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Related Pages for LICI
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LICI
Life Insura Corp Of India
784.8 17.60 (2.29%)

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Historical option data for LICI

08 Apr 2025 04:03 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 24APR2025 820 CE
Delta: 0.29
Vega: 0.56
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 784.80 9.05 2.5 31.12 271 -56 355
7 Apr 767.20 6.85 -3.4 33.54 763 37 412
4 Apr 792.15 10.8 -9.05 26.25 923 2 380
3 Apr 815.30 20.5 1.85 25.21 454 71 366
2 Apr 810.95 18.6 6.4 26.44 481 19 296
1 Apr 797.75 12.45 -4.2 24.92 424 -108 278
28 Mar 799.40 16.5 -0.7 26.54 1,118 177 386
27 Mar 801.15 17.65 4.35 26.71 165 24 209
26 Mar 786.85 13.2 -1.3 27.34 92 14 185
25 Mar 789.40 14 -3.9 27.30 184 -14 171
24 Mar 800.55 18.45 2.9 25.13 234 83 186
21 Mar 791.35 14.8 2.7 25.10 128 16 103
20 Mar 779.50 11.45 0.4 24.99 59 24 87
19 Mar 776.75 11.05 2.85 24.81 94 39 66
18 Mar 757.40 8 1 27.04 42 15 29
17 Mar 745.40 7 0.15 28.97 11 1 13
13 Mar 740.15 6.85 -6 28.22 14 4 11
7 Mar 763.15 12.85 -0.55 26.62 8 0 8
5 Mar 761.80 13.35 1.1 26.91 29 5 9
3 Mar 729.20 12.25 0 0.00 0 0 0
28 Feb 740.50 12.25 0 0.00 0 0 0
27 Feb 741.10 12.25 -5.75 30.30 1 0 4
26 Feb 754.80 18 -51.6 31.15 4 4 3
25 Feb 756.55 18 -51.6 31.15 4 3 3
19 Feb 764.00 69.6 0 3.52 0 0 0
18 Feb 758.95 69.6 0 3.91 0 0 0
17 Feb 765.15 69.6 0 4.41 0 0 0
14 Feb 759.10 69.6 0 3.83 0 0 0
13 Feb 784.80 69.6 0 1.74 0 0 0
12 Feb 782.40 69.6 0 1.73 0 0 0
10 Feb 808.90 69.6 0 0.00 0 0 0
7 Feb 816.10 69.6 0 - 0 0 0
6 Feb 828.80 0 0 - 0 0 0
5 Feb 842.65 0 0 - 0 0 0
4 Feb 834.50 0 0 - 0 0 0
3 Feb 830.15 0 0 - 0 0 0
1 Feb 848.20 0 0 - 0 0 0

For Life Insura Corp Of India - strike price 820 expiring on 24APR2025

Delta for 820 CE is 0.29

Historical price for 820 CE is as follows

On 8 Apr LICI was trading at 784.80. The strike last trading price was 9.05, which was 2.5 higher than the previous day. The implied volatity was 31.12, the open interest changed by -56 which decreased total open position to 355


On 7 Apr LICI was trading at 767.20. The strike last trading price was 6.85, which was -3.4 lower than the previous day. The implied volatity was 33.54, the open interest changed by 37 which increased total open position to 412


On 4 Apr LICI was trading at 792.15. The strike last trading price was 10.8, which was -9.05 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 380


On 3 Apr LICI was trading at 815.30. The strike last trading price was 20.5, which was 1.85 higher than the previous day. The implied volatity was 25.21, the open interest changed by 71 which increased total open position to 366


On 2 Apr LICI was trading at 810.95. The strike last trading price was 18.6, which was 6.4 higher than the previous day. The implied volatity was 26.44, the open interest changed by 19 which increased total open position to 296


On 1 Apr LICI was trading at 797.75. The strike last trading price was 12.45, which was -4.2 lower than the previous day. The implied volatity was 24.92, the open interest changed by -108 which decreased total open position to 278


On 28 Mar LICI was trading at 799.40. The strike last trading price was 16.5, which was -0.7 lower than the previous day. The implied volatity was 26.54, the open interest changed by 177 which increased total open position to 386


On 27 Mar LICI was trading at 801.15. The strike last trading price was 17.65, which was 4.35 higher than the previous day. The implied volatity was 26.71, the open interest changed by 24 which increased total open position to 209


On 26 Mar LICI was trading at 786.85. The strike last trading price was 13.2, which was -1.3 lower than the previous day. The implied volatity was 27.34, the open interest changed by 14 which increased total open position to 185


On 25 Mar LICI was trading at 789.40. The strike last trading price was 14, which was -3.9 lower than the previous day. The implied volatity was 27.30, the open interest changed by -14 which decreased total open position to 171


On 24 Mar LICI was trading at 800.55. The strike last trading price was 18.45, which was 2.9 higher than the previous day. The implied volatity was 25.13, the open interest changed by 83 which increased total open position to 186


On 21 Mar LICI was trading at 791.35. The strike last trading price was 14.8, which was 2.7 higher than the previous day. The implied volatity was 25.10, the open interest changed by 16 which increased total open position to 103


On 20 Mar LICI was trading at 779.50. The strike last trading price was 11.45, which was 0.4 higher than the previous day. The implied volatity was 24.99, the open interest changed by 24 which increased total open position to 87


On 19 Mar LICI was trading at 776.75. The strike last trading price was 11.05, which was 2.85 higher than the previous day. The implied volatity was 24.81, the open interest changed by 39 which increased total open position to 66


On 18 Mar LICI was trading at 757.40. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 27.04, the open interest changed by 15 which increased total open position to 29


On 17 Mar LICI was trading at 745.40. The strike last trading price was 7, which was 0.15 higher than the previous day. The implied volatity was 28.97, the open interest changed by 1 which increased total open position to 13


On 13 Mar LICI was trading at 740.15. The strike last trading price was 6.85, which was -6 lower than the previous day. The implied volatity was 28.22, the open interest changed by 4 which increased total open position to 11


On 7 Mar LICI was trading at 763.15. The strike last trading price was 12.85, which was -0.55 lower than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 8


On 5 Mar LICI was trading at 761.80. The strike last trading price was 13.35, which was 1.1 higher than the previous day. The implied volatity was 26.91, the open interest changed by 5 which increased total open position to 9


On 3 Mar LICI was trading at 729.20. The strike last trading price was 12.25, 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 12.25, 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 12.25, which was -5.75 lower than the previous day. The implied volatity was 30.30, the open interest changed by 0 which decreased total open position to 4


On 26 Feb LICI was trading at 754.80. The strike last trading price was 18, which was -51.6 lower than the previous day. The implied volatity was 31.15, the open interest changed by 4 which increased total open position to 3


On 25 Feb LICI was trading at 756.55. The strike last trading price was 18, which was -51.6 lower than the previous day. The implied volatity was 31.15, the open interest changed by 3 which increased total open position to 3


On 19 Feb LICI was trading at 764.00. The strike last trading price was 69.6, which was 0 lower than the previous day. The implied volatity was 3.52, 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 69.6, which was 0 lower than the previous day. The implied volatity was 3.91, 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 69.6, which was 0 lower than the previous day. The implied volatity was 4.41, 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 69.6, which was 0 lower than the previous day. The implied volatity was 3.83, 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 69.6, which was 0 lower than the previous day. The implied volatity was 1.74, 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 69.6, which was 0 lower than the previous day. The implied volatity was 1.73, 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 69.6, 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 Feb LICI was trading at 816.10. The strike last trading price was 69.6, 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 6 Feb LICI was trading at 828.80. 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 5 Feb LICI was trading at 842.65. 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 4 Feb LICI was trading at 834.50. 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 3 Feb LICI was trading at 830.15. 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 1 Feb LICI was trading at 848.20. 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


LICI 24APR2025 820 PE
Delta: -0.69
Vega: 0.58
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 784.80 41.3 -18.7 34.32 2 0 113
7 Apr 767.20 60 23.25 46.51 13 -1 114
4 Apr 792.15 36.6 14.25 32.40 74 9 114
3 Apr 815.30 21.4 -4.85 28.42 106 51 105
2 Apr 810.95 26.9 -6.4 30.52 39 -2 55
1 Apr 797.75 33.3 0.15 28.91 45 17 57
28 Mar 799.40 33.1 -2.55 28.48 105 37 40
27 Mar 801.15 35.65 0 0.00 0 2 0
26 Mar 786.85 35.65 -37.35 20.79 2 1 2
25 Mar 789.40 73 0 0.00 0 0 0
24 Mar 800.55 73 0 0.00 0 0 0
21 Mar 791.35 73 0 0.00 0 0 0
20 Mar 779.50 73 0 0.00 0 0 0
19 Mar 776.75 73 0 0.00 0 0 0
18 Mar 757.40 73 0 0.00 0 1 0
17 Mar 745.40 73 21.95 27.78 1 0 0
13 Mar 740.15 51.05 0 - 0 0 0
7 Mar 763.15 51.05 0 - 0 0 0
5 Mar 761.80 51.05 0 - 0 0 0
3 Mar 729.20 51.05 0 - 0 0 0
28 Feb 740.50 51.05 0 - 0 0 0
27 Feb 741.10 0 0 - 0 0 0
26 Feb 754.80 0 0 - 0 0 0
25 Feb 756.55 0 0 - 0 0 0
19 Feb 764.00 0 0 - 0 0 0
18 Feb 758.95 0 0 - 0 0 0
17 Feb 765.15 0 0 - 0 0 0
14 Feb 759.10 0 0 - 0 0 0
13 Feb 784.80 0 0 - 0 0 0
12 Feb 782.40 0 0 - 0 0 0
10 Feb 808.90 0 0 0.53 0 0 0
7 Feb 816.10 0 0 1.30 0 0 0
6 Feb 828.80 0 0 1.93 0 0 0
5 Feb 842.65 0 0 3.01 0 0 0
4 Feb 834.50 0 0 2.45 0 0 0
3 Feb 830.15 0 0 2.11 0 0 0
1 Feb 848.20 0 0 3.45 0 0 0

For Life Insura Corp Of India - strike price 820 expiring on 24APR2025

Delta for 820 PE is -0.69

Historical price for 820 PE is as follows

On 8 Apr LICI was trading at 784.80. The strike last trading price was 41.3, which was -18.7 lower than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 113


On 7 Apr LICI was trading at 767.20. The strike last trading price was 60, which was 23.25 higher than the previous day. The implied volatity was 46.51, the open interest changed by -1 which decreased total open position to 114


On 4 Apr LICI was trading at 792.15. The strike last trading price was 36.6, which was 14.25 higher than the previous day. The implied volatity was 32.40, the open interest changed by 9 which increased total open position to 114


On 3 Apr LICI was trading at 815.30. The strike last trading price was 21.4, which was -4.85 lower than the previous day. The implied volatity was 28.42, the open interest changed by 51 which increased total open position to 105


On 2 Apr LICI was trading at 810.95. The strike last trading price was 26.9, which was -6.4 lower than the previous day. The implied volatity was 30.52, the open interest changed by -2 which decreased total open position to 55


On 1 Apr LICI was trading at 797.75. The strike last trading price was 33.3, which was 0.15 higher than the previous day. The implied volatity was 28.91, the open interest changed by 17 which increased total open position to 57


On 28 Mar LICI was trading at 799.40. The strike last trading price was 33.1, which was -2.55 lower than the previous day. The implied volatity was 28.48, the open interest changed by 37 which increased total open position to 40


On 27 Mar LICI was trading at 801.15. The strike last trading price was 35.65, 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 26 Mar LICI was trading at 786.85. The strike last trading price was 35.65, which was -37.35 lower than the previous day. The implied volatity was 20.79, the open interest changed by 1 which increased total open position to 2


On 25 Mar LICI was trading at 789.40. The strike last trading price was 73, 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 24 Mar LICI was trading at 800.55. The strike last trading price was 73, 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 21 Mar LICI was trading at 791.35. The strike last trading price was 73, 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 20 Mar LICI was trading at 779.50. The strike last trading price was 73, 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 19 Mar LICI was trading at 776.75. The strike last trading price was 73, 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 18 Mar LICI was trading at 757.40. The strike last trading price was 73, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 17 Mar LICI was trading at 745.40. The strike last trading price was 73, which was 21.95 higher than the previous day. The implied volatity was 27.78, 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 51.05, 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 51.05, 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 51.05, 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 51.05, 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 51.05, 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 Feb LICI was trading at 741.10. 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 26 Feb LICI was trading at 754.80. 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 25 Feb LICI was trading at 756.55. 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 19 Feb LICI was trading at 764.00. 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 18 Feb LICI was trading at 758.95. 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


On 17 Feb LICI was trading at 765.15. 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 14 Feb LICI was trading at 759.10. 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 13 Feb LICI was trading at 784.80. 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 12 Feb LICI was trading at 782.40. 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 Feb LICI was trading at 808.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 7 Feb LICI was trading at 816.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0


On 6 Feb LICI was trading at 828.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0


On 5 Feb LICI was trading at 842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.01, 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 0, which was 0 lower than the previous day. The implied volatity was 2.45, 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 0, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LICI was trading at 848.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0