LICI
Life Insura Corp Of India
Historical option data for LICI
29 Jan 2026 04:13 PM IST
| LICI 24-FEB-2026 825 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.87
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 821.00 | 22.85 | -2.05 | 25.1 | 67 | 16 | 51 | |||||||||
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| 28 Jan | 822.15 | 26.25 | 8.25 | 26.04 | 97 | 23 | 33 | |||||||||
| 27 Jan | 807.80 | 18 | -6.95 | 25.45 | 15 | 5 | 10 | |||||||||
| 23 Jan | 802.45 | 24.95 | -31.55 | 33.24 | 5 | 4 | 4 | |||||||||
| 22 Jan | 819.30 | 56.5 | 0 | 0.25 | 0 | 0 | 0 | |||||||||
| 21 Jan | 809.55 | 56.5 | 0 | 0.88 | 0 | 0 | 0 | |||||||||
| 20 Jan | 809.15 | 56.5 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
| 19 Jan | 809.75 | 56.5 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 16 Jan | 820.40 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 826.70 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 831.75 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 832.10 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 829.00 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 837.80 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 851.95 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 850.05 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 846.20 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 860.85 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 852.80 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 854.90 | 56.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 825 expiring on 24FEB2026
Delta for 825 CE is 0.53
Historical price for 825 CE is as follows
On 29 Jan LICI was trading at 821.00. The strike last trading price was 22.85, which was -2.05 lower than the previous day. The implied volatity was 25.1, the open interest changed by 16 which increased total open position to 51
On 28 Jan LICI was trading at 822.15. The strike last trading price was 26.25, which was 8.25 higher than the previous day. The implied volatity was 26.04, the open interest changed by 23 which increased total open position to 33
On 27 Jan LICI was trading at 807.80. The strike last trading price was 18, which was -6.95 lower than the previous day. The implied volatity was 25.45, the open interest changed by 5 which increased total open position to 10
On 23 Jan LICI was trading at 802.45. The strike last trading price was 24.95, which was -31.55 lower than the previous day. The implied volatity was 33.24, the open interest changed by 4 which increased total open position to 4
On 22 Jan LICI was trading at 819.30. The strike last trading price was 56.5, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LICI was trading at 809.55. The strike last trading price was 56.5, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 20 Jan LICI was trading at 809.15. The strike last trading price was 56.5, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 19 Jan LICI was trading at 809.75. The strike last trading price was 56.5, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 16 Jan LICI was trading at 820.40. The strike last trading price was 56.5, 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 Jan LICI was trading at 826.70. The strike last trading price was 56.5, 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 Jan LICI was trading at 831.75. The strike last trading price was 56.5, 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 Jan LICI was trading at 832.10. The strike last trading price was 56.5, 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 Jan LICI was trading at 829.00. The strike last trading price was 56.5, 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 Jan LICI was trading at 837.80. The strike last trading price was 56.5, 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 Jan LICI was trading at 851.95. The strike last trading price was 56.5, 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 Jan LICI was trading at 850.05. The strike last trading price was 56.5, 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 Jan LICI was trading at 846.20. The strike last trading price was 56.5, 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 Jan LICI was trading at 860.85. The strike last trading price was 56.5, 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 Jan LICI was trading at 852.80. The strike last trading price was 56.5, 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 Dec LICI was trading at 854.90. The strike last trading price was 56.5, 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 24FEB2026 825 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.87
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 821.00 | 22.35 | -0.35 | 26.65 | 22 | 16 | 120 |
| 28 Jan | 822.15 | 21.8 | -15.05 | 27.6 | 71 | 58 | 101 |
| 27 Jan | 807.80 | 36.85 | 12.25 | - | 0 | 0 | 43 |
| 23 Jan | 802.45 | 36.85 | 12.25 | 30.15 | 56 | 41 | 44 |
| 22 Jan | 819.30 | 24.6 | 0.1 | 25.54 | 2 | 1 | 2 |
| 21 Jan | 809.55 | 24.5 | -0.15 | - | 0 | 0 | 1 |
| 20 Jan | 809.15 | 24.5 | -0.15 | 20.53 | 1 | 0 | 0 |
| 19 Jan | 809.75 | 24.65 | 0 | 0.13 | 0 | 0 | 0 |
| 16 Jan | 820.40 | 24.65 | 0 | 0.49 | 0 | 0 | 0 |
| 14 Jan | 826.70 | 24.65 | 0 | 1.04 | 0 | 0 | 0 |
| 13 Jan | 831.75 | 24.65 | 0 | 1.68 | 0 | 0 | 0 |
| 12 Jan | 832.10 | 24.65 | 0 | 1.93 | 0 | 0 | 0 |
| 9 Jan | 829.00 | 24.65 | 0 | 1.49 | 0 | 0 | 0 |
| 8 Jan | 837.80 | 24.65 | 0 | 2.2 | 0 | 0 | 0 |
| 7 Jan | 851.95 | 24.65 | 0 | 3.5 | 0 | 0 | 0 |
| 6 Jan | 850.05 | 24.65 | 0 | 3.52 | 0 | 0 | 0 |
| 5 Jan | 846.20 | 24.65 | 0 | 2.98 | 0 | 0 | 0 |
| 2 Jan | 860.85 | 24.65 | 0 | 4.18 | 0 | 0 | 0 |
| 1 Jan | 852.80 | 24.65 | 0 | 3.5 | 0 | 0 | 0 |
| 31 Dec | 854.90 | 24.65 | 0 | 3.64 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 825 expiring on 24FEB2026
Delta for 825 PE is -0.47
Historical price for 825 PE is as follows
On 29 Jan LICI was trading at 821.00. The strike last trading price was 22.35, which was -0.35 lower than the previous day. The implied volatity was 26.65, the open interest changed by 16 which increased total open position to 120
On 28 Jan LICI was trading at 822.15. The strike last trading price was 21.8, which was -15.05 lower than the previous day. The implied volatity was 27.6, the open interest changed by 58 which increased total open position to 101
On 27 Jan LICI was trading at 807.80. The strike last trading price was 36.85, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 23 Jan LICI was trading at 802.45. The strike last trading price was 36.85, which was 12.25 higher than the previous day. The implied volatity was 30.15, the open interest changed by 41 which increased total open position to 44
On 22 Jan LICI was trading at 819.30. The strike last trading price was 24.6, which was 0.1 higher than the previous day. The implied volatity was 25.54, the open interest changed by 1 which increased total open position to 2
On 21 Jan LICI was trading at 809.55. The strike last trading price was 24.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jan LICI was trading at 809.15. The strike last trading price was 24.5, which was -0.15 lower than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 0
On 19 Jan LICI was trading at 809.75. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 16 Jan LICI was trading at 820.40. The strike last trading price was 24.65, which was 0 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 14 Jan LICI was trading at 826.70. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 831.75. The strike last trading price was 24.65, which was 0 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 12 Jan LICI was trading at 832.10. The strike last trading price was 24.65, 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 9 Jan LICI was trading at 829.00. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 8 Jan LICI was trading at 837.80. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 2.2, the open interest changed by 0 which decreased total open position to 0
On 7 Jan LICI was trading at 851.95. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LICI was trading at 850.05. The strike last trading price was 24.65, 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 5 Jan LICI was trading at 846.20. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LICI was trading at 860.85. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LICI was trading at 852.80. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 31 Dec LICI was trading at 854.90. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0






























































































































































































































