LICI
Life Insura Corp Of India
Historical option data for LICI
30 Jan 2026 04:13 PM IST
| LICI 24-FEB-2026 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.86
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 30 Jan | 824.50 | 22.95 | 2 | 25.6 | 228 | 38 | 345 | |||||||||
| 29 Jan | 821.00 | 20.5 | -1.8 | 25.15 | 346 | 35 | 305 | |||||||||
| 28 Jan | 822.15 | 23.25 | 5.8 | 25.51 | 388 | 70 | 270 | |||||||||
| 27 Jan | 807.80 | 17.8 | 1.7 | 27.48 | 81 | 22 | 198 | |||||||||
| 23 Jan | 802.45 | 15.55 | -6.5 | 25.16 | 236 | 111 | 176 | |||||||||
| 22 Jan | 819.30 | 21.95 | 4.95 | 24.3 | 120 | 33 | 64 | |||||||||
| 21 Jan | 809.55 | 16.95 | -1.65 | 23.13 | 38 | 5 | 32 | |||||||||
| 20 Jan | 809.15 | 18.6 | -34.95 | 23.97 | 49 | 22 | 22 | |||||||||
| 19 Jan | 809.75 | 53.55 | 0 | 1.75 | 0 | 0 | 0 | |||||||||
| 16 Jan | 820.40 | 53.55 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 14 Jan | 826.70 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 831.75 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 832.10 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 829.00 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 837.80 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 851.95 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 850.05 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 846.20 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 860.85 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 852.80 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 854.90 | 53.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 830 expiring on 24FEB2026
Delta for 830 CE is 0.53
Historical price for 830 CE is as follows
On 30 Jan LICI was trading at 824.50. The strike last trading price was 22.95, which was 2 higher than the previous day. The implied volatity was 25.6, the open interest changed by 38 which increased total open position to 345
On 29 Jan LICI was trading at 821.00. The strike last trading price was 20.5, which was -1.8 lower than the previous day. The implied volatity was 25.15, the open interest changed by 35 which increased total open position to 305
On 28 Jan LICI was trading at 822.15. The strike last trading price was 23.25, which was 5.8 higher than the previous day. The implied volatity was 25.51, the open interest changed by 70 which increased total open position to 270
On 27 Jan LICI was trading at 807.80. The strike last trading price was 17.8, which was 1.7 higher than the previous day. The implied volatity was 27.48, the open interest changed by 22 which increased total open position to 198
On 23 Jan LICI was trading at 802.45. The strike last trading price was 15.55, which was -6.5 lower than the previous day. The implied volatity was 25.16, the open interest changed by 111 which increased total open position to 176
On 22 Jan LICI was trading at 819.30. The strike last trading price was 21.95, which was 4.95 higher than the previous day. The implied volatity was 24.3, the open interest changed by 33 which increased total open position to 64
On 21 Jan LICI was trading at 809.55. The strike last trading price was 16.95, which was -1.65 lower than the previous day. The implied volatity was 23.13, the open interest changed by 5 which increased total open position to 32
On 20 Jan LICI was trading at 809.15. The strike last trading price was 18.6, which was -34.95 lower than the previous day. The implied volatity was 23.97, the open interest changed by 22 which increased total open position to 22
On 19 Jan LICI was trading at 809.75. The strike last trading price was 53.55, which was 0 lower than the previous day. The implied volatity was 1.75, 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 53.55, which was 0 lower than the previous day. The implied volatity was 0.17, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 53.55, 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 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 824.50 | 24.95 | -0.2 | - | 0 | 0 | 195 |
| 29 Jan | 821.00 | 24.95 | -0.2 | 26.68 | 81 | 27 | 195 |
| 28 Jan | 822.15 | 24.2 | -8.7 | 27.55 | 152 | 39 | 168 |
| 27 Jan | 807.80 | 32.4 | -6.2 | 26.49 | 38 | 3 | 129 |
| 23 Jan | 802.45 | 39.95 | 13.15 | 30.22 | 114 | 66 | 127 |
| 22 Jan | 819.30 | 27.2 | -6.5 | 25.54 | 70 | 17 | 60 |
| 21 Jan | 809.55 | 33.5 | 0.7 | 26.53 | 33 | 14 | 49 |
| 20 Jan | 809.15 | 33 | 1 | 26.32 | 30 | 5 | 46 |
| 19 Jan | 809.75 | 32 | 4.2 | 23.58 | 1 | 0 | 40 |
| 16 Jan | 820.40 | 27.8 | 4.8 | 25.43 | 7 | 1 | 40 |
| 14 Jan | 826.70 | 23 | 3.9 | - | 0 | 0 | 39 |
| 13 Jan | 831.75 | 23 | 3.9 | 24.93 | 5 | 0 | 0 |
| 12 Jan | 832.10 | 19.1 | -4.5 | 21.86 | 6 | -2 | 39 |
| 9 Jan | 829.00 | 23.6 | 8.85 | 24.49 | 13 | 7 | 39 |
| 8 Jan | 837.80 | 14.75 | 0 | 19.08 | 2 | 0 | 30 |
| 7 Jan | 851.95 | 14.75 | 0.35 | 23.32 | 4 | 1 | 30 |
| 6 Jan | 850.05 | 14.4 | -1.2 | 22.82 | 14 | 2 | 28 |
| 5 Jan | 846.20 | 15.6 | 4.6 | 22.11 | 8 | 3 | 25 |
| 2 Jan | 860.85 | 11 | -2.2 | 21.37 | 22 | 17 | 22 |
| 1 Jan | 852.80 | 13.2 | -13.45 | - | 0 | 0 | 5 |
| 31 Dec | 854.90 | 13.2 | -13.45 | 21.67 | 5 | 0 | 0 |
For Life Insura Corp Of India - strike price 830 expiring on 24FEB2026
Delta for 830 PE is -
Historical price for 830 PE is as follows
On 30 Jan LICI was trading at 824.50. The strike last trading price was 24.95, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 29 Jan LICI was trading at 821.00. The strike last trading price was 24.95, which was -0.2 lower than the previous day. The implied volatity was 26.68, the open interest changed by 27 which increased total open position to 195
On 28 Jan LICI was trading at 822.15. The strike last trading price was 24.2, which was -8.7 lower than the previous day. The implied volatity was 27.55, the open interest changed by 39 which increased total open position to 168
On 27 Jan LICI was trading at 807.80. The strike last trading price was 32.4, which was -6.2 lower than the previous day. The implied volatity was 26.49, the open interest changed by 3 which increased total open position to 129
On 23 Jan LICI was trading at 802.45. The strike last trading price was 39.95, which was 13.15 higher than the previous day. The implied volatity was 30.22, the open interest changed by 66 which increased total open position to 127
On 22 Jan LICI was trading at 819.30. The strike last trading price was 27.2, which was -6.5 lower than the previous day. The implied volatity was 25.54, the open interest changed by 17 which increased total open position to 60
On 21 Jan LICI was trading at 809.55. The strike last trading price was 33.5, which was 0.7 higher than the previous day. The implied volatity was 26.53, the open interest changed by 14 which increased total open position to 49
On 20 Jan LICI was trading at 809.15. The strike last trading price was 33, which was 1 higher than the previous day. The implied volatity was 26.32, the open interest changed by 5 which increased total open position to 46
On 19 Jan LICI was trading at 809.75. The strike last trading price was 32, which was 4.2 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 40
On 16 Jan LICI was trading at 820.40. The strike last trading price was 27.8, which was 4.8 higher than the previous day. The implied volatity was 25.43, the open interest changed by 1 which increased total open position to 40
On 14 Jan LICI was trading at 826.70. The strike last trading price was 23, which was 3.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 13 Jan LICI was trading at 831.75. The strike last trading price was 23, which was 3.9 higher than the previous day. The implied volatity was 24.93, 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 19.1, which was -4.5 lower than the previous day. The implied volatity was 21.86, the open interest changed by -2 which decreased total open position to 39
On 9 Jan LICI was trading at 829.00. The strike last trading price was 23.6, which was 8.85 higher than the previous day. The implied volatity was 24.49, the open interest changed by 7 which increased total open position to 39
On 8 Jan LICI was trading at 837.80. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 19.08, the open interest changed by 0 which decreased total open position to 30
On 7 Jan LICI was trading at 851.95. The strike last trading price was 14.75, which was 0.35 higher than the previous day. The implied volatity was 23.32, the open interest changed by 1 which increased total open position to 30
On 6 Jan LICI was trading at 850.05. The strike last trading price was 14.4, which was -1.2 lower than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 28
On 5 Jan LICI was trading at 846.20. The strike last trading price was 15.6, which was 4.6 higher than the previous day. The implied volatity was 22.11, the open interest changed by 3 which increased total open position to 25
On 2 Jan LICI was trading at 860.85. The strike last trading price was 11, which was -2.2 lower than the previous day. The implied volatity was 21.37, the open interest changed by 17 which increased total open position to 22
On 1 Jan LICI was trading at 852.80. The strike last trading price was 13.2, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 31 Dec LICI was trading at 854.90. The strike last trading price was 13.2, which was -13.45 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 0






























































































































































































































