LICI
Life Insura Corp Of India
Historical option data for LICI
17 Mar 2026 04:13 PM IST
| LICI 30-MAR-2026 825 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.33
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 777.75 | 2.7 | -0.45 | 26.22 | 35 | 16 | 95 | |||||||||
| 16 Mar | 777.35 | 3.2 | -0.1 | 27.2 | 44 | -11 | 79 | |||||||||
| 13 Mar | 772.70 | 3.75 | -4.05 | 27.22 | 91 | -23 | 89 | |||||||||
| 12 Mar | 796.65 | 7.65 | -1.4 | 23.49 | 50 | -5 | 111 | |||||||||
| 11 Mar | 802.40 | 9.1 | -7.15 | 22.54 | 128 | 18 | 127 | |||||||||
| 10 Mar | 821.40 | 17.25 | 4.2 | 20.21 | 163 | 16 | 108 | |||||||||
| 9 Mar | 805.40 | 13.85 | -3.4 | 25.03 | 97 | 16 | 91 | |||||||||
| 6 Mar | 822.30 | 17.45 | -6.15 | 19.82 | 28 | 9 | 75 | |||||||||
| 5 Mar | 832.95 | 22.65 | 0.25 | 17.26 | 148 | 18 | 66 | |||||||||
| 4 Mar | 828.05 | 22.2 | -40.8 | 19.24 | 158 | 41 | 43 | |||||||||
| 2 Mar | 841.95 | 63 | -1 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 849.40 | 63 | -1 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 870.85 | 63 | -1 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 874.85 | 63 | -1 | - | 1 | 0 | 2 | |||||||||
| 24 Feb | 882.00 | 63 | -1 | 14.81 | 1 | 0 | 1 | |||||||||
| 23 Feb | 883.25 | 64 | 29.7 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 873.30 | 64 | 29.7 | - | 0 | 0 | 1 | |||||||||
| 19 Feb | 864.25 | 64 | 29.7 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 878.70 | 64 | 29.7 | 14.88 | 1 | 0 | 0 | |||||||||
| 17 Feb | 874.10 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 869.15 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 862.40 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 880.95 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 875.30 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 891.70 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 895.45 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 901.85 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 839.75 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 835.30 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 838.30 | 34.3 | 0 | 0.65 | 0 | 0 | 0 | |||||||||
| 2 Feb | 802.15 | 34.3 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 1 Feb | 799.00 | 34.3 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 30 Jan | 824.50 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 821.00 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Jan | 822.15 | 34.3 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 825 expiring on 30MAR2026
Delta for 825 CE is 0.14
Historical price for 825 CE is as follows
On 17 Mar LICI was trading at 777.75. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 26.22, the open interest changed by 16 which increased total open position to 95
On 16 Mar LICI was trading at 777.35. The strike last trading price was 3.2, which was -0.1 lower than the previous day. The implied volatity was 27.2, the open interest changed by -11 which decreased total open position to 79
On 13 Mar LICI was trading at 772.70. The strike last trading price was 3.75, which was -4.05 lower than the previous day. The implied volatity was 27.22, the open interest changed by -23 which decreased total open position to 89
On 12 Mar LICI was trading at 796.65. The strike last trading price was 7.65, which was -1.4 lower than the previous day. The implied volatity was 23.49, the open interest changed by -5 which decreased total open position to 111
On 11 Mar LICI was trading at 802.40. The strike last trading price was 9.1, which was -7.15 lower than the previous day. The implied volatity was 22.54, the open interest changed by 18 which increased total open position to 127
On 10 Mar LICI was trading at 821.40. The strike last trading price was 17.25, which was 4.2 higher than the previous day. The implied volatity was 20.21, the open interest changed by 16 which increased total open position to 108
On 9 Mar LICI was trading at 805.40. The strike last trading price was 13.85, which was -3.4 lower than the previous day. The implied volatity was 25.03, the open interest changed by 16 which increased total open position to 91
On 6 Mar LICI was trading at 822.30. The strike last trading price was 17.45, which was -6.15 lower than the previous day. The implied volatity was 19.82, the open interest changed by 9 which increased total open position to 75
On 5 Mar LICI was trading at 832.95. The strike last trading price was 22.65, which was 0.25 higher than the previous day. The implied volatity was 17.26, the open interest changed by 18 which increased total open position to 66
On 4 Mar LICI was trading at 828.05. The strike last trading price was 22.2, which was -40.8 lower than the previous day. The implied volatity was 19.24, the open interest changed by 41 which increased total open position to 43
On 2 Mar LICI was trading at 841.95. The strike last trading price was 63, which was -1 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 63, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb LICI was trading at 870.85. The strike last trading price was 63, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb LICI was trading at 874.85. The strike last trading price was 63, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb LICI was trading at 882.00. The strike last trading price was 63, which was -1 lower than the previous day. The implied volatity was 14.81, the open interest changed by 0 which decreased total open position to 1
On 23 Feb LICI was trading at 883.25. The strike last trading price was 64, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb LICI was trading at 873.30. The strike last trading price was 64, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb LICI was trading at 864.25. The strike last trading price was 64, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb LICI was trading at 878.70. The strike last trading price was 64, which was 29.7 higher than the previous day. The implied volatity was 14.88, the open interest changed by 0 which decreased total open position to 0
On 17 Feb LICI was trading at 874.10. The strike last trading price was 34.3, 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 Feb LICI was trading at 869.15. The strike last trading price was 34.3, 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 862.40. The strike last trading price was 34.3, 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 880.95. The strike last trading price was 34.3, 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 Feb LICI was trading at 875.30. The strike last trading price was 34.3, 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 891.70. The strike last trading price was 34.3, 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 Feb LICI was trading at 895.45. The strike last trading price was 34.3, 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 901.85. The strike last trading price was 34.3, 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 839.75. The strike last trading price was 34.3, 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 835.30. The strike last trading price was 34.3, 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 838.30. The strike last trading price was 34.3, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 2 Feb LICI was trading at 802.15. The strike last trading price was 34.3, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LICI was trading at 799.00. The strike last trading price was 34.3, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LICI was trading at 824.50. The strike last trading price was 34.3, 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 821.00. The strike last trading price was 34.3, 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 822.15. The strike last trading price was 34.3, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
| LICI 30MAR2026 825 PE | |||||||
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Delta: -0.79
Vega: 0.43
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 777.75 | 49.7 | -10 | 34.94 | 1 | 0 | 184 |
| 16 Mar | 777.35 | 59.7 | 2.9 | 52.03 | 13 | -1 | 182 |
| 13 Mar | 772.70 | 53.2 | 19.6 | 31.09 | 15 | -5 | 183 |
| 12 Mar | 796.65 | 33.6 | 3.4 | - | 0 | 14 | 0 |
| 11 Mar | 802.40 | 33.6 | 3.4 | 31.64 | 31 | 12 | 186 |
| 10 Mar | 821.40 | 29.15 | 8.1 | - | 44 | 0 | 174 |
| 9 Mar | 805.40 | 29.15 | 8.1 | 28.64 | 44 | -20 | 174 |
| 6 Mar | 822.30 | 21.4 | 5.55 | 26.45 | 60 | 6 | 195 |
| 5 Mar | 832.95 | 16.7 | -3.8 | 26.5 | 74 | 9 | 188 |
| 4 Mar | 828.05 | 20.95 | 7.55 | 29.11 | 173 | 50 | 179 |
| 2 Mar | 841.95 | 13.45 | 2 | 24.58 | 58 | 17 | 129 |
| 27 Feb | 849.40 | 11.4 | 5.25 | 23.47 | 42 | 12 | 112 |
| 26 Feb | 870.85 | 6.1 | 0.4 | 23.37 | 12 | 1 | 100 |
| 25 Feb | 874.85 | 5.65 | -0.65 | 24.19 | 90 | 13 | 99 |
| 24 Feb | 882.00 | 6.3 | 0.1 | 27.1 | 13 | 1 | 86 |
| 23 Feb | 883.25 | 6.2 | -0.8 | 26.15 | 46 | -15 | 85 |
| 20 Feb | 873.30 | 7 | -0.5 | 23.76 | 45 | -5 | 89 |
| 19 Feb | 864.25 | 7.5 | 0.95 | 21.9 | 6 | 0 | 94 |
| 18 Feb | 878.70 | 6.55 | -0.75 | 24.22 | 58 | 50 | 94 |
| 17 Feb | 874.10 | 7.25 | -0.65 | 23.63 | 13 | 1 | 44 |
| 16 Feb | 869.15 | 8.4 | -1.8 | 24.08 | 25 | 4 | 43 |
| 13 Feb | 862.40 | 10.15 | 1.85 | 23.4 | 24 | 15 | 38 |
| 12 Feb | 880.95 | 8.3 | -34.55 | 25.59 | 19 | 19 | 19 |
| 11 Feb | 875.30 | 42.85 | 0 | 5.47 | 0 | 0 | 0 |
| 10 Feb | 891.70 | 42.85 | 0 | 6.76 | 0 | 0 | 0 |
| 9 Feb | 895.45 | 42.85 | 0 | 7.05 | 0 | 0 | 0 |
| 6 Feb | 901.85 | 42.85 | 0 | 7.17 | 0 | 0 | 0 |
| 5 Feb | 839.75 | 42.85 | 0 | 2.45 | 0 | 0 | 0 |
| 4 Feb | 835.30 | 42.85 | 0 | 1.97 | 0 | 0 | 0 |
| 3 Feb | 838.30 | 42.85 | 0 | 2.16 | 0 | 0 | 0 |
| 2 Feb | 802.15 | 42.85 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 799.00 | 42.85 | 0 | 0.97 | 0 | 0 | 0 |
| 30 Jan | 824.50 | 42.85 | 0 | 1.35 | 0 | 0 | 0 |
| 29 Jan | 821.00 | 42.85 | 0 | 0.89 | 0 | 0 | 0 |
| 28 Jan | 822.15 | 42.85 | 0 | 1.26 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 825 expiring on 30MAR2026
Delta for 825 PE is -0.79
Historical price for 825 PE is as follows
On 17 Mar LICI was trading at 777.75. The strike last trading price was 49.7, which was -10 lower than the previous day. The implied volatity was 34.94, the open interest changed by 0 which decreased total open position to 184
On 16 Mar LICI was trading at 777.35. The strike last trading price was 59.7, which was 2.9 higher than the previous day. The implied volatity was 52.03, the open interest changed by -1 which decreased total open position to 182
On 13 Mar LICI was trading at 772.70. The strike last trading price was 53.2, which was 19.6 higher than the previous day. The implied volatity was 31.09, the open interest changed by -5 which decreased total open position to 183
On 12 Mar LICI was trading at 796.65. The strike last trading price was 33.6, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 11 Mar LICI was trading at 802.40. The strike last trading price was 33.6, which was 3.4 higher than the previous day. The implied volatity was 31.64, the open interest changed by 12 which increased total open position to 186
On 10 Mar LICI was trading at 821.40. The strike last trading price was 29.15, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 9 Mar LICI was trading at 805.40. The strike last trading price was 29.15, which was 8.1 higher than the previous day. The implied volatity was 28.64, the open interest changed by -20 which decreased total open position to 174
On 6 Mar LICI was trading at 822.30. The strike last trading price was 21.4, which was 5.55 higher than the previous day. The implied volatity was 26.45, the open interest changed by 6 which increased total open position to 195
On 5 Mar LICI was trading at 832.95. The strike last trading price was 16.7, which was -3.8 lower than the previous day. The implied volatity was 26.5, the open interest changed by 9 which increased total open position to 188
On 4 Mar LICI was trading at 828.05. The strike last trading price was 20.95, which was 7.55 higher than the previous day. The implied volatity was 29.11, the open interest changed by 50 which increased total open position to 179
On 2 Mar LICI was trading at 841.95. The strike last trading price was 13.45, which was 2 higher than the previous day. The implied volatity was 24.58, the open interest changed by 17 which increased total open position to 129
On 27 Feb LICI was trading at 849.40. The strike last trading price was 11.4, which was 5.25 higher than the previous day. The implied volatity was 23.47, the open interest changed by 12 which increased total open position to 112
On 26 Feb LICI was trading at 870.85. The strike last trading price was 6.1, which was 0.4 higher than the previous day. The implied volatity was 23.37, the open interest changed by 1 which increased total open position to 100
On 25 Feb LICI was trading at 874.85. The strike last trading price was 5.65, which was -0.65 lower than the previous day. The implied volatity was 24.19, the open interest changed by 13 which increased total open position to 99
On 24 Feb LICI was trading at 882.00. The strike last trading price was 6.3, which was 0.1 higher than the previous day. The implied volatity was 27.1, the open interest changed by 1 which increased total open position to 86
On 23 Feb LICI was trading at 883.25. The strike last trading price was 6.2, which was -0.8 lower than the previous day. The implied volatity was 26.15, the open interest changed by -15 which decreased total open position to 85
On 20 Feb LICI was trading at 873.30. The strike last trading price was 7, which was -0.5 lower than the previous day. The implied volatity was 23.76, the open interest changed by -5 which decreased total open position to 89
On 19 Feb LICI was trading at 864.25. The strike last trading price was 7.5, which was 0.95 higher than the previous day. The implied volatity was 21.9, the open interest changed by 0 which decreased total open position to 94
On 18 Feb LICI was trading at 878.70. The strike last trading price was 6.55, which was -0.75 lower than the previous day. The implied volatity was 24.22, the open interest changed by 50 which increased total open position to 94
On 17 Feb LICI was trading at 874.10. The strike last trading price was 7.25, which was -0.65 lower than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 44
On 16 Feb LICI was trading at 869.15. The strike last trading price was 8.4, which was -1.8 lower than the previous day. The implied volatity was 24.08, the open interest changed by 4 which increased total open position to 43
On 13 Feb LICI was trading at 862.40. The strike last trading price was 10.15, which was 1.85 higher than the previous day. The implied volatity was 23.4, the open interest changed by 15 which increased total open position to 38
On 12 Feb LICI was trading at 880.95. The strike last trading price was 8.3, which was -34.55 lower than the previous day. The implied volatity was 25.59, the open interest changed by 19 which increased total open position to 19
On 11 Feb LICI was trading at 875.30. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LICI was trading at 891.70. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 9 Feb LICI was trading at 895.45. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LICI was trading at 901.85. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LICI was trading at 839.75. The strike last trading price was 42.85, 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 4 Feb LICI was trading at 835.30. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LICI was trading at 838.30. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 2 Feb LICI was trading at 802.15. The strike last trading price was 42.85, 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 1 Feb LICI was trading at 799.00. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LICI was trading at 824.50. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LICI was trading at 821.00. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LICI was trading at 822.15. The strike last trading price was 42.85, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
