15. 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 6 Mar LICI was trading at 766.80. 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 5 Mar LICI was trading at 761.80. 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 3 Mar LICI was trading at 729.20. 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 28 Feb LICI was trading at 740.50. 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
