LICI
Life Insura Corp Of India
Historical option data for LICI
29 Apr 2026 10:10 AM IST
| LICI 26-May-2026 (27d) 820 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.01
Theta: -0.44
Gamma: 0.0074
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 820.60 | 23.4 | -0.15000000000000213 | 23.79 | 209 | 57 | 570 | |||||||||
| 28 Apr | 817.70 | 23.7 | 1.5999999999999979 | 25.98 | 781 | 198 | 512 | |||||||||
| 27 Apr | 819.50 | 22.75 | 0.05000000000000071 | 22.58 | 471 | 161 | 305 | |||||||||
| 24 Apr | 811.05 | 22.4 | -1.4500000000000028 | 25 | 114 | -2 | 143 | |||||||||
| 23 Apr | 811.65 | 24.35 | -8.199999999999996 | 26.66 | 192 | 100 | 144 | |||||||||
| 22 Apr | 820.50 | 31.1 | -7.399999999999999 | 29.03 | 45 | 32 | 43 | |||||||||
| 21 Apr | 824.10 | 38.5 | -13 | - | 0 | 0 | 11 | |||||||||
| 20 Apr | 828.10 | 38.5 | -13 | - | 0 | 0 | 11 | |||||||||
| 17 Apr | 842.20 | 38.5 | -8.049999999999997 | 23.57 | 1 | 0 | 12 | |||||||||
| 16 Apr | 841.65 | 46.55 | 8.049999999999997 | 23.23 | 9 | 5 | 9 | |||||||||
| 15 Apr | 842.15 | 38.5 | 12.55 | 21.99 | 2 | 0 | 4 | |||||||||
| 13 Apr | 803.65 | 25.95 | -4.400000000000002 | 29.63 | 6 | 3 | 4 | |||||||||
| 10 Apr | 798.35 | 30.35 | -67 | 32.46 | 1 | 0 | 0 | |||||||||
| 9 Apr | 793.40 | 97.35 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
| 8 Apr | 793.70 | 97.35 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
| 7 Apr | 743.20 | 97.35 | 0 | 6.21 | 0 | 0 | 0 | |||||||||
| 6 Apr | 744.95 | 97.35 | 0 | 5.91 | 0 | 0 | 0 | |||||||||
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| 24 Mar | 758.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 740.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 776.75 | 0 | 0 | 2.21 | 0 | 0 | 0 | |||||||||
| 19 Mar | 766.05 | 0 | 0 | 2.73 | 0 | 0 | 0 | |||||||||
| 18 Mar | 785.85 | 0 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
| 17 Mar | 777.75 | 0 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
| 16 Mar | 777.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 772.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 796.65 | 0 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 11 Mar | 802.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 821.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 805.40 | 0 | 0 | 0.48 | 0 | 0 | 0 | |||||||||
| 6 Mar | 822.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 832.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 828.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 841.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 849.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 820 expiring on 26MAY2026
Delta for 820 CE is 0.54
Historical price for 820 CE is as follows
On 29 Apr LICI was trading at 820.60. The strike last trading price was 23.4, which was -0.15000000000000213 lower than the previous day. The implied volatity was 23.79, the open interest changed by 57 which increased total open position to 570
On 28 Apr LICI was trading at 817.70. The strike last trading price was 23.7, which was 1.5999999999999979 higher than the previous day. The implied volatity was 25.98, the open interest changed by 198 which increased total open position to 512
On 27 Apr LICI was trading at 819.50. The strike last trading price was 22.75, which was 0.05000000000000071 higher than the previous day. The implied volatity was 22.58, the open interest changed by 161 which increased total open position to 305
On 24 Apr LICI was trading at 811.05. The strike last trading price was 22.4, which was -1.4500000000000028 lower than the previous day. The implied volatity was 25, the open interest changed by -2 which decreased total open position to 143
On 23 Apr LICI was trading at 811.65. The strike last trading price was 24.35, which was -8.199999999999996 lower than the previous day. The implied volatity was 26.66, the open interest changed by 100 which increased total open position to 144
On 22 Apr LICI was trading at 820.50. The strike last trading price was 31.1, which was -7.399999999999999 lower than the previous day. The implied volatity was 29.03, the open interest changed by 32 which increased total open position to 43
On 21 Apr LICI was trading at 824.10. The strike last trading price was 38.5, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Apr LICI was trading at 828.10. The strike last trading price was 38.5, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Apr LICI was trading at 842.20. The strike last trading price was 38.5, which was -8.049999999999997 lower than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 12
On 16 Apr LICI was trading at 841.65. The strike last trading price was 46.55, which was 8.049999999999997 higher than the previous day. The implied volatity was 23.23, the open interest changed by 5 which increased total open position to 9
On 15 Apr LICI was trading at 842.15. The strike last trading price was 38.5, which was 12.55 higher than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 4
On 13 Apr LICI was trading at 803.65. The strike last trading price was 25.95, which was -4.400000000000002 lower than the previous day. The implied volatity was 29.63, the open interest changed by 3 which increased total open position to 4
On 10 Apr LICI was trading at 798.35. The strike last trading price was 30.35, which was -67 lower than the previous day. The implied volatity was 32.46, 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 97.35, which was 0 lower than the previous day. The implied volatity was 1.63, 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 97.35, which was 0 lower than the previous day. The implied volatity was 1.54, 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 97.35, 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 6 Apr LICI was trading at 744.95. The strike last trading price was 97.35, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 24 Mar LICI was trading at 758.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar LICI was trading at 740.00. 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 20 Mar LICI was trading at 776.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LICI was trading at 766.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LICI was trading at 785.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LICI was trading at 777.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
On 16 Mar LICI was trading at 777.35. 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 13 Mar LICI was trading at 772.70. 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 12 Mar LICI was trading at 796.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LICI was trading at 802.40. 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 Mar LICI was trading at 821.40. 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 9 Mar LICI was trading at 805.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LICI was trading at 822.30. 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 Mar LICI was trading at 832.95. 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 4 Mar LICI was trading at 828.05. 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 2 Mar LICI was trading at 841.95. 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 27 Feb LICI was trading at 849.40. 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
| LICI 26-May-2026 (27d) 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.01
Theta: -0.5
Gamma: 0.00495
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 820.60 | 29.95 | -1.8000000000000007 | 35.57 | 30 | 14 | 262 |
| 28 Apr | 817.70 | 30.8 | -2.650000000000002 | 34.21 | 124 | 45 | 247 |
| 27 Apr | 819.50 | 33 | -4.299999999999997 | 37.58 | 232 | 61 | 204 |
| 24 Apr | 811.05 | 37.05 | 0.09999999999999432 | 35.87 | 23 | 17 | 142 |
| 23 Apr | 811.65 | 37.2 | 7.600000000000001 | 35.34 | 58 | 24 | 125 |
| 22 Apr | 820.50 | 29.6 | -0.6499999999999986 | 33.05 | 21 | 17 | 100 |
| 21 Apr | 824.10 | 30.5 | -2 | 33.8 | 3 | 2 | 82 |
| 20 Apr | 828.10 | 32.5 | 6.949999999999999 | 36.92 | 35 | 6 | 79 |
| 17 Apr | 842.20 | 25.45 | -4.050000000000001 | 34.79 | 58 | 21 | 75 |
| 16 Apr | 841.65 | 29.5 | -1.5 | 37.29 | 59 | 50 | 53 |
| 15 Apr | 842.15 | 31 | 9.149999999999999 | 38.77 | 3 | 0 | 0 |
| 13 Apr | 803.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 798.35 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 793.40 | 21.85 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 793.70 | 21.85 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 743.20 | 21.85 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 744.95 | 21.85 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 758.70 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 740.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 776.75 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 766.05 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 785.85 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 777.75 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 777.35 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 772.70 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 796.65 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 802.40 | 0 | 0 | 0.22 | 0 | 0 | 0 |
| 10 Mar | 821.40 | 0 | 0 | 1.43 | 0 | 0 | 0 |
| 9 Mar | 805.40 | 0 | 0 | 0.1 | 0 | 0 | 0 |
| 6 Mar | 822.30 | 0 | 0 | 1.57 | 0 | 0 | 0 |
| 5 Mar | 832.95 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 828.05 | 0 | 0 | 1.93 | 0 | 0 | 0 |
| 2 Mar | 841.95 | 0 | 0 | 2.95 | 0 | 0 | 0 |
| 27 Feb | 849.40 | 0 | 0 | 3.57 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 820 expiring on 26MAY2026
Delta for 820 PE is -0.46
Historical price for 820 PE is as follows
On 29 Apr LICI was trading at 820.60. The strike last trading price was 29.95, which was -1.8000000000000007 lower than the previous day. The implied volatity was 35.57, the open interest changed by 14 which increased total open position to 262
On 28 Apr LICI was trading at 817.70. The strike last trading price was 30.8, which was -2.650000000000002 lower than the previous day. The implied volatity was 34.21, the open interest changed by 45 which increased total open position to 247
On 27 Apr LICI was trading at 819.50. The strike last trading price was 33, which was -4.299999999999997 lower than the previous day. The implied volatity was 37.58, the open interest changed by 61 which increased total open position to 204
On 24 Apr LICI was trading at 811.05. The strike last trading price was 37.05, which was 0.09999999999999432 higher than the previous day. The implied volatity was 35.87, the open interest changed by 17 which increased total open position to 142
On 23 Apr LICI was trading at 811.65. The strike last trading price was 37.2, which was 7.600000000000001 higher than the previous day. The implied volatity was 35.34, the open interest changed by 24 which increased total open position to 125
On 22 Apr LICI was trading at 820.50. The strike last trading price was 29.6, which was -0.6499999999999986 lower than the previous day. The implied volatity was 33.05, the open interest changed by 17 which increased total open position to 100
On 21 Apr LICI was trading at 824.10. The strike last trading price was 30.5, which was -2 lower than the previous day. The implied volatity was 33.8, the open interest changed by 2 which increased total open position to 82
On 20 Apr LICI was trading at 828.10. The strike last trading price was 32.5, which was 6.949999999999999 higher than the previous day. The implied volatity was 36.92, the open interest changed by 6 which increased total open position to 79
On 17 Apr LICI was trading at 842.20. The strike last trading price was 25.45, which was -4.050000000000001 lower than the previous day. The implied volatity was 34.79, the open interest changed by 21 which increased total open position to 75
On 16 Apr LICI was trading at 841.65. The strike last trading price was 29.5, which was -1.5 lower than the previous day. The implied volatity was 37.29, the open interest changed by 50 which increased total open position to 53
On 15 Apr LICI was trading at 842.15. The strike last trading price was 31, which was 9.149999999999999 higher than the previous day. The implied volatity was 38.77, 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 21.85, 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 21.85, 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 21.85, 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 21.85, 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 Mar LICI was trading at 758.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar LICI was trading at 740.00. 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 20 Mar LICI was trading at 776.75. 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 Mar LICI was trading at 766.05. 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 18 Mar LICI was trading at 785.85. 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 Mar LICI was trading at 777.75. 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 Mar LICI was trading at 777.35. 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 13 Mar LICI was trading at 772.70. 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 12 Mar LICI was trading at 796.65. 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 11 Mar LICI was trading at 802.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LICI was trading at 821.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 9 Mar LICI was trading at 805.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LICI was trading at 822.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LICI was trading at 832.95. 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 4 Mar LICI was trading at 828.05. 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 2 Mar LICI was trading at 841.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LICI was trading at 849.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
