`
[--[65.84.65.76]--]
LICI
Life Insura Corp Of India

740.15 -4.35 (-0.58%)

Back to Option Chain


Historical option data for LICI

13 Mar 2025 04:13 PM IST
LICI 27MAR2025 820 CE
Delta: 0.04
Vega: 0.13
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 0.65 -0.4 28.21 74 10 205
12 Mar 744.50 1.05 -0.45 28.79 339 48 194
11 Mar 754.25 1.5 -0.35 26.10 166 -4 147
10 Mar 752.05 1.9 -1.2 28.98 333 -8 151
7 Mar 763.15 3.2 -0.6 25.31 201 50 159
6 Mar 766.80 3.75 -0.45 25.80 130 -9 106
5 Mar 761.80 4.4 2.4 27.19 142 -11 114
3 Mar 729.20 2 -0.6 29.86 110 7 124
28 Feb 740.50 2.6 -0.35 26.83 70 22 117
27 Feb 741.10 2.9 -2 26.96 115 39 95
26 Feb 754.80 4.7 -3.95 25.72 35 4 56
25 Feb 756.55 4.7 -3.95 25.72 35 4 56
24 Feb 775.40 8.55 -1.75 24.76 54 29 49
21 Feb 780.90 10.3 -0.25 23.68 27 2 19
20 Feb 776.50 10.75 1.55 24.61 6 2 17
19 Feb 764.00 9.2 -9.55 26.70 18 10 14
18 Feb 758.95 18.75 0 0.00 0 0 0
17 Feb 765.15 18.75 0 0.00 0 0 0
14 Feb 759.10 18.75 0 0.00 0 1 0
13 Feb 784.80 18.75 -0.4 28.39 2 1 4
12 Feb 782.40 19.15 -6.85 28.69 1 0 2
11 Feb 799.80 26 -14.3 28.82 1 0 1
10 Feb 808.90 40.3 0 0.00 0 0 0
7 Feb 816.10 40.3 -7.7 34.12 1 0 1
6 Feb 828.80 48 -70.4 31.08 1 0 0
4 Feb 834.50 118.4 0 - 0 0 0
3 Feb 830.15 118.4 0 - 0 0 0
31 Jan 845.45 118.4 0 - 0 0 0
30 Jan 824.90 118.4 0 - 0 0 0
29 Jan 828.20 0 0 - 0 0 0
28 Jan 818.65 0 0 - 0 0 0
27 Jan 809.05 0 0 - 0 0 0
23 Jan 837.25 0 0.00 - 0 0 0
22 Jan 828.55 0 0.00 - 0 0 0
21 Jan 837.55 0 0.00 - 0 0 0
15 Jan 836.05 0 0.00 - 0 0 0
14 Jan 825.40 0 0.00 - 0 0 0
13 Jan 808.95 0 0.00 - 0 0 0
1 Jan 896.40 0 0.00 - 0 0 0
31 Dec 892.00 0 0.00 - 0 0 0
30 Dec 905.40 0 - 0 0 0


For Life Insura Corp Of India - strike price 820 expiring on 27MAR2025

Delta for 820 CE is 0.04

Historical price for 820 CE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 28.21, the open interest changed by 10 which increased total open position to 205


On 12 Mar LICI was trading at 744.50. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 28.79, the open interest changed by 48 which increased total open position to 194


On 11 Mar LICI was trading at 754.25. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 26.10, the open interest changed by -4 which decreased total open position to 147


On 10 Mar LICI was trading at 752.05. The strike last trading price was 1.9, which was -1.2 lower than the previous day. The implied volatity was 28.98, the open interest changed by -8 which decreased total open position to 151


On 7 Mar LICI was trading at 763.15. The strike last trading price was 3.2, which was -0.6 lower than the previous day. The implied volatity was 25.31, the open interest changed by 50 which increased total open position to 159


On 6 Mar LICI was trading at 766.80. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 25.80, the open interest changed by -9 which decreased total open position to 106


On 5 Mar LICI was trading at 761.80. The strike last trading price was 4.4, which was 2.4 higher than the previous day. The implied volatity was 27.19, the open interest changed by -11 which decreased total open position to 114


On 3 Mar LICI was trading at 729.20. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 29.86, the open interest changed by 7 which increased total open position to 124


On 28 Feb LICI was trading at 740.50. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 26.83, the open interest changed by 22 which increased total open position to 117


On 27 Feb LICI was trading at 741.10. The strike last trading price was 2.9, which was -2 lower than the previous day. The implied volatity was 26.96, the open interest changed by 39 which increased total open position to 95


On 26 Feb LICI was trading at 754.80. The strike last trading price was 4.7, which was -3.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by 4 which increased total open position to 56


On 25 Feb LICI was trading at 756.55. The strike last trading price was 4.7, which was -3.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by 4 which increased total open position to 56


On 24 Feb LICI was trading at 775.40. The strike last trading price was 8.55, which was -1.75 lower than the previous day. The implied volatity was 24.76, the open interest changed by 29 which increased total open position to 49


On 21 Feb LICI was trading at 780.90. The strike last trading price was 10.3, which was -0.25 lower than the previous day. The implied volatity was 23.68, the open interest changed by 2 which increased total open position to 19


On 20 Feb LICI was trading at 776.50. The strike last trading price was 10.75, which was 1.55 higher than the previous day. The implied volatity was 24.61, the open interest changed by 2 which increased total open position to 17


On 19 Feb LICI was trading at 764.00. The strike last trading price was 9.2, which was -9.55 lower than the previous day. The implied volatity was 26.70, the open interest changed by 10 which increased total open position to 14


On 18 Feb LICI was trading at 758.95. The strike last trading price was 18.75, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 18.75, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 18.75, 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 13 Feb LICI was trading at 784.80. The strike last trading price was 18.75, which was -0.4 lower than the previous day. The implied volatity was 28.39, the open interest changed by 1 which increased total open position to 4


On 12 Feb LICI was trading at 782.40. The strike last trading price was 19.15, which was -6.85 lower than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 2


On 11 Feb LICI was trading at 799.80. The strike last trading price was 26, which was -14.3 lower than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 1


On 10 Feb LICI was trading at 808.90. The strike last trading price was 40.3, 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 40.3, which was -7.7 lower than the previous day. The implied volatity was 34.12, the open interest changed by 0 which decreased total open position to 1


On 6 Feb LICI was trading at 828.80. The strike last trading price was 48, which was -70.4 lower than the previous day. The implied volatity was 31.08, 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 118.4, 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 118.4, 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 31 Jan LICI was trading at 845.45. The strike last trading price was 118.4, 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 30 Jan LICI was trading at 824.90. The strike last trading price was 118.4, 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 29 Jan LICI was trading at 828.20. 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 28 Jan LICI was trading at 818.65. 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 27 Jan LICI was trading at 809.05. 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 Jan LICI was trading at 837.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan LICI was trading at 828.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan LICI was trading at 837.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan LICI was trading at 825.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan LICI was trading at 808.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan LICI was trading at 896.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec LICI was trading at 892.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec LICI was trading at 905.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


LICI 27MAR2025 820 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 79.85 0 0.00 0 1 0
12 Mar 744.50 79.85 6.45 48.31 4 0 7
11 Mar 754.25 73.4 15.15 52.90 2 0 5
10 Mar 752.05 58.25 0 0.00 0 -2 0
7 Mar 763.15 58.25 1.65 32.93 4 0 7
6 Mar 766.80 56.7 8.7 30.03 5 1 5
5 Mar 761.80 48 0 0.00 0 0 0
3 Mar 729.20 48 0 0.00 0 0 0
28 Feb 740.50 48 0 0.00 0 0 0
27 Feb 741.10 48 0 0.00 0 0 0
26 Feb 754.80 48 0 0.00 0 0 0
25 Feb 756.55 48 0 0.00 0 0 0
24 Feb 775.40 48 0 0.00 0 1 0
21 Feb 780.90 48 -18 29.89 1 0 3
20 Feb 776.50 66 0 0.00 0 0 0
19 Feb 764.00 66 0 0.00 0 0 0
18 Feb 758.95 66 0 0.00 0 2 0
17 Feb 765.15 66 34.7 38.95 2 0 1
14 Feb 759.10 31.55 0.25 0.00 0 0 0
13 Feb 784.80 31.55 0.25 0.00 0 0 0
12 Feb 782.40 31.55 0.25 0.00 0 0 0
11 Feb 799.80 31.55 0.25 0.00 0 0 0
10 Feb 808.90 31.55 0.25 0.00 0 0 0
7 Feb 816.10 31.55 0.25 0.00 0 0 0
6 Feb 828.80 31.55 6.55 34.09 2 0 1
4 Feb 834.50 25 0 0.00 0 0 0
3 Feb 830.15 25 0 0.00 0 0 0
31 Jan 845.45 25 -6.7 32.02 1 0 0
30 Jan 824.90 31.7 0 1.88 0 0 0
29 Jan 828.20 31.7 0 1.88 0 0 0
28 Jan 818.65 31.7 0 1.10 0 0 0
27 Jan 809.05 31.7 0 0.23 0 0 0
23 Jan 837.25 0 0.00 2.56 0 0 0
22 Jan 828.55 0 0.00 1.96 0 0 0
21 Jan 837.55 0 0.00 2.52 0 0 0
15 Jan 836.05 0 0.00 2.49 0 0 0
14 Jan 825.40 0 0.00 1.68 0 0 0
13 Jan 808.95 0 0.00 0.49 0 0 0
1 Jan 896.40 0 0.00 6.30 0 0 0
31 Dec 892.00 0 0.00 6.04 0 0 0
30 Dec 905.40 0 6.18 0 0 0


For Life Insura Corp Of India - strike price 820 expiring on 27MAR2025

Delta for 820 PE is 0.00

Historical price for 820 PE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 79.85, 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 12 Mar LICI was trading at 744.50. The strike last trading price was 79.85, which was 6.45 higher than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 7


On 11 Mar LICI was trading at 754.25. The strike last trading price was 73.4, which was 15.15 higher than the previous day. The implied volatity was 52.90, 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 58.25, 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 7 Mar LICI was trading at 763.15. The strike last trading price was 58.25, which was 1.65 higher than the previous day. The implied volatity was 32.93, the open interest changed by 0 which decreased total open position to 7


On 6 Mar LICI was trading at 766.80. The strike last trading price was 56.7, which was 8.7 higher than the previous day. The implied volatity was 30.03, the open interest changed by 1 which increased total open position to 5


On 5 Mar LICI was trading at 761.80. The strike last trading price was 48, 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 3 Mar LICI was trading at 729.20. The strike last trading price was 48, 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 48, 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 48, 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 26 Feb LICI was trading at 754.80. The strike last trading price was 48, 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 25 Feb LICI was trading at 756.55. The strike last trading price was 48, 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 Feb LICI was trading at 775.40. The strike last trading price was 48, 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 21 Feb LICI was trading at 780.90. The strike last trading price was 48, which was -18 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 3


On 20 Feb LICI was trading at 776.50. The strike last trading price was 66, 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 Feb LICI was trading at 764.00. The strike last trading price was 66, 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 Feb LICI was trading at 758.95. The strike last trading price was 66, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 66, which was 34.7 higher than the previous day. The implied volatity was 38.95, the open interest changed by 0 which decreased total open position to 1


On 14 Feb LICI was trading at 759.10. The strike last trading price was 31.55, which was 0.25 higher than the previous day. The implied volatity was 0.00, 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 31.55, which was 0.25 higher than the previous day. The implied volatity was 0.00, 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 31.55, which was 0.25 higher than the previous day. The implied volatity was 0.00, 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 31.55, which was 0.25 higher than the previous day. The implied volatity was 0.00, 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 31.55, which was 0.25 higher 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 31.55, which was 0.25 higher 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 Feb LICI was trading at 828.80. The strike last trading price was 31.55, which was 6.55 higher than the previous day. The implied volatity was 34.09, the open interest changed by 0 which decreased total open position to 1


On 4 Feb LICI was trading at 834.50. The strike last trading price was 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 3 Feb LICI was trading at 830.15. The strike last trading price was 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 31 Jan LICI was trading at 845.45. The strike last trading price was 25, which was -6.7 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 0


On 30 Jan LICI was trading at 824.90. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0


On 29 Jan LICI was trading at 828.20. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0


On 28 Jan LICI was trading at 818.65. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0


On 27 Jan LICI was trading at 809.05. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0


On 23 Jan LICI was trading at 837.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0


On 22 Jan LICI was trading at 828.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 21 Jan LICI was trading at 837.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0


On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 14 Jan LICI was trading at 825.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 13 Jan LICI was trading at 808.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0


On 1 Jan LICI was trading at 896.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0


On 31 Dec LICI was trading at 892.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0


On 30 Dec LICI was trading at 905.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0