LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.61
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 12.2 | 3.15 | 32.06 | 124 | 28 | 256 | |||
| 7 Apr | 767.20 | 8.95 | -4.6 | 33.29 | 362 | -39 | 227 | |||
| 4 Apr | 792.15 | 14.1 | -10.15 | 25.90 | 366 | 27 | 268 | |||
| 3 Apr | 815.30 | 26.15 | 3 | 25.57 | 347 | 21 | 241 | |||
| 2 Apr | 810.95 | 23.25 | 7.15 | 26.90 | 463 | 29 | 223 | |||
| 1 Apr | 797.75 | 16.2 | -4.35 | 24.79 | 228 | -10 | 195 | |||
| 28 Mar | 799.40 | 20.15 | -1.85 | 25.96 | 605 | 120 | 205 | |||
| 27 Mar | 801.15 | 23.25 | 6.6 | 27.48 | 106 | 14 | 83 | |||
| 26 Mar | 786.85 | 16.65 | -2.35 | 27.41 | 59 | 21 | 68 | |||
| 25 Mar | 789.40 | 19 | -4.25 | 29.02 | 80 | -1 | 47 | |||
| 24 Mar | 800.55 | 23.45 | 2.85 | 25.75 | 98 | 42 | 49 | |||
| 21 Mar | 791.35 | 20.6 | 7.7 | 27.33 | 5 | -1 | 6 | |||
| 20 Mar | 779.50 | 12.9 | -1.2 | 23.21 | 2 | 0 | 5 | |||
| 19 Mar | 776.75 | 14.2 | 2.25 | 25.01 | 9 | -1 | 4 | |||
| 18 Mar | 757.40 | 11.95 | -9.6 | 29.27 | 6 | 4 | 4 | |||
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| 17 Mar | 745.40 | 21.55 | 0 | 6.21 | 0 | 0 | 0 | |||
| 13 Mar | 740.15 | 21.55 | 0 | 6.25 | 0 | 0 | 0 | |||
| 7 Mar | 763.15 | 21.55 | 0 | 3.50 | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 21.55 | 0 | 3.56 | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 21.55 | 0 | 6.48 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 21.55 | 0 | 5.28 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 810 expiring on 24APR2025
Delta for 810 CE is 0.35
Historical price for 810 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 12.2, which was 3.15 higher than the previous day. The implied volatity was 32.06, the open interest changed by 28 which increased total open position to 256
On 7 Apr LICI was trading at 767.20. The strike last trading price was 8.95, which was -4.6 lower than the previous day. The implied volatity was 33.29, the open interest changed by -39 which decreased total open position to 227
On 4 Apr LICI was trading at 792.15. The strike last trading price was 14.1, which was -10.15 lower than the previous day. The implied volatity was 25.90, the open interest changed by 27 which increased total open position to 268
On 3 Apr LICI was trading at 815.30. The strike last trading price was 26.15, which was 3 higher than the previous day. The implied volatity was 25.57, the open interest changed by 21 which increased total open position to 241
On 2 Apr LICI was trading at 810.95. The strike last trading price was 23.25, which was 7.15 higher than the previous day. The implied volatity was 26.90, the open interest changed by 29 which increased total open position to 223
On 1 Apr LICI was trading at 797.75. The strike last trading price was 16.2, which was -4.35 lower than the previous day. The implied volatity was 24.79, the open interest changed by -10 which decreased total open position to 195
On 28 Mar LICI was trading at 799.40. The strike last trading price was 20.15, which was -1.85 lower than the previous day. The implied volatity was 25.96, the open interest changed by 120 which increased total open position to 205
On 27 Mar LICI was trading at 801.15. The strike last trading price was 23.25, which was 6.6 higher than the previous day. The implied volatity was 27.48, the open interest changed by 14 which increased total open position to 83
On 26 Mar LICI was trading at 786.85. The strike last trading price was 16.65, which was -2.35 lower than the previous day. The implied volatity was 27.41, the open interest changed by 21 which increased total open position to 68
On 25 Mar LICI was trading at 789.40. The strike last trading price was 19, which was -4.25 lower than the previous day. The implied volatity was 29.02, the open interest changed by -1 which decreased total open position to 47
On 24 Mar LICI was trading at 800.55. The strike last trading price was 23.45, which was 2.85 higher than the previous day. The implied volatity was 25.75, the open interest changed by 42 which increased total open position to 49
On 21 Mar LICI was trading at 791.35. The strike last trading price was 20.6, which was 7.7 higher than the previous day. The implied volatity was 27.33, the open interest changed by -1 which decreased total open position to 6
On 20 Mar LICI was trading at 779.50. The strike last trading price was 12.9, which was -1.2 lower than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 5
On 19 Mar LICI was trading at 776.75. The strike last trading price was 14.2, which was 2.25 higher than the previous day. The implied volatity was 25.01, the open interest changed by -1 which decreased total open position to 4
On 18 Mar LICI was trading at 757.40. The strike last trading price was 11.95, which was -9.6 lower than the previous day. The implied volatity was 29.27, the open interest changed by 4 which increased total open position to 4
On 17 Mar LICI was trading at 745.40. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 6.21, 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 21.55, which was 0 lower than the previous day. The implied volatity was 6.25, 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 21.55, which was 0 lower than the previous day. The implied volatity was 3.50, 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 21.55, 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 3 Mar LICI was trading at 729.20. The strike last trading price was 21.55, which was 0 lower than the previous day. The implied volatity was 6.48, 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 21.55, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
| LICI 24APR2025 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 46.75 | -2.05 | 0.00 | 0 | -11 | 0 |
| 7 Apr | 767.20 | 46.75 | 16.8 | 36.16 | 26 | -10 | 179 |
| 4 Apr | 792.15 | 29.3 | 11.95 | 30.87 | 60 | -13 | 189 |
| 3 Apr | 815.30 | 16.35 | -4.5 | 27.88 | 124 | 43 | 202 |
| 2 Apr | 810.95 | 21.45 | -5 | 29.52 | 154 | 1 | 163 |
| 1 Apr | 797.75 | 26.55 | -0.7 | 27.93 | 92 | -36 | 164 |
| 28 Mar | 799.40 | 27.5 | 3.05 | 28.64 | 391 | 174 | 200 |
| 27 Mar | 801.15 | 23.85 | -5.4 | 25.60 | 25 | 18 | 26 |
| 26 Mar | 786.85 | 29.25 | -0.7 | 21.40 | 7 | 0 | 8 |
| 25 Mar | 789.40 | 29.95 | 3.45 | 22.82 | 9 | 3 | 9 |
| 24 Mar | 800.55 | 25.8 | -55.8 | 26.34 | 9 | 4 | 4 |
| 21 Mar | 791.35 | 81.6 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 779.50 | 81.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 776.75 | 81.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 757.40 | 81.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 745.40 | 81.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 740.15 | 81.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 763.15 | 81.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 761.80 | 81.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 729.20 | 81.6 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 81.6 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 810 expiring on 24APR2025
Delta for 810 PE is 0.00
Historical price for 810 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 46.75, which was -2.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 7 Apr LICI was trading at 767.20. The strike last trading price was 46.75, which was 16.8 higher than the previous day. The implied volatity was 36.16, the open interest changed by -10 which decreased total open position to 179
On 4 Apr LICI was trading at 792.15. The strike last trading price was 29.3, which was 11.95 higher than the previous day. The implied volatity was 30.87, the open interest changed by -13 which decreased total open position to 189
On 3 Apr LICI was trading at 815.30. The strike last trading price was 16.35, which was -4.5 lower than the previous day. The implied volatity was 27.88, the open interest changed by 43 which increased total open position to 202
On 2 Apr LICI was trading at 810.95. The strike last trading price was 21.45, which was -5 lower than the previous day. The implied volatity was 29.52, the open interest changed by 1 which increased total open position to 163
On 1 Apr LICI was trading at 797.75. The strike last trading price was 26.55, which was -0.7 lower than the previous day. The implied volatity was 27.93, the open interest changed by -36 which decreased total open position to 164
On 28 Mar LICI was trading at 799.40. The strike last trading price was 27.5, which was 3.05 higher than the previous day. The implied volatity was 28.64, the open interest changed by 174 which increased total open position to 200
On 27 Mar LICI was trading at 801.15. The strike last trading price was 23.85, which was -5.4 lower than the previous day. The implied volatity was 25.60, the open interest changed by 18 which increased total open position to 26
On 26 Mar LICI was trading at 786.85. The strike last trading price was 29.25, which was -0.7 lower than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 8
On 25 Mar LICI was trading at 789.40. The strike last trading price was 29.95, which was 3.45 higher than the previous day. The implied volatity was 22.82, the open interest changed by 3 which increased total open position to 9
On 24 Mar LICI was trading at 800.55. The strike last trading price was 25.8, which was -55.8 lower than the previous day. The implied volatity was 26.34, the open interest changed by 4 which increased total open position to 4
On 21 Mar LICI was trading at 791.35. The strike last trading price was 81.6, 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 Mar LICI was trading at 779.50. The strike last trading price was 81.6, 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 Mar LICI was trading at 776.75. The strike last trading price was 81.6, 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 Mar LICI was trading at 757.40. The strike last trading price was 81.6, 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 81.6, 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 81.6, 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 81.6, 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 81.6, 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 81.6, 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 81.6, 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
