LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.11
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 0.6 | -0.25 | 30.56 | 105 | -22 | 143 | |||
| 12 Mar | 744.50 | 0.8 | -0.25 | 30.04 | 279 | 71 | 166 | |||
| 11 Mar | 754.25 | 1.1 | -0.3 | 27.18 | 59 | 5 | 95 | |||
| 10 Mar | 752.05 | 1.45 | -0.8 | 30.02 | 106 | 0 | 92 | |||
| 7 Mar | 763.15 | 2.3 | -0.35 | 25.89 | 83 | 15 | 92 | |||
| 6 Mar | 766.80 | 2.55 | -0.45 | 25.81 | 111 | 2 | 76 | |||
| 5 Mar | 761.80 | 3 | 1.55 | 26.94 | 55 | -6 | 72 | |||
| 3 Mar | 729.20 | 1.45 | -0.6 | 30.08 | 42 | 16 | 79 | |||
| 28 Feb | 740.50 | 2.05 | -0.35 | 27.60 | 22 | 9 | 63 | |||
| 27 Feb | 741.10 | 2.4 | -1.35 | 28.07 | 66 | 28 | 54 | |||
| 26 Feb | 754.80 | 3.8 | -3.75 | 26.55 | 44 | 22 | 26 | |||
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| 25 Feb | 756.55 | 3.8 | -3.75 | 26.55 | 44 | 22 | 26 | |||
| 24 Feb | 775.40 | 7.55 | -0.3 | 26.44 | 3 | 0 | 4 | |||
| 21 Feb | 780.90 | 7.9 | 0 | 23.76 | 11 | 3 | 4 | |||
| 20 Feb | 776.50 | 7.9 | 0.9 | 24.39 | 2 | 1 | 2 | |||
| 19 Feb | 764.00 | 7 | -27.3 | 26.43 | 2 | 0 | 1 | |||
| 18 Feb | 758.95 | 34.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 34.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 34.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 34.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 34.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 799.80 | 34.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 34.3 | 0 | 0.00 | 0 | 1 | 0 | |||
| 7 Feb | 816.10 | 34.3 | -17.15 | 31.65 | 1 | 0 | 0 | |||
| 6 Feb | 828.80 | 51.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 51.45 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 51.45 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 830 expiring on 27MAR2025
Delta for 830 CE is 0.03
Historical price for 830 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 30.56, the open interest changed by -22 which decreased total open position to 143
On 12 Mar LICI was trading at 744.50. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 30.04, the open interest changed by 71 which increased total open position to 166
On 11 Mar LICI was trading at 754.25. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 27.18, the open interest changed by 5 which increased total open position to 95
On 10 Mar LICI was trading at 752.05. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 92
On 7 Mar LICI was trading at 763.15. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 25.89, the open interest changed by 15 which increased total open position to 92
On 6 Mar LICI was trading at 766.80. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 25.81, the open interest changed by 2 which increased total open position to 76
On 5 Mar LICI was trading at 761.80. The strike last trading price was 3, which was 1.55 higher than the previous day. The implied volatity was 26.94, the open interest changed by -6 which decreased total open position to 72
On 3 Mar LICI was trading at 729.20. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 30.08, the open interest changed by 16 which increased total open position to 79
On 28 Feb LICI was trading at 740.50. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 27.60, the open interest changed by 9 which increased total open position to 63
On 27 Feb LICI was trading at 741.10. The strike last trading price was 2.4, which was -1.35 lower than the previous day. The implied volatity was 28.07, the open interest changed by 28 which increased total open position to 54
On 26 Feb LICI was trading at 754.80. The strike last trading price was 3.8, which was -3.75 lower than the previous day. The implied volatity was 26.55, the open interest changed by 22 which increased total open position to 26
On 25 Feb LICI was trading at 756.55. The strike last trading price was 3.8, which was -3.75 lower than the previous day. The implied volatity was 26.55, the open interest changed by 22 which increased total open position to 26
On 24 Feb LICI was trading at 775.40. The strike last trading price was 7.55, which was -0.3 lower than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 4
On 21 Feb LICI was trading at 780.90. The strike last trading price was 7.9, which was 0 lower than the previous day. The implied volatity was 23.76, the open interest changed by 3 which increased total open position to 4
On 20 Feb LICI was trading at 776.50. The strike last trading price was 7.9, which was 0.9 higher than the previous day. The implied volatity was 24.39, the open interest changed by 1 which increased total open position to 2
On 19 Feb LICI was trading at 764.00. The strike last trading price was 7, which was -27.3 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 1
On 18 Feb LICI was trading at 758.95. The strike last trading price was 34.3, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 34.3, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 34.3, 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 13 Feb LICI was trading at 784.80. The strike last trading price was 34.3, 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 12 Feb LICI was trading at 782.40. The strike last trading price was 34.3, 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 11 Feb LICI was trading at 799.80. The strike last trading price was 34.3, 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 10 Feb LICI was trading at 808.90. The strike last trading price was 34.3, 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 7 Feb LICI was trading at 816.10. The strike last trading price was 34.3, which was -17.15 lower than the previous day. The implied volatity was 31.65, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LICI was trading at 828.80. The strike last trading price was 51.45, 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 Feb LICI was trading at 834.50. The strike last trading price was 51.45, 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 Feb LICI was trading at 830.15. The strike last trading price was 51.45, 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 27MAR2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 85.15 | -2.05 | - | 1 | 0 | 20 |
| 12 Mar | 744.50 | 87.2 | 4.4 | 44.81 | 1 | 0 | 21 |
| 11 Mar | 754.25 | 82.8 | 16.95 | 56.04 | 1 | 0 | 22 |
| 10 Mar | 752.05 | 66.85 | 1 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 763.15 | 66.85 | 1 | 0.00 | 0 | 4 | 0 |
| 6 Mar | 766.80 | 66.85 | -1.6 | 33.84 | 8 | 0 | 18 |
| 5 Mar | 761.80 | 68.45 | -11.55 | 33.70 | 9 | -7 | 19 |
| 3 Mar | 729.20 | 80 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 740.50 | 80 | 0 | 0.00 | 0 | 2 | 0 |
| 27 Feb | 741.10 | 80 | 4.7 | - | 4 | 2 | 24 |
| 26 Feb | 754.80 | 75.5 | 15.5 | 32.73 | 25 | 21 | 21 |
| 25 Feb | 756.55 | 75.5 | 15.5 | 32.73 | 25 | 20 | 21 |
| 24 Feb | 775.40 | 60 | 12.7 | 32.31 | 1 | 0 | 0 |
| 21 Feb | 780.90 | 47.3 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 776.50 | 47.3 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 764.00 | 47.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 758.95 | 47.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 765.15 | 47.3 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 759.10 | 47.3 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 784.80 | 47.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 782.40 | 47.3 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 799.80 | 47.3 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 808.90 | 47.3 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 816.10 | 47.3 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 828.80 | 47.3 | 0 | 1.05 | 0 | 0 | 0 |
| 4 Feb | 834.50 | 47.3 | 0 | 1.53 | 0 | 0 | 0 |
| 3 Feb | 830.15 | 47.3 | 0 | 1.17 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 830 expiring on 27MAR2025
Delta for 830 PE is -
Historical price for 830 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 85.15, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 12 Mar LICI was trading at 744.50. The strike last trading price was 87.2, which was 4.4 higher than the previous day. The implied volatity was 44.81, the open interest changed by 0 which decreased total open position to 21
On 11 Mar LICI was trading at 754.25. The strike last trading price was 82.8, which was 16.95 higher than the previous day. The implied volatity was 56.04, the open interest changed by 0 which decreased total open position to 22
On 10 Mar LICI was trading at 752.05. The strike last trading price was 66.85, which was 1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LICI was trading at 763.15. The strike last trading price was 66.85, which was 1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Mar LICI was trading at 766.80. The strike last trading price was 66.85, which was -1.6 lower than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 18
On 5 Mar LICI was trading at 761.80. The strike last trading price was 68.45, which was -11.55 lower than the previous day. The implied volatity was 33.70, the open interest changed by -7 which decreased total open position to 19
On 3 Mar LICI was trading at 729.20. The strike last trading price was 80, 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 28 Feb LICI was trading at 740.50. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Feb LICI was trading at 741.10. The strike last trading price was 80, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 24
On 26 Feb LICI was trading at 754.80. The strike last trading price was 75.5, which was 15.5 higher than the previous day. The implied volatity was 32.73, the open interest changed by 21 which increased total open position to 21
On 25 Feb LICI was trading at 756.55. The strike last trading price was 75.5, which was 15.5 higher than the previous day. The implied volatity was 32.73, the open interest changed by 20 which increased total open position to 21
On 24 Feb LICI was trading at 775.40. The strike last trading price was 60, which was 12.7 higher than the previous day. The implied volatity was 32.31, the open interest changed by 0 which decreased total open position to 0
On 21 Feb LICI was trading at 780.90. The strike last trading price was 47.3, 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 Feb LICI was trading at 776.50. The strike last trading price was 47.3, 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 Feb LICI was trading at 764.00. The strike last trading price was 47.3, 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 Feb LICI was trading at 758.95. The strike last trading price was 47.3, 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 Feb LICI was trading at 765.15. The strike last trading price was 47.3, 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 Feb LICI was trading at 759.10. The strike last trading price was 47.3, 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 Feb LICI was trading at 784.80. The strike last trading price was 47.3, 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 Feb LICI was trading at 782.40. The strike last trading price was 47.3, 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 11 Feb LICI was trading at 799.80. The strike last trading price was 47.3, 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 10 Feb LICI was trading at 808.90. The strike last trading price was 47.3, 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 Feb LICI was trading at 816.10. The strike last trading price was 47.3, 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 Feb LICI was trading at 828.80. The strike last trading price was 47.3, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LICI was trading at 834.50. The strike last trading price was 47.3, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LICI was trading at 830.15. The strike last trading price was 47.3, 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
