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Related Pages for LICI
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LICI
Life Insura Corp Of India
740.15 -4.35 (-0.58%)

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Historical option data for LICI

13 Mar 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 27MAR2025 800 CE
Delta: 0.08
Vega: 0.22
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 1.35 -0.8 26.21 418 -21 899
12 Mar 744.50 2.3 -0.95 27.71 828 86 915
11 Mar 754.25 3.5 -0.2 25.54 458 55 828
10 Mar 752.05 3.65 -2.45 27.64 484 36 773
7 Mar 763.15 6.35 -1.1 24.57 416 13 737
6 Mar 766.80 6.95 -0.95 24.76 500 79 728
5 Mar 761.80 7.95 4.4 26.51 696 50 646
3 Mar 729.20 3.55 -1.45 29.01 574 83 546
28 Feb 740.50 5.05 -0.55 26.84 499 105 464
27 Feb 741.10 5.4 -3.25 26.78 362 56 359
26 Feb 754.80 8.1 -6.55 25.19 414 6 317
25 Feb 756.55 8.1 -6.55 25.19 414 20 317
24 Feb 775.40 14.25 -2.15 24.56 284 112 295
21 Feb 780.90 16.35 -0.5 23.06 251 6 168
20 Feb 776.50 17.3 2.95 24.65 121 14 159
19 Feb 764.00 14.65 1.35 26.80 155 13 145
18 Feb 758.95 12.8 -3.4 26.65 102 48 130
17 Feb 765.15 16.9 3.35 27.61 55 19 83
14 Feb 759.10 13.65 -9.95 26.11 84 27 63
13 Feb 784.80 22.9 -3.85 25.02 46 -11 36
12 Feb 782.40 26.9 -7.9 28.76 53 36 44
11 Feb 799.80 35.25 -96.7 28.88 13 7 7
10 Feb 808.90 131.95 0 - 0 0 0
4 Feb 834.50 131.95 0 - 0 0 0
3 Feb 830.15 131.95 0 - 0 0 0
31 Jan 845.45 131.95 0 - 0 0 0
30 Jan 824.90 131.95 0 - 0 0 0
29 Jan 828.20 131.95 0 - 0 0 0
28 Jan 818.65 131.95 0 - 0 0 0
27 Jan 809.05 131.95 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 0.00 - 0 0 0
1 Jan 896.40 0 0.00 - 0 0 0
31 Dec 892.00 0 - 0 0 0

For Life Insura Corp Of India - strike price 800 expiring on 27MAR2025

Delta for 800 CE is 0.08

Historical price for 800 CE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 1.35, which was -0.8 lower than the previous day. The implied volatity was 26.21, the open interest changed by -21 which decreased total open position to 899


On 12 Mar LICI was trading at 744.50. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 27.71, the open interest changed by 86 which increased total open position to 915


On 11 Mar LICI was trading at 754.25. The strike last trading price was 3.5, which was -0.2 lower than the previous day. The implied volatity was 25.54, the open interest changed by 55 which increased total open position to 828


On 10 Mar LICI was trading at 752.05. The strike last trading price was 3.65, which was -2.45 lower than the previous day. The implied volatity was 27.64, the open interest changed by 36 which increased total open position to 773


On 7 Mar LICI was trading at 763.15. The strike last trading price was 6.35, which was -1.1 lower than the previous day. The implied volatity was 24.57, the open interest changed by 13 which increased total open position to 737


On 6 Mar LICI was trading at 766.80. The strike last trading price was 6.95, which was -0.95 lower than the previous day. The implied volatity was 24.76, the open interest changed by 79 which increased total open position to 728


On 5 Mar LICI was trading at 761.80. The strike last trading price was 7.95, which was 4.4 higher than the previous day. The implied volatity was 26.51, the open interest changed by 50 which increased total open position to 646


On 3 Mar LICI was trading at 729.20. The strike last trading price was 3.55, which was -1.45 lower than the previous day. The implied volatity was 29.01, the open interest changed by 83 which increased total open position to 546


On 28 Feb LICI was trading at 740.50. The strike last trading price was 5.05, which was -0.55 lower than the previous day. The implied volatity was 26.84, the open interest changed by 105 which increased total open position to 464


On 27 Feb LICI was trading at 741.10. The strike last trading price was 5.4, which was -3.25 lower than the previous day. The implied volatity was 26.78, the open interest changed by 56 which increased total open position to 359


On 26 Feb LICI was trading at 754.80. The strike last trading price was 8.1, which was -6.55 lower than the previous day. The implied volatity was 25.19, the open interest changed by 6 which increased total open position to 317


On 25 Feb LICI was trading at 756.55. The strike last trading price was 8.1, which was -6.55 lower than the previous day. The implied volatity was 25.19, the open interest changed by 20 which increased total open position to 317


On 24 Feb LICI was trading at 775.40. The strike last trading price was 14.25, which was -2.15 lower than the previous day. The implied volatity was 24.56, the open interest changed by 112 which increased total open position to 295


On 21 Feb LICI was trading at 780.90. The strike last trading price was 16.35, which was -0.5 lower than the previous day. The implied volatity was 23.06, the open interest changed by 6 which increased total open position to 168


On 20 Feb LICI was trading at 776.50. The strike last trading price was 17.3, which was 2.95 higher than the previous day. The implied volatity was 24.65, the open interest changed by 14 which increased total open position to 159


On 19 Feb LICI was trading at 764.00. The strike last trading price was 14.65, which was 1.35 higher than the previous day. The implied volatity was 26.80, the open interest changed by 13 which increased total open position to 145


On 18 Feb LICI was trading at 758.95. The strike last trading price was 12.8, which was -3.4 lower than the previous day. The implied volatity was 26.65, the open interest changed by 48 which increased total open position to 130


On 17 Feb LICI was trading at 765.15. The strike last trading price was 16.9, which was 3.35 higher than the previous day. The implied volatity was 27.61, the open interest changed by 19 which increased total open position to 83


On 14 Feb LICI was trading at 759.10. The strike last trading price was 13.65, which was -9.95 lower than the previous day. The implied volatity was 26.11, the open interest changed by 27 which increased total open position to 63


On 13 Feb LICI was trading at 784.80. The strike last trading price was 22.9, which was -3.85 lower than the previous day. The implied volatity was 25.02, the open interest changed by -11 which decreased total open position to 36


On 12 Feb LICI was trading at 782.40. The strike last trading price was 26.9, which was -7.9 lower than the previous day. The implied volatity was 28.76, the open interest changed by 36 which increased total open position to 44


On 11 Feb LICI was trading at 799.80. The strike last trading price was 35.25, which was -96.7 lower than the previous day. The implied volatity was 28.88, the open interest changed by 7 which increased total open position to 7


On 10 Feb LICI was trading at 808.90. The strike last trading price was 131.95, 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 4 Feb LICI was trading at 834.50. The strike last trading price was 131.95, 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 Feb LICI was trading at 830.15. The strike last trading price was 131.95, 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 31 Jan LICI was trading at 845.45. The strike last trading price was 131.95, 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 30 Jan LICI was trading at 824.90. The strike last trading price was 131.95, 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 29 Jan LICI was trading at 828.20. The strike last trading price was 131.95, 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 Jan LICI was trading at 818.65. The strike last trading price was 131.95, 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 Jan LICI was trading at 809.05. The strike last trading price was 131.95, 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 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 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 1 Jan LICI was trading at 896.40. 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 31 Dec LICI was trading at 892.00. 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 800 PE
Delta: -0.83
Vega: 0.37
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 61.4 7.5 38.22 26 -12 272
12 Mar 744.50 53.9 7.4 21.85 16 -7 284
11 Mar 754.25 46.9 -3.55 30.83 24 -2 293
10 Mar 752.05 50.5 9.55 26.52 19 4 285
7 Mar 763.15 40.7 0.5 29.18 22 2 281
6 Mar 766.80 40.3 -1.25 28.49 16 -6 278
5 Mar 761.80 41.55 -30.7 28.04 46 -29 285
3 Mar 729.20 72.25 12.45 37.12 7 -4 314
28 Feb 740.50 59.3 0.45 28.04 47 -22 319
27 Feb 741.10 59.95 9.3 29.60 118 71 341
26 Feb 754.80 51.15 14.55 31.22 130 48 271
25 Feb 756.55 51.15 14.55 31.22 130 49 271
24 Feb 775.40 36.6 2.2 28.73 129 92 221
21 Feb 780.90 35.2 -0.05 29.75 59 14 128
20 Feb 776.50 34.9 -14.3 27.81 41 -10 114
19 Feb 764.00 49.2 -1.75 34.59 27 -8 123
18 Feb 758.95 50.95 -2.95 31.88 35 30 130
17 Feb 765.15 53.9 -2.75 39.98 5 2 99
14 Feb 759.10 56.65 20.05 36.57 21 12 99
13 Feb 784.80 36.6 -2.3 30.56 3 1 87
12 Feb 782.40 38.55 6.45 31.72 142 -55 86
11 Feb 799.80 33.35 6.95 33.35 190 118 141
10 Feb 808.90 25.65 0.05 30.06 30 23 23
4 Feb 834.50 25.6 0 4.11 0 0 0
3 Feb 830.15 25.6 0 3.78 0 0 0
31 Jan 845.45 25.6 0 4.95 0 0 0
30 Jan 824.90 25.6 0 3.47 0 0 0
29 Jan 828.20 25.6 0 3.46 0 0 0
28 Jan 818.65 25.6 0 2.75 0 0 0
27 Jan 809.05 25.6 0 1.94 0 0 0
23 Jan 837.25 25.6 0.00 4.17 0 0 0
22 Jan 828.55 25.6 0.00 3.48 0 0 0
21 Jan 837.55 25.6 0.00 4.10 0 0 0
15 Jan 836.05 25.6 25.60 3.51 0 0 0
14 Jan 825.40 0 0.00 3.11 0 0 0
13 Jan 808.95 0 0.00 1.97 0 0 0
1 Jan 896.40 0 0.00 7.55 0 0 0
31 Dec 892.00 0 7.30 0 0 0

For Life Insura Corp Of India - strike price 800 expiring on 27MAR2025

Delta for 800 PE is -0.83

Historical price for 800 PE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 61.4, which was 7.5 higher than the previous day. The implied volatity was 38.22, the open interest changed by -12 which decreased total open position to 272


On 12 Mar LICI was trading at 744.50. The strike last trading price was 53.9, which was 7.4 higher than the previous day. The implied volatity was 21.85, the open interest changed by -7 which decreased total open position to 284


On 11 Mar LICI was trading at 754.25. The strike last trading price was 46.9, which was -3.55 lower than the previous day. The implied volatity was 30.83, the open interest changed by -2 which decreased total open position to 293


On 10 Mar LICI was trading at 752.05. The strike last trading price was 50.5, which was 9.55 higher than the previous day. The implied volatity was 26.52, the open interest changed by 4 which increased total open position to 285


On 7 Mar LICI was trading at 763.15. The strike last trading price was 40.7, which was 0.5 higher than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 281


On 6 Mar LICI was trading at 766.80. The strike last trading price was 40.3, which was -1.25 lower than the previous day. The implied volatity was 28.49, the open interest changed by -6 which decreased total open position to 278


On 5 Mar LICI was trading at 761.80. The strike last trading price was 41.55, which was -30.7 lower than the previous day. The implied volatity was 28.04, the open interest changed by -29 which decreased total open position to 285


On 3 Mar LICI was trading at 729.20. The strike last trading price was 72.25, which was 12.45 higher than the previous day. The implied volatity was 37.12, the open interest changed by -4 which decreased total open position to 314


On 28 Feb LICI was trading at 740.50. The strike last trading price was 59.3, which was 0.45 higher than the previous day. The implied volatity was 28.04, the open interest changed by -22 which decreased total open position to 319


On 27 Feb LICI was trading at 741.10. The strike last trading price was 59.95, which was 9.3 higher than the previous day. The implied volatity was 29.60, the open interest changed by 71 which increased total open position to 341


On 26 Feb LICI was trading at 754.80. The strike last trading price was 51.15, which was 14.55 higher than the previous day. The implied volatity was 31.22, the open interest changed by 48 which increased total open position to 271


On 25 Feb LICI was trading at 756.55. The strike last trading price was 51.15, which was 14.55 higher than the previous day. The implied volatity was 31.22, the open interest changed by 49 which increased total open position to 271


On 24 Feb LICI was trading at 775.40. The strike last trading price was 36.6, which was 2.2 higher than the previous day. The implied volatity was 28.73, the open interest changed by 92 which increased total open position to 221


On 21 Feb LICI was trading at 780.90. The strike last trading price was 35.2, which was -0.05 lower than the previous day. The implied volatity was 29.75, the open interest changed by 14 which increased total open position to 128


On 20 Feb LICI was trading at 776.50. The strike last trading price was 34.9, which was -14.3 lower than the previous day. The implied volatity was 27.81, the open interest changed by -10 which decreased total open position to 114


On 19 Feb LICI was trading at 764.00. The strike last trading price was 49.2, which was -1.75 lower than the previous day. The implied volatity was 34.59, the open interest changed by -8 which decreased total open position to 123


On 18 Feb LICI was trading at 758.95. The strike last trading price was 50.95, which was -2.95 lower than the previous day. The implied volatity was 31.88, the open interest changed by 30 which increased total open position to 130


On 17 Feb LICI was trading at 765.15. The strike last trading price was 53.9, which was -2.75 lower than the previous day. The implied volatity was 39.98, the open interest changed by 2 which increased total open position to 99


On 14 Feb LICI was trading at 759.10. The strike last trading price was 56.65, which was 20.05 higher than the previous day. The implied volatity was 36.57, the open interest changed by 12 which increased total open position to 99


On 13 Feb LICI was trading at 784.80. The strike last trading price was 36.6, which was -2.3 lower than the previous day. The implied volatity was 30.56, the open interest changed by 1 which increased total open position to 87


On 12 Feb LICI was trading at 782.40. The strike last trading price was 38.55, which was 6.45 higher than the previous day. The implied volatity was 31.72, the open interest changed by -55 which decreased total open position to 86


On 11 Feb LICI was trading at 799.80. The strike last trading price was 33.35, which was 6.95 higher than the previous day. The implied volatity was 33.35, the open interest changed by 118 which increased total open position to 141


On 10 Feb LICI was trading at 808.90. The strike last trading price was 25.65, which was 0.05 higher than the previous day. The implied volatity was 30.06, the open interest changed by 23 which increased total open position to 23


On 4 Feb LICI was trading at 834.50. The strike last trading price was 25.6, which was 0 lower than the previous day. The implied volatity was 4.11, 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 25.6, which was 0 lower than the previous day. The implied volatity was 3.78, 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 25.6, which was 0 lower than the previous day. The implied volatity was 4.95, 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 25.6, which was 0 lower than the previous day. The implied volatity was 3.47, 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 25.6, which was 0 lower than the previous day. The implied volatity was 3.46, 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 25.6, which was 0 lower than the previous day. The implied volatity was 2.75, 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 25.6, which was 0 lower than the previous day. The implied volatity was 1.94, 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 25.6, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 25.6, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 25.6, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 25.6, which was 25.60 higher than the previous day. The implied volatity was 3.51, 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 3.11, 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 0.00 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0


On 1 Jan LICI was trading at 896.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0


On 31 Dec LICI was trading at 892.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.30, the open interest changed by 0 which decreased total open position to 0