[--[65.84.65.76]--]

LICI

Life Insura Corp Of India
824.5 +3.50 (0.43%)
L: 813.2 H: 834.9

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Historical option data for LICI

30 Jan 2026 04:13 PM IST
LICI 24-FEB-2026 830 CE
Delta: 0.53
Vega: 0.86
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
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: -
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