LICI
Life Insura Corp Of India
Historical option data for LICI
13 May 2026 04:10 PM IST
| LICI 26-May-2026 (12d) 805 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.01
Theta: -0.66
Gamma: 0.00874
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 787.05 | 10.9 | 3.75 (52.45%) | 28.8 | 8 | -1 | 145 | |||||||||
| 12 May | 780.75 | 7.2 | -9.3 (-56.36%) | 0 | 61 | 10 | 146 | |||||||||
| 11 May | 798.35 | 16.95 | 0.05000000000000071 (0.30%) | 28.93 | 254 | 42 | 136 | |||||||||
| 8 May | 802.15 | 17.05 | -7.399999999999999 (-30.27%) | 23.88 | 67 | 7 | 95 | |||||||||
| 7 May | 811.15 | 24.3 | 0.15000000000000213 (0.62%) | 26.72 | 127 | 48 | 88 | |||||||||
| 6 May | 807.25 | 25.1 | 4.75 (23.34%) | 29.29 | 113 | 37 | 39 | |||||||||
| 5 May | 799.25 | 20.5 | 0.14999999999999858 (0.74%) | 25.44 | 0 | 0 | 2 | |||||||||
| 4 May | 802.00 | 20.5 | 7.699999999999999 (60.16%) | 25.44 | 3 | 1 | 1 | |||||||||
| 30 Apr | 797.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 812.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 817.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 819.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 811.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 23 Apr | 811.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 820.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 824.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 828.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 842.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 841.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 842.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 803.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 798.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 793.40 | 12.8 | 0 (0.00%) | 0.13 | 0 | 0 | 0 | |||||||||
| 8 Apr | 793.70 | 12.8 | 0 (0.00%) | 0.25 | 0 | 0 | 0 | |||||||||
| 7 Apr | 743.20 | 12.8 | 0 (0.00%) | 5.25 | 0 | 0 | 0 | |||||||||
| 6 Apr | 744.95 | 12.8 | 0 (0.00%) | 4.66 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 805 expiring on 26MAY2026
Delta for 805 CE is 0.37
Historical price for 805 CE is as follows
On 13 May LICI was trading at 787.05. The strike last trading price was 10.9, which was 3.75 higher than the previous day. The implied volatity was 28.8, the open interest changed by -1 which decreased total open position to 145
On 12 May LICI was trading at 780.75. The strike last trading price was 7.2, which was -9.3 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 146
On 11 May LICI was trading at 798.35. The strike last trading price was 16.95, which was 0.05000000000000071 higher than the previous day. The implied volatity was 28.93, the open interest changed by 42 which increased total open position to 136
On 8 May LICI was trading at 802.15. The strike last trading price was 17.05, which was -7.399999999999999 lower than the previous day. The implied volatity was 23.88, the open interest changed by 7 which increased total open position to 95
On 7 May LICI was trading at 811.15. The strike last trading price was 24.3, which was 0.15000000000000213 higher than the previous day. The implied volatity was 26.72, the open interest changed by 48 which increased total open position to 88
On 6 May LICI was trading at 807.25. The strike last trading price was 25.1, which was 4.75 higher than the previous day. The implied volatity was 29.29, the open interest changed by 37 which increased total open position to 39
On 5 May LICI was trading at 799.25. The strike last trading price was 20.5, which was 0.14999999999999858 higher than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 2
On 4 May LICI was trading at 802.00. The strike last trading price was 20.5, which was 7.699999999999999 higher than the previous day. The implied volatity was 25.44, the open interest changed by 1 which increased total open position to 1
On 30 Apr LICI was trading at 797.90. 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 Apr LICI was trading at 812.45. 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 Apr LICI was trading at 817.70. 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 Apr LICI was trading at 819.50. 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 24 Apr LICI was trading at 811.05. 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 Apr LICI was trading at 811.65. 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 22 Apr LICI was trading at 820.50. 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 21 Apr LICI was trading at 824.10. 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 20 Apr LICI was trading at 828.10. 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 17 Apr LICI was trading at 842.20. 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 16 Apr LICI was trading at 841.65. 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 15 Apr LICI was trading at 842.15. 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 13 Apr LICI was trading at 803.65. 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 10 Apr LICI was trading at 798.35. 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 9 Apr LICI was trading at 793.40. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 8 Apr LICI was trading at 793.70. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 7 Apr LICI was trading at 743.20. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
On 6 Apr LICI was trading at 744.95. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
| LICI 26-May-2026 (12d) 805 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 787.05 | 26 | 6 (30.00%) | 0 | 3 | -2 | 64 |
| 12 May | 780.75 | 19 | -1 (-5.00%) | 0 | 0 | 0 | 66 |
| 11 May | 798.35 | 19 | 1 (5.56%) | 0 | 18 | 4 | 65 |
| 8 May | 802.15 | 18.15 | 3.599999999999998 (24.74%) | 24.91 | 20 | 1 | 62 |
| 7 May | 811.15 | 14.65 | -2.4999999999999982 (-14.58%) | 25.06 | 73 | 30 | 61 |
| 6 May | 807.25 | 16.55 | -66.7 (-80.12%) | 24.71 | 50 | 30 | 30 |
| 5 May | 799.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 802.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 797.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 812.45 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 817.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 819.50 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 811.05 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 811.65 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 820.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 824.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 828.10 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 842.20 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 841.65 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 842.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 803.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 798.35 | 0 | 0 (0.00%) | 1.44 | 0 | 0 | 0 |
| 9 Apr | 793.40 | 83.25 | 0 (0.00%) | 0.01 | 0 | 0 | 0 |
| 8 Apr | 793.70 | 83.25 | 0 (0.00%) | 0.05 | 0 | 0 | 0 |
| 7 Apr | 743.20 | 83.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 744.95 | 83.25 | 0 (0.00%) | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 805 expiring on 26MAY2026
Delta for 805 PE is 0
Historical price for 805 PE is as follows
On 13 May LICI was trading at 787.05. The strike last trading price was 26, which was 6 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 64
On 12 May LICI was trading at 780.75. The strike last trading price was 19, which was -1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 66
On 11 May LICI was trading at 798.35. The strike last trading price was 19, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 65
On 8 May LICI was trading at 802.15. The strike last trading price was 18.15, which was 3.599999999999998 higher than the previous day. The implied volatity was 24.91, the open interest changed by 1 which increased total open position to 62
On 7 May LICI was trading at 811.15. The strike last trading price was 14.65, which was -2.4999999999999982 lower than the previous day. The implied volatity was 25.06, the open interest changed by 30 which increased total open position to 61
On 6 May LICI was trading at 807.25. The strike last trading price was 16.55, which was -66.7 lower than the previous day. The implied volatity was 24.71, the open interest changed by 30 which increased total open position to 30
On 5 May LICI was trading at 799.25. 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 May LICI was trading at 802.00. 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 30 Apr LICI was trading at 797.90. 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 Apr LICI was trading at 812.45. 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 Apr LICI was trading at 817.70. 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 Apr LICI was trading at 819.50. 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 24 Apr LICI was trading at 811.05. 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 Apr LICI was trading at 811.65. 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 22 Apr LICI was trading at 820.50. 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 21 Apr LICI was trading at 824.10. 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 20 Apr LICI was trading at 828.10. 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 17 Apr LICI was trading at 842.20. 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 16 Apr LICI was trading at 841.65. 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 15 Apr LICI was trading at 842.15. 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 13 Apr LICI was trading at 803.65. 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 10 Apr LICI was trading at 798.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LICI was trading at 793.40. The strike last trading price was 83.25, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 8 Apr LICI was trading at 793.70. The strike last trading price was 83.25, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 7 Apr LICI was trading at 743.20. The strike last trading price was 83.25, 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 6 Apr LICI was trading at 744.95. The strike last trading price was 83.25, 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
