LICI
Life Insura Corp Of India
Historical option data for LICI
04 Apr 2025 10:33 AM IST
| LICI 24APR2025 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.75
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 796.45 | 20 | -10.35 | 26.08 | 292 | 92 | 654 | |||
| 3 Apr | 815.30 | 31.95 | 3.15 | 25.07 | 295 | -18 | 560 | |||
| 2 Apr | 810.95 | 28.85 | 8.1 | 26.22 | 660 | -16 | 570 | |||
| 1 Apr | 797.75 | 21.1 | -4.4 | 25.15 | 357 | 58 | 584 | |||
| 28 Mar | 799.40 | 24.75 | -1.65 | 25.71 | 1,123 | 100 | 526 | |||
| 27 Mar | 801.15 | 26.6 | 6.15 | 26.47 | 747 | 4 | 426 | |||
| 26 Mar | 786.85 | 20.05 | -3.15 | 26.73 | 287 | 68 | 420 | |||
| 25 Mar | 789.40 | 21.75 | -5.55 | 27.49 | 507 | 91 | 352 | |||
| 24 Mar | 800.55 | 29 | 5.45 | 26.53 | 664 | -12 | 263 | |||
| 21 Mar | 791.35 | 22.7 | 3.45 | 25.01 | 479 | 53 | 273 | |||
| 20 Mar | 779.50 | 18.95 | 0.8 | 25.83 | 182 | 54 | 221 | |||
| 19 Mar | 776.75 | 18.5 | 5.15 | 25.80 | 297 | 50 | 167 | |||
| 18 Mar | 757.40 | 13.15 | 3.45 | 27.50 | 143 | 79 | 117 | |||
| 17 Mar | 745.40 | 9.25 | -0.15 | 26.73 | 18 | 6 | 37 | |||
| 13 Mar | 740.15 | 9.1 | -2.9 | 26.24 | 18 | 10 | 30 | |||
| 12 Mar | 744.50 | 12 | -4 | 28.35 | 5 | 0 | 20 | |||
| 11 Mar | 754.25 | 16 | -1.1 | 28.36 | 4 | 1 | 19 | |||
| 10 Mar | 752.05 | 17.1 | -1.7 | 31.69 | 2 | 2 | 17 | |||
| 7 Mar | 763.15 | 18.8 | 0.6 | 26.58 | 22 | 10 | 15 | |||
| 6 Mar | 766.80 | 18.2 | 0 | 25.55 | 1 | 0 | 4 | |||
| 5 Mar | 761.80 | 18.2 | -62 | 25.86 | 6 | 3 | 3 | |||
| 3 Mar | 729.20 | 80.2 | 0 | 5.62 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 80.2 | 0 | 4.42 | 0 | 0 | 0 | |||
| 27 Feb | 741.10 | 80.2 | 0 | 4.46 | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 80.2 | 0 | 2.99 | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 80.2 | 0 | 2.99 | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 80.2 | 0 | 1.87 | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 80.2 | 0 | 2.10 | 0 | 0 | 0 | |||
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| 17 Feb | 765.15 | 80.2 | 0 | 2.11 | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 80.2 | 0 | 2.29 | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 80.2 | 0 | 0.28 | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 80.2 | 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 800 expiring on 24APR2025
Delta for 800 CE is 0.52
Historical price for 800 CE is as follows
On 4 Apr LICI was trading at 796.45. The strike last trading price was 20, which was -10.35 lower than the previous day. The implied volatity was 26.08, the open interest changed by 92 which increased total open position to 654
On 3 Apr LICI was trading at 815.30. The strike last trading price was 31.95, which was 3.15 higher than the previous day. The implied volatity was 25.07, the open interest changed by -18 which decreased total open position to 560
On 2 Apr LICI was trading at 810.95. The strike last trading price was 28.85, which was 8.1 higher than the previous day. The implied volatity was 26.22, the open interest changed by -16 which decreased total open position to 570
On 1 Apr LICI was trading at 797.75. The strike last trading price was 21.1, which was -4.4 lower than the previous day. The implied volatity was 25.15, the open interest changed by 58 which increased total open position to 584
On 28 Mar LICI was trading at 799.40. The strike last trading price was 24.75, which was -1.65 lower than the previous day. The implied volatity was 25.71, the open interest changed by 100 which increased total open position to 526
On 27 Mar LICI was trading at 801.15. The strike last trading price was 26.6, which was 6.15 higher than the previous day. The implied volatity was 26.47, the open interest changed by 4 which increased total open position to 426
On 26 Mar LICI was trading at 786.85. The strike last trading price was 20.05, which was -3.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by 68 which increased total open position to 420
On 25 Mar LICI was trading at 789.40. The strike last trading price was 21.75, which was -5.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by 91 which increased total open position to 352
On 24 Mar LICI was trading at 800.55. The strike last trading price was 29, which was 5.45 higher than the previous day. The implied volatity was 26.53, the open interest changed by -12 which decreased total open position to 263
On 21 Mar LICI was trading at 791.35. The strike last trading price was 22.7, which was 3.45 higher than the previous day. The implied volatity was 25.01, the open interest changed by 53 which increased total open position to 273
On 20 Mar LICI was trading at 779.50. The strike last trading price was 18.95, which was 0.8 higher than the previous day. The implied volatity was 25.83, the open interest changed by 54 which increased total open position to 221
On 19 Mar LICI was trading at 776.75. The strike last trading price was 18.5, which was 5.15 higher than the previous day. The implied volatity was 25.80, the open interest changed by 50 which increased total open position to 167
On 18 Mar LICI was trading at 757.40. The strike last trading price was 13.15, which was 3.45 higher than the previous day. The implied volatity was 27.50, the open interest changed by 79 which increased total open position to 117
On 17 Mar LICI was trading at 745.40. The strike last trading price was 9.25, which was -0.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by 6 which increased total open position to 37
On 13 Mar LICI was trading at 740.15. The strike last trading price was 9.1, which was -2.9 lower than the previous day. The implied volatity was 26.24, the open interest changed by 10 which increased total open position to 30
On 12 Mar LICI was trading at 744.50. The strike last trading price was 12, which was -4 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 20
On 11 Mar LICI was trading at 754.25. The strike last trading price was 16, which was -1.1 lower than the previous day. The implied volatity was 28.36, the open interest changed by 1 which increased total open position to 19
On 10 Mar LICI was trading at 752.05. The strike last trading price was 17.1, which was -1.7 lower than the previous day. The implied volatity was 31.69, the open interest changed by 2 which increased total open position to 17
On 7 Mar LICI was trading at 763.15. The strike last trading price was 18.8, which was 0.6 higher than the previous day. The implied volatity was 26.58, the open interest changed by 10 which increased total open position to 15
On 6 Mar LICI was trading at 766.80. The strike last trading price was 18.2, which was 0 lower than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 4
On 5 Mar LICI was trading at 761.80. The strike last trading price was 18.2, which was -62 lower than the previous day. The implied volatity was 25.86, the open interest changed by 3 which increased total open position to 3
On 3 Mar LICI was trading at 729.20. The strike last trading price was 80.2, which was 0 lower than the previous day. The implied volatity was 5.62, 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 80.2, which was 0 lower than the previous day. The implied volatity was 4.42, 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 80.2, which was 0 lower than the previous day. The implied volatity was 4.46, 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 80.2, which was 0 lower than the previous day. The implied volatity was 2.99, 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 80.2, which was 0 lower than the previous day. The implied volatity was 2.99, 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 80.2, which was 0 lower than the previous day. The implied volatity was 1.87, 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 80.2, which was 0 lower than the previous day. The implied volatity was 2.10, 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 80.2, which was 0 lower than the previous day. The implied volatity was 2.11, 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 80.2, which was 0 lower than the previous day. The implied volatity was 2.29, 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 80.2, which was 0 lower than the previous day. The implied volatity was 0.28, 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 80.2, 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 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.75
Theta: -0.47
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 796.45 | 23.05 | 10 | 31.53 | 211 | -12 | 383 |
| 3 Apr | 815.30 | 12.5 | -3.5 | 27.96 | 193 | 28 | 398 |
| 2 Apr | 810.95 | 16.7 | -4.5 | 29.73 | 467 | -21 | 371 |
| 1 Apr | 797.75 | 20.85 | -1 | 27.44 | 283 | 31 | 393 |
| 28 Mar | 799.40 | 22 | 3.1 | 28.20 | 505 | 12 | 362 |
| 27 Mar | 801.15 | 19.3 | -8.9 | 25.34 | 294 | 98 | 345 |
| 26 Mar | 786.85 | 27.75 | 1.15 | 26.65 | 66 | 30 | 247 |
| 25 Mar | 789.40 | 27.5 | 6.2 | 26.71 | 179 | 31 | 212 |
| 24 Mar | 800.55 | 20.9 | -5.3 | 26.82 | 201 | 100 | 181 |
| 21 Mar | 791.35 | 26.55 | -7.45 | 26.07 | 36 | 17 | 81 |
| 20 Mar | 779.50 | 34 | 0.45 | 27.84 | 3 | 2 | 64 |
| 19 Mar | 776.75 | 33.55 | -14.6 | 25.70 | 11 | 5 | 62 |
| 18 Mar | 757.40 | 48.5 | -11.5 | 28.21 | 53 | 44 | 51 |
| 17 Mar | 745.40 | 60 | 0 | 0.00 | 0 | 5 | 0 |
| 13 Mar | 740.15 | 60 | -4 | 26.94 | 5 | 4 | 6 |
| 12 Mar | 744.50 | 64 | 22 | 34.05 | 2 | 1 | 1 |
| 11 Mar | 754.25 | 42 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 752.05 | 42 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 763.15 | 42 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 766.80 | 42 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 761.80 | 42 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 729.20 | 42 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 42 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 741.10 | 42 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 754.80 | 42 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 756.55 | 42 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 764.00 | 42 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 758.95 | 42 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 765.15 | 42 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 759.10 | 42 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 784.80 | 42 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 782.40 | 42 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 808.90 | 42 | 0 | 1.87 | 0 | 0 | 0 |
| 7 Feb | 816.10 | 42 | 0 | 2.15 | 0 | 0 | 0 |
| 6 Feb | 828.80 | 0 | 0 | 3.41 | 0 | 0 | 0 |
| 5 Feb | 842.65 | 0 | 0 | 4.44 | 0 | 0 | 0 |
| 4 Feb | 834.50 | 0 | 0 | 3.90 | 0 | 0 | 0 |
| 3 Feb | 830.15 | 0 | 0 | 3.56 | 0 | 0 | 0 |
| 1 Feb | 848.20 | 0 | 0 | 4.83 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 800 expiring on 24APR2025
Delta for 800 PE is -0.48
Historical price for 800 PE is as follows
On 4 Apr LICI was trading at 796.45. The strike last trading price was 23.05, which was 10 higher than the previous day. The implied volatity was 31.53, the open interest changed by -12 which decreased total open position to 383
On 3 Apr LICI was trading at 815.30. The strike last trading price was 12.5, which was -3.5 lower than the previous day. The implied volatity was 27.96, the open interest changed by 28 which increased total open position to 398
On 2 Apr LICI was trading at 810.95. The strike last trading price was 16.7, which was -4.5 lower than the previous day. The implied volatity was 29.73, the open interest changed by -21 which decreased total open position to 371
On 1 Apr LICI was trading at 797.75. The strike last trading price was 20.85, which was -1 lower than the previous day. The implied volatity was 27.44, the open interest changed by 31 which increased total open position to 393
On 28 Mar LICI was trading at 799.40. The strike last trading price was 22, which was 3.1 higher than the previous day. The implied volatity was 28.20, the open interest changed by 12 which increased total open position to 362
On 27 Mar LICI was trading at 801.15. The strike last trading price was 19.3, which was -8.9 lower than the previous day. The implied volatity was 25.34, the open interest changed by 98 which increased total open position to 345
On 26 Mar LICI was trading at 786.85. The strike last trading price was 27.75, which was 1.15 higher than the previous day. The implied volatity was 26.65, the open interest changed by 30 which increased total open position to 247
On 25 Mar LICI was trading at 789.40. The strike last trading price was 27.5, which was 6.2 higher than the previous day. The implied volatity was 26.71, the open interest changed by 31 which increased total open position to 212
On 24 Mar LICI was trading at 800.55. The strike last trading price was 20.9, which was -5.3 lower than the previous day. The implied volatity was 26.82, the open interest changed by 100 which increased total open position to 181
On 21 Mar LICI was trading at 791.35. The strike last trading price was 26.55, which was -7.45 lower than the previous day. The implied volatity was 26.07, the open interest changed by 17 which increased total open position to 81
On 20 Mar LICI was trading at 779.50. The strike last trading price was 34, which was 0.45 higher than the previous day. The implied volatity was 27.84, the open interest changed by 2 which increased total open position to 64
On 19 Mar LICI was trading at 776.75. The strike last trading price was 33.55, which was -14.6 lower than the previous day. The implied volatity was 25.70, the open interest changed by 5 which increased total open position to 62
On 18 Mar LICI was trading at 757.40. The strike last trading price was 48.5, which was -11.5 lower than the previous day. The implied volatity was 28.21, the open interest changed by 44 which increased total open position to 51
On 17 Mar LICI was trading at 745.40. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Mar LICI was trading at 740.15. The strike last trading price was 60, which was -4 lower than the previous day. The implied volatity was 26.94, the open interest changed by 4 which increased total open position to 6
On 12 Mar LICI was trading at 744.50. The strike last trading price was 64, which was 22 higher than the previous day. The implied volatity was 34.05, the open interest changed by 1 which increased total open position to 1
On 11 Mar LICI was trading at 754.25. The strike last trading price was 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 Feb LICI was trading at 784.80. The strike last trading price was 42, 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 42, 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 42, which was 0 lower than the previous day. The implied volatity was 1.87, 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 42, which was 0 lower than the previous day. The implied volatity was 2.15, 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 3.41, 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 4.44, 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 3.90, 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 3.56, 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 4.83, the open interest changed by 0 which decreased total open position to 0
