LICI
Life Insura Corp Of India
Historical option data for LICI
18 Dec 2025 04:12 PM IST
| LICI 30-DEC-2025 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.26
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 847.40 | 22.1 | -72.6 | 10.91 | 179 | 55 | 55 | |||||||||
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| 17 Dec | 844.55 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 854.50 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 856.90 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 867.60 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 858.35 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 858.95 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 860.95 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 857.55 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 869.90 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 876.65 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 868.05 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 883.90 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 882.10 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 894.45 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 900.25 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 894.80 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 897.65 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 895.05 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 902.40 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 908.30 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 914.05 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 915.50 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 915.35 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 909.45 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 902.85 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 900.15 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 900.60 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 899.70 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 924.15 | 94.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 830 expiring on 30DEC2025
Delta for 830 CE is 0.90
Historical price for 830 CE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 22.1, which was -72.6 lower than the previous day. The implied volatity was 10.91, the open interest changed by 55 which increased total open position to 55
On 17 Dec LICI was trading at 844.55. The strike last trading price was 94.7, 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 16 Dec LICI was trading at 854.50. The strike last trading price was 94.7, 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 Dec LICI was trading at 856.90. The strike last trading price was 94.7, 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 Dec LICI was trading at 867.60. The strike last trading price was 94.7, 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 Dec LICI was trading at 858.35. The strike last trading price was 94.7, 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 Dec LICI was trading at 858.95. The strike last trading price was 94.7, 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 Dec LICI was trading at 860.95. The strike last trading price was 94.7, 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 Dec LICI was trading at 857.55. The strike last trading price was 94.7, 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 Dec LICI was trading at 869.90. The strike last trading price was 94.7, 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 Dec LICI was trading at 876.65. The strike last trading price was 94.7, 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 Dec LICI was trading at 868.05. The strike last trading price was 94.7, 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 Dec LICI was trading at 883.90. The strike last trading price was 94.7, 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 Dec LICI was trading at 882.10. The strike last trading price was 94.7, 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 Nov LICI was trading at 894.45. The strike last trading price was 94.7, 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 27 Nov LICI was trading at 900.25. The strike last trading price was 94.7, 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 Nov LICI was trading at 894.80. The strike last trading price was 94.7, 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 Nov LICI was trading at 897.65. The strike last trading price was 94.7, 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 Nov LICI was trading at 895.05. The strike last trading price was 94.7, 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 Nov LICI was trading at 902.40. The strike last trading price was 94.7, 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 Nov LICI was trading at 908.30. The strike last trading price was 94.7, 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 Nov LICI was trading at 914.05. The strike last trading price was 94.7, 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 Nov LICI was trading at 915.50. The strike last trading price was 94.7, 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 Nov LICI was trading at 915.35. The strike last trading price was 94.7, 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 Nov LICI was trading at 909.45. The strike last trading price was 94.7, 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 Nov LICI was trading at 902.85. The strike last trading price was 94.7, 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 Nov LICI was trading at 900.15. The strike last trading price was 94.7, 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 Nov LICI was trading at 900.60. The strike last trading price was 94.7, 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 Nov LICI was trading at 899.70. The strike last trading price was 94.7, 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 Nov LICI was trading at 924.15. The strike last trading price was 94.7, 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 30DEC2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.46
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 847.40 | 3.65 | -0.65 | 18.54 | 942 | 58 | 430 |
| 17 Dec | 844.55 | 4.55 | 1.35 | 17.38 | 323 | -66 | 373 |
| 16 Dec | 854.50 | 3.2 | 0.45 | 18.91 | 300 | -3 | 439 |
| 15 Dec | 856.90 | 3.15 | 0.8 | 19.08 | 304 | 37 | 444 |
| 12 Dec | 867.60 | 2.4 | -0.8 | 19.66 | 179 | 45 | 408 |
| 11 Dec | 858.35 | 3.45 | -0.3 | 18.54 | 294 | -4 | 363 |
| 10 Dec | 858.95 | 3.65 | 0.2 | 18.71 | 289 | -30 | 365 |
| 9 Dec | 860.95 | 3.35 | -1.45 | 18.96 | 606 | -55 | 395 |
| 8 Dec | 857.55 | 5.1 | 2.9 | 19.47 | 800 | 0 | 452 |
| 5 Dec | 869.90 | 2.1 | -0.05 | 17.41 | 96 | 7 | 453 |
| 4 Dec | 876.65 | 2.1 | -1.35 | 18.55 | 235 | 139 | 448 |
| 3 Dec | 868.05 | 3.35 | 1.1 | 19.65 | 279 | 79 | 311 |
| 2 Dec | 883.90 | 2.25 | -0.4 | 19.74 | 19 | 9 | 233 |
| 1 Dec | 882.10 | 2.6 | 0.65 | 20.31 | 88 | 25 | 219 |
| 28 Nov | 894.45 | 2.05 | 0.65 | 20.48 | 82 | 34 | 195 |
| 27 Nov | 900.25 | 1.4 | -0.35 | 19.52 | 97 | -1 | 162 |
| 26 Nov | 894.80 | 1.75 | -0.4 | 19.56 | 116 | 65 | 162 |
| 25 Nov | 897.65 | 2.2 | -0.65 | 20.77 | 36 | -2 | 95 |
| 24 Nov | 895.05 | 2.75 | 0 | 21.30 | 105 | 9 | 97 |
| 21 Nov | 902.40 | 2.75 | -0.05 | 22.06 | 32 | 17 | 87 |
| 20 Nov | 908.30 | 2.8 | -0.1 | 22.78 | 66 | 16 | 71 |
| 19 Nov | 914.05 | 2.85 | -0.65 | 24.03 | 87 | 18 | 55 |
| 18 Nov | 915.50 | 3.5 | -0.7 | 25.19 | 1 | 0 | 36 |
| 17 Nov | 915.35 | 4.2 | -0.8 | 26.32 | 1 | 0 | 37 |
| 14 Nov | 909.45 | 5 | 0.25 | 25.64 | 9 | 6 | 37 |
| 13 Nov | 902.85 | 4.75 | -1.6 | 23.79 | 4 | 1 | 32 |
| 12 Nov | 900.15 | 6.35 | 0.85 | - | 0 | 3 | 0 |
| 11 Nov | 900.60 | 6.35 | 0.85 | 25.24 | 11 | 3 | 31 |
| 10 Nov | 899.70 | 5.5 | 2 | 23.85 | 21 | 14 | 27 |
| 7 Nov | 924.15 | 3.5 | -12.6 | 24.53 | 13 | 1 | 1 |
For Life Insura Corp Of India - strike price 830 expiring on 30DEC2025
Delta for 830 PE is -0.22
Historical price for 830 PE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was 18.54, the open interest changed by 58 which increased total open position to 430
On 17 Dec LICI was trading at 844.55. The strike last trading price was 4.55, which was 1.35 higher than the previous day. The implied volatity was 17.38, the open interest changed by -66 which decreased total open position to 373
On 16 Dec LICI was trading at 854.50. The strike last trading price was 3.2, which was 0.45 higher than the previous day. The implied volatity was 18.91, the open interest changed by -3 which decreased total open position to 439
On 15 Dec LICI was trading at 856.90. The strike last trading price was 3.15, which was 0.8 higher than the previous day. The implied volatity was 19.08, the open interest changed by 37 which increased total open position to 444
On 12 Dec LICI was trading at 867.60. The strike last trading price was 2.4, which was -0.8 lower than the previous day. The implied volatity was 19.66, the open interest changed by 45 which increased total open position to 408
On 11 Dec LICI was trading at 858.35. The strike last trading price was 3.45, which was -0.3 lower than the previous day. The implied volatity was 18.54, the open interest changed by -4 which decreased total open position to 363
On 10 Dec LICI was trading at 858.95. The strike last trading price was 3.65, which was 0.2 higher than the previous day. The implied volatity was 18.71, the open interest changed by -30 which decreased total open position to 365
On 9 Dec LICI was trading at 860.95. The strike last trading price was 3.35, which was -1.45 lower than the previous day. The implied volatity was 18.96, the open interest changed by -55 which decreased total open position to 395
On 8 Dec LICI was trading at 857.55. The strike last trading price was 5.1, which was 2.9 higher than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 452
On 5 Dec LICI was trading at 869.90. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 17.41, the open interest changed by 7 which increased total open position to 453
On 4 Dec LICI was trading at 876.65. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was 18.55, the open interest changed by 139 which increased total open position to 448
On 3 Dec LICI was trading at 868.05. The strike last trading price was 3.35, which was 1.1 higher than the previous day. The implied volatity was 19.65, the open interest changed by 79 which increased total open position to 311
On 2 Dec LICI was trading at 883.90. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 19.74, the open interest changed by 9 which increased total open position to 233
On 1 Dec LICI was trading at 882.10. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 20.31, the open interest changed by 25 which increased total open position to 219
On 28 Nov LICI was trading at 894.45. The strike last trading price was 2.05, which was 0.65 higher than the previous day. The implied volatity was 20.48, the open interest changed by 34 which increased total open position to 195
On 27 Nov LICI was trading at 900.25. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 19.52, the open interest changed by -1 which decreased total open position to 162
On 26 Nov LICI was trading at 894.80. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 19.56, the open interest changed by 65 which increased total open position to 162
On 25 Nov LICI was trading at 897.65. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 20.77, the open interest changed by -2 which decreased total open position to 95
On 24 Nov LICI was trading at 895.05. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 21.30, the open interest changed by 9 which increased total open position to 97
On 21 Nov LICI was trading at 902.40. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 22.06, the open interest changed by 17 which increased total open position to 87
On 20 Nov LICI was trading at 908.30. The strike last trading price was 2.8, which was -0.1 lower than the previous day. The implied volatity was 22.78, the open interest changed by 16 which increased total open position to 71
On 19 Nov LICI was trading at 914.05. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 24.03, the open interest changed by 18 which increased total open position to 55
On 18 Nov LICI was trading at 915.50. The strike last trading price was 3.5, which was -0.7 lower than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 36
On 17 Nov LICI was trading at 915.35. The strike last trading price was 4.2, which was -0.8 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 37
On 14 Nov LICI was trading at 909.45. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 25.64, the open interest changed by 6 which increased total open position to 37
On 13 Nov LICI was trading at 902.85. The strike last trading price was 4.75, which was -1.6 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 32
On 12 Nov LICI was trading at 900.15. The strike last trading price was 6.35, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 11 Nov LICI was trading at 900.60. The strike last trading price was 6.35, which was 0.85 higher than the previous day. The implied volatity was 25.24, the open interest changed by 3 which increased total open position to 31
On 10 Nov LICI was trading at 899.70. The strike last trading price was 5.5, which was 2 higher than the previous day. The implied volatity was 23.85, the open interest changed by 14 which increased total open position to 27
On 7 Nov LICI was trading at 924.15. The strike last trading price was 3.5, which was -12.6 lower than the previous day. The implied volatity was 24.53, the open interest changed by 1 which increased total open position to 1































































































































































































































