LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
LICI 27MAR2025 820 CE | ||||||||||
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Delta: 0.04
Vega: 0.13
Theta: -0.13
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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