Historical option data for LICI
22 May 2026 04:10 PM IST
| LICI 26-May-2026 (3d) 815 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0
Theta: -1.23
Gamma: 0.01554
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 812.95 | 9.55 | -3.45 (-26.54%) | 28.96 | 3,243 | -19 | 262 | |||||||||
| 21 May | 800.20 | 14.6 | 2.6 (21.67%) | 51 | 1,165 | 130 | 280 | |||||||||
| 20 May | 800.55 | 13.3 | 1.3 (10.83%) | 42.63 | 167 | -1 | 150 | |||||||||
| 19 May | 803.50 | 12.5 | 4.9 (64.47%) | 38.26 | 208 | -44 | 148 | |||||||||
| 18 May | 791.40 | 7.3 | -4.05 (-35.68%) | 33.39 | 152 | 43 | 189 | |||||||||
| 15 May | 799.15 | 11.3 | -3.25 (-22.34%) | 31.04 | 317 | 4 | 146 | |||||||||
| 14 May | 805.00 | 15.05 | 7.3 (94.19%) | 32.01 | 331 | -57 | 143 | |||||||||
| 13 May | 787.05 | 7.9 | 2.7 (51.92%) | 29.04 | 87 | 15 | 201 | |||||||||
| 12 May | 780.75 | 5.4 | -7 (-56.45%) | 0 | 110 | 28 | 185 | |||||||||
| 11 May | 798.35 | 12.85 | -0.15 (-1.15%) | 0 | 173 | 45 | 157 | |||||||||
| 8 May | 802.15 | 12.55 | -6.7 (-34.81%) | 24.07 | 48 | 24 | 114 | |||||||||
| 7 May | 811.15 | 19.3 | 0.4 (2.12%) | 27.38 | 201 | 16 | 89 | |||||||||
| 6 May | 807.25 | 19.65 | 6.75 (52.33%) | 28.62 | 63 | 24 | 78 | |||||||||
| 5 May | 799.25 | 14.05 | -1.9 (-11.91%) | 25.24 | 31 | 9 | 54 | |||||||||
| 4 May | 802.00 | 15.95 | -0.2 (-1.24%) | 26.85 | 46 | 23 | 44 | |||||||||
| 30 Apr | 797.90 | 16.8 | -6.25 (-27.11%) | 26.28 | 4 | 0 | 21 | |||||||||
| 29 Apr | 812.45 | 22.7 | -2 (-8.10%) | 25.16 | 41 | 13 | 20 | |||||||||
| 28 Apr | 817.70 | 24.75 | 0.05 (0.20%) | 21.86 | 0 | 0 | 7 | |||||||||
| 27 Apr | 819.50 | 24.75 | 13.9 (128.11%) | 21.86 | 10 | 5 | 5 | |||||||||
| 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%) | 0.16 | 0 | 0 | 0 | |||||||||
| 9 Apr | 793.40 | 10.85 | 0 (0.00%) | 1.1 | 0 | 0 | 0 | |||||||||
| 8 Apr | 793.70 | 10.85 | 0 (0.00%) | 1.02 | 0 | 0 | 0 | |||||||||
| 7 Apr | 743.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 744.95 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 815 expiring on 26MAY2026
Delta for 815 CE is 0.48
Historical price for 815 CE is as follows
On 22 May LICI was trading at 812.95. The strike last trading price was 9.55, which was -3.45 lower than the previous day. The implied volatity was 28.96, the open interest changed by -19 which decreased total open position to 262
On 21 May LICI was trading at 800.20. The strike last trading price was 14.6, which was 2.6 higher than the previous day. The implied volatity was 51, the open interest changed by 130 which increased total open position to 280
On 20 May LICI was trading at 800.55. The strike last trading price was 13.3, which was 1.3 higher than the previous day. The implied volatity was 42.63, the open interest changed by -1 which decreased total open position to 150
On 19 May LICI was trading at 803.50. The strike last trading price was 12.5, which was 4.9 higher than the previous day. The implied volatity was 38.26, the open interest changed by -44 which decreased total open position to 148
On 18 May LICI was trading at 791.40. The strike last trading price was 7.3, which was -4.05 lower than the previous day. The implied volatity was 33.39, the open interest changed by 43 which increased total open position to 189
On 15 May LICI was trading at 799.15. The strike last trading price was 11.3, which was -3.25 lower than the previous day. The implied volatity was 31.04, the open interest changed by 4 which increased total open position to 146
On 14 May LICI was trading at 805.00. The strike last trading price was 15.05, which was 7.3 higher than the previous day. The implied volatity was 32.01, the open interest changed by -57 which decreased total open position to 143
On 13 May LICI was trading at 787.05. The strike last trading price was 7.9, which was 2.7 higher than the previous day. The implied volatity was 29.04, the open interest changed by 15 which increased total open position to 201
On 12 May LICI was trading at 780.75. The strike last trading price was 5.4, which was -7 lower than the previous day. The implied volatity was 0, the open interest changed by 28 which increased total open position to 185
On 11 May LICI was trading at 798.35. The strike last trading price was 12.85, which was -0.15 lower than the previous day. The implied volatity was 0, the open interest changed by 45 which increased total open position to 157
On 8 May LICI was trading at 802.15. The strike last trading price was 12.55, which was -6.7 lower than the previous day. The implied volatity was 24.07, the open interest changed by 24 which increased total open position to 114
On 7 May LICI was trading at 811.15. The strike last trading price was 19.3, which was 0.4 higher than the previous day. The implied volatity was 27.38, the open interest changed by 16 which increased total open position to 89
On 6 May LICI was trading at 807.25. The strike last trading price was 19.65, which was 6.75 higher than the previous day. The implied volatity was 28.62, the open interest changed by 24 which increased total open position to 78
On 5 May LICI was trading at 799.25. The strike last trading price was 14.05, which was -1.9 lower than the previous day. The implied volatity was 25.24, the open interest changed by 9 which increased total open position to 54
On 4 May LICI was trading at 802.00. The strike last trading price was 15.95, which was -0.2 lower than the previous day. The implied volatity was 26.85, the open interest changed by 23 which increased total open position to 44
On 30 Apr LICI was trading at 797.90. The strike last trading price was 16.8, which was -6.25 lower than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 21
On 29 Apr LICI was trading at 812.45. The strike last trading price was 22.7, which was -2 lower than the previous day. The implied volatity was 25.16, the open interest changed by 13 which increased total open position to 20
On 28 Apr LICI was trading at 817.70. The strike last trading price was 24.75, which was 0.05 higher than the previous day. The implied volatity was 21.86, the open interest changed by 0 which decreased total open position to 7
On 27 Apr LICI was trading at 819.50. The strike last trading price was 24.75, which was 13.9 higher than the previous day. The implied volatity was 21.86, the open interest changed by 5 which increased total open position to 5
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 0.16, 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 10.85, which was 0 lower than the previous day. The implied volatity was 1.1, 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 10.85, which was 0 lower than the previous day. The implied volatity was 1.02, 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 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 Apr LICI was trading at 744.95. 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 26-May-2026 (3d) 815 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.85
Gamma: 0.01982
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 812.95 | 8.75 | -15.6 (-64.07%) | 22.68 | 2,407 | 32 | 170 |
| 21 May | 800.20 | 23.35 | 0.75 (3.32%) | 43.33 | 456 | 64 | 136 |
| 20 May | 800.55 | 21.25 | -0.65 (-2.97%) | 36.64 | 29 | -4 | 73 |
| 19 May | 803.50 | 22 | -10 (-31.25%) | 34.52 | 80 | -3 | 78 |
| 18 May | 791.40 | 31 | 7 (29.17%) | 36.55 | 16 | -5 | 80 |
| 15 May | 799.15 | 24 | -2 (-7.69%) | 28.59 | 87 | 8 | 86 |
| 14 May | 805.00 | 25 | -1 (-3.85%) | 0 | 0 | 0 | 78 |
| 13 May | 787.05 | 25 | -1 (-3.85%) | 0 | 0 | 0 | 78 |
| 12 May | 780.75 | 25 | -1 (-3.85%) | 0 | 0 | 0 | 78 |
| 11 May | 798.35 | 25 | 6 (31.58%) | 0 | 56 | 11 | 77 |
| 8 May | 802.15 | 19.2 | 19.2 (-13.90%) | 24.24 | 0 | 0 | 66 |
| 7 May | 811.15 | 19.2 | -3.1 (-13.90%) | 24.24 | 56 | 18 | 63 |
| 6 May | 807.25 | 22.45 | -9.3 (-29.29%) | 25.67 | 43 | 20 | 46 |
| 5 May | 799.25 | 30.05 | -5.25 (-14.87%) | 30.61 | 6 | 0 | 26 |
| 4 May | 802.00 | 35.3 | 35.3 | - | 0 | 0 | 26 |
| 30 Apr | 797.90 | 35.3 | 4.65 (15.17%) | 33.38 | 5 | -1 | 25 |
| 29 Apr | 812.45 | 30.85 | -3.15 (-9.26%) | 35.26 | 30 | 24 | 25 |
| 28 Apr | 817.70 | 34 | 34 (8.28%) | - | 0 | 0 | 1 |
| 27 Apr | 819.50 | 34 | 2.6 (8.28%) | 35.99 | 0 | 0 | 1 |
| 24 Apr | 811.05 | 34 | -57.2 (-62.72%) | 35.99 | 2 | 1 | 1 |
| 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%) | 0.35 | 0 | 0 | 0 |
| 9 Apr | 793.40 | 91.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 793.70 | 91.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 743.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 744.95 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 815 expiring on 26MAY2026
Delta for 815 PE is -0.52
Historical price for 815 PE is as follows
On 22 May LICI was trading at 812.95. The strike last trading price was 8.75, which was -15.6 lower than the previous day. The implied volatity was 22.68, the open interest changed by 32 which increased total open position to 170
On 21 May LICI was trading at 800.20. The strike last trading price was 23.35, which was 0.75 higher than the previous day. The implied volatity was 43.33, the open interest changed by 64 which increased total open position to 136
On 20 May LICI was trading at 800.55. The strike last trading price was 21.25, which was -0.65 lower than the previous day. The implied volatity was 36.64, the open interest changed by -4 which decreased total open position to 73
On 19 May LICI was trading at 803.50. The strike last trading price was 22, which was -10 lower than the previous day. The implied volatity was 34.52, the open interest changed by -3 which decreased total open position to 78
On 18 May LICI was trading at 791.40. The strike last trading price was 31, which was 7 higher than the previous day. The implied volatity was 36.55, the open interest changed by -5 which decreased total open position to 80
On 15 May LICI was trading at 799.15. The strike last trading price was 24, which was -2 lower than the previous day. The implied volatity was 28.59, the open interest changed by 8 which increased total open position to 86
On 14 May LICI was trading at 805.00. The strike last trading price was 25, 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 78
On 13 May LICI was trading at 787.05. The strike last trading price was 25, 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 78
On 12 May LICI was trading at 780.75. The strike last trading price was 25, 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 78
On 11 May LICI was trading at 798.35. The strike last trading price was 25, which was 6 higher than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 77
On 8 May LICI was trading at 802.15. The strike last trading price was 19.2, which was 19.2 higher than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 66
On 7 May LICI was trading at 811.15. The strike last trading price was 19.2, which was -3.1 lower than the previous day. The implied volatity was 24.24, the open interest changed by 18 which increased total open position to 63
On 6 May LICI was trading at 807.25. The strike last trading price was 22.45, which was -9.3 lower than the previous day. The implied volatity was 25.67, the open interest changed by 20 which increased total open position to 46
On 5 May LICI was trading at 799.25. The strike last trading price was 30.05, which was -5.25 lower than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 26
On 4 May LICI was trading at 802.00. The strike last trading price was 35.3, which was 35.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 30 Apr LICI was trading at 797.90. The strike last trading price was 35.3, which was 4.65 higher than the previous day. The implied volatity was 33.38, the open interest changed by -1 which decreased total open position to 25
On 29 Apr LICI was trading at 812.45. The strike last trading price was 30.85, which was -3.15 lower than the previous day. The implied volatity was 35.26, the open interest changed by 24 which increased total open position to 25
On 28 Apr LICI was trading at 817.70. The strike last trading price was 34, which was 34 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Apr LICI was trading at 819.50. The strike last trading price was 34, which was 2.6 higher than the previous day. The implied volatity was 35.99, the open interest changed by 0 which decreased total open position to 1
On 24 Apr LICI was trading at 811.05. The strike last trading price was 34, which was -57.2 lower than the previous day. The implied volatity was 35.99, the open interest changed by 1 which increased total open position to 1
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 0.35, 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 91.2, 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 8 Apr LICI was trading at 793.70. The strike last trading price was 91.2, 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 7 Apr LICI was trading at 743.20. 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 6 Apr LICI was trading at 744.95. 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
