LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.16
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 0.85 | -0.6 | 26.70 | 41 | -5 | 206 | |||
| 12 Mar | 744.50 | 1.5 | -0.75 | 28.00 | 247 | 47 | 212 | |||
| 11 Mar | 754.25 | 2.35 | -0.25 | 25.92 | 132 | 20 | 172 | |||
| 10 Mar | 752.05 | 2.5 | -1.8 | 27.89 | 151 | 38 | 152 | |||
| 7 Mar | 763.15 | 4.4 | -1 | 24.66 | 170 | 24 | 114 | |||
| 6 Mar | 766.80 | 5.2 | -0.7 | 25.43 | 84 | 11 | 89 | |||
| 5 Mar | 761.80 | 5.95 | 3.2 | 26.86 | 56 | -12 | 78 | |||
| 3 Mar | 729.20 | 2.45 | -1.4 | 28.78 | 92 | 19 | 83 | |||
| 28 Feb | 740.50 | 3.9 | -0.25 | 27.38 | 71 | 38 | 64 | |||
| 27 Feb | 741.10 | 3.85 | -3.65 | 26.66 | 70 | 17 | 26 | |||
| 26 Feb | 754.80 | 7.5 | -5.4 | 27.51 | 9 | 1 | 9 | |||
| 25 Feb | 756.55 | 7.5 | -5.4 | 27.51 | 9 | 1 | 9 | |||
| 24 Feb | 775.40 | 12.9 | 0 | 0.00 | 0 | -2 | 0 | |||
| 21 Feb | 780.90 | 12.9 | -0.5 | 23.23 | 4 | -3 | 7 | |||
| 20 Feb | 776.50 | 13.4 | 1.65 | 24.26 | 9 | 1 | 3 | |||
| 19 Feb | 764.00 | 11.75 | -49.9 | 26.83 | 2 | 0 | 0 | |||
| 18 Feb | 758.95 | 61.65 | 0 | 4.79 | 0 | 0 | 0 | |||
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| 17 Feb | 765.15 | 61.65 | 0 | 3.77 | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 61.65 | 0 | 4.55 | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 61.65 | 0 | 2.15 | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 61.65 | 0 | 2.08 | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 61.65 | 0 | 0.38 | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 61.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 61.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 61.65 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 810 expiring on 27MAR2025
Delta for 810 CE is 0.05
Historical price for 810 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.85, which was -0.6 lower than the previous day. The implied volatity was 26.70, the open interest changed by -5 which decreased total open position to 206
On 12 Mar LICI was trading at 744.50. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 28.00, the open interest changed by 47 which increased total open position to 212
On 11 Mar LICI was trading at 754.25. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 25.92, the open interest changed by 20 which increased total open position to 172
On 10 Mar LICI was trading at 752.05. The strike last trading price was 2.5, which was -1.8 lower than the previous day. The implied volatity was 27.89, the open interest changed by 38 which increased total open position to 152
On 7 Mar LICI was trading at 763.15. The strike last trading price was 4.4, which was -1 lower than the previous day. The implied volatity was 24.66, the open interest changed by 24 which increased total open position to 114
On 6 Mar LICI was trading at 766.80. The strike last trading price was 5.2, which was -0.7 lower than the previous day. The implied volatity was 25.43, the open interest changed by 11 which increased total open position to 89
On 5 Mar LICI was trading at 761.80. The strike last trading price was 5.95, which was 3.2 higher than the previous day. The implied volatity was 26.86, the open interest changed by -12 which decreased total open position to 78
On 3 Mar LICI was trading at 729.20. The strike last trading price was 2.45, which was -1.4 lower than the previous day. The implied volatity was 28.78, the open interest changed by 19 which increased total open position to 83
On 28 Feb LICI was trading at 740.50. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 27.38, the open interest changed by 38 which increased total open position to 64
On 27 Feb LICI was trading at 741.10. The strike last trading price was 3.85, which was -3.65 lower than the previous day. The implied volatity was 26.66, the open interest changed by 17 which increased total open position to 26
On 26 Feb LICI was trading at 754.80. The strike last trading price was 7.5, which was -5.4 lower than the previous day. The implied volatity was 27.51, the open interest changed by 1 which increased total open position to 9
On 25 Feb LICI was trading at 756.55. The strike last trading price was 7.5, which was -5.4 lower than the previous day. The implied volatity was 27.51, the open interest changed by 1 which increased total open position to 9
On 24 Feb LICI was trading at 775.40. The strike last trading price was 12.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Feb LICI was trading at 780.90. The strike last trading price was 12.9, which was -0.5 lower than the previous day. The implied volatity was 23.23, the open interest changed by -3 which decreased total open position to 7
On 20 Feb LICI was trading at 776.50. The strike last trading price was 13.4, which was 1.65 higher than the previous day. The implied volatity was 24.26, the open interest changed by 1 which increased total open position to 3
On 19 Feb LICI was trading at 764.00. The strike last trading price was 11.75, which was -49.9 lower than the previous day. The implied volatity was 26.83, 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 61.65, which was 0 lower than the previous day. The implied volatity was 4.79, 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 61.65, which was 0 lower than the previous day. The implied volatity was 3.77, 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 61.65, which was 0 lower than the previous day. The implied volatity was 4.55, 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 61.65, 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 12 Feb LICI was trading at 782.40. The strike last trading price was 61.65, which was 0 lower than the previous day. The implied volatity was 2.08, 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 61.65, which was 0 lower than the previous day. The implied volatity was 0.38, 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 61.65, 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 61.65, 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 61.65, 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 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.24
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 68.45 | 6.35 | 32.65 | 1 | 0 | 7 |
| 12 Mar | 744.50 | 62.1 | 0 | 0.00 | 0 | 2 | 0 |
| 11 Mar | 754.25 | 62.1 | 12.35 | 45.85 | 3 | 0 | 5 |
| 10 Mar | 752.05 | 49.75 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 763.15 | 49.75 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 766.80 | 49.75 | 0 | 0.00 | 0 | 3 | 0 |
| 5 Mar | 761.80 | 49.75 | -15.25 | 29.03 | 3 | 0 | 2 |
| 3 Mar | 729.20 | 65 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 740.50 | 65 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 741.10 | 65 | 27.3 | 21.81 | 2 | 0 | 0 |
| 26 Feb | 754.80 | 37.7 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 756.55 | 37.7 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 775.40 | 37.7 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 780.90 | 37.7 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 776.50 | 37.7 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 764.00 | 37.7 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 758.95 | 37.7 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 765.15 | 37.7 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 759.10 | 37.7 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 784.80 | 37.7 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 782.40 | 37.7 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 799.80 | 37.7 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 808.90 | 37.7 | 0 | 0.83 | 0 | 0 | 0 |
| 4 Feb | 834.50 | 37.7 | 0 | 3.22 | 0 | 0 | 0 |
| 3 Feb | 830.15 | 37.7 | 0 | 2.89 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 810 expiring on 27MAR2025
Delta for 810 PE is -0.91
Historical price for 810 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 68.45, which was 6.35 higher than the previous day. The implied volatity was 32.65, the open interest changed by 0 which decreased total open position to 7
On 12 Mar LICI was trading at 744.50. The strike last trading price was 62.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Mar LICI was trading at 754.25. The strike last trading price was 62.1, which was 12.35 higher than the previous day. The implied volatity was 45.85, the open interest changed by 0 which decreased total open position to 5
On 10 Mar LICI was trading at 752.05. The strike last trading price was 49.75, 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 7 Mar LICI was trading at 763.15. The strike last trading price was 49.75, 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 6 Mar LICI was trading at 766.80. The strike last trading price was 49.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Mar LICI was trading at 761.80. The strike last trading price was 49.75, which was -15.25 lower than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 2
On 3 Mar LICI was trading at 729.20. The strike last trading price was 65, 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 28 Feb LICI was trading at 740.50. The strike last trading price was 65, 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 27 Feb LICI was trading at 741.10. The strike last trading price was 65, which was 27.3 higher than the previous day. The implied volatity was 21.81, 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 37.7, 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 37.7, 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 Feb LICI was trading at 775.40. The strike last trading price was 37.7, 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 Feb LICI was trading at 780.90. The strike last trading price was 37.7, 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 Feb LICI was trading at 776.50. The strike last trading price was 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, which was 0 lower than the previous day. The implied volatity was 0.83, 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 37.7, which was 0 lower than the previous day. The implied volatity was 3.22, 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 37.7, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
