LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.28
Theta: -0.28
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 2.05 | -1.25 | 25.48 | 128 | -1 | 177 | |||
| 12 Mar | 744.50 | 3.15 | -1.8 | 26.58 | 349 | 35 | 178 | |||
| 11 Mar | 754.25 | 4.9 | -0.5 | 24.59 | 118 | 5 | 140 | |||
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| 10 Mar | 752.05 | 5.4 | -3.35 | 27.74 | 158 | 46 | 133 | |||
| 7 Mar | 763.15 | 8.95 | -1.75 | 24.50 | 58 | 8 | 87 | |||
| 6 Mar | 766.80 | 10.9 | 0 | 26.55 | 69 | 4 | 78 | |||
| 5 Mar | 761.80 | 10.95 | 6.1 | 26.81 | 113 | 5 | 70 | |||
| 3 Mar | 729.20 | 4.45 | -2.25 | 28.05 | 105 | 14 | 55 | |||
| 28 Feb | 740.50 | 6.95 | -0.55 | 26.99 | 43 | 16 | 40 | |||
| 27 Feb | 741.10 | 7.6 | -3.65 | 27.39 | 53 | -1 | 24 | |||
| 26 Feb | 754.80 | 11.25 | -7.75 | 25.92 | 41 | 9 | 25 | |||
| 25 Feb | 756.55 | 11.25 | -7.75 | 25.92 | 41 | 9 | 25 | |||
| 24 Feb | 775.40 | 19 | -1.75 | 25.56 | 14 | -2 | 15 | |||
| 21 Feb | 780.90 | 20.5 | -0.1 | 22.93 | 11 | 7 | 16 | |||
| 20 Feb | 776.50 | 20.6 | 0.9 | 24.24 | 4 | 2 | 9 | |||
| 19 Feb | 764.00 | 19.7 | 4.5 | 28.48 | 11 | 8 | 9 | |||
| 18 Feb | 758.95 | 15.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 15.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 14 Feb | 759.10 | 15.2 | -57.9 | 24.41 | 1 | 0 | 0 | |||
| 13 Feb | 784.80 | 73.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 73.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 73.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 73.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 73.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 73.1 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 790 expiring on 27MAR2025
Delta for 790 CE is 0.12
Historical price for 790 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 2.05, which was -1.25 lower than the previous day. The implied volatity was 25.48, the open interest changed by -1 which decreased total open position to 177
On 12 Mar LICI was trading at 744.50. The strike last trading price was 3.15, which was -1.8 lower than the previous day. The implied volatity was 26.58, the open interest changed by 35 which increased total open position to 178
On 11 Mar LICI was trading at 754.25. The strike last trading price was 4.9, which was -0.5 lower than the previous day. The implied volatity was 24.59, the open interest changed by 5 which increased total open position to 140
On 10 Mar LICI was trading at 752.05. The strike last trading price was 5.4, which was -3.35 lower than the previous day. The implied volatity was 27.74, the open interest changed by 46 which increased total open position to 133
On 7 Mar LICI was trading at 763.15. The strike last trading price was 8.95, which was -1.75 lower than the previous day. The implied volatity was 24.50, the open interest changed by 8 which increased total open position to 87
On 6 Mar LICI was trading at 766.80. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was 26.55, the open interest changed by 4 which increased total open position to 78
On 5 Mar LICI was trading at 761.80. The strike last trading price was 10.95, which was 6.1 higher than the previous day. The implied volatity was 26.81, the open interest changed by 5 which increased total open position to 70
On 3 Mar LICI was trading at 729.20. The strike last trading price was 4.45, which was -2.25 lower than the previous day. The implied volatity was 28.05, the open interest changed by 14 which increased total open position to 55
On 28 Feb LICI was trading at 740.50. The strike last trading price was 6.95, which was -0.55 lower than the previous day. The implied volatity was 26.99, the open interest changed by 16 which increased total open position to 40
On 27 Feb LICI was trading at 741.10. The strike last trading price was 7.6, which was -3.65 lower than the previous day. The implied volatity was 27.39, the open interest changed by -1 which decreased total open position to 24
On 26 Feb LICI was trading at 754.80. The strike last trading price was 11.25, which was -7.75 lower than the previous day. The implied volatity was 25.92, the open interest changed by 9 which increased total open position to 25
On 25 Feb LICI was trading at 756.55. The strike last trading price was 11.25, which was -7.75 lower than the previous day. The implied volatity was 25.92, the open interest changed by 9 which increased total open position to 25
On 24 Feb LICI was trading at 775.40. The strike last trading price was 19, which was -1.75 lower than the previous day. The implied volatity was 25.56, the open interest changed by -2 which decreased total open position to 15
On 21 Feb LICI was trading at 780.90. The strike last trading price was 20.5, which was -0.1 lower than the previous day. The implied volatity was 22.93, the open interest changed by 7 which increased total open position to 16
On 20 Feb LICI was trading at 776.50. The strike last trading price was 20.6, which was 0.9 higher than the previous day. The implied volatity was 24.24, the open interest changed by 2 which increased total open position to 9
On 19 Feb LICI was trading at 764.00. The strike last trading price was 19.7, which was 4.5 higher than the previous day. The implied volatity was 28.48, the open interest changed by 8 which increased total open position to 9
On 18 Feb LICI was trading at 758.95. The strike last trading price was 15.2, 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 15.2, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 15.2, which was -57.9 lower than the previous day. The implied volatity was 24.41, 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 73.1, 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 73.1, 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 73.1, 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 73.1, 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 73.1, 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 73.1, 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 27MAR2025 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.38
Theta: -0.27
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 51.1 | 13.15 | 33.10 | 21 | -10 | 147 |
| 12 Mar | 744.50 | 37.35 | -0.6 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 754.25 | 37.35 | -2.6 | 27.27 | 5 | 2 | 159 |
| 10 Mar | 752.05 | 39.95 | 7.3 | 21.28 | 56 | 133 | 133 |
| 7 Mar | 763.15 | 33.15 | 0.5 | 0.00 | 0 | 2 | 0 |
| 6 Mar | 766.80 | 33.15 | -11.85 | 28.22 | 7 | 3 | 135 |
| 5 Mar | 761.80 | 45 | -26.75 | 42.76 | 8 | 0 | 126 |
| 3 Mar | 729.20 | 71.75 | 20.25 | 49.26 | 11 | -2 | 126 |
| 28 Feb | 740.50 | 51.45 | 1.3 | 28.32 | 173 | 98 | 128 |
| 27 Feb | 741.10 | 50.25 | 23.25 | 26.41 | 10 | 7 | 30 |
| 26 Feb | 754.80 | 27 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 756.55 | 27 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 775.40 | 27 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Feb | 780.90 | 27 | -4.5 | 26.96 | 14 | 1 | 23 |
| 20 Feb | 776.50 | 31.5 | 1.5 | 30.19 | 20 | 3 | 5 |
| 19 Feb | 764.00 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 758.95 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 765.15 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 759.10 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 784.80 | 30 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Feb | 782.40 | 30 | 1 | 28.72 | 1 | 0 | 1 |
| 11 Feb | 799.80 | 29 | -0.4 | 33.64 | 1 | 0 | 0 |
| 10 Feb | 808.90 | 29.4 | 0 | 2.80 | 0 | 0 | 0 |
| 4 Feb | 834.50 | 29.4 | 0 | 4.99 | 0 | 0 | 0 |
| 3 Feb | 830.15 | 29.4 | 0 | 4.70 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 790 expiring on 27MAR2025
Delta for 790 PE is -0.82
Historical price for 790 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 51.1, which was 13.15 higher than the previous day. The implied volatity was 33.10, the open interest changed by -10 which decreased total open position to 147
On 12 Mar LICI was trading at 744.50. The strike last trading price was 37.35, which was -0.6 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 11 Mar LICI was trading at 754.25. The strike last trading price was 37.35, which was -2.6 lower than the previous day. The implied volatity was 27.27, the open interest changed by 2 which increased total open position to 159
On 10 Mar LICI was trading at 752.05. The strike last trading price was 39.95, which was 7.3 higher than the previous day. The implied volatity was 21.28, the open interest changed by 133 which increased total open position to 133
On 7 Mar LICI was trading at 763.15. The strike last trading price was 33.15, which was 0.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Mar LICI was trading at 766.80. The strike last trading price was 33.15, which was -11.85 lower than the previous day. The implied volatity was 28.22, the open interest changed by 3 which increased total open position to 135
On 5 Mar LICI was trading at 761.80. The strike last trading price was 45, which was -26.75 lower than the previous day. The implied volatity was 42.76, the open interest changed by 0 which decreased total open position to 126
On 3 Mar LICI was trading at 729.20. The strike last trading price was 71.75, which was 20.25 higher than the previous day. The implied volatity was 49.26, the open interest changed by -2 which decreased total open position to 126
On 28 Feb LICI was trading at 740.50. The strike last trading price was 51.45, which was 1.3 higher than the previous day. The implied volatity was 28.32, the open interest changed by 98 which increased total open position to 128
On 27 Feb LICI was trading at 741.10. The strike last trading price was 50.25, which was 23.25 higher than the previous day. The implied volatity was 26.41, the open interest changed by 7 which increased total open position to 30
On 26 Feb LICI was trading at 754.80. The strike last trading price was 27, 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 25 Feb LICI was trading at 756.55. The strike last trading price was 27, 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 24 Feb LICI was trading at 775.40. The strike last trading price was 27, 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 21 Feb LICI was trading at 780.90. The strike last trading price was 27, which was -4.5 lower than the previous day. The implied volatity was 26.96, the open interest changed by 1 which increased total open position to 23
On 20 Feb LICI was trading at 776.50. The strike last trading price was 31.5, which was 1.5 higher than the previous day. The implied volatity was 30.19, the open interest changed by 3 which increased total open position to 5
On 19 Feb LICI was trading at 764.00. The strike last trading price was 30, 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 18 Feb LICI was trading at 758.95. The strike last trading price was 30, 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 30, 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 30, 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 13 Feb LICI was trading at 784.80. The strike last trading price was 30, 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 12 Feb LICI was trading at 782.40. The strike last trading price was 30, which was 1 higher than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 1
On 11 Feb LICI was trading at 799.80. The strike last trading price was 29, which was -0.4 lower than the previous day. The implied volatity was 33.64, 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 29.4, which was 0 lower than the previous day. The implied volatity was 2.80, 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 29.4, 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 3 Feb LICI was trading at 830.15. The strike last trading price was 29.4, which was 0 lower than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0
