LICI
Life Insura Corp Of India
Historical option data for LICI
11 Apr 2025 04:13 PM IST
| LICI 24APR2025 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.32
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 771.05 | 3.2 | -0.95 | 32.94 | 288 | 27 | 200 | |||
| 9 Apr | 767.70 | 4.3 | -2.2 | 34.80 | 222 | 39 | 172 | |||
| 8 Apr | 784.80 | 6.7 | 1.85 | 31.74 | 191 | -10 | 132 | |||
| 7 Apr | 767.20 | 5.3 | -2.5 | 34.06 | 525 | 25 | 141 | |||
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| 4 Apr | 792.15 | 8.1 | -7.1 | 26.48 | 280 | 46 | 118 | |||
| 3 Apr | 815.30 | 16.1 | 1.35 | 25.45 | 167 | 2 | 71 | |||
| 2 Apr | 810.95 | 14.9 | 5.55 | 27.48 | 195 | 14 | 67 | |||
| 1 Apr | 797.75 | 9.5 | -3.75 | 25.18 | 100 | -8 | 53 | |||
| 28 Mar | 799.40 | 13 | -1.55 | 26.54 | 290 | 42 | 61 | |||
| 27 Mar | 801.15 | 15.3 | 4.05 | 27.63 | 22 | 2 | 17 | |||
| 26 Mar | 786.85 | 11.25 | -2.4 | 28.51 | 9 | 3 | 15 | |||
| 25 Mar | 789.40 | 13.65 | -0.55 | 30.56 | 12 | 2 | 12 | |||
| 24 Mar | 800.55 | 13.95 | 7.05 | 24.28 | 20 | 8 | 10 | |||
| 21 Mar | 791.35 | 6.9 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Mar | 779.50 | 6.9 | -0.1 | 22.32 | 1 | 0 | 1 | |||
| 19 Mar | 776.75 | 7 | -9.7 | 22.70 | 1 | 0 | 0 | |||
| 18 Mar | 757.40 | 16.7 | 0 | 6.86 | 0 | 0 | 0 | |||
| 17 Mar | 745.40 | 16.7 | 0 | 8.04 | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 16.7 | 0 | 5.27 | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 16.7 | 0 | 8.04 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 16.7 | 0 | 6.86 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 830 expiring on 24APR2025
Delta for 830 CE is 0.14
Historical price for 830 CE is as follows
On 11 Apr LICI was trading at 771.05. The strike last trading price was 3.2, which was -0.95 lower than the previous day. The implied volatity was 32.94, the open interest changed by 27 which increased total open position to 200
On 9 Apr LICI was trading at 767.70. The strike last trading price was 4.3, which was -2.2 lower than the previous day. The implied volatity was 34.80, the open interest changed by 39 which increased total open position to 172
On 8 Apr LICI was trading at 784.80. The strike last trading price was 6.7, which was 1.85 higher than the previous day. The implied volatity was 31.74, the open interest changed by -10 which decreased total open position to 132
On 7 Apr LICI was trading at 767.20. The strike last trading price was 5.3, which was -2.5 lower than the previous day. The implied volatity was 34.06, the open interest changed by 25 which increased total open position to 141
On 4 Apr LICI was trading at 792.15. The strike last trading price was 8.1, which was -7.1 lower than the previous day. The implied volatity was 26.48, the open interest changed by 46 which increased total open position to 118
On 3 Apr LICI was trading at 815.30. The strike last trading price was 16.1, which was 1.35 higher than the previous day. The implied volatity was 25.45, the open interest changed by 2 which increased total open position to 71
On 2 Apr LICI was trading at 810.95. The strike last trading price was 14.9, which was 5.55 higher than the previous day. The implied volatity was 27.48, the open interest changed by 14 which increased total open position to 67
On 1 Apr LICI was trading at 797.75. The strike last trading price was 9.5, which was -3.75 lower than the previous day. The implied volatity was 25.18, the open interest changed by -8 which decreased total open position to 53
On 28 Mar LICI was trading at 799.40. The strike last trading price was 13, which was -1.55 lower than the previous day. The implied volatity was 26.54, the open interest changed by 42 which increased total open position to 61
On 27 Mar LICI was trading at 801.15. The strike last trading price was 15.3, which was 4.05 higher than the previous day. The implied volatity was 27.63, the open interest changed by 2 which increased total open position to 17
On 26 Mar LICI was trading at 786.85. The strike last trading price was 11.25, which was -2.4 lower than the previous day. The implied volatity was 28.51, the open interest changed by 3 which increased total open position to 15
On 25 Mar LICI was trading at 789.40. The strike last trading price was 13.65, which was -0.55 lower than the previous day. The implied volatity was 30.56, the open interest changed by 2 which increased total open position to 12
On 24 Mar LICI was trading at 800.55. The strike last trading price was 13.95, which was 7.05 higher than the previous day. The implied volatity was 24.28, the open interest changed by 8 which increased total open position to 10
On 21 Mar LICI was trading at 791.35. The strike last trading price was 6.9, 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 20 Mar LICI was trading at 779.50. The strike last trading price was 6.9, which was -0.1 lower than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 1
On 19 Mar LICI was trading at 776.75. The strike last trading price was 7, which was -9.7 lower than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LICI was trading at 757.40. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LICI was trading at 745.40. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LICI was trading at 761.80. The strike last trading price was 16.7, which was 0 lower than the previous day. The implied volatity was 5.27, 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 16.7, which was 0 lower than the previous day. The implied volatity was 8.04, 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 16.7, which was 0 lower than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 0
| LICI 24APR2025 830 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 |
| 11 Apr | 771.05 | 48 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 767.70 | 48 | 0 | 0.00 | 0 | -1 | 0 |
| 8 Apr | 784.80 | 48 | 11.25 | 31.20 | 15 | 2 | 22 |
| 7 Apr | 767.20 | 36.75 | 0 | 0.00 | 0 | 4 | 0 |
| 4 Apr | 792.15 | 36.75 | 9 | 21.76 | 8 | 3 | 19 |
| 3 Apr | 815.30 | 26.15 | -6.6 | 27.66 | 15 | 3 | 17 |
| 2 Apr | 810.95 | 32.75 | -7.35 | 29.87 | 14 | -6 | 14 |
| 1 Apr | 797.75 | 40 | -0.1 | 0.00 | 0 | 19 | 0 |
| 28 Mar | 799.40 | 40 | -56.5 | 29.16 | 34 | 19 | 19 |
| 27 Mar | 801.15 | 96.5 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 786.85 | 96.5 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 789.40 | 96.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 800.55 | 96.5 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 791.35 | 96.5 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 779.50 | 96.5 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 776.75 | 96.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 757.40 | 96.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 745.40 | 96.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 761.80 | 96.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 729.20 | 96.5 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 96.5 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 830 expiring on 24APR2025
Delta for 830 PE is 0.00
Historical price for 830 PE is as follows
On 11 Apr LICI was trading at 771.05. 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 9 Apr LICI was trading at 767.70. 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 decreased total open position to 0
On 8 Apr LICI was trading at 784.80. The strike last trading price was 48, which was 11.25 higher than the previous day. The implied volatity was 31.20, the open interest changed by 2 which increased total open position to 22
On 7 Apr LICI was trading at 767.20. The strike last trading price was 36.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Apr LICI was trading at 792.15. The strike last trading price was 36.75, which was 9 higher than the previous day. The implied volatity was 21.76, the open interest changed by 3 which increased total open position to 19
On 3 Apr LICI was trading at 815.30. The strike last trading price was 26.15, which was -6.6 lower than the previous day. The implied volatity was 27.66, the open interest changed by 3 which increased total open position to 17
On 2 Apr LICI was trading at 810.95. The strike last trading price was 32.75, which was -7.35 lower than the previous day. The implied volatity was 29.87, the open interest changed by -6 which decreased total open position to 14
On 1 Apr LICI was trading at 797.75. The strike last trading price was 40, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0
On 28 Mar LICI was trading at 799.40. The strike last trading price was 40, which was -56.5 lower than the previous day. The implied volatity was 29.16, the open interest changed by 19 which increased total open position to 19
On 27 Mar LICI was trading at 801.15. The strike last trading price was 96.5, 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 26 Mar LICI was trading at 786.85. The strike last trading price was 96.5, 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 25 Mar LICI was trading at 789.40. The strike last trading price was 96.5, 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 24 Mar LICI was trading at 800.55. The strike last trading price was 96.5, 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 21 Mar LICI was trading at 791.35. The strike last trading price was 96.5, 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 20 Mar LICI was trading at 779.50. The strike last trading price was 96.5, 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 19 Mar LICI was trading at 776.75. The strike last trading price was 96.5, 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 18 Mar LICI was trading at 757.40. The strike last trading price was 96.5, 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 17 Mar LICI was trading at 745.40. The strike last trading price was 96.5, 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 Mar LICI was trading at 761.80. The strike last trading price was 96.5, 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 3 Mar LICI was trading at 729.20. The strike last trading price was 96.5, 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 28 Feb LICI was trading at 740.50. The strike last trading price was 96.5, 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
