Historical option data for LICI
27 May 2026 04:10 PM IST
| LICI 30-Jun-2026 (33d) 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.01
Theta: -0.4
Gamma: 0.0066
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 830.00 | 26.2 | -17.8 (-40.45%) | 23.59 | 1,406 | 74 | 327 | |||||||||
| 26 May | 854.90 | 43.85 | 11.85 (37.03%) | 25 | 518 | -141 | 254 | |||||||||
| 25 May | 837.35 | 30.65 | 8.65 (39.32%) | 23.21 | 1,456 | 100 | 398 | |||||||||
| 22 May | 812.95 | 22.05 | 0.8 (3.76%) | 25.79 | 891 | 257 | 297 | |||||||||
| 21 May | 800.20 | 21.1 | 0.15 (0.72%) | 30.03 | 25 | 3 | 38 | |||||||||
| 20 May | 800.55 | 23 | 1.2 (5.50%) | 30.2 | 11 | 7 | 35 | |||||||||
| 19 May | 803.50 | 21.8 | 4.9 (28.99%) | 28.48 | 30 | 9 | 29 | |||||||||
| 18 May | 791.40 | 17 | 0 (0.00%) | 27.88 | 20 | 19 | 19 | |||||||||
| 15 May | 799.15 | 0 | -16.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 805.00 | 0 | -16.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 787.05 | 0 | -16.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 780.75 | 0 | -16.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 798.35 | 0 | -16.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 802.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 811.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 807.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 799.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 802.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 797.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 812.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 817.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 819.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 811.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 811.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 820.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 824.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 828.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 842.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 842.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 842.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 803.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 798.35 | 16.85 | 0 (0.00%) | 0.48 | 0 | 0 | 0 | |||||||||
| 9 Apr | 793.40 | 16.85 | 0 (0.00%) | 1.46 | 0 | 0 | 0 | |||||||||
| 8 Apr | 793.70 | 16.85 | 0 (0.00%) | 2.34 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 830 expiring on 30JUN2026
Delta for 830 CE is 0.54
Historical price for 830 CE is as follows
On 27 May LICI was trading at 830.00. The strike last trading price was 26.2, which was -17.8 lower than the previous day. The implied volatity was 23.59, the open interest changed by 74 which increased total open position to 327
On 26 May LICI was trading at 854.90. The strike last trading price was 43.85, which was 11.85 higher than the previous day. The implied volatity was 25, the open interest changed by -141 which decreased total open position to 254
On 25 May LICI was trading at 837.35. The strike last trading price was 30.65, which was 8.65 higher than the previous day. The implied volatity was 23.21, the open interest changed by 100 which increased total open position to 398
On 22 May LICI was trading at 812.95. The strike last trading price was 22.05, which was 0.8 higher than the previous day. The implied volatity was 25.79, the open interest changed by 257 which increased total open position to 297
On 21 May LICI was trading at 800.20. The strike last trading price was 21.1, which was 0.15 higher than the previous day. The implied volatity was 30.03, the open interest changed by 3 which increased total open position to 38
On 20 May LICI was trading at 800.55. The strike last trading price was 23, which was 1.2 higher than the previous day. The implied volatity was 30.2, the open interest changed by 7 which increased total open position to 35
On 19 May LICI was trading at 803.50. The strike last trading price was 21.8, which was 4.9 higher than the previous day. The implied volatity was 28.48, the open interest changed by 9 which increased total open position to 29
On 18 May LICI was trading at 791.40. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 27.88, the open interest changed by 19 which increased total open position to 19
On 15 May LICI was trading at 799.15. The strike last trading price was 0, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LICI was trading at 805.00. The strike last trading price was 0, which was -16.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LICI was trading at 787.05. The strike last trading price was 0, which was -16.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LICI was trading at 780.75. The strike last trading price was 0, which was -16.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LICI was trading at 798.35. The strike last trading price was 0, which was -16.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LICI was trading at 802.15. 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 7 May LICI was trading at 811.15. 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 6 May LICI was trading at 807.25. 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 May LICI was trading at 799.25. 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 May LICI was trading at 802.00. 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 30 Apr LICI was trading at 797.90. 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 29 Apr LICI was trading at 812.45. 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 Apr LICI was trading at 817.70. 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 27 Apr LICI was trading at 819.50. 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 24 Apr LICI was trading at 811.05. 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 Apr LICI was trading at 811.65. 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 22 Apr LICI was trading at 820.50. 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 21 Apr LICI was trading at 824.10. 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 20 Apr LICI was trading at 828.10. 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 17 Apr LICI was trading at 842.20. 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 16 Apr LICI was trading at 842.15. 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 15 Apr LICI was trading at 842.15. 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 13 Apr LICI was trading at 803.65. 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 10 Apr LICI was trading at 798.35. The strike last trading price was 16.85, 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 9 Apr LICI was trading at 793.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 1.46, 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 16.85, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
| LICI 30-Jun-2026 (33d) 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.01
Theta: -0.3
Gamma: 0.00609
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 830.00 | 24 | 11.75 (95.92%) | 25.62 | 1,464 | 136 | 381 |
| 26 May | 854.90 | 11.75 | -7.15 (-37.83%) | 22.88 | 406 | -54 | 244 |
| 25 May | 837.35 | 18.25 | -13.4 (-42.34%) | 22.65 | 524 | 159 | 300 |
| 22 May | 812.95 | 32.35 | -14.65 (-31.17%) | 24.24 | 279 | 120 | 140 |
| 21 May | 800.20 | 47 | -1 (-2.08%) | 30.25 | 4 | 3 | 19 |
| 20 May | 800.55 | 47.4 | -58.6 (-55.28%) | 32.75 | 16 | 13 | 13 |
| 19 May | 803.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 791.40 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 799.15 | 0 | -106.35 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 805.00 | 0 | -106.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 787.05 | 0 | -106.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 780.75 | 0 | -106.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 798.35 | 0 | -106.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 802.15 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 811.15 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 807.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 799.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 802.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 797.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 812.45 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 817.70 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 819.50 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 811.05 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 811.65 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 820.50 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 824.10 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 828.10 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 842.20 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 842.15 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 842.15 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 803.65 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 798.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 793.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 793.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 830 expiring on 30JUN2026
Delta for 830 PE is -0.46
Historical price for 830 PE is as follows
On 27 May LICI was trading at 830.00. The strike last trading price was 24, which was 11.75 higher than the previous day. The implied volatity was 25.62, the open interest changed by 136 which increased total open position to 381
On 26 May LICI was trading at 854.90. The strike last trading price was 11.75, which was -7.15 lower than the previous day. The implied volatity was 22.88, the open interest changed by -54 which decreased total open position to 244
On 25 May LICI was trading at 837.35. The strike last trading price was 18.25, which was -13.4 lower than the previous day. The implied volatity was 22.65, the open interest changed by 159 which increased total open position to 300
On 22 May LICI was trading at 812.95. The strike last trading price was 32.35, which was -14.65 lower than the previous day. The implied volatity was 24.24, the open interest changed by 120 which increased total open position to 140
On 21 May LICI was trading at 800.20. The strike last trading price was 47, which was -1 lower than the previous day. The implied volatity was 30.25, the open interest changed by 3 which increased total open position to 19
On 20 May LICI was trading at 800.55. The strike last trading price was 47.4, which was -58.6 lower than the previous day. The implied volatity was 32.75, the open interest changed by 13 which increased total open position to 13
On 19 May LICI was trading at 803.50. 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 May LICI was trading at 791.40. 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 15 May LICI was trading at 799.15. The strike last trading price was 0, which was -106.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LICI was trading at 805.00. The strike last trading price was 0, which was -106.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LICI was trading at 787.05. The strike last trading price was 0, which was -106.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LICI was trading at 780.75. The strike last trading price was 0, which was -106.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LICI was trading at 798.35. The strike last trading price was 0, which was -106.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LICI was trading at 802.15. 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 7 May LICI was trading at 811.15. 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 6 May LICI was trading at 807.25. 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 May LICI was trading at 799.25. 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 May LICI was trading at 802.00. 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 30 Apr LICI was trading at 797.90. 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 29 Apr LICI was trading at 812.45. 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 Apr LICI was trading at 817.70. 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 27 Apr LICI was trading at 819.50. 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 24 Apr LICI was trading at 811.05. 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 Apr LICI was trading at 811.65. 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 22 Apr LICI was trading at 820.50. 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 21 Apr LICI was trading at 824.10. 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 20 Apr LICI was trading at 828.10. 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 17 Apr LICI was trading at 842.20. 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 16 Apr LICI was trading at 842.15. 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 15 Apr LICI was trading at 842.15. 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 13 Apr LICI was trading at 803.65. 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 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 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 8 Apr LICI was trading at 793.70. 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
