LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 840 CE | ||||||||||
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Delta: 0.18
Vega: 0.43
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 4.95 | 1.35 | 31.44 | 212 | 15 | 232 | |||
| 7 Apr | 767.20 | 3.65 | -2.1 | 33.40 | 413 | 22 | 217 | |||
| 4 Apr | 792.15 | 6.1 | -5.6 | 26.93 | 266 | 20 | 196 | |||
| 3 Apr | 815.30 | 12.5 | 0.95 | 25.75 | 188 | 10 | 175 | |||
| 2 Apr | 810.95 | 11.75 | 4.75 | 27.80 | 332 | 79 | 162 | |||
| 1 Apr | 797.75 | 7.05 | -3.3 | 25.28 | 126 | 10 | 82 | |||
| 28 Mar | 799.40 | 10.2 | -1.65 | 26.70 | 232 | 10 | 72 | |||
| 27 Mar | 801.15 | 11.65 | 3.5 | 27.55 | 107 | 20 | 61 | |||
| 26 Mar | 786.85 | 8.05 | -1.4 | 27.38 | 56 | 3 | 37 | |||
| 25 Mar | 789.40 | 9.35 | -2.4 | 28.30 | 34 | 19 | 33 | |||
| 24 Mar | 800.55 | 11.45 | 1.8 | 25.17 | 36 | 10 | 14 | |||
| 21 Mar | 791.35 | 9.65 | 2.05 | 25.78 | 3 | 1 | 4 | |||
| 20 Mar | 779.50 | 7.6 | 0 | 0.00 | 0 | 2 | 0 | |||
| 19 Mar | 776.75 | 7.6 | 2.3 | 26.25 | 3 | 1 | 2 | |||
| 18 Mar | 757.40 | 5.3 | -54.7 | 27.92 | 1 | 0 | 0 | |||
| 17 Mar | 745.40 | 60 | 0 | 9.48 | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 60 | 0 | 6.13 | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 60 | 0 | 8.76 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 60 | 0 | 7.64 | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 60 | 0 | 6.19 | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 60 | 0 | 6.19 | 0 | 0 | 0 | |||
| 19 Feb | 764.00 | 60 | 0 | 5.04 | 0 | 0 | 0 | |||
| 18 Feb | 758.95 | 60 | 0 | 5.14 | 0 | 0 | 0 | |||
| 17 Feb | 765.15 | 60 | 0 | 5.91 | 0 | 0 | 0 | |||
| 14 Feb | 759.10 | 60 | 0 | 5.29 | 0 | 0 | 0 | |||
| 13 Feb | 784.80 | 60 | 0 | 3.13 | 0 | 0 | 0 | |||
| 12 Feb | 782.40 | 60 | 0 | 3.24 | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 60 | 0 | 1.15 | 0 | 0 | 0 | |||
| 7 Feb | 816.10 | 60 | 0 | 0.50 | 0 | 0 | 0 | |||
| 6 Feb | 828.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 842.65 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 4 Feb | 834.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 848.20 | 0 | 0 | - | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 840 expiring on 24APR2025
Delta for 840 CE is 0.18
Historical price for 840 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 4.95, which was 1.35 higher than the previous day. The implied volatity was 31.44, the open interest changed by 15 which increased total open position to 232
On 7 Apr LICI was trading at 767.20. The strike last trading price was 3.65, which was -2.1 lower than the previous day. The implied volatity was 33.40, the open interest changed by 22 which increased total open position to 217
On 4 Apr LICI was trading at 792.15. The strike last trading price was 6.1, which was -5.6 lower than the previous day. The implied volatity was 26.93, the open interest changed by 20 which increased total open position to 196
On 3 Apr LICI was trading at 815.30. The strike last trading price was 12.5, which was 0.95 higher than the previous day. The implied volatity was 25.75, the open interest changed by 10 which increased total open position to 175
On 2 Apr LICI was trading at 810.95. The strike last trading price was 11.75, which was 4.75 higher than the previous day. The implied volatity was 27.80, the open interest changed by 79 which increased total open position to 162
On 1 Apr LICI was trading at 797.75. The strike last trading price was 7.05, which was -3.3 lower than the previous day. The implied volatity was 25.28, the open interest changed by 10 which increased total open position to 82
On 28 Mar LICI was trading at 799.40. The strike last trading price was 10.2, which was -1.65 lower than the previous day. The implied volatity was 26.70, the open interest changed by 10 which increased total open position to 72
On 27 Mar LICI was trading at 801.15. The strike last trading price was 11.65, which was 3.5 higher than the previous day. The implied volatity was 27.55, the open interest changed by 20 which increased total open position to 61
On 26 Mar LICI was trading at 786.85. The strike last trading price was 8.05, which was -1.4 lower than the previous day. The implied volatity was 27.38, the open interest changed by 3 which increased total open position to 37
On 25 Mar LICI was trading at 789.40. The strike last trading price was 9.35, which was -2.4 lower than the previous day. The implied volatity was 28.30, the open interest changed by 19 which increased total open position to 33
On 24 Mar LICI was trading at 800.55. The strike last trading price was 11.45, which was 1.8 higher than the previous day. The implied volatity was 25.17, the open interest changed by 10 which increased total open position to 14
On 21 Mar LICI was trading at 791.35. The strike last trading price was 9.65, which was 2.05 higher than the previous day. The implied volatity was 25.78, the open interest changed by 1 which increased total open position to 4
On 20 Mar LICI was trading at 779.50. The strike last trading price was 7.6, 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 19 Mar LICI was trading at 776.75. The strike last trading price was 7.6, which was 2.3 higher than the previous day. The implied volatity was 26.25, the open interest changed by 1 which increased total open position to 2
On 18 Mar LICI was trading at 757.40. The strike last trading price was 5.3, which was -54.7 lower than the previous day. The implied volatity was 27.92, 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 60, which was 0 lower than the previous day. The implied volatity was 9.48, 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 60, which was 0 lower than the previous day. The implied volatity was 6.13, 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 60, which was 0 lower than the previous day. The implied volatity was 8.76, 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 60, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LICI was trading at 754.80. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LICI was trading at 756.55. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 6.19, 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 60, which was 0 lower than the previous day. The implied volatity was 5.04, 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 60, which was 0 lower than the previous day. The implied volatity was 5.14, 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 60, which was 0 lower than the previous day. The implied volatity was 5.91, 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 60, which was 0 lower than the previous day. The implied volatity was 5.29, 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 60, which was 0 lower than the previous day. The implied volatity was 3.13, 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 60, which was 0 lower than the previous day. The implied volatity was 3.24, 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 60, which was 0 lower than the previous day. The implied volatity was 1.15, 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 60, which was 0 lower than the previous day. The implied volatity was 0.50, 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 0, 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 Feb LICI was trading at 842.65. The strike last trading price was 0, 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 0, 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 0, 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 Feb LICI was trading at 848.20. The strike last trading price was 0, 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 24APR2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.57
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 65 | 25.15 | 50.35 | 1 | 0 | 13 |
| 7 Apr | 767.20 | 39.85 | 0 | 0.00 | 0 | -3 | 0 |
| 4 Apr | 792.15 | 39.85 | 5.2 | - | 5 | -2 | 14 |
| 3 Apr | 815.30 | 34.3 | -5.2 | 30.45 | 15 | 4 | 16 |
| 2 Apr | 810.95 | 39.5 | -6.25 | 31.14 | 16 | 10 | 12 |
| 1 Apr | 797.75 | 45.75 | -15.4 | 26.89 | 2 | 1 | 1 |
| 28 Mar | 799.40 | 61.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 801.15 | 61.15 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 786.85 | 61.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 789.40 | 61.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 800.55 | 61.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 791.35 | 61.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 779.50 | 61.15 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 776.75 | 61.15 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 757.40 | 61.15 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 745.40 | 61.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 761.80 | 61.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 729.20 | 61.15 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 740.50 | 61.15 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 754.80 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 756.55 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 764.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 758.95 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 765.15 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 759.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 784.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 782.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 808.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 816.10 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 828.80 | 0 | 0 | 0.48 | 0 | 0 | 0 |
| 5 Feb | 842.65 | 0 | 0 | 1.56 | 0 | 0 | 0 |
| 4 Feb | 834.50 | 0 | 0 | 1.08 | 0 | 0 | 0 |
| 3 Feb | 830.15 | 0 | 0 | 0.72 | 0 | 0 | 0 |
| 1 Feb | 848.20 | 0 | 0 | 2.05 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 840 expiring on 24APR2025
Delta for 840 PE is -0.70
Historical price for 840 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 65, which was 25.15 higher than the previous day. The implied volatity was 50.35, the open interest changed by 0 which decreased total open position to 13
On 7 Apr LICI was trading at 767.20. The strike last trading price was 39.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 4 Apr LICI was trading at 792.15. The strike last trading price was 39.85, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 3 Apr LICI was trading at 815.30. The strike last trading price was 34.3, which was -5.2 lower than the previous day. The implied volatity was 30.45, the open interest changed by 4 which increased total open position to 16
On 2 Apr LICI was trading at 810.95. The strike last trading price was 39.5, which was -6.25 lower than the previous day. The implied volatity was 31.14, the open interest changed by 10 which increased total open position to 12
On 1 Apr LICI was trading at 797.75. The strike last trading price was 45.75, which was -15.4 lower than the previous day. The implied volatity was 26.89, the open interest changed by 1 which increased total open position to 1
On 28 Mar LICI was trading at 799.40. The strike last trading price was 61.15, 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 Mar LICI was trading at 801.15. The strike last trading price was 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 Feb LICI was trading at 754.80. The strike last trading price was 0, 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 Feb LICI was trading at 756.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LICI was trading at 842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.56, 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 0, which was 0 lower than the previous day. The implied volatity was 1.08, 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 0, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LICI was trading at 848.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
